mweidner's library 67 articles Export

	Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems [My Copy] The Review of Economic Studies, Vol. 71, No. 3. (2004), pp. 613-654. by Steve Berry, Oliver B. Linton, Ariel Pakes posted to demand_io by mweidner on 2009-08-24 23:46:36 as
	Automobile Prices in Market Equilibrium [My Copy] Econometrica, Vol. 63, No. 4. (1995), pp. 841-890. by Steven Berry, James Levinsohn, Ariel Pakes posted to demand_io by mweidner on 2009-08-24 23:44:11 as along with 5 people tkravitz wryun toomash dir289 jrodflamenco
	Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation [My Copy] Econometrica, Vol. 59, No. 3. (1991), pp. 817-858. by Donald W. K. Andrews posted to no-tag by mweidner on 2009-06-29 19:50:01 as along with 1 person jrnold
	The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models [My Copy] Econometrica, Vol. 55, No. 3. (1987), pp. 587-613. by Lars P. Hansen, Scott F. Richard posted to no-tag by mweidner on 2009-06-02 22:39:19 as along with 2 people signori toomash
	Estimating Discrete-Choice Models of Product Differentiation [My Copy] The RAND Journal of Economics, Vol. 25, No. 2. (1994), pp. 242-262. by Steven T. Berry posted to demand_io by mweidner on 2009-06-02 22:29:18 as along with 8 people xyplex connyc tkravitz marclijour toomash jrodflamenco ddries nwozny
	The Schwarz criterion and related methods for normal linear models [My Copy] Biometrika, Vol. 85, No. 1. (1 March 1998), pp. 13-27. by Donna K. Pauler posted to modelselection by mweidner on 2009-05-22 22:21:50 as along with 1 person fordela
	A Reference Bayesian Test for Nested Hypotheses and its Relationship to the Schwarz Criterion [My Copy] Journal of the American Statistical Association, Vol. 90, No. 431. (1995), pp. 928-934. by Robert E. Kass, Larry Wasserman posted to modelselection by mweidner on 2009-05-22 22:20:42 as along with 1 person fordela
	Approximations and consistency of Bayes factors as model dimension grows [My Copy] Journal of Statistical Planning and Inference, Vol. 112, No. 1-2. (01 March 2003), pp. 241-258. by J. Berger, J. K. Ghosh, N. Mukhopadhyay posted to modelselection by mweidner on 2009-05-22 22:14:55 as along with 1 person fordela
	Estimating the Dimension of a Model [My Copy] The Annals of Statistics, Vol. 6, No. 2. (1978), pp. 461-464. by Gideon Schwarz posted to modelselection by mweidner on 2009-05-22 22:12:19 as along with 16 people and 2 groups thefillm bennett_tg fabiobayer flips fordela ppeeling brian yaroslavvb gangli olivierbousquet davidr abhishekseth slygent ciga tvdbulck matjes tulip Computational_Information_Geometry
	Comments on Model Selection Criteria of Akaike and Schwarz [My Copy] Journal of the Royal Statistical Society. Series B (Methodological), Vol. 41, No. 2. (1979), pp. 276-278. by M. Stone posted to modelselection by mweidner on 2009-05-22 22:04:22 as
	Linear Regression Limit Theory for Nonstationary Panel Data [My Copy] Econometrica, Vol. 67, No. 5. (1999), pp. 1057-1111. by Peter C. B. Phillips, Hyungsik R. Moon posted to no-tag by mweidner on 2009-04-28 06:08:13 as
	Risk, Return, and Equilibrium: Empirical Tests [My Copy] The Journal of Political Economy, Vol. 81, No. 3. (1973), pp. 607-636. by Eugene F. Fama, James D. Macbeth posted to finance by mweidner on 2009-03-19 06:05:40 as along with 1 person bimbo
	Asymptotics for Least Absolute Deviation Regression Estimators [My Copy] Econometric Theory, Vol. 7, No. 2. (1991), pp. 186-199. by David Pollard posted to no-tag by mweidner on 2009-03-17 21:29:58 as
	Regression Quantiles [My Copy] Econometrica, Vol. 46, No. 1. (1978), pp. 33-50. by Roger Koenker, Gilbert Bassett posted to no-tag by mweidner on 2009-03-17 21:29:24 as along with 3 people dejang carneym abrentnall
	Biases in Dynamic Models with Fixed Effects [My Copy] Econometrica, Vol. 49, No. 6. (1981), pp. 1417-1426. by Stephen Nickell posted to factorpaperrefs by mweidner on 2009-03-14 04:26:33 as
	The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators [My Copy] Econometrica, Vol. 71, No. 4. (2003), pp. 1121-1159. by Javier Alvarez, Manuel Arellano posted to no-tag by mweidner on 2009-03-13 23:12:02 as
	Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach [My Copy] The Quarterly Journal of Economics, Vol. 120, No. 1. (2005), pp. 387-422. by Ben S. Bernanke, Jean Boivin, Piotr Eliasz posted to factormodels factorpaperrefs by mweidner on 2009-03-13 22:22:50 as
	Forecasting Using Principal Components From a Large Number of Predictors [My Copy] Journal of the American Statistical Association, Vol. 97 (2002), pp. 1167-1179. by James H. Stock, Mark W. Watson posted to factormodels factorpaperrefs by mweidner on 2009-03-13 22:17:51 as
	Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions [My Copy] Econometrica, Vol. 74, No. 4. (2006), pp. 1133-1150. by Jushan Bai, Serena Ng posted to factormodels factorpaperrefs by mweidner on 2009-03-13 22:01:41 as
	Corporate Yield Spreads and Bond Liquidity [My Copy] The Journal of Finance, Vol. 62, No. 1. (February 2007), pp. 119-149. by Long Chen, David A. Lesmond, Jason Wei posted to finance by mweidner on 2009-03-07 08:00:31 as along with 1 person bimbo
	Characteristics, Covariances, and Average Returns: 1929 to 1997 [My Copy] The Journal of Finance, Vol. 55, No. 1. (2000), pp. 389-406. by James L. Davis, Eugene F. Fama, Kenneth R. French posted to assetpricing factormodels finance by mweidner on 2009-02-20 22:50:16 as
	Evidence on the Characteristics of Cross Sectional Variation in Stock Returns [My Copy] The Journal of Finance, Vol. 52, No. 1. (1997), pp. 1-33. by Kent Daniel, Sheridan Titman posted to factormodels assetpricing finance by mweidner on 2009-02-20 22:23:38 as
	Explaining the Cross-Section of Stock Returns in Japan: Factors or Characteristics? [My Copy] The Journal of Finance, Vol. 56, No. 2. (2001), pp. 743-766. by Kent Daniel, Sheridan Titman, John K. C. Wei posted to factormodels assetpricing finance by mweidner on 2009-02-19 08:58:49 as
	Forecasting the term structure of government bond yields [My Copy] Journal of Econometrics, Vol. 130, No. 2. (February 2006), pp. 337-364. by F. Diebold, C. Li posted to finance termstructure by mweidner on 2009-02-16 07:32:42 as
	Explorations Into Factors Explaining Money Market Returns [My Copy] The Journal of Finance, Vol. 49, No. 5. (1994), pp. 1861-1882. by Peter J. Knez, Robert Litterman, José Scheinkman posted to finance termstructure by mweidner on 2009-02-16 07:25:19 as
	The Influence of VAR Dimensions on Estimator Biases [My Copy] Econometrica, Vol. 67, No. 1. (1999), pp. 163-181. by Karim M. Abadir, Kaddour Hadri, Elias Tzavalis posted to nonstationary by mweidner on 2009-02-13 03:44:51 as
	Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments [My Copy] Econometrica, Vol. 66, No. 6. (1998), pp. 1389-1404. by Jiahui Wang, Eric Zivot posted to iv by mweidner on 2009-02-12 04:10:33 as along with 1 person and 2 groups ctacmo Statistics_and_Social_Science Biostatistics
	Valid Confidence Intervals and Inference in the Presence of Weak Instruments [My Copy] International Economic Review, Vol. 39, No. 4. (1998), pp. 1119-1144. by Eric Zivot, Richard Startz, Charles R. Nelson posted to iv by mweidner on 2009-02-12 04:03:19 as
	A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model [My Copy] Econometrica, Vol. 70, No. 5. (2002), pp. 1929-1961. by Søren Johansen posted to nonstationary by mweidner on 2009-02-07 03:54:23 as
	Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions [My Copy] The Annals of Mathematical Statistics, Vol. 22, No. 3. (1951), pp. 327-351. by T. W. Anderson posted to classic_econometrics by mweidner on 2009-02-07 03:10:14 as
	A PANIC Attack on Unit Roots and Cointegration [My Copy] Econometrica, Vol. 72, No. 4. (2004), pp. 1127-1177. by Jushan Bai, Serena Ng posted to nonstationary by mweidner on 2009-02-07 02:21:15 as
	Estimating cross-section common stochastic trends in nonstationary panel data [My Copy] Journal of Econometrics, Vol. 122, No. 1. (September 2004), pp. 137-183. by Jushan Bai posted to nonstationary by mweidner on 2009-02-07 01:40:05 as
	Common risk factors in the returns on stocks and bonds [My Copy] Journal of Financial Economics, Vol. 33, No. 1. (February 1993), pp. 3-56. by E. F. Fama, K. R. French posted to finance by mweidner on 2009-02-06 21:54:43 as
	Implications of Security Market Data for Models of Dynamic Economies [My Copy] The Journal of Political Economy, Vol. 99, No. 2. (1991), pp. 225-262. by Lars P. Hansen, Ravi Jagannathan posted to finance by mweidner on 2009-02-06 19:52:20 as along with 1 person rivadeneyra
	Specification Tests in Econometrics [My Copy] Econometrica, Vol. 46, No. 6. (1978), pp. 1251-1271. by J. A. Hausman posted to classic_econometrics by mweidner on 2009-02-06 08:57:52 as
	Consistent Estimates Based on Partially Consistent Observations [My Copy] Econometrica, Vol. 16, No. 1. (1948), pp. 1-32. by J. Neyman, Elizabeth L. Scott posted to factorpaperrefs by mweidner on 2009-02-05 08:42:37 as along with 2 people abrentnall toomash
	Determining the Number of Factors in Approximate Factor Models [My Copy] Econometrica, Vol. 70, No. 1. (2002), pp. 191-221. by Jushan Bai, Serena Ng posted to factorpaperrefs by mweidner on 2009-02-05 07:48:58 as
	Estimation When a Parameter is on a Boundary [My Copy] Econometrica, Vol. 67, No. 6. (1999), pp. 1341-1383. by Donald W. K. Andrews posted to factorpaperrefs by mweidner on 2009-02-04 20:01:29 as along with 1 person and 2 groups ctacmo Statistics_and_Social_Science Biostatistics
	Matrix Computations (Johns Hopkins Studies in Mathematical Sciences), Third Edition [My Copy] (1996) by Gene H. Golub, Charles F. Van Loan posted to factorpaperrefs by mweidner on 2009-02-04 19:49:20 as
	Determining the number of factors from empirical distribution of eigenvalues [My Copy] No. 0405-19. (2005) by Alexei Onatski posted to factorpaperrefs by mweidner on 2009-02-04 19:49:20 as
	Matrix Analysis [My Copy] (1997) by R. Bhatia posted to factorpaperrefs by mweidner on 2009-02-04 19:49:20 as
	Testing When a Parameter Is on the Boundary of the Maintained Hypothesis [My Copy] Econometrica, Vol. 69, No. 3. (2001), pp. 683-734. by Donald W. K. Andrews posted to factorpaperrefs by mweidner on 2009-02-04 19:49:20 as
	Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both "n" and "T" Are Large [My Copy] Econometrica, Vol. 70, No. 4. (July 2002), pp. 1639-1657. by Jinyong Hahn, Guido Kuersteiner posted to factorpaperrefs by mweidner on 2009-02-04 19:49:20 as
	Some estimates of norms of random matrices [My Copy] Proc. Amer. Math. Soc., Vol. 133 (2005), pp. 1273-1282. by Rafal Latala posted to factorpaperrefs by mweidner on 2009-02-04 19:49:19 as
	Jordan's principal angles in complex vector spaces [My Copy] Num. Lin. Alg. Appl., Vol. 13 (2006), pp. 589-598. by A. Galantai, Cs posted to factorpaperrefs by mweidner on 2009-02-04 19:49:19 as
	Structural Estimation of High-Dimensional Factor Models [My Copy] unpublished manuscript (2007) by Matthew Harding posted to factorpaperrefs by mweidner on 2009-02-04 19:49:19 as
	Reducing Bias Of MLE In A Dynamic Panel Model [My Copy] Econometric Theory, Vol. 22, No. 03. (March 2006), pp. 499-512. by Jinyong Hahn, Hyungsik R. Moon posted to factorpaperrefs by mweidner on 2009-02-04 19:49:19 as
	Bias Reduction for Dynamic Nonlinear Panel Models with Fixed Effects [My Copy] unpublished manuscript (2004) by Jinyong Hahn, Guido Kuersteiner posted to factorpaperrefs by mweidner on 2009-02-04 19:49:19 as
	Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure [My Copy] Econometrica, Vol. 74, No. 4. (July 2006), pp. 967-1012. by Hashem M. Pesaran posted to factorpaperrefs by mweidner on 2009-02-04 19:49:19 as
	Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets [My Copy] Econometrica, Vol. 51, No. 5. (September 1983), pp. 1281-1304. by Gary Chamberlain, Michael Rothschild posted to factorpaperrefs by mweidner on 2009-02-04 19:49:19 as

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