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Atomistic simulations reveal strength reductions due to short-range order in ...
A theory for strengthening for multicomponent non-dilute alloys possessing short-range order (SRO) has recently been developed. The theory predicts that, in addition to a... -
Asymptotic theory and econometric practice (replication data)
The classical paradigm of asymptotic theory employed in econometrics presumes that model dimensionality, p, is fixed as sample size, n, tends to inifinity. Is this a plausible... -
Are price equations really money demand equations on their heads? (replicatio...
This dataset has no description
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A re-examination of the q theory of investment using u.s. firm data (replicat...
Investment models based on Tobin's q are theoretically appealing, but they have been an empirical disappointment when applied to aggregate time-series data. This paper explores... -
On the estimation of simultaneous-equations error-components models with an a...
An empirical balance of payments model involving the demand and supply of imports and exports for 31 developing countries is estimated utilizing panel data over 1964-1987. In... -
Common Trends and Common Cycles (replication data)
The existence of a serial correlation common feature among the first differences of a set of I(1) variables implies the existence of a common cycle in the... -
Separability test for the electricity supply industry (replication data)
This paper examines the vertical integration issue of the electricity industry. This industry is typically vertically integrated and heavily regulated. The paper investigates... -
Cointegration tests of present value models with a time-varying discount fact...
The paper analyses the impact of persistence and volatility in the discount rate in present-value models on cointegration tests in levels and in logarithms. In simulations we... -
Forecasting in cointegrated systems (replication data)
We consider the implications for forecast accuracy of imposing unit roots and cointegrating restrictions in linear systems of I(1) variables in levels, differences, and... -
Semi-parametric estimation of simultaneous equations with limited dependent v...
We propose a general strategy to estimate semi-parametrically simultaneous equations with limited dependent variables. First, each reduced form (RF) is estimated with various... -
Testing for homogeneity in demand systems when the regressors are nonstationa...
An implication of optimizing theory is that demand functions are homogeneous of degree zero in prices and nominal income. Evidence based on estimations of demand systems has... -
Alternative procedures for converting qualitative response data to quantitati...
This paper analyses and extends alternative procedures for converting qualitative expectations responses to quantitative expectations. A number of conversion procedures is... -
A simple and efficient method for estimating the magnitude and precision of w...
In this article we propose a simple and efficient method of estimating welfare measures in an n-equation system. We also estimate the variance of these measures. The accuracy... -
Heterogeneity biases, distributional effects, and aggregate consumption: An e...
Using stratified microdata from the Canadian FAMEX (78-86) surveys, this paper investigates whether observed heterogeneity in marginal propensities to consume across strata... -
Maximum likelihood estimation of a GARCH-stable model (replication data)
Maximum likelihood is used to estimate a generalized autoregressive conditional heteroskedastic (GARCH) process where the residuals have a conditional stable distribution... -
Institutional hypothesis of the long-run income velocity of money and paramet...
It has recently been argued that when the conventional specification of M2 income velocity is extended to include proxies for two types of institutional change, as emphasized by... -
Forecasting exchange rates using feedforward and recurrent neural networks (r...
In this paper we investigate the out-of-sample forecasting ability of feedforward and recurrent neural networks based on empirical foreign exchange rate data. A two-step... -
A class of binary response models for grouped duration data (replication data)
This paper explores the relationship between conventional models for binary response such as the probit and logit, and the proportional hazard (PH) and related specifications... -
Estimation of equilibrium wage distributions with heterogeneity (replication ...
Equilibrium search models generalize the one-sided models used earlier by endogenizing the wage offer distribution. Attempts to estimate versions of these equilibrium n search... -
Estimating a nonlinear rational expectations commodity price model with unobs...
This paper is concerned with the estimation of a model in which a possibly serially correlated stochastic process, the harvest of an agricultural commodity, generates a...
