Allan W. Gregory
Names
| first: |
Allan |
| middle: |
W. |
| last: |
Gregory |
Identifer
Contact
Affiliations
-
Queen's University
/ Economics Department
Research profile
author of:
- Endogenous Work Hours and Practice Patterns of Canadian Physicians (RePEc:ags:queddp:273331)
by Ferrall, Christopher & Gregory, Allan W. & Tholl, William G. - Two Papers on Linear Models (RePEc:ags:queddp:275178)
by Fisher, Gordon & Gregory, Allan W. & McAleer, Michael - Calibration as Estimation (RePEc:ags:queddp:275210)
by Gregory, Allan W. & Smith, Gregor W. - Unknown item RePEc:ags:quedwp:273177 (paper)
- Unknown item RePEc:ags:quedwp:273193 (paper)
- Unknown item RePEc:ags:quedwp:273195 (paper)
- Unknown item RePEc:ags:quedwp:273224 (paper)
- Unknown item RePEc:ags:quedwp:273225 (paper)
- Unknown item RePEc:ags:quedwp:273256 (paper)
- Unknown item RePEc:ags:quedwp:273305 (paper)
- Unknown item RePEc:ags:quedwp:273306 (paper)
- Unknown item RePEc:ags:quedwp:273327 (paper)
- Unknown item RePEc:ags:quedwp:273342 (paper)
- Unknown item RePEc:ags:quedwp:273382 (paper)
- Unknown item RePEc:ags:quedwp:273632 (paper)
- Unknown item RePEc:ags:quedwp:273748 (paper)
- Unknown item RePEc:ags:quedwp:273753 (paper)
- Canadian City Housing Prices and Urban Market Segmentation (RePEc:bca:bocawp:06-49)
by Jason Allen & Robert Amano & David Byrne & Allan Gregory - Empirical Likelihood Block Bootstrapping (RePEc:bca:bocawp:08-18)
by Jason Allen & Allan Gregory & Katsumi Shimotsu - Theoretical Relations between Risk Premiums and Conditional Variances (RePEc:bes:jnlbes:v:11:y:1993:i:2:p:177-85)
by Backus, David K & Gregory, Allan W - Testing for Cointegration in Linear Quadratic Models (RePEc:bes:jnlbes:v:12:y:1994:i:3:p:347-60)
by Gregory, Allan W - Testing for Forecast Consensus (RePEc:bes:jnlbes:v:19:y:2001:i:1:p:34-43)
by Gregory, Allan W & Smith, Gregor W & Yetman, James - A Nonparametric Test for Autoregressive Conditional Heteroscedasticity: A Markov-Chain Approach (RePEc:bes:jnlbes:v:7:y:1989:i:1:p:107-15)
by Gregory, Allan W - Testing Long-Run Properties of Stationary Time Series (RePEc:bes:jnlbes:v:9:y:1991:i:3:p:287-95)
by Gregory, Allan W & Sampson, Michael J - Calibration as Testing: Inference in Simulated Macroeconomic Models (RePEc:bes:jnlbes:v:9:y:1991:i:3:p:297-303)
by Gregory, Allan W & Smith, Gregor W - Accounting for Forward Rates in Markets for Foreign Currency (RePEc:bla:jfinan:v:48:y:1993:i:5:p:1887-1908)
by Backus, David K & Gregory, Allan W & Telmer, Chris I - Tests for Cointegration in Models with Regime and Trend Shifts (RePEc:bla:obuest:v:58:y:1996:i:3:p:555-60)
by Gregory, Allan W & Hansen, Bruce E - Where's My Cheque? A Note on Postal Strikes and the Demand for Money in Canada (RePEc:cje:issued:v:13:y:1980:i:4:p:683-87)
by Allan W. Gregory & James G. Mackinnon - Simultaneity and the Demand for Money in Canada: Comments and Extensions (RePEc:cje:issued:v:14:y:1981:i:3:p:488-96)
by Allan W. Gregory & Michael McAleer - Testing Non-Nested Specifications of Money Demand for Canada (RePEc:cje:issued:v:16:y:1983:i:4:p:593-602)
by Allan W. Gregory & Michael McAleer - A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model (RePEc:cje:issued:v:18:y:1985:i:1:p:94-105)
by Allan W. Gregory & Michael R. Veall - Testing Interest Rate Parity and Rational Expectations for Canada and the United States (RePEc:cje:issued:v:20:y:1987:i:2:p:289-305)
by Allan W. Gregory - The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility (RePEc:cje:issued:v:24:y:1991:i:4:p:923-39)
by Allan W. Gregory & Graham M. Voss - Sources of Variation in International Real Interest Rates (RePEc:cje:issued:v:28:y:1995:i:s1:p:120-140)
by Allan W. Gregory & David G. Watt - Endogenous Work Hours and Practice Patterns of Canadian Physicians (RePEc:cje:issued:v:31:y:1998:i:1:p:1-27)
by Christopher Ferrall & Allan W. Gregory & William Tholl - Needs-based health care funding: implications for resource distribution in Ontario (RePEc:cje:issued:v:33:y:2000:i:4:p:981-1008)
by Kelly Bedard & John Dorland & Allan W. Gregory & Joanne Roberts - Canadian city housing prices and urban market segmentation (RePEc:cje:issued:v:42:y:2009:i:3:p:1132-1149)
by Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory - Standardized Mortality Ratios and Canadian Health-Care Funding (RePEc:cpp:issued:v:25:y:1999:i:1:p:47-64)
by Kelly Bedard & John Dorland & Allan W. Gregory & Mark Rosenberg - Business Cycle Theory and Econometrics (RePEc:ecj:econjl:v:105:y:1995:i:433:p:1597-1608)
by Gregory, Allan W & Smith, Gregor W - Formulating Wald Tests of Nonlinear Restrictions (RePEc:ecm:emetrp:v:53:y:1985:i:6:p:1465-68)
by Gregory, Allan W & Veall, Michael R - Measuring business cycles with business-cycle models (RePEc:eee:dyncon:v:20:y:1996:i:6-7:p:1007-1025)
by Gregory, Allan W. & Smith, Gregor W. - Wald tests of common factor restrictions (RePEc:eee:ecolet:v:22:y:1986:i:2-3:p:203-208)
by Gregory, Allan W. & Veall, Michael R. - Sampling variability in Hansen-Jagannathan bounds (RePEc:eee:ecolet:v:38:y:1992:i:3:p:263-267)
by Gregory, Allan W. & Smith, Gregor W. - An invariance property of generalized classical linear estimators (RePEc:eee:ecolet:v:7:y:1981:i:2:p:151-157)
by Fisher, Gordon & Gregory, Allan W. - Using a Markov-Chain Monte-Carlo modelling approach to identify the relative risk to farmed Scottish Rainbow trout (Oncorhynchus mykiss) in a multi-sector industry of Viral Haemorrhagic Septicaemia Vi (RePEc:eee:ecomod:v:237-238:y:2012:i::p:34-42)
by Kilburn, R. & Gregory, A. & Murray, A.G. - Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence (RePEc:eee:econom:v:107:y:2002:i:1-2:p:213-233)
by Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W. - Empirical likelihood block bootstrapping (RePEc:eee:econom:v:161:y:2011:i:2:p:110-121)
by Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi - The effect of sampling error on the time series behavior of consumption data (RePEc:eee:econom:v:55:y:1993:i:1-2:p:267-273)
by Gregory, Allan W. & Wirjanto, Tony - Residual-based tests for cointegration in models with regime shifts (RePEc:eee:econom:v:70:y:1996:i:1:p:99-126)
by Gregory, Allan W. & Hansen, Bruce E. - Testing for structural breaks in cointegrated relationships (RePEc:eee:econom:v:71:y:1996:i:1-2:p:321-341)
by Gregory, Allan W. & Nason, James M. & Watt, David G. - Interpreting Value at Risk (VaR) forecasts (RePEc:eee:ecosys:v:32:y:2008:i:2:p:167-176)
by Gregory, Allan W. & Reeves, Jonathan J. - The unbiasedness hypothesis in the forward foreign exchange market: A specification analysis with application to France, Italy, Japan, the United Kingdom and West Germany (RePEc:eee:eecrev:v:30:y:1986:i:2:p:365-381)
by Gregory, Allan W. & McCurdy, Thomas H. - The evolution of consensus in macroeconomic forecasting (RePEc:eee:intfor:v:20:y:2004:i:3:p:461-473)
by Gregory, Allan W. & Yetman, James - Testing the independence of forecast errors in the forward foreign exchange market using Markov chains : A cross-country comparison (RePEc:eee:intfor:v:3:y:1987:i:1:p:97-113)
by Gregory, Allan W. & Sampson, Michael - Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model (RePEc:eee:jimfin:v:11:y:1992:i:1:p:3-16)
by Devereux, Michael B. & Gregory, Allan W. & Smith, Gregor W. - Testing the unbiasedness hypothesis in the forward foreign exchange market: A specification analysis (RePEc:eee:jimfin:v:3:y:1984:i:3:p:357-368)
by Gregory, Allan W. & McCurdy, Thomas H. - Risk premiums in the term structure : Evidence from artificial economies (RePEc:eee:moneco:v:24:y:1989:i:3:p:371-399)
by Backus, David K. & Gregory, Allan W. & Zin, Stanley E. - Common and country-specific fluctuations in productivity, investment, and the current account (RePEc:eee:moneco:v:44:y:1999:i:3:p:423-451)
by Gregory, Allan W. & Head, Allen C. - Empirical Likelihood Block Bootstrapping (RePEc:hit:econdp:2010-01)
by Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi & 下津, 克己 - Measuring World Business Cycles (RePEc:ier:iecrev:v:38:y:1997:i:3:p:677-701)
by Gregory, Allan W & Head, Allen C & Raynauld, Jacques - Mixed signals among tests for cointegration (RePEc:jae:japmet:v:19:y:2004:i:1:p:89-98)
by Allan W. Gregory & Alfred A. Haug & Nicoletta Lomuto - Formulating Wald Tests of the Restrictions Implied by the Rational Expectations Hypothesis (RePEc:jae:japmet:v:2:y:1987:i:1:p:61-68)
by Gregory, Allan W & Veall, Michael R - An Econometric Model of Canadian Monetary Policy over the 1970s (RePEc:mcb:jmoncb:v:17:y:1985:i:1:p:43-58)
by Gregory, Allan W & Raynauld, Jacques - Estimation and Inference in ARCH Models in the Presence of Outliers (RePEc:oup:jfinec:v:8:y:2010:i:4:p:547-549)
by Allan W. Gregory & Jonathan J. Reeves - Empirical Likelihood Block Bootstrapping (RePEc:qed:wpaper:1156)
by Jason Allen & Allan Gregory & Katsumi Shimotsu - Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence (RePEc:qed:wpaper:1249)
by Allan Gregory & Jean-Francois Lamarche & Gregor W. Smith - Business Cycle Theory And Econometrics (RePEc:qed:wpaper:1254)
by Allan Gregory & Gregor W. Smith - US Fiscal Policy Shocks: Proxy-SVAR Overidentification via GMM (RePEc:qed:wpaper:1461)
by Allan W. Gregory & James McNeil & Gregor W. Smith - An Application of the Box-Cox Transformation to Money Demand in Canada (RePEc:qed:wpaper:388)
by Allan W. Gregory - Exogeneity and Money Demand in a Small Open Economy: The Canadian Case (RePEc:qed:wpaper:401)
by Allan W. Gregory & Michael McAleer - Two Papers on Linear Models (RePEc:qed:wpaper:411)
by Gordon Fisher & Allan W. Gregory & Michael McAleer - Efficiency of the Forward Foreign Exchange Market: A Stability Analysis Using Canadian/U.S. Weekly and Monthly Data (RePEc:qed:wpaper:507)
by Allan W. Gregory & Thomas H. McCurdy - The Unbiasedness Hypothesis in the Forward Foreign Exchange Market: A Cross Country Specification Analysis (RePEc:qed:wpaper:566)
by Allan W. Gregory & Thomas H. McCurdy - Risk Premiums in the Term Structure : Evidence from Artificial Economies (RePEc:qed:wpaper:665)
by David K. Backus & Allan W. Gregory & Stanley E. Zin - Calibration as Estimation (RePEc:qed:wpaper:700)
by Allan W. Gregory & Gregor W. Smith - Calibration as Testing, Type I Error in the Equity Premium Puzzle (RePEc:qed:wpaper:725)
by Allan W. Gregory & Gregor W. Smith - Risk Premiums in Asset Prices and Returns (RePEc:qed:wpaper:727)
by David K. Backus & Allan W. Gregory - Realistic Cross-Country Consumption Correlations in a Two-Country, Equilibrium, Business Cycle Model (RePEc:qed:wpaper:774)
by Michael B. Devereux & Allan W. Gregory & Gregor W. Smith - Accounting for Forward Rates in Markets for Foreign Currency (RePEc:qed:wpaper:792)
by David K. Backus & Allan W. Gregory & Chris I. Telmer - The Term Structure of Interest Rates: Departures from Time-Separable Expected Utility (RePEc:qed:wpaper:794)
by Allan W. Gregory & Graham M. Voss - Testing for Cointegration in Linear Quadratic Models (RePEc:qed:wpaper:811)
by Allan W. Gregory - Calibration in Macroeconomics (RePEc:qed:wpaper:826)
by Allan W. Gregory & Gregor W. Smith - Testing For Structural Breaks (RePEc:qed:wpaper:827)
by Allan Gregory & James M. Nason - Residual-based Tests For Cointegration In Models With Regime Shifts (RePEc:qed:wpaper:862)
by Allan Gregory & Bruce E. Hansen - Measuring Business Cycles With Business-cycle Models (RePEc:qed:wpaper:901)
by Allan Gregory & Gregor W. Smith - Measuring World Business Cycles (RePEc:qed:wpaper:902)
by Allan Gregory & Allen Head & Jacques Raynauld - Sources Of Variation In International Real Interest Rates (RePEc:qed:wpaper:923)
by Allan Gregory & David G. Watt - Common And Country-specific Fluctuations In Productivity, Investment, And The Current Account (RePEc:qed:wpaper:931)
by Allan Gregory & Allen Head - Standardized Mortality Ratios In Capitation Funding Models: Emiprical Issues From Canadian Data (RePEc:qed:wpaper:948)
by Allan Gregory & Kelly Bedard & John Dorland & Mark Rosenberg - Conflicts Among Tests For Cointegration (RePEc:qed:wpaper:973)
by Allan Gregory & Alfred Haug - Residual-Based Tests for Cointegration in Models with Regime Shifts (RePEc:roc:rocher:335)
by Gregory, A.W. & Hansen, B.E. - Theoretical Relations Between Risk Premiums and Conditional Variances (RePEc:ste:nystbu:92-18a)
by David K. Backus & Allan W. Gregory - Accounting for Forward Rates in Markets for Foreign Currency (RePEc:ste:nystbu:92-18b)
by David K. Backus & Allan W. Gregory & Chris I. Telmer - Unknown item RePEc:taf:apfiec:v:24:y:2014:i:7:p:505-514 (article)
- Needs-Based Health Care Funding: Implications for Resource Distribution in Ontario (RePEc:tor:tecipa:jorob-99-03)
by Kelly Bedard & John Dorland & Allan W. Gregory & Joanne Roberts - Inventories and Price Inflexibility (RePEc:uwo:uwowop:8201)
by Seiichi Kawasaki & John McMillan & Klaus F. Zimmermann - A Lagrange Multiplier Test of the Restrictions for a Simple Rational Expectations Model (RePEc:uwo:uwowop:8216)
by Allan W. Gregory & Michael R. Veall - On Formulating Wald Tests of Nonlinear Restrictions (RePEc:uwo:uwowop:8401)
by Allan W. Gregory & Michael R. Veall - The Effects of Religion and Denomination on Earnings and the Returns to Human Capital (RePEc:uwo:uwowop:8411)
by Nigel Tomes - Estimating Equations with Combined Moving Average Error Processes under Rational Expectations (RePEc:uwo:uwowop:8503)
by Allan W. Gregory - Bootstrapping the Probability Distribution of Peak Electricity Demand (RePEc:uwo:uwowop:8506)
by Michael R. Veall - Estimation of Reduced Forms of Rational Expectation Models and Volcker Deflation (RePEc:uwo:uwowop:8702)
by H D. Vinod - A Nonparametric Test for Autoregressive Conditional Heteroskedasticity (ARCH): A Markov Chain Approach (RePEc:uwo:uwowop:8713)
by Allan W. Gregory - Needs‐based health care funding: implications for resource distribution in Ontario (RePEc:wly:canjec:v:33:y:2000:i:4:p:981-1008)
by Kelly Bedard & John Dorland & Allan W. Gregory & Joanne Roberts - Canadian city housing prices and urban market segmentation (RePEc:wly:canjec:v:42:y:2009:i:3:p:1132-1149)
by Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory