Allan Gregory

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Staff Working Papers

Empirical Likelihood Block Bootstrapping

Staff Working Paper 2008-18 Jason Allen, Allan Gregory, Katsumi Shimotsu
Monte Carlo evidence has made it clear that asymptotic tests based on generalized method of moments (GMM) estimation have disappointing size. The problem is exacerbated when the moment conditions are serially correlated.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Econometric and statistical methods JEL Code(s): C, C1, C14, C2, C22

Canadian City Housing Prices and Urban Market Segmentation

Staff Working Paper 2006-49 Jason Allen, Robert Amano, David Byrne, Allan Gregory
The authors provide a detailed empirical analysis of Canadian city housing prices. They examine the long-run relationship between city house prices in Canada from 1981 to 2005 as well as idiosyncratic relations between city prices and city-specific variables.
Content Type(s): Staff Research, Staff Working Papers Topic(s): Regional economic developments JEL Code(s): C, C2, C22, C3, C32, R, R2