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The Fourier Flexible Form
7 references·16 citing·40 second hop
The Fourier Flexible Form (1984)The Fourier Flexible FormNew Indices of Money Supply and the Flexible Laurent Demand System (2000)New Indices of Money Supply a…Estimating substitution elasticities with the Fourier cost function (1985)Estimating substitution elast…An Elasticity can be Estimated Consistently without a Priori Knowledge of Functional Form (1983)An Elasticity can be Estimate…Unbiased determination of production technologies (1982)Unbiased determination of pro…On the bias in flexible functional forms and an essentially unbiased form (1981)On the bias in flexible funct…Parametric Productivity Measurement and Choice Among Flexible Functional Forms (1979)Parametric Productivity Measu…Transcendental Logarithmic Utility Functions (1975)Transcendental Logarithmic Ut…A new macro-financial condition index for the euro area (2024)A new macro-financial conditi…Is the Income Elasticity of the Willingness to Pay for Pollution Control Constant? 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(2010)Business Cycle Comovement in …Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 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this work references cited by second hop

References

  • 1975Transcendental Logarithmic Utility Functions1,004 cited
  • 1981On the bias in flexible functional forms and an essentially unbiased form977 cited
  • 1979Parametric Productivity Measurement and Choice Among Flexible Functional Forms410 cited
  • 1982Unbiased determination of production technologies305 cited
  • 1983An Elasticity can be Estimated Consistently without a Priori Knowledge of Functional Form145 cited
  • 2000New Indices of Money Supply and the Flexible Laurent Demand System141 cited
  • 1985Estimating substitution elasticities with the Fourier cost function112 cited

Cited by

  • 2012Sharp Breaks or Smooth Shifts? an Investigation of the Evolution of Primary Commodity Prices96 cited
  • 2016Is the Income Elasticity of the Willingness to Pay for Pollution Control Constant?94 cited
  • 1992An Empirically Oriented Demand System with Improved Regularity Properties87 cited
  • 1991Specification of household engel curves by nonparametric regression69 cited
  • 2010Demand for Food in the United States: A Review of Literature, Evaluation of Previous Estimates, and Presentation of New Estimates of Demand67 cited
  • 2016Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis50 cited
  • 2015Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques

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46 cited
  • 2010Intra-daily Volume Modeling and Prediction for Algorithmic Trading39 cited
  • 2011Modeling volatility with time-varying FIGARCH models37 cited
  • 2012On the allocation of resources for secondary schools35 cited
  • 2010Long memory and nonlinearity in conditional variances: A smooth transition FIGARCH model32 cited
  • 2009Business cycle comovement in the G-7: common shocks or common transmission mechanisms?31 cited
  • 2007International stock markets comovements: the role of economic and financial integration27 cited
  • 2014Realized Volatility Forecast: Structural Breaks, Long Memory, Asymmetry, and Day‐of‐the‐Week Effect24 cited
  • 2010Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?22 cited
  • 2024A new macro-financial condition index for the euro area13 cited