Kent D. Wall

Naval Postgraduate School

1522 Cunningham Road

Monterey, CA 93943-5201

United States

SCHOLARLY PAPERS

9

DOWNLOADS

271

SSRN CITATIONS

4

CROSSREF CITATIONS

7

Scholarly Papers (9)

1.

Are Errors in Official U.S. Budget Receipts Forecasts Just Noise?

Andrew Young School of Policy Studies Research Paper No. 07-22
Number of pages: 28 Posted: 25 May 2007
Robert Martin McNab, Mark Rider and Kent D. Wall
Naval Postgraduate School, Georgia State University - Department of Economics and Naval Postgraduate School
Downloads 91 (404,535)
Citation 6

Abstract:

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2.

Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results

NBER Working Paper No. w0142
Number of pages: 29 Posted: 26 Apr 2000 Last Revised: 23 Nov 2022
David A. Belsley and Kent D. Wall
Boston College and Naval Postgraduate School
Downloads 42 (592,490)

Abstract:

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3.

Identification Theory for Time Varying Models

NBER Working Paper No. w0127
Number of pages: 39 Posted: 26 May 2004 Last Revised: 07 Nov 2022
Thomas F. Cooley and Kent D. Wall
New York University - Leonard N. Stern School of Business and Naval Postgraduate School
Downloads 32 (650,688)

Abstract:

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4.

Rational Distributed Lag Structural Form--A General Econometric Model

NBER Working Paper No. w0065
Number of pages: 19 Posted: 14 Jul 2000 Last Revised: 07 Sep 2022
Kent D. Wall
Naval Postgraduate School
Downloads 30 (664,240)

Abstract:

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5.

On the Identification of Time Varying Structures

NBER Working Paper No. w0085
Number of pages: 42 Posted: 19 Jun 2004 Last Revised: 26 Sep 2022
Thomas F. Cooley and Kent D. Wall
New York University - Leonard N. Stern School of Business and Naval Postgraduate School
Downloads 25 (700,584)

Abstract:

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6.

Interequation Constraint and the Specification of Dynamic Structure

NBER Working Paper No. w0119
Number of pages: 11 Posted: 28 May 2004 Last Revised: 01 May 2022
Kent D. Wall
Naval Postgraduate School
Downloads 18 (757,937)

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7.

A State Space Approach to Bootstrapping Conditional Forecasts in Arma Models

Number of pages: 19 Posted: 14 Feb 2003
Kent D. Wall and David Stoffer
Naval Postgraduate School and University of Pittsburgh - Department of Statistics
Downloads 14 (794,684)

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8.

A Note on Optimal Smoothing for Time Varying Coefficient Problems

NBER Working Paper No. w0128
Number of pages: 10 Posted: 10 May 2013 Last Revised: 09 Nov 2022
Thomas F. Cooley and Kent D. Wall
New York University - Leonard N. Stern School of Business and Naval Postgraduate School
Downloads 12 (814,270)

Abstract:

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9.

Fiml Estimation of Rational Distributed Lag Structural Form Models

NBER Working Paper No. w0077
Number of pages: 29 Posted: 18 Sep 2012 Last Revised: 20 Mar 2022
Kent D. Wall
Naval Postgraduate School
Downloads 7 (866,913)

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