Kent D. Wall

Naval Postgraduate School

1522 Cunningham Road

Monterey, CA 93943-5201

United States

SCHOLARLY PAPERS

9

DOWNLOADS

240

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 86 (350,771)
Citation 6

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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: 11 Apr 2010
David A. Belsley and Kent D. Wall
Boston College and Naval Postgraduate School
Downloads 38 (516,782)

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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: 09 May 2021
Thomas F. Cooley and Kent D. Wall
New York University - Leonard N. Stern School of Business and Naval Postgraduate School
Downloads 27 (576,141)

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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 2010
Kent D. Wall
Naval Postgraduate School
Downloads 24 (595,308)

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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: 28 Mar 2021
Thomas F. Cooley and Kent D. Wall
New York University - Leonard N. Stern School of Business and Naval Postgraduate School
Downloads 22 (608,650)

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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 2021
Kent D. Wall
Naval Postgraduate School
Downloads 16 (650,072)

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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 (664,729)
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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
Thomas F. Cooley and Kent D. Wall
New York University - Leonard N. Stern School of Business and Naval Postgraduate School
Downloads 9 (702,654)

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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 2021
Kent D. Wall
Naval Postgraduate School
Downloads 4 (741,536)

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