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Keywords:Econometrics 

Working Paper
A technique for estimating a cost system that allows for inefficiency

The presentation of a new econometric technique for estimating a system of cost and input share equations that allow for inefficiency.
Working Papers (Old Series) , Paper 8704

Working Paper
Computationally convenient distributional assumptions for common value auctions

Although the mathematical foundations of common value auctions have been well understood since Milgrom & Weber (1982), equilibrium bidding strategies are computationally complex. Very few calculated examples can be found in the literature, and only for highly specialized cases. This paper introduces two sets of distributional assumptions that are flexible enough for theoretical and empirical applications and yet permit straightforward calculation of equilibrium bidding strategies.
Finance and Economics Discussion Series , Paper 1997-5

Journal Article
Assessing applied econometric results

Review , Issue Mar , Pages 71-94

Working Paper
Estimating deterministic trends in the presence of serially correlated errors

Working Paper Series, Macroeconomic Issues , Paper 94-19

COVID-19 Risks Expose Vulnerabilities, Downside Risks to U.S. Outlook

The COVID-19 crisis has adversely affected the U.S. economy, helping account for a projected 3.4 percent contraction in 2020. The Congressional Budget Office (CBO) anticipates a strong 4.6 percent rebound in 2021, making up for those losses.
Dallas Fed Economics

Working Paper
Is it possible to find an econometric law that works well in explanation and prediction? The case of Australian money demand

Finance and Economics Discussion Series , Paper 128

Working Paper
The Lucas critique revisited: assessing the stability of empirical Euler equations

Working Paper Series / Economic Activity Section , Paper 130

Conference Paper
The international transmission of asset price volatility

Proceedings - Economic Policy Symposium - Jackson Hole

Working Paper
Making the Cobb-Douglas functional form an efficient nonparametric estimator through localization

Finance and Economics Discussion Series , Paper 94-31

Journal Article
The usefulness of applied econometrics to the policymaker

Review , Volume 55 , Issue May , Pages 7-10

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Ericsson, Neil R. 10 items

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