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Applied Econometrics, 5, 381, 10.1002\u002Fjae.3950050406\nFornari, 1994, US beef cattle supply: tests of quasi-rational expectations against fully rational expectations\nFoster, 1990, A dynamic model of cattle inventories and supply in the US beef cattle industry\nFriedman, 1957\nGardner, 1976, Futures prices in supply analysis, American Journal of Agricultural Economics, 58, 81, 10.2307\u002F1238581\nGilliam, 1984, The US beef cow-calf industry\nGoodwin, 1982, Testing the rational expectations hypothesis in an agricultural market, Review of Economics and Statistics, 64, 658, 10.2307\u002F1923950\nHall, 1978, Stochastic implications of the life cycle-permanent income hypothesis: theory and empirical evidence, Journal of Political Economy, 86, 971, 10.1086\u002F260724\nHansen, 1980, Formulating and estimating dynamic linear rational expectations models, Journal of Economic Dynamics and Control, 2, 7, 10.1016\u002F0165-1889(80)90049-4\nHansen, 1981, Linear rational expectations models for dynamically interrelated variables, 127\nHansen, 1991, Exact linear rational expectations models: specification and estimation, 45\nHorvath, 1993, Some econometric implications of learning\nJarvis, 1986, Supply response in the cattle industry: the Argentine case\nJust, 1981, Commodity price forecasting with large-scale econometric models and the futures market, American Journal of Agricultural Economics, 63, 197, 10.2307\u002F1239555\nLeuthold, 1974, The price performance on the futures market of a nonstorable commodity, American Journal of Agricultural Economics, 56, 271, 10.2307\u002F1238755\nMartin, 1981, The price forecasting performance of futures markets for live cattle and hogs: A disaggregated analysis, American Journal of Agricultural Economics, 63, 209, 10.2307\u002F1239556\nMuth, 1961, Rational expectations and the theory of price movements, Econometrica, 29, 315, 10.2307\u002F1909635\nNelson, 1975, Rational expectations and the predictive efficency of economic models, Journal of Business, 48, 331, 10.1086\u002F295759\nNelson, 1992, Quasi-rational expectations: experimental evidence, Journal of Forecasting, 11, 141, 10.1002\u002Ffor.3980110205\nNerlove, 1955, The predictive test as a tool for inference: the demand for meat in the United States\nNerlove, 1958, The implications of Friedman's permament income hypothesis for demand analysis, Agricultural Economics Research, 10, 1\nNerlove, 1958, Distributed Lags and Demand Analysis\nNerlove, 1958\nNerlove, 1961, Time series analysis of the supply of agricultural products, 31\nNerlove, 1967, Distributed lags and unobserved components in economic time series, 127\nNerlove, 1972, Lags in economic behavior, Econometrica, 40, 221, 10.2307\u002F1909403\nNerlove, 1983, Expectations, plans and realizations in theory and practice, Econometrica, 51, 1251, 10.2307\u002F1912274\nNerlove, 1979, Analysis of Economic Time Series: A Synthesis, 1995\nNerlove, 1992\nNerlove, 1995, Expectations: are they rational, 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An essay in simulation-based inference, 354\nNerlove, 1992, A reinterpretation of direct tests of forecast rationality using business survey data, 132\nOrazem, 1986, An indirect test for the specification of expectation regimes, Review of Economics and Statistics, 68, 603, 10.2307\u002F1924519\nPesaran, 1987\nPierce, 1975, Forecasting in dynamic models with tochastic regressors, Journal of Econometrics, 3, 349, 10.1016\u002F0304-4076(75)90053-6\nRosen, 1986, Dynamic animal economics, American Journal of Agricultural Economics, 68, 547\nRosen, 1994, Cattle cycles, Journal of Political Economy, 102, 468, 10.1086\u002F261942\nSargent, 1973, Rational expectations, the real rate of interest, and the natural rate of unemployment, Brookings Papers on Economic Activity, 429, 10.2307\u002F2534097\nSargent, 1976, A classical macroeconometric model for the United States, Journal of Political Economy, 84, 207, 10.1086\u002F260429\nSargent, 1981, Interpreting economic time series, Journal of Political Economy, 89, 213, 10.1086\u002F260963\nSargent, 1977, Business cycle modeling without pretending to have too much a priori information\nUS Bureau of the Census, 1975\nUS Department of Agriculture, 1957\nWallis, 1980, Econometric implications of the rational expectations hypothesis, Econometrica, 48, 49, 10.2307\u002F1912018\nWilliams, 1986",{"EN":124},"Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply",{"VOID":126},"10.1016\u002Fs0304-4076(97)00067-5","PUBLICATION","VERIFIED","Auto Verify","https:\u002F\u002Fwww.sciencedirect.com\u002Fscience\u002Farticle\u002Fpii\u002FS0304407697000675",[132,149],{"id":133,"sortIndex":134,"researcher":18,"roles":135,"affiliations":137,"properties":146},"2b19f58c-26e3-47e3-9dd3-ac0a7ff10a1d",1,[136],"AUTHOR",[138],{"id":18,"sortIndex":19,"affiliation":139,"properties":18},{"id":140,"createTime":141,"updateTime":141,"relativeEntities":142,"slug":18,"properties":143,"entityType":39,"verifyStatus":17,"verifyTime":18,"verifyNote":18,"syncStatus":17,"languages":18,"translateLanguages":18,"viewCount":19},"a16545f1-0a80-48f5-b665-73e44159c7ee","2023-11-30T04:29:23.866+00:00",[],{"title":144},{"VI":145},"J.P. 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Econometrics, 148, 131, 10.1016\u002Fj.jeconom.2008.10.005\nTodorov, 2012, The realized Laplace transform of volatility, Econometrica, 80, 1105, 10.3982\u002FECTA9133\nTodorov, 2011, Realized Laplace transforms for estimation of jump diffusive volatility models, J. Econometrics, 164, 367, 10.1016\u002Fj.jeconom.2011.06.016\nVetter, 2010, Limit theorems for bipower variation of semimartingales, Stochastic Process. Appl., 120, 22, 10.1016\u002Fj.spa.2009.10.005\nWest, 1996, Asymptotic inference about predictive ability, Econometrica, 64, 1067, 10.2307\u002F2171956\nWest, 2006, Forecast evaluation, 10.1016\u002FS1574-0706(05)01003-7\nWhite, 1982, Maximum likelihood estimation of misspecified models, Econometrica, 50, 1, 10.2307\u002F1912526\nWhite, 2000, A reality check for data snooping, Econometrica, 68, 1097, 10.1111\u002F1468-0262.00152\nWhite, 2001\nZhang, 2006, Efficient estimation of stochastic volatility using noisy observations: A multi-scale approach, Bernoulli, 12, 1019, 10.3150\u002Fbj\u002F1165269149\nZhang, 2005, A tale of two time scales: Determining integrated volatility with noisy high-frequency data, J. Amer. Statist. 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1998\nBalk, 2005, Divisia price and quantity indices: 80 years after, Statistica Neerlandica, 59, 119, 10.1111\u002Fj.1467-9574.2005.00284.x\nBalk, 2008\nBalk, 2009, On the relation between gross-output and value-added based productivity measures: the importance of the Domar factor, Macroeconomic Dynamics, 13, 241, 10.1017\u002FS1365100509090130\nBarnett, 1980, Economic monetary aggregates: an application of index number and aggregation theory, Journal of Econometrics, 14, 11, 10.1016\u002F0304-4076(80)90070-6\nBasu, 1997, Returns to scale in US production: estimates and implications, Journal of Political Economy, 105, 249, 10.1086\u002F262073\nCaves, 1980, The relative efficiency of public and private firms in a competitive environment: the case of Canadian railroads, Journal of Political Economy, 88, 958, 10.1086\u002F260916\nCaves, 1982, The economic theory of index numbers and the measurement of input, output, and productivity, Econometrica, 50, 1393, 10.2307\u002F1913388\nChambers, 1988\nChambers, 1993, Input–output separability in production models and its structural consequences, Journal of Economics, 57, 197, 10.1007\u002FBF01237415\nDenny, 1981, The measurement and interpretation of total factor productivity in regulated industries, with an application to Canadian telecommunications\nDiewert, 1976, Exact and superlative index numbers, Journal of Econometrics, 4, 115, 10.1016\u002F0304-4076(76)90009-9\nDiewert, 1981, The economic theory of index numbers: a survey\nDiewert, 1981, The theory of total factor productivity measurement in regulated industries\nDiewert, 1992, Fisher ideal output, input, and productivity indexes revisited, Journal of Productivity Analysis, 3, 211, 10.1007\u002FBF00158354\nDiewert, 2008, On the estimation of returns to scale, technical progress and monopolistic markups, Journal of Econometrics, 145, 174, 10.1016\u002Fj.jeconom.2008.05.002\nDiewert, 2010, Malmquist and Törnqvist productivity indexes: returns to scale and technical progress with imperfect competition, Journal of Economics, 101, 73, 10.1007\u002Fs00712-010-0137-0\nDiewert, 2003, Index number concepts, measures and decompositions of productivity growth, Journal of Productivity Analysis, 19, 127, 10.1023\u002FA:1022897231521\nFäre, 2000, Notes on some inequalities in economics, Economic Theory, 15, 227, 10.1007\u002Fs001990050010\nFäre, 1990, A distance function approach to multi-output technologies, Southern Economic Journal, 56, 879, 10.2307\u002F1059878\nFäre, 1995\nFeng, 2008, Productivity trends in US manufacturing: evidence from the NQ and AIM cost functions, Journal of Econometrics, 142, 281, 10.1016\u002Fj.jeconom.2007.06.002\nFisher, 1922\nFrisch, 1930, Necessary and sufficient conditions regarding the form of an index number which shall meet certain of Fisher’s tests, American Statistical Association Journal, 25, 397, 10.2307\u002F2277965\nFuss, 1994, Productivity growth in Canadian telecommunications, Canadian Journal of Economics, 27, 371, 10.2307\u002F135752\nHall, 1988, The relationship between price and marginal cost in US industry, Journal of Political Economy, 96, 921, 10.1086\u002F261570\nHulten, 1973, Divisia index numbers, Econometrica, 41, 1017, 10.2307\u002F1914032\nHulten, C.R., 2009. Growth accounting. NBER Working Paper #15341.\nJorgenson, 1967, The explanation of productivity change, Review of Economic Studies, 34, 249, 10.2307\u002F2296675\nLovell, 2003, The decomposition of Malmquist productivity indexes, Journal of Productivity Analysis, 20, 437, 10.1023\u002FA:1027312102834\nNeary, 2004, Rationalizing the Penn world table: true multilateral indices for international comparisons of real income, American Economic Review, 94, 1411, 10.1257\u002F0002828043052286\nOhta, 1974, A note on the duality between production and cost functions: rate of returns to scale and rate of technical progress, Economic Studies Quarterly, 25, 63\nOrea, 2002, Parametric decomposition of a generalized Malmquist productivity index, Journal of Productivity Analysis, 18, 5, 10.1023\u002FA:1015793325292\nPrimont, 1993, Recovering the production technology from the cost function, Journal of Productivity Analysis, 4, 347, 10.1007\u002FBF01073543\nRichter, 1966, Invariance axioms and economic indexes, Econometrica, 34, 739, 10.2307\u002F1910096\nShephard, 1970\nSmall, 1999, Economies of scale and self-financing rules with non-competitive factor markets, Journal of Public Economics, 74, 431, 10.1016\u002FS0047-2727(99)00032-8\nSolow, 1957, A contribution to the theory of economic growth, Quarterly Journal of Economics, 70, 65, 10.2307\u002F1884513\nStar, 1976, An approximate Divisia index of total factor productivity, Econometrica, 44, 257, 10.2307\u002F1912722",{"EN":297},"A primal Divisia technical change index based on the output distance 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1988, A theory of intraday patterns: volume and price variability, The Review of Financial Studies, 1, 3, 10.1093\u002Frfs\u002F1.1.3\nAït-Sahalia, 2003, The effects of random and discrete sampling when estimating continuous-time diffusions, Econometrica, 71, 483, 10.1111\u002F1468-0262.t01-1-00416\nAmihud, 1991, Volatility, efficiency, and trading: evidence from the Japanese stock market, The Journal of Finance, 46, 1765, 10.2307\u002F2328572\nAne, 2000, Order flow, transaction clock, and normality of asset returns, The Journal of Finance, 55, 2259, 10.1111\u002F0022-1082.00286\nBack, 1991, Asset prices for general processes, Journal of Mathematical Economics, 20, 317, 10.1016\u002F0304-4068(91)90037-T\nBandi, 2006, Separating microstructure noise from volatility, Journal of Financial Economics, 79, 655, 10.1016\u002Fj.jfineco.2005.01.005\nBarndorff-Nielsen, 2002, Econometric analysis of realized volatility and its use in estimating stochastic volatility models, Journal of the Royal Statistical Society, Series B, 64, 253, 10.1111\u002F1467-9868.00336\nBarndorff-Nielsen, O., Hansen, P., Lunde, A., Shephard, N., 2006. Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise, Working Paper.\nCarr, 2004, Time-changed Lévy processes and option pricing, Journal of Financial Economics, 71, 113, 10.1016\u002FS0304-405X(03)00171-5\nDelbaen, F., Schachermayer, W., 1999. Non-arbitrage and the fundamental theorem of asset pricing: summary of main results. in: Proceedings of Symposia in Applied Mathematics of the AMS, vol. 57. pp. 49–58.\nDrost, 1996, Closing the GARCH gap: continuous time GARCH modelling, Journal of Econometrics, 74, 31, 10.1016\u002F0304-4076(95)01750-X\nDuffie, 2004, Estimation of continuous-time Markov processes sampled at random times, Econometrica, 1773, 10.1111\u002Fj.1468-0262.2004.00553.x\nDufour, 2000, Time and the price impact of a trade, The Journal of Finance, 55, 2467, 10.1111\u002F0022-1082.00297\nEasley, 2008, Time-varying arrival rates of informed and uninformed trades, Journal of Financial Econometrics, 6, 171, 10.1093\u002Fjjfinec\u002Fnbn003\nEberlein, 2005, Equivalence of floating and fixed strike Asian and lookback options, Stochastic Processes and their Applications, 115, 31, 10.1016\u002Fj.spa.2004.07.003\nEngle, 2000, The econometrics of ultra-high frequency data, Econometrica, 68, 1, 10.1111\u002F1468-0262.00091\nEngle, 1998, Autoregressive conditional duration: a new model for irregularly spaced transaction data, Econometrica, 66, 1127, 10.2307\u002F2999632\nEngle, R.F., Sun, Z., 2005. Forecasting volatility using tick by tick data. Working Paper.\nFlorens, 1996, Noncausality in continuous time, Econometrica, 64, 1195, 10.2307\u002F2171962\nFoster, 1990, A theory of interday variations in volumes, variances, and trading costs in securities markets, Review of Financial Studies, 4, 595\nFoster, 1993, Variations in trading volume, return volatility, and trading costs: evidence on recent price formation models, The Journal of Finance, 48, 187, 10.2307\u002F2328886\nFrench, 1986, Stock return variances: the arrival of information and the reaction of traders, Journal of Financial Economics, 17, 5, 10.1016\u002F0304-405X(86)90004-8\nGhysels, 1998, GARCH for irregularly spaced financial data: the ACD-GARCH model, Studies in Nonlinear Dynamics and Econometrics, 2, 133, 10.2202\u002F1558-3708.1035\nGrammig, 2002, Modelling the interdependence of volatility and inter-transaction duration processes, Journal of Econometrics, 106, 369, 10.1016\u002FS0304-4076(01)00105-1\nHansen, 1995, Regression with nonstationary volatility, Econometrica, 63, 1113, 10.2307\u002F2171723\nHansen, 2006, Realized variance and market microstructure noise, invited lecture with discussion, Journal of Business and Economic Statistics, 24, 127, 10.1198\u002F073500106000000071\nHautsch, 2003, Assessing the risk of liquidity suppliers on the basis of excess demand intensities, Journal of Financial Econometrics, 1, 189, 10.1093\u002Fjjfinec\u002Fnbg010\nJones, 1994, Transactions, volume, and volatility, Review of Financial Studies, 7, 631, 10.1093\u002Frfs\u002F7.4.631\nManganelli, 2005, Duration, volume, and volatility impact of trades, Journal of Financial Markets, 8, 377, 10.1016\u002Fj.finmar.2005.06.002\nMeddahi, 2004, Temporal aggregation of volatility models, Journal of Econometrics, 119, 355, 10.1016\u002FS0304-4076(03)00200-8\nMeddahi, 2006, GARCH and irregularly spaced data, Economics Letters, 90, 200, 10.1016\u002Fj.econlet.2005.07.027\nMykland, P.A., Renault, E., 2008. Estimation of volatility with endogenous observation times. Working Paper.\nPierce, 1977, Causality in temporal systems: characterizations and a survey, Journal of Econometrics, 5, 265, 10.1016\u002F0304-4076(77)90039-2\nProtter, 2003\nRenault, 1998, Testing for spurious causality in exchange rates, Journal of Empirical Finance, 5, 47, 10.1016\u002FS0927-5398(96)00017-5\nZhang, 2005, A tale of two time scales: determining integrated volatility with noisy high-frequency data, Journal of the American Statistical Association, 100, 1394, 10.1198\u002F016214505000000169\nZhou, 1996, High-frequency data and volatility in foreign-exchange rates, Journal of Business and Economic Statistics, 14, 45, 10.2307\u002F1392098",{"EN":381},"Causality effects in return volatility measures with random times",{"VOID":383},"10.1016\u002Fj.jeconom.2010.03.036","https:\u002F\u002Fwww.sciencedirect.com\u002Fscience\u002Farticle\u002Fpii\u002FS0304407610000783",[386,401],{"id":387,"sortIndex":134,"researcher":18,"roles":388,"affiliations":389,"properties":398},"3c3ce50c-8a66-47e4-a352-6dd0a0a690b0",[136],[390],{"id":18,"sortIndex":19,"affiliation":391,"properties":18},{"id":392,"createTime":393,"updateTime":393,"relativeEntities":394,"slug":18,"properties":395,"entityType":39,"verifyStatus":17,"verifyTime":18,"verifyNote":18,"syncStatus":17,"languages":18,"translateLanguages":18,"viewCount":19},"584d0702-131b-40bc-8ef2-b387ea595a23","2024-01-16T23:56:38.390+00:00",[],{"title":396},{"VI":397},"Finance and Econometrics Group, CentER, Tilburg University, Tilburg, The Netherlands",{"title":399},{"VI":400},"Bas J.M. 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1951, Estimating linear restrictions on regression coefficients for multivariate normal distributions, Annals of Mathematical Statistics, 34, 327, 10.1214\u002Faoms\u002F1177729580\nAnderson, 1984\nAnderson, 1987, Multivariate linear relations, 9\nAnderson, 1963, Some inequalities on characteristic roots of matrices, Biometrika, 50, 671, 10.1093\u002Fbiomet\u002F50.3-4.522\nAnderson, 1990, Asymptotic robustness of tests of overidentification and predeterminedness\nAnderson, 1992, Asymptotic distributions of regression and autoregression coefficients with martingale difference disturbances, Journal of Multivariate Analysis, 40, 10.1016\u002F0047-259X(92)90024-A\nAnderson, 1949, Estimation of the parameters of a single equation in a complete system of stochastic equations, Annals of Mathematical Statistics, 20, 570, 10.1214\u002Faoms\u002F1177730090\nBasmann, 1960, On finite sample distributions of generalized classical linear identifiability test statistics, Journal of the American Statistical Association, 55, 650, 10.1080\u002F01621459.1960.10483365\nByron, 1972, Testing for misspecification in econometric systems using full information, International Economic Review, 13, 745, 10.2307\u002F2525854\nByron, 1974, Testing structural specification using the unrestricted reduced form, Econometrica, 42, 869, 10.2307\u002F1913794\nDurbin, 1954, Errors in variables, Review of the International Statistical Institute, 22, 23, 10.2307\u002F1401917\nEngle, 1982, A general approach to Lagrange multiplier diagnostics, Journal of Econometrics, 20, 83, 10.1016\u002F0304-4076(82)90104-X\nEngle, 1984, Wald, likelihood ratio, and Lagrange multiplier tests in econometrics, Vol. 2\nEngle, 1983, Exogeneity, Econometrica, 51, 277, 10.2307\u002F1911990\nHausman, 1978, Specification tests in econometrics, Econometrica, 46, 1251, 10.2307\u002F1913827\nHillier, 1987, Classes of similar regions and their power properties for some econometric testing problems, Econometric Theory, 3, 1, 10.1017\u002FS0266466600004114\nHolly, 1987, Testing for exogeneity: A survey, 108\nHwang, 1980, Test of independence between a subset of stochastic regressors and disturbances, International Economic Review, 21, 749, 10.2307\u002F2526366\nHwang, 1980, A comparison of tests of overidentifying restrictions, Econometrica, 48, 1821, 10.2307\u002F1911939\nHwang, 1985, The equivalence of Hausman and Lagrange multiplier tests of independence between disturbance and a subset of stochastic regressors, Economics Letters, 17, 83, 10.1016\u002F0165-1765(85)90132-6\nKariya, 1980, Finite sample properties of the tests for independence in structural systems and the LRT, Economic Studies Quarterly, 31, 45\nKoopmans, 1953, The estimation of simultaneous linear economic relationships, 112\nMagnus, 1988\nNakamura, 1981, On the relationships among several specification error tests presented by Durbin, Wu and Hausman, Econometrica, 49, 1583, 10.2307\u002F1911420\nNewey, 1985, Generalized methods of moments specification testing, Journal of Econometrics, 29, 229, 10.1016\u002F0304-4076(85)90154-X\nPesaran, 1990, A unified approach to estimation and orthogonality tests in linear simultaneous equation econometric models, Journal of Econometrics, 44, 41, 10.1016\u002F0304-4076(90)90072-2\nRao, 1973\nRevankar, 1978, Asymptotic relative efficiency analysis of certain tests of independence in structural systems, International Economic Review, 1, 165, 10.2307\u002F2526402\nRevankar, 1973, An independence test and conditional unbiased predictions in the context of simultaneous equation systems, International Economic Review, 14, 625, 10.2307\u002F2525975\nRevankar, 1990, An ‘expanded equation’ approach to weak-exogeneity tests in structural systems and an application, Review of Economics and Statistics, 72, 173, 10.2307\u002F2109757\nRichard, 1980, Models with several regimes and changes in exogeneity, Review of Economic Studies, 47, 1, 10.2307\u002F2297101\nRichard, 1984, Classical and Bayesian inferences in incomplete simultaneous equation models\nSmith, 1984, A note on likelihood ratio tests for the independence between a subset of stochastic regressors and disturbance, International Economic Review, 25, 263, 10.2307\u002F2648879\nSmith, 1985, Wald tests for the independence of stochastic variables and disturbances of a single linear stochastic simultaneous equation, Economics Letters, 17, 87, 10.1016\u002F0165-1765(85)90133-8\nWegge, 1978, Constrained indirect least squares estimators, Econometrica, 46, 435, 10.2307\u002F1913911\nWu, 1973, Alternative tests of independence between stochastic regressors and disturbances, Econometrica, 41, 733, 10.2307\u002F1914093\nWu, 1974, Alternative tests of independence between stochastic regressors and disturbances: Finite sample results, Econometrica, 42, 529, 10.2307\u002F1911789",{"EN":479},"Tests of overidentification and predeterminedness in simultaneous equation 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IV, 2113\nNewey, 2003, Instrumental variables estimation of Nonparametric models, Econometrica, 71, 1557, 10.1111\u002F1468-0262.00459\nNicoletti, 2006, Nonresponse in dynamic panel data models, Journal of Econometrics, 132, 461, 10.1016\u002Fj.jeconom.2005.02.008\nPakes, 1989, Simulation and the asymptotics of optimization estimators, Econometrica, 57, 1027, 10.2307\u002F1913622\nRidder, 1990, Attrition in multi-wave panel data, 45\nRidder, 1992, An empirical evaluation of some models for non-random attrition in panel data, Structural Change and Economic Dynamics, 3, 337, 10.1016\u002F0954-349X(92)90011-T\nShen, 1997, On methods of sieves and penalization, Annals of Statistics, 25, 2555, 10.1214\u002Faos\u002F1030741085\nVerbeek, 1992, Testing for selectivity bias in dynamic panel data models, International Economic Review, 33, 681, 10.2307\u002F2527133\nWooldridge, 2002, Inverse probability weighted M-estimators for sample selection, attrition and stratification, Portugese Economic Journal, 1, 117, 10.1007\u002Fs10258-002-0008-x\nWooldridge, 1999, Asymptotic properties of Weighted M-Estimators for variable probability sampling, Econometrica, 67, 1385, 10.1111\u002F1468-0262.00083",{"EN":551},"Inference in panel data models under attrition caused by unobservables",{"VOID":553},"10.1016\u002Fj.jeconom.2008.03.002","https:\u002F\u002Fwww.sciencedirect.com\u002Fscience\u002Farticle\u002Fpii\u002FS0304407608000389",[556],{"id":557,"sortIndex":19,"researcher":18,"roles":558,"affiliations":559,"properties":573},"7d612e2a-1c92-44a7-8f12-2b2b9e2fe8e5",[136],[560],{"id":561,"sortIndex":19,"affiliation":562,"properties":570},"8818d8a0-9809-437b-89d4-bed880e353a3",{"id":563,"createTime":564,"updateTime":564,"relativeEntities":565,"slug":566,"properties":567,"entityType":39,"verifyStatus":17,"verifyTime":18,"verifyNote":18,"syncStatus":17,"languages":18,"translateLanguages":18,"viewCount":19},"bc69ef01-5abc-44f1-8586-78ffbaeea108","2024-10-02T21:31:28.043+00:00",[],"Department-of-Economics-Dartmouth-College-USA",{"title":568},{"EN":569},"Department of Economics, Dartmouth College, USA",{"title":571},{"VI":572},"Department of Economics, Dartmouth College, United States",{"title":574},{"VI":575},"Debopam Bhattacharya",{"url":554,"publisher":577,"properties":606},{"id":6,"createTime":7,"updateTime":8,"relativeEntities":578,"slug":10,"properties":579,"entityType":16,"verifyStatus":17,"verifyTime":18,"verifyNote":18,"syncStatus":17,"languages":18,"translateLanguages":18,"viewCount":19,"subjectFields":582,"manageAffiliations":583,"indexDatabases":584,"url":18,"thumbnailPath":18,"statistic":18,"gsStatistic":18,"type":18,"analyzePriority":18},[],{"issn":580,"title":581},{"VOID":13},{"EN":15},[],[],[585,592,599],{"id":93,"indexDatabase":586,"url":70,"indexYears":18,"academicFieldIds":591,"indexDatabaseRanking":18},{"id":95,"createTime":96,"updateTime":97,"relativeEntities":587,"label":588,"description":589,"key":104,"publicationTags":590,"standard":18},[],{"EN":100,"VI":100},{"VI":102,"EN":103},[106,69],[108,109],{"id":55,"indexDatabase":593,"url":70,"indexYears":18,"academicFieldIds":598,"indexDatabaseRanking":18},{"id":57,"createTime":58,"updateTime":59,"relativeEntities":594,"label":595,"description":596,"key":66,"publicationTags":597,"standard":18},[],{"EN":62,"VI":62},{"VI":64,"EN":65},[68,69],[72],{"id":74,"indexDatabase":600,"url":87,"indexYears":88,"academicFieldIds":605,"indexDatabaseRanking":91},{"id":76,"createTime":77,"updateTime":78,"relativeEntities":601,"label":602,"description":603,"key":84,"publicationTags":604,"standard":18},[],{"EN":81,"VI":81},{"EN":81,"VI":83},[86],[90],{"volume":607,"pages":609},{"VOID":608},"144",{"VOID":610},"430-446","2008-06-01",2008,{"id":614,"createTime":615,"updateTime":616,"relativeEntities":617,"slug":618,"properties":619,"entityType":127,"verifyStatus":128,"verifyTime":616,"verifyNote":129,"syncStatus":17,"languages":18,"translateLanguages":18,"viewCount":19,"primaryUrl":626,"fullTextUrl":18,"authors":627,"publicationType":164,"publisherRelationship":643,"citationCount":18,"citationInfo":18,"publishDate":678,"publishYear":679,"citationAnalyzeStatus":17,"lastCitationAnalyze":18,"indexDatabases":18,"openAccess":18,"references":18,"isForceReanalyzing":202},"5ae759e7-2988-49cf-a64b-2388d06aebe8","2024-01-15T06:42:49.916+00:00","2025-02-01T23:56:54.848+00:00",[],"Semiparametric-identification-and-heterogeneity-in-discrete-choice-dynamic-programming-models",{"references":620,"title":622,"doi":624},{"VOID":621},"Aakvik, A., Heckman, J., Vytlacil, E., 1999. Local instrumental variables and latent variable models for estimating treatment effects. Unpublished manuscript, University of Chicago.\nAltonji, 1993, The demand for and return to education when education outcomes are uncertain, Journal of Labor Economics, 11, 48, 10.1086\u002F298317\nBelzil, C., Hansen, J., 1997. Estimating the returns to education from a non-stationary dynamic programming model. Centre for Labour Market and Social Research Working Paper No. 97-06.\nBuchinsky, M., Leslie, P., 1996. A dynamic model of education choices in the United States: learning from a cross-section. Unpublished manuscript, Brown University.\nCameron, 1998, Life cycle schooling and dynamic selection bias, Journal of Political Economy, 106, 262, 10.1086\u002F250010\nCameron, S., Taber, C., 1994. Assessing nonparametric maximum likelihood models of dynamic discrete choice. Unpublished manuscript.\nCameron, S., Taber, C., 1998. Borrowing constraints and the returns to schooling. Unpublished manuscript, Northwestern University.\nCard, D., 1998. The causal effect of education on earnings. Center for Labor Economics, University of California at Berkeley Working Paper No. 2.\nChamberlain, 1986, Asymptotic efficiency in semi-parametric models with censoring, Journal of Econometrics, 32, 189, 10.1016\u002F0304-4076(86)90038-2\nComay, 1973, The option value of education and the optimal path for investment in human capital, International Economic Review, 14, 421, 10.2307\u002F2525931\nCosslett, 1983, Distribution-free maximum likelihood estimator of the binary choice model, Econometrica, 51, 765, 10.2307\u002F1912157\nEckstein, 1989, The specification and estimation of dynamic stochastic discrete choice models, Journal of Human Resources, 24, 562, 10.2307\u002F145996\nEckstein, Z., Wolpin, K., 1997. Youth employment and academic performance in high school. Unpublished manuscript, University of Pennsylvania.\nFlinn, 1982, New methods for analyzing structural models of labor force dynamics, Journal of Econometrics, 18, 115, 10.1016\u002F0304-4076(82)90097-5\nHeckman, 1990, Varieties of selection bias, American Economic Review, 80, 313\nHeckman, 1990, The empirical content of the Roy model, Econometrica, 58, 1121, 10.2307\u002F2938303\nHeckman, 1984, A method for minimizing the impact of distributional assumptions in economic models for duration data, Econometrica, 52, 271, 10.2307\u002F1911491\nHeckman, J., Vytlacil, E., 1999. Local instrumental variables and latent variable models for identifying and bounding treatment effects. Unpublished manuscript, University of Chicago.\nHotz, 1993, Conditional choice probabilities and the estimation of dynamic models, Review of Economic Studies, 60, 497, 10.2307\u002F2298122\nIchimura, H., Taber, C., 1999. Estimation of treatment effect counter factuals under limited support conditions. Unpublished manuscript, Northwestern University.\nKeane, 1997, The career decisions of young men, Journal of Political Economy, 105, 473, 10.1086\u002F262080\nManski, 1975, Maximum score estimation of the stochastic utility model of choice, Journal of Econometrics, 3, 205, 10.1016\u002F0304-4076(75)90032-9\nManski, 1988, Identification of binary response models, Journal of the American Statistical Association, 83, 729, 10.2307\u002F2289298\nMatzkin, R., 1990. Least concavity and the distribution-free estimation of nonparametric concave functions. Unpublished manuscript.\nMatzkin, 1992, Nonparametric and distribution-free estimation of the binary threshold crossing and the binary choice models, Econometrica, 60, 239, 10.2307\u002F2951596\nMatzkin, 1993, Nonparametric identification and estimation of polychotomous choice models, Journal of Econometrics, 58, 137, 10.1016\u002F0304-4076(93)90116-M\nPakes, 1986, Patents as options, Econometrica, 54, 755, 10.2307\u002F1912835\nPakes, A., Simpson, M., 1989. Patent renewal data. In: Bailey, Winston (Eds.), Brookings Papers on Economic Activity. The Brookings Institute, Washington.\nRoy, 1951, Some thoughts on the distribution of earnings, Oxford Economic Papers (New Series), 3, 135, 10.1093\u002Foxfordjournals.oep.a041827\nRust, 1987, Optimal replacement of GMC bus engines, Econometrica, 55, 999, 10.2307\u002F1911259\nRust, J., 1994. Structural estimation of markov decision processes. In: Engle, R., McFadden, D. (Eds.), Handbook of Econometrics. North-Holland, Amsterdam.\nTaber, C., 1996. Semiparametric identification and heterogeneity in discrete choice dynamic programming models. Unpublished manuscript, Northwestern University.\nTaber, C., 1998. The rising college premium in the eighties: return to college or return to ability? Unpublished manuscript.\nThompson, T.S., 1989. Identification of semiparametric discrete choice models. 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On the finite sample properties of kernel-based integrated variance estimators. Working Paper.\nBarndorff-Nielsen, 2002, Econometric analysis of realised volatility and its use in estimating stochastic volatility models, Journal of the Royal Statistical Society. Series B, 64, 253, 10.1111\u002F1467-9868.00336\nGarcia, 2006, Comment, Journal of Business and Economic Statistics, 24, 184, 10.1198\u002F073500106000000161\nGhysels, 2006, Predicting volatility: getting the most out of return data sampled at different frequencies, Journal of Econometrics, 131, 59, 10.1016\u002Fj.jeconom.2005.01.004\nGhysels, 2006, Comment, Journal of Business and Economic Statistics, 24, 192, 10.1198\u002F073500106000000080\nGhysels, Eric, Sinko, Arthur, 2009. Volatility forecasting and microstructure noise. Available at URL: www.unc.edu~eghysels.\nGhysels, 2007, MIDAS regressions: further results and new directions, Econometric Reviews, 26, 53, 10.1080\u002F07474930600972467\nGranger, 1976, Forecasting transformed series, Journal of the Royal Statistical Society. Series B (Methodological), 189, 10.1111\u002Fj.2517-6161.1976.tb01585.x\nHansen, 2006, Realized variance and market microstructure noise, Journal of Business and Economic Statistics, 24, 127, 10.1198\u002F073500106000000071\nMeddahi, Nour, 2001. An eigenfunction approach for volatility modeling. Working Paper. University of Montreal.\nNelson, 1990, ARCH models as diffusion approximations, Journal of Econometrics, 45, 7, 10.1016\u002F0304-4076(90)90092-8\nOomen, 2005, Properties of bias corrected realized variance in calendar time and business time, Journal of Financial Econometrics, 3, 555, 10.1093\u002Fjjfinec\u002Fnbi027\nRenault, 2009, Moment-based estimation of stochastic volatility models\nSinko, Arthur, 2007. On predictability of market microstructure noise volatility. UNC Working Paper.\nTaylor, 1982, Financial returns modelled by the product of two stochastic processes. A study of daily sugar prices, 1961–79\nWasserfallen, 1985, The behavior of intraday exchange rates, Journal of Banking and Finance, 9, 55, 10.1016\u002F0378-4266(85)90062-7\nZhang, 2005, A tale of two time scales: determining integrated volatility with noisy high frequency data, Journal of the American Statistical Association, 100, 1394, 10.1198\u002F016214505000000169\nZhou, 1996, High-frequency data and volatility in foreign-exchange rates, Journal of Business and Economic Statistics, 14, 45, 10.2307\u002F1392098",{"EN":690},"Volatility forecasting and microstructure 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1995, Corporate financial structure and optimal contracting, 693\nBorenstein, 1988, Market incentives for safe commercial airline operation, American Economic Review, 78, 913\nBoyer, 1992, Econometric models of accident distributions, 169\nBrander, 1989, Moral hazard and limited liability: implication for the theory of the firm, International Economic Review, 30, 833, 10.2307\u002F2526754\nCameron, 1985, Regression based tests for overdispersion\nCameron, 1986, Econometric models based on count data: comparison and application of some estimators and tests, Journal of Applied Econometrics, 1, 29, 10.1002\u002Fjae.3950010104\nChalk, 1986, Market forces and aircraft safety: the case of DC-10, Economic Inquiry, 24, 43, 10.1111\u002Fj.1465-7295.1986.tb01796.x\nChalk, 1987, Market forces and commercial aircraft safety, Journal of Industrial Economics, 36, 61, 10.2307\u002F2098597\nDanzon, 1992, The demand for and the supply of liability insurance, 25\nDewatripont, 1994\nDionne, 1990\nDionne, 1991, A statistical analysis of airline accidents in Canada, 1976–1987\nDionne, 1992, Automobile insurance ratemaking in the presence of asymmetrical information, Journal of Applied Econometrics, 7, 149, 10.1002\u002Fjae.3950070204\nDionne, 1992, Optimal design of financial contracts and moral hazard\nDionne, 1994, Moral hazard, renegotiation and debt, Economics Letters, 46, 113, 10.1016\u002F0165-1765(94)90005-1\nGillen, 1985\nGillen, 1989, Privatization of air Canada: why it is necessary in a deregulated environment, Canadian Public Policy, XV, 285, 10.2307\u002F3550825\nGolbe, 1986, Safety and profits in the airline industry, Journal of Industrial Economics, 34, 305, 10.2307\u002F2098573\nGolbe, 1988, Risk-taking by firms near bankruptcy, Economics Letters, 28, 75, 10.1016\u002F0165-1765(88)90075-4\nGouriéroux, 1989, Econometrics of count data: the A.L.D.P. model\nGouriéroux, 1984, Pseudo maximum likelihood methods: theory, Econometrica, 52, 681, 10.2307\u002F1913471\nGouriéroux, 1984, Pseudo maximum likelihood methods: application to Poisson models, Econometrica, 52, 701, 10.2307\u002F1913472\nGouriéroux, 1992, A count data model with unobserved heterogeneity\nGraham, 1979\nGurmu, 1992\nHausman, 1984, Econometric models for count data with an application to patents — R&D Relationship, Econometrica, 52, 909, 10.2307\u002F1911191\nHarris, 1992, Financial contracting theory, 64\nInnes, 1990, Limited liability and incentive contracting with ex-ante action choices, Journal of Economic Theory, 52, 45, 10.1016\u002F0022-0531(90)90066-S\nKarels, 1989, Market forces and aircraft safety: an extension, Economic Inquiry, 345, 10.1111\u002Fj.1465-7295.1989.tb00786.x\nKarni, 1984, Flight insurance pricing and the theory of choice, Economics Letters, 14, 315, 10.1016\u002F0165-1765(84)90004-1\nKing, 1989, Variance specification in event count models: from restrictive assumptions to a generalized estimator, American Journal of Political Science, 33, 762, 10.2307\u002F2111071\nMitchell, 1989, Crises in the cockpit? The role of market forces in promoting air travel safety, Journal of Law and Economics, 329, 10.1086\u002F467180\nMoses, 1989\nNance, 1989, Economic deregulation's unintended but inevitable impact on airline safety, 186\nOster, 1989, Is it still safe to fly?, 129\nRavid, 1988, On interactions of production and financial decisions, Financial Management, 87, 10.2307\u002F3666075\nRochet, 1992, Capital requirements and the behavior of commercial banks, European Economic Review, 36, 1137, 10.1016\u002F0014-2921(92)90051-W\nRose, 1990, Profitability and product quality: economic determinants of airline safety performance, Journal of Political Economy, 98, 944, 10.1086\u002F261714\nRose, 1992, Fear of flying? Economic analyses of airline safety, Journal of Economic Perspectives, 6, 75, 10.1257\u002Fjep.6.2.75\nShavell, 1984, A model of the optimal use of liability and safety regulation, Rand Journal of Economics, 15, 271, 10.2307\u002F2555680\nSappington, 1983, Limited liability contracts between principal and agent, Journal of Economic Theory, 29, 1, 10.1016\u002F0022-0531(83)90120-5\nTalley, 1990, Determinants of aircraft accidents and policy implications for air safety, International Journal of Transport Economics, XVII, 115\nWinkelmann, 1991, A new approach for modeling economic count data, Economics Letters, 37, 139, 10.1016\u002F0165-1765(91)90122-2\nWithers, 1989, Transportation safety and economic regulatory reform — the Canadian perspective, 300",{"EN":780},"Debt, moral hazard and airline safety An empirical 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1963\nArrow, 1979\nAtkinson, 1970, On measurement of inequality, Journal of Economic Theory, 2, 244, 10.1016\u002F0022-0531(70)90039-6\nBergson, 1938, A reformulation of certain aspects of welfare economics, Quarterly Journal of Economics, 52, 310, 10.2307\u002F1881737\nBergson, 1980, Consumer's surplus and income redistribution, Journal of Public Economics, 14, 31, 10.1016\u002F0047-2727(80)90003-1\nChipman, 1980, Compensating variation, consumer's surplus, and welfare, American Economic Review, 70, 933\nDeaton, 1980\nDupuit, 1969, On the measurement of the utility of public works, 255\nGoettle, 1983\nHarberger, 1971, Three basic postulates for applied welfare economics: An interpretive essay, Journal of Economic Literature, 9, 785\nHicks, 1942, Consumer's surplus and index-numbers, Review of Economic Studies, 9, 126, 10.2307\u002F2967665\nHotelling, 1938, The general welfare in relation to problems of taxation and of railway and utility rates, Econometrica, 6, 242, 10.2307\u002F1907054\nHouthakker, 1957, An international comparison of household expenditure patterns commemorating the centenary of Engel's law, Econometrica, 25, 532, 10.2307\u002F1905382\nHudson, 1974, U.S. energy policy and economic growth, 1975–2000, Bell Journal of Economics and Management Science, 5, 461, 10.2307\u002F3003118\nJorgenson, 1980, Welfare comparison under exact aggregation, American Economic Review, 70, 268\nJorgenson, 1981, Aggregate consumer behavior and individual welfare, 35\nJorgenson, 1982, The transcendental logarithm model of aggregate consumer behavior, Vol. 1, 97\nJorgenson, 1983, Individual and social cost of living indexes, 241\nJorgenson, 1984, Aggregate consumer behavior and the measurement of inequality, Review of Economic Studies, 51, 369, 10.2307\u002F2297429\nJorgenson, 1984, Inequality in the distribution of individual welfare, Vol. 3, 67\nKing, 1983, An index of inequality: With applications to horizontal equity and social mobility, Econometrica, 51, 99, 10.2307\u002F1912250\nKing, 1983, Welfare analysis of tax reforms using household data, Journal of Public Economics, 21, 183, 10.1016\u002F0047-2727(83)90049-X\nKolm, 1969, The optimal production of social justice, 145\nMarshall, 1920\nMcKenzie, 1982\nMcKenzie, 1957, Demand theory without a utility index, Review of Economic Studies, 24, 185, 10.2307\u002F2296067\nMuellbauer, 1974, Inequality measures, prices and household composition, Review of Economic Studies, 41, 493, 10.2307\u002F2296699\nPollak, 1981, The social cost of living index, Journal of Public Economics, 15, 311, 10.1016\u002F0047-2727(81)90014-1\nPrais, 1971\nRoberts, 1980, Interpersonal comparability and social choice theory, Review of Economic Studies, 47, 421, 10.2307\u002F2297002\nRoberts, 1980, Price-independent welfare prescriptions, Journal of Public Economics, 13, 277, 10.1016\u002F0047-2727(86)90007-1\nSamuelson, 1956, Social indifference curves, Quarterly Journal of Economics, 70, 1, 10.2307\u002F1884510\nSamuelson, 1982, Bergsonian welfare economics, 223\nSamuelson, 1983\nSen, 1970\nSen, 1976, Real national income, Review of Economic Studies, 43, 19, 10.2307\u002F2296597\nSen, 1979, The welfare basis of real income comparisons: A survey, Journal of Economic Literature, 17, 1\nSen, 1979, Personal utilities and public judgements: Or what's wrong with welfare economics?, Economic Journal, 89, 537, 10.2307\u002F2231867",{"EN":901},"Efficiency versus equity in natural gas price 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