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Nerlove, Marc L.

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Author ID: nerlove.marc-l Recent zbMATH articles by "Nerlove, Marc L."
Published as: Nerlove, M.; Nerlove, Marc; Nerlove, Marc L.
Documents Indexed: 15 Publications since 1958, including 2 Books

Publications by Year

Citations contained in zbMATH

12 Publications have been cited 164 times in 159 Documents Cited by Year
The dynamics of exchange rate volatility: a multivariate latent factor arch model. Zbl 1126.91365
Diebold, Francis X.; Nerlove, Marc
46
2005
Analysis of economic time series. A synthesis. Zbl 0473.62077
Nerlove, Marc; Grether, David M.; Carvalho, Jose L.
28
1979
A note on error components models. Zbl 0218.62077
Nerlove, M.
27
1971
A note on expectations and stability. Zbl 0107.37105
Arrow, K. J.; Nerlove, M.
17
1958
Multivariate log-linear probability models for the analysis of qualitative data. Zbl 0518.62058
Nerlove, Marc; Press, S. James
14
1979
Spectral analysis of seasonal adjustment procedures. Zbl 0129.33901
Nerlove, M.
12
1964
Measurement in economics. Studies in mathematical economics and econometrics. In memory of Yehuda Grunfeld. Zbl 0117.00108
Christ, Carl F.; Friedman, Milton; Goodman, Leo A.; Griliches, Zvi; Harberger, Arnold C.; Liviatan, Nissan; Mincer, Jacob; Mundlak, Yair; Nerlove, Marc; Patinkin, Don; Telser, Lester G.; Theil, Henri
7
1963
Population size and the social welfare functions of Bentham and Mill. Zbl 1268.91067
Nerlove, Marc; Razin, Assaf; Sadka, Efraim
5
1982
Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply. Zbl 0886.62120
Nerlove, Marc; Fornari, Ilaria
4
1998
Biases in dynamic models with fixed effects. Zbl 1328.91252
Beggs, John J.; Nerlove, Marc
2
1988
Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study of economic growth. Zbl 1052.62563
Nerlove, Marc
1
1999
Forecasting non-stationary economic time series. Zbl 0141.17602
Couts, D.; Grether, D.; Nerlove, M.
1
1966
The dynamics of exchange rate volatility: a multivariate latent factor arch model. Zbl 1126.91365
Diebold, Francis X.; Nerlove, Marc
46
2005
Properties of alternative estimators of dynamic panel models: an empirical analysis of cross-country data for the study of economic growth. Zbl 1052.62563
Nerlove, Marc
1
1999
Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply. Zbl 0886.62120
Nerlove, Marc; Fornari, Ilaria
4
1998
Biases in dynamic models with fixed effects. Zbl 1328.91252
Beggs, John J.; Nerlove, Marc
2
1988
Population size and the social welfare functions of Bentham and Mill. Zbl 1268.91067
Nerlove, Marc; Razin, Assaf; Sadka, Efraim
5
1982
Analysis of economic time series. A synthesis. Zbl 0473.62077
Nerlove, Marc; Grether, David M.; Carvalho, Jose L.
28
1979
Multivariate log-linear probability models for the analysis of qualitative data. Zbl 0518.62058
Nerlove, Marc; Press, S. James
14
1979
A note on error components models. Zbl 0218.62077
Nerlove, M.
27
1971
Forecasting non-stationary economic time series. Zbl 0141.17602
Couts, D.; Grether, D.; Nerlove, M.
1
1966
Spectral analysis of seasonal adjustment procedures. Zbl 0129.33901
Nerlove, M.
12
1964
Measurement in economics. Studies in mathematical economics and econometrics. In memory of Yehuda Grunfeld. Zbl 0117.00108
Christ, Carl F.; Friedman, Milton; Goodman, Leo A.; Griliches, Zvi; Harberger, Arnold C.; Liviatan, Nissan; Mincer, Jacob; Mundlak, Yair; Nerlove, Marc; Patinkin, Don; Telser, Lester G.; Theil, Henri
7
1963
A note on expectations and stability. Zbl 0107.37105
Arrow, K. J.; Nerlove, M.
17
1958
all top 5

Cited by 247 Authors

7 Baltagi, Badi H.
5 Lee, Lung-Fei
4 Palm, Franz C.
3 Diebold, Francis X.
2 Balestra, Pietro
2 Bodnar, Taras
2 Dagum, Estelle Bee
2 Dellaportas, Petros
2 Engle, Robert Fry
2 Escobar, Marcos
2 Gao, Xing
2 Gourieroux, Christian
2 Hafner, Christian Matthias
2 Kiviet, Jan F.
2 Lippi, Marco
2 Maravall, Agustin
2 Radner, Roy
2 Shephard, Neil
2 Trivedi, Pravin K.
2 Yu, Jihai
2 Zhong, Weijun
1 Aadland, David M.
1 Afifi, Abdelmonem A.
1 An, Hongzhi
1 Antweiler, Werner
1 Armitage, Peter
1 Asai, Manabu
1 Baak, Saang Joon
1 Barbieri, Laura
1 Barigozzi, Matteo
1 Barndorff-Nielsen, Ole Eiler
1 Barry, Anna M.
1 Battese, George E.
1 Bauer, Gregory H.
1 Bentler, Peter M.
1 Bertschek, Irene
1 Bessler, David A.
1 Bhatti, Muhammad Iqball
1 Bhatti, Muhammad Ishaq
1 Biondo, Alessio Emanuele
1 Biørn, Erik
1 Bodnar, Olha
1 Bollerslev, Tim
1 Booth, G. Geoffrey
1 Boswijk, H. Peter
1 Boucekkine, Raouf
1 Bucci, Alberto
1 Bun, Maurice J. G.
1 Canova, Fabio
1 Casals, José
1 Chang, Bei-Hung
1 Chang, Youngjae
1 Chavas, Jean-Paul
1 Chen, Chyong Lin
1 Chen, Zhaoguo
1 Chib, Siddhartha
1 Cho, Jang Hyung
1 Choi, Sekyu
1 Cholette, Pierre A.
1 Chou, Ray Yeutien
1 Chowdhury, Mustafa Kamal
1 Christodoulakis, George A.
1 Conde-Ruiz, José I.
1 Daigler, Robert T.
1 Davis, Ernest E.
1 Davis, Peter C.
1 Deb, Rajat K.
1 Dorans, Neil J.
1 Dovonon, Prosper
1 Drasgow, Fritz
1 Dungey, Mardi
1 Erdemlioglu, Deniz
1 Fabbri, Giorgio
1 Fan, Jianqing
1 Fan, Yingying
1 Fanti, Luciano
1 Ferejohn, John A.
1 Fernández-Macho, Francisco Javier
1 Ferrando, Sebastián Esteban
1 Fienberg, Stephen Elliot
1 Fishburn, Peter Clingerman
1 Fong, Pak Wing
1 Fornari, Ilaria
1 Forni, Mario
1 Fuller, Wayne Arthur
1 García-Hiernaux, Alfredo
1 Gencay, Ramazan
1 Geweke, John F.
1 Giménez, Eduardo-Luis
1 Gori, Luca
1 Gozzi, Fausto
1 Gradojevic, Nikola
1 Granger, Clive William John
1 Greene, William H.
1 Grether, David M.
1 Grosso, Andrea
1 Guilkey, K.
1 Gupta, Arjun Kumar
1 Güven, Bilgehan
1 Hall, Alastair R.
...and 147 more Authors
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Cited in 55 Serials

53 Journal of Econometrics
12 Journal of Economic Dynamics & Control
9 Economics Letters
8 Computational Statistics and Data Analysis
4 Journal of Economic Theory
4 Journal of Mathematical Economics
4 Journal of Multivariate Analysis
4 Journal of Applied Statistics
3 Computational Economics
3 Quantitative Finance
2 Metrika
2 Applied Mathematics and Computation
2 Journal of Statistical Planning and Inference
2 Mathematics and Computers in Simulation
2 Metroeconomica
2 Mathematical Social Sciences
2 Journal of Time Series Analysis
2 Statistische Hefte
2 The Econometrics Journal
2 Applied Stochastic Models in Business and Industry
1 The Canadian Journal of Statistics
1 Computers & Mathematics with Applications
1 Discrete Mathematics
1 Journal of Statistical Physics
1 Linear and Multilinear Algebra
1 Physica A
1 Psychometrika
1 Annals of the Institute of Statistical Mathematics
1 International Economic Review
1 International Statistical Review
1 Statistische Hefte. Neue Folge
1 Statistica Neerlandica
1 Theoretical Computer Science
1 Zeitschrift für Nationalökonomie
1 Operations Research Letters
1 Econometric Reviews
1 Computers & Operations Research
1 Annals of Operations Research
1 Games and Economic Behavior
1 Communications in Statistics. Theory and Methods
1 European Journal of Operational Research
1 Journal of Statistical Computation and Simulation
1 Linear Algebra and its Applications
1 Statistical Papers
1 Economic Theory
1 Bernoulli
1 Communications in Nonlinear Science and Numerical Simulation
1 Econometric Theory
1 AStA. Advances in Statistical Analysis
1 Financial Engineering and the Japanese Markets
1 Science China. Mathematics
1 Theoretical Economics
1 Statistics and Computing
1 Annals of Finance
1 Journal of Time Series Econometrics

Citations by Year