Econometric Institute Archives

From Erasmus University Rotterdam
Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

272130: SAMPLE EXTREMES: AN ELEMENTARY INTRODUCTION

Laurens de Haan

272129: SOLUTION OF ECONOMETRIC EQUATION SYSTEMS BY MEANS OF A MODIFIED GAUSS-SEIDEL PROCEDURE

A. Kunstman and T. Kloek

272128: On typical characteristics of economic time series and the relative qualities of five autocorrelation tests

C. Dubbelman, A. P. J. Abrahamse and A. S. Louter

272127: LIMIT THEORY FOR MULTIVARIATE SAMPLE EXTREMES

Laurens de Haan and Sidney I. Resnick

272126: ON FUNCTIONS DERIVED FROM REGULARLY VARYING FUNCTIONS

Laurens de Haan

272125: ASYMPTOTIC PROPERTIES OF A CORRELATION COEFFICIENT TYPE STATISTIC CONNECTED WITH THE GENERAL LINEAR MODEL

Laurens de Haan and Elselien Taconis-Haantjes

272075: ON THE KALMAN FILTER AND THE ECONOMETRIC GENERAL LINEAR MODEL

Michiel Hazewinkel

272074: BAYESIAN ESTIMATES OF EQUATION SYSTEM PARAMETERS An Unorthodox Application of Monte Carlo

T. Kloek and Herman van Dijk

272073: ESTIMATING PREFERENCE FUNCTIONS AND THE THEORY OF RATIONAL RANDOM BEHAVIOR: THE SINGLE PERIOD APPROACH

S. Schim van der Loeff and R. Harkema

272072: EFFECTS OF LINEAR INEQUALITY CONSTRAINTS ON DISTRIBUTIONS OF PARAMETER ESTIMATES IN THE STANDARD LINEAR MODEL

R. Jansen

272071: ON BAYESIAN AND NON-BAYESIAN ESTIMATION OF A TWO-LEVEL CES PRODUCTION FUNCTION FOR THE DUTCH MANUFACTURING SECTOR

R. Harkema and S. Schim van der Loeff

272070: A NOTE ON GOLDBERGER'S BEST LINEAR UNBIASED PREDICTOR IN THE GENERALIZED REGRESSION MODEL

S. Schim van der Loeff and L. Leclercq

272069: ON AN ABEL-TAUBER THEOREM FOR LAPLACE TRANSFORMS

Laurens de Haan

272068: ON THE RELATIONSHIP BETWEEN PRODUCTION FUNCTIONS AND INPUT-OUTPUT ANALYSIS WITH FIXED VALUE SHARES

Paul de Boer

272067: LIMIT LAWS FOR ORDER STATISTICS

A. A. Balkema and L. de Haan

272066: THREE MODELS OF FIRM BEHAVIOUR; THEORY AND ESTIMATION, WITH AN APPLICATION TO THE DUTCH MANUFACTURING SECTOR

S. Schim van der Loeff and R. Harkema

272065: POST-EXPERIMENT INTRODUCTION OF CONSTRAINTS ON PARAMETERS

T. Kloeck and F. B. Lempers

272064: DIRECT DERIVATION OF CONSTANT ELASTICITY OF SUBSTITUTION FUNCTIONS

Paul de Boer and Willem H. Somermeyer

272063: NOTE ON A LARGE-SAMPLE RESULT IN SPECIFICATION ANALYSIS

T. Kloek

272062: A NESTED CES-TYPE UTILITY FUNCTION AND ITS DEMAND AND PRICE-INDEX FUNCTIONS

W. J. Keller

272061: ALTERNATIVE EXPENDITURE ALLOCATION MODELS AND THEIR PROPERTIES

W. H. Somermeyer

272060: A FURTHER GENERALIZATION OF INPUT-OUTPUT ANALYSIS: THE TWO-LEVEL C.E.S. CASE

Paul de Boer

272059: A NEW CLASS OF LIMITED INFORMATION ESTIMATORS FOR SIMULTANEOUS EQUATION SYSTEMS

W. J. Keller

272058: STATISTICAL INFERENCE AND SUBJECTIVE PROBABILITIES

J. Koerts and E. de Leede

272057: GENERAL LEAST-SQUARES ESTIMATION OF LINEAR RELATIONSHIPS WITH POISSON-DISTRIBUTED DEPENDENT VARIABLES RELATING TO HETEROGENEOUS OBSERVATIONS

Bob van der Laan

272056: CONSTRUCTING FORMAL GROUPS. II. OVER Z - ALGEBRAS

Michiel Hazewinkel

272055: ON THE STABILITY OF DYNAMIC ECONOMIC PROCESSES

Michiel Hazewinkel

272054: CONSTRUCTING FORMAL GROUPS I. OVER Z(p)- ALGEBRAS

Michiel Hazewinkel

272053: SIMULATING INTER-ARRIVAL TIMES WITH TIME-DEPENDENT ARRIVAL RATES

F. van Doeland and J. van Daal

272048: A COMPARISON BETWEEN THE MSE OF TWO PREDICTORS IN THE MULTIPLICATIVE MODEL UNDER TWO ALTERNATIVE STOCHASTIC ASSUMPTIONS

R. Teekens and A. S. Louter

272047: A NOTE ON THE ESTIMATION OF A SAMPLE OF THE DISTURBANCES IN THE LINEAR MODEL

C. Dubbelman

272046: MACRO-ECONOMIC MEDIUM-TERM TARGET FUNCTIONS AND FIRST-PERIOD DECISIONS

A. Kunstman

272045: MULTI PERIOD MACRO ECONOMIC PLANNING UNDER UNCERTAINTY

A. R. M. Wennekers and R. Harkema

272044: A PRIORI FIXED COVARIANCE MATRICES OF DISTURBANCE ESTIMATORS

C. Dubbelman

272043: PREDICTION IN THE GENERAL MULTIPLICATIVE MODEL; AN APPLICATION TO AUTOCORRELATED DISTURBANCES

R. Teekens and J. Koerts

272042: ON A MINIMAL MEAN SQUARE ERROR ESTIMATOR OF THE EXPECTATION OF THE DEPENDENT VARIABLE IN MULTIPLICATIVE MODELS UNDER THREE ALTERNATIVE STOCTIASTIC ASSUMPTIONS

R. Teekens and J. Koerts

272041: THE MIXED ASYMPTOTIC FAILURE DISTRIBUTIONS

P. de Weerd and J. Koerts

272040: OPTIMAL PREDICTION OF INTER-INDUSTRY DEMAND

Keshav P. Vishwakarma, Paul de Boer and F. A. Palm

272039: A TEST ON DISTURBANCE HETEROVARIANCE IN LEAST SQUARES REGRESSION

A. P. J. Abrahamse

272038: A BAYESIAN PROCEDURE FOR TESTING REGRESSION DISTURBANCES FOR HETEROSKEDASTICITY AND AUTOCORRELATION

F. B. Lempers and T. Kloek

272037: SOME STATISTICAL IMPLICATIONS OF THE LOG TRANSFORMATION OF MULTIPLICATIVE MODELS (revised)

R. Teekens and J. Koerts

272036: SOME STATISTICAL IMPLICATIONS OF THE LOG TRANSFORMATION OF MULTIPLICATIVE MODELS

R. Teekens and J. Koerts

272035: PROGRAMMING THE RELATIONSHIP BETWEEN THE AGRICULTURAL AND INDUSTRIAL SECTORS IN A PLANNED ECONOMY

J. Sandee

272034: CALCULATING VON NEUMANN TRAJECTORIES BY SIMULATED MARKET ADJUSTMENTS

S. P. Burley

272033: POSTERIOR PROBABILITIES OF ALTERNATIVE LINEAR MODELS

T. Kloek and F. B. Lempers

272032: A LIMITING BAYESIAN APPROACH TO SIMULTANEOUS EQUATION SYSTEMS

R. Harkema and T. Kloek

272031: NOTE ON CONSISTENT ESTIMATION OF THE VARIANCE OF THE DISTURBANCES IN THE LINEAR MODEL

T. Kloek

272030: ON A NEW TEST FOR AUTOCORRELATION IN LEAST-SQUARES REGRESSION

A. P. J. Abrahamse and A. S. Louter

272029: A CLASS OF TRACTABLE PRIOR DISTRIBUTIONS ON STRUCTURAL PARAMETERS OF SIMULTANEOUS EQUATION SYSTEMS

R. Harkema

272028: THE CORRELATION COEFFICIENT IN THE GENERAL LINEAR MODEL

J. Koerts and A. P. J. Abrahamse

272027: AN EFFICIENT METHOD OF ESTIMATING A DISTRIBUTED LAG MODEL

Y. P. Gupta

272026: SOME FURTHER PROPERTIES OF THE LIVIATAN'S CONSISTENT ESTIMATOR IN A DISTRIBUTED LAG MODEL

Y. P. Gupta

272025: OPTIMAL AVAILABILITY DATES IN STOCHASTIC NETWORK PROJECTS

J. Sandee, G. G. J. M. Poeth and F. van Deoland

272024: A NOTE ON A CLASS OF UTILITY AND PRODUCTION FUNCTIONS YIELDING EVERYWHERE DIFFERENTIABLE DEMAND FUNCTIONS

A. P. Barten, T. Klock and F. B. Lempers

272023: ON THE POWER OF THREE GOODNESS-OF-FIT TESTS (A Simulation Approach)

A. P. J. Abrahamse and B. S. van der Laan

272022: A GENERAL SOLUTION OF THE BLUS-PROBLRM

A. B. Leussink

272021: ON THE USE OF CONDITIONAL PROBABILITIES IN REGRESSION ANALYSIS, WITH PARTICULAR REFERENCE TO SOCIO-CULTURAL PHENOMENA

W. H. Somermeyer

272020: SOME FURTHER NOTES ON DISTURBANCE ESTIMATES WITH A SCALAR COVARIANCE MATRIX

J. Koerts and J. I. Vorst

272019: OUTLINE OF A GENERAL "MARKET THEORY'? FOR THE DISTRIBUTION OF LABOUR INCOME

W. H. Somermeyer

272018: A RECONSIDERATION OF THE BLUS PROBLEM

A. B. Leussink

272017: ESTIMATING DEMAND EQUATIONS

A. P. Barten

272016: CONTINUOUS INFORMATIOY THEORY AND A MULTIPLICATIVE DECOMPOSITION OF PREDICTION ERROR VARIANCES

H. Theil

272015: INFORMATION MEASURES IN THE ANALYSIS OF INTERNATIONAL TRADE

H. Theil

272014: THE INFORMATION APPROACH TO THE PREDICTION OF INTERREGIONAL TRADE FLOWS

Pedro Uribe, C. G. de Leeuw and H. Theil

272013: PREDICTING THE OCCUPATIONAL COMPOSITION OF THE LABOR FORCE

Mark B. Schupack and A. Kunstman

272012: THE INFORMATION VALUE OF DEMAND EQUATIONS AND PREDICTIONS

H. Theil and Robert H. Mnookin

272011: EVIDENCE ON THE SLUTSKY CONDITIONS FOR DEMAND EQUATIONS

A. P. Barten

272010: SIMULTANEOUS-EQUATIONS ESTIMATION: TWO-STAGE LEAST-SQUARES, ITS APPLICATION, AND ITS GEOMETRY

W. Begeer

271849: Potential Income Redistribution Effect on Household Consumption and Savings: A Simple Statistical Test Applied to the Philippines

Hans de Kruijk

271848: Nutrition Planning

J. Glastra