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Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC1: Econometric and Statistical Methods: GeneralC10: General
This topic is covered by the following reading lists: SOEP based publications
2009 Catching the habit: a study of inequality of opportunity in smoking-related mortality by Balia, S & Jones, A.M [Downloadable!] 2009 Comment to "Weak Instruments Robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis by Fabio Canova [Downloadable!] 2009 Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications by Yong Bao & Aman Ullah [Downloadable!] 2009 How Would One Extra Year of High School Affect Wages? Evidence from a Unique Policy Change by Krashinsky, Harry [Downloadable!] 2009 Life-Cycle Variations in the Association between Current and Lifetime Earnings – Evidence for German Natives and Guest Workers by Jan Brenner [Downloadable!] 2009 On the economic benefit of utility based estimation of a volatility model by Adam Clements & Annastiina Silvennoinen [Downloadable!] 2009 A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria by Victor, Aguirregabiria [Downloadable!] 2009 A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments by Aguirregabiria, Victor & Ho, Chun-Yu [Downloadable!] 2009 Bank competition, institutional strength and financial reforms in Central and Eastern Europe and the EU by Delis, Manthos D & Pagoulatos, George [Downloadable!] 2009 Inferencia Estadística by Alfaro, Rodrigo [Downloadable!] 2009 On the Use of Formative Measurement Specifications in Structural Equation Modeling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies by Ringle, Christian M. & Götz, Oliver & Wetzels, Martin & Wilson, Bradley [Downloadable!] 2009 The Ownership and Industry Effects of Corporate Dividend Policy in India, 1961-2007 by Kamat, Manoj S. [Downloadable!] 2009 "Interdependent Durations" Third Version by Bo E. Honoré & Aureo de Paula [Downloadable!] 2009 Comparing and selecting performance measures for ranking assets by Massimiliano Caporin & Francesco Lisi [Downloadable!] 2009 Goodness-of-Fit: An Economic Approach by Frank A. cowell & Emmanuel Flachaire & Sanghamitra Bandyopadhyay [Downloadable!] 2009 Debt, Deficits and Finite Horizons: The Stochastic Case by Roger Farmer & Carine Nourry & Alain Venditti [Downloadable!] 2009 Better LATE Than Nothing: Some Comments on Deaton (2009) and Heckman and Urzua (2009) by Guido W. Imbens [Downloadable!] 2009 Economists, Incentives, Judgment, and the European CVAR Approach to Macroeconometrics by David Colander [Downloadable!] 2009 The Portuguese Active Labour Market Policy During The Period 1998-2003 - A Comprehensive Conditional Difference-In-Differences Application by Alcina Nunes & Paulino Teixeira [Downloadable!] 2009 On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models by Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante [Downloadable!] 2009 Extensive vs. Intensive Margin in Germany and the United States: Any Differences? by Christian Merkl & Dennis Wesselbaum [Downloadable!] 2009 Meet the Parents? The Causal Effect of Family Size on the Geographic Distance between Adult Children and Older Parents by Holmlund, Helena & Rainer, Helmut & Siedler, Thomas [Downloadable!] 2009 A General Framework for Observation Driven Time-Varying Parameter Models by Drew Creal & Siem Jan Koopman & Andre Lucas [Downloadable!] 2009 The Propagation of Financial Extremes by Chollete, Lorán [Downloadable!] 2009 Wage Penalty of Abstinence and Wage Premium of Drinking - A misclassification bias due to pooling of drinking groups? by Jarl, Johan & Gerdtham, Ulf-G [Downloadable!] 2009 Sufficient reduction in multivariate surveillance by Frisén, Marianne & Andersson, Eva & Schiöler, Linus [Downloadable!] 2009 Evaluation of multivariate surveillance by Frisén, Marianne & Andersson, Eva & Schiöler, Linus [Downloadable!] 2009 Aspects of Surveillance of Outbreaks by Schiöler, Linus 2009 Explorative analysis of spatial patterns of influenza incidences in Sweden 1999—2008 by Schiöler, Linus [Downloadable!] 2009 Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden by Zeebari, Zangin & Shukur, Ghazi [Downloadable!] 2009 Improving Risk Adjustment in the Czech Republic by Radovan Chalupka [Downloadable!] 2009 Hedging residual value risk using derivatives by Sylvain Prado [Downloadable!] 2009 Can Open Capital Markets Help Avoid Currency Crises? by Gus Garita & Chen Zhou [Downloadable!] 2009 Can Open Capital Markets Help Avoid Currency Crises? by Gus Garita & Chen Zhou [Downloadable!] 2009 The comovement between household loans and real activity by Wouter den Haan & Vincent Sterk [Downloadable!] 2009 The comovement between household loans and real activity by Wouter den Haan & Vincent Sterk [Downloadable!] 2009 Meet the Parents? The Causal Effect of Family Size on the Geographic Distance between Adult Children and Older Parents by Helena Holmlund & Helmut Rainer & Thomas Siedler [Downloadable!] 2009 Robustness, Infinitesimal Neighborhoods, and Moment Restrictions by Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov [Downloadable!] 2009 Back to square one: identification issues in DSGE models by Canova, Fabio & Sala, Luca [Downloadable!] 2009 Weak and Strong Cross Section Dependence and Estimation of Large Panels by Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti [Downloadable!] 2009 Weak and Strong Cross Section Dependence and Estimation of Large Panels by Chudik, A. & Pesaran, M.H. & Tosetti, E. [Downloadable!] 2009 Optimal Portfolio Allocation under Asset and Surplus VaR Constraints by Monfort, A. [Downloadable!] 2009 A sequential modelling of the VaR by Alain Monfort. [Downloadable!] 2009 New Information Response Functions by Jardet, C. & Monfort, A. & Pegoraro, F. [Downloadable!] 2009 Understanding limit theorems for semimartingales: a short survey by Mark Podolskij & Mathias Vetter [Downloadable!] 2009 Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data by Kim Christensen & Silja Kinnebrock & Mark Podolskij [Downloadable!] 2009 Realised Quantile-Based Estimation of the Integrated Variance by Kim Christensen & Roel Oomen & Mark Podolskij [Downloadable!] 2009 Stochastic volatility of volatility in continuous time by Ole E. Barndorff-Nielsen & Almut E. D. Veraart [Downloadable!] 2009 Multipower Variation for Brownian Semistationary Processes by Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij [Downloadable!] 2009 Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak by Tom Engsted [Downloadable!] 2009 Quadratic Variation by Markov Chains by Peter Reinhard Hansen & Guillaume Horel [Downloadable!] 2009 Econometrics with gretl. Proceedings of the gretl Conference 2009 by [Downloadable!] 2009 Techniques And Instruments Of Quality Management Used By The Commercial Banks Worldwide by Dobran, Ruxandra Diana [Downloadable!] 2009 Identifying Community Structures from Network Data via Maximum Likelihood Methods by Jernej Copic & Matthew O. Jackson & Alan Kirman [Downloadable!] 2008 Public Interest vs. Interest Groups: Allowance Allocation in the EU Emissions Trading Scheme by Anger, Niels & Böhringer, Christoph & Oberndorfer, Ulrich [Downloadable!] 2008 A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments by Victor Aguirregabiria & Chun-Yu Ho [Downloadable!] 2008 Modelling the Incidence of Self-Employment: Individual and Employment Type Heterogeneity by Sarah Brown & Lisa Farrell & Mark N Harris [Downloadable!] 2008 A Cauchy-Schwarz inequality for expectation of matrices by Pascal Lavergne [Downloadable!] 2008 Aggregate Shocks vs Reallocation Shocks: an Appraisal of the Applied Literature by Giovanni Gallipoli & Gianluigi Pelloni [Downloadable!] 2008 Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables by Russell Davidson & James G. MacKinnon [Downloadable!] 2008 Negative Reality of the HIV Positives: Evaluating Welfare Loss in a Low Prevalence Country by Das, Sanghamitra & Mukhopadhyay, Abhiroop & Ray, Tridip [Downloadable!] 2008 Euro 2008’i Neden İspanya kazandı ? by HALICIOGLU, Ferda [Downloadable!] 2008 The Entropic Analysis Of Electoral Results: The Case Of European Countries by Ferreira, Paulo & Dionisio, Andreia [Downloadable!] 2008 A New Procedure to Monitor the Mean of a Quality Characteristic by Kiani, Mehdi & Panaretos, John & Psarakis, Stelios [Downloadable!] 2008 Do Foreign Direct Investments Increase the Economic Growth of Southeastern European Transition Economies? by Stanisic, Nenad [Downloadable!] 2008 Calendar anomalies in Athens Exchange Stock Market by Giovanis, Eleftherios [Downloadable!] 2008 Qualitative and quantitative analysis of the sport tourism from the perspective of romanian young adults by Meşter, Ioana & Bădulescu, Alina & Bâc, Octavian & Bac, Dorin [Downloadable!] 2008 Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration by Onour, Ibrahim [Downloadable!] 2008 Forward-Looking Beta Estimates:Evidence from an Emerging Market by Onour, Ibrahim [Downloadable!] 2008 The Impact of Information and Communication Technologies in the Social and Economical Domain by Serbanescu, Luminita [Downloadable!] 2008 Un método de Cálculo y Temporización de Previsiones Cíclicas para el Sistema Financiero Boliviano by Gonzales-Martínez, Rolando & Hurtado, Enrique & Valdivia, Pedro [Downloadable!] 2008 The model of the linear city under a triangular distribution of consumers: an empirical analysis on price and location of beverage kiosks in Catania by Torrisi, Gianpiero [Downloadable!] 2008 Data Estimation and Interpretation: An Analysis by Meyer, Thomas K. [Downloadable!] 2008 Impact of Small Group Size on Neighborhood Influences in Multilevel Models by Theall, Katherine P. & Scribner, Richard & Lynch , Sara & Simonsen, Neal & Schonlau, Matthias & Carlin, Bradley & Cohen, Deborah [Downloadable!] 2008 Empirical assessment of bifurcation regions within new Keynesian models by Barnett, William A. & Duzhak, Evgeniya A. [Downloadable!] 2008 Technical efficiency in primary health care: does quality matter? by Murillo-Zamorano, Luis R. & Petraglia, C. [Downloadable!] 2008 Romania’s development level comparing with EU countries: The RGS (Relative Gap Scoring) Ranking Index by Albu, Lucian-Liviu & Georgescu, George & Ghizdeanu, Ion [Downloadable!] 2008 Factor decomposition of cross-country income inequality with interaction effects by Bruno Bracalente & Cristiano Perugini [Downloadable!] 2008 Interdependent Durations by Bo Honore & Aureo de Paula [Downloadable!] 2008 Season of Birth and Later Outcomes: Old Questions, New Answers by Kasey Buckles & Daniel M. Hungerman [Downloadable!] 2008 Institutions and Behavior: Experimental Evidence on the Effects of Democracy by Pedro Dal Bó & Andrew Foster & Louis Putterman [Downloadable!] 2008 Note on new prospects on vines by Dominique Guegan & Pierre-André Maugis [Downloadable!] 2008 Real Wages over the Business Cycle: OECD Evidence from the Time and Frequency Domains by Julián Messina & Chiara Strozzi & Jarkko Turunen [Downloadable!] 2008 Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa by Yélé Maweki Batana & Jean-Yves Duclos [Downloadable!] 2008 The impact of FX Central Bank Intervention in a Noise Trading Framework by Beine Michel & De Grauwe Paul & Grimaldi Marianna [Downloadable!] 2008 The Baltic States and Europe: Common Factors of Economic Activity by Ludmila Fadejeva & Aleksejs Melihovs [Downloadable!] 2008 Applications of Statistical Physics in Finance and Economics by Thomas Lux [Downloadable!] 2008 Real Wages over the Business Cycle: OECD Evidence from the Time and Frequency Domains by Messina, Julián & Strozzi, Chiara & Turunen, Jarkko [Downloadable!] 2008 More on confidence intervals for partially identified parameters by Jörg Stoye [Downloadable!] 2008 Block Kalman filtering for large-scale DSGE models by Strid, Ingvar & Walentin, Karl [Downloadable!] 2008 The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate by Aase, Knut K. [Downloadable!] 2008 The Propagation of Financial Extremes: An Application to Subprime Market Spillovers by Chollete, Lorán [Downloadable!] 2008 Stylebook:Tips on Organization, Writing, and Formatting by Wicks, Rick [Downloadable!] 2008 Statistiska varningssystem för hälsorisker by Andersson, Eva & Frisén, Marianne [Downloadable!] 2008 On statistical surveillance of the performance of fund managers by Schiöler, Linus & Frisén, Marianne [Downloadable!] 2008 Hotelling´s T2 Method in Multivariate On-line Surveillance. On the Delay of an Alarm by Andersson, Eva [Downloadable!] 2008 When does Heckman’s two-step procedure for censored data work and when does it not? by Jonsson, Robert [Downloadable!] 2008 Introduction to financial surveillance by Frisén, Marianne [Downloadable!] 2008 On curve estimation under order restrictions by Pettersson, Kjell [Downloadable!] 2008 Unimodal regression in the two-parameter exponential family with constant or known dispersion parameter by Pettersson, Kjell [Downloadable!] 2008 Semiparametric estimation of outbreak regression by Frisén, Marianne & Andersson, Eva & Pettersson, Kjell [Downloadable!] 2008 Semiparametric surveillance of outbreaks by Frisén, Marianne & Andersson, Eva [Downloadable!] 2008 An Exploration of Regression-Based Data Mining Techniques Using Super Computation by Antony Davies [Downloadable!] 2008 Little’s Law and Business Entropy by Michael Louis George [Downloadable!] 2008 Log Cycle Time as a Predictor of Cost Reduction by Michael Louis George [Downloadable!] 2008 What is Business Entropy by Michael Louis George [Downloadable!] 2008 Component-based structural equation modelling by TENENHAUS, Michel [Downloadable!] 2008 A General Framework for Observation Driven Time-Varying Parameter Models by Drew Creal & Siem Jan Koopman & André Lucas [Downloadable!] 2008 Statistical Properties and Economic Implications of Jump-Diffusion Processes with Shot-Noise Effects by Manuel Moreno & Pedro Jose Serrano & Winfried Stute [Downloadable!] 2008 Dots to Boxes: Do the Size and Shape of Spatial Units Jeopardize Economic Geography Estimations? by Briant, Anthony & Combes, Pierre-Philippe & Lafourcade, Miren [Downloadable!] 2008 How much structure in empirical models? by Canova, Fabio [Downloadable!] 2008 Copula-Based Nonlinear Quantile Autoregression by Xiaohong Chen & Roger Koenker & Zhijie Xiao [Downloadable!] 2008 Independence and Conditional Independence in Causal Systems by Karim Chalak & Halbert White [Downloadable!] 2008 Temporal aggregation of univariate and multivariate time series models: A survey by Andrea Silvestrini & David Veredas [Downloadable!] 2008 Emerging market spreads in the recent financial turmoil by Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi [Downloadable!] 2008 Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution by Jean Jacod & Mark Podolskij & Mathias Vetter [Downloadable!] 2008 Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances by Almut E. D. Veraart [Downloadable!] 2008 New tests for jumps: a threshold-based approach by Mark Podolskij & Daniel Ziggel [Downloadable!] 2008 Bipower-type estimation in a noisy diffusion setting by Mark Podolskij & Mathias Vetter [Downloadable!] 2008 Measuring the Correlation of Shocks Between the UK and the Core of Europe by Hall, S.G. & Yhap, B. [Downloadable!] 2008 Statistical Study Concerning The Urban Tobacco'S Consum, Premises Of The Consumers' Behaviour Changes by Zaharia Marian & Cristache Silvia-Elena & Serban Daniela & Begu Liviu [Downloadable!] 2008 The External Payments' Balance And The Romanian Economic Growth Between 1996 And 2006 by Turturean Ciprian-Ionel & Jemna Danut-Vasile [Downloadable!] 2008 The Volatility Of The Financial Market - A Quantitative Approach by Mester Ioana Teodora [Downloadable!] 2008 Prognosis Of Monthly Unemployment Rate In The European Union Through Methods Based On Econometric Models by Gagea Mariana, & Balan Christiana Brigitte [Downloadable!] 2008 Caracterizing The Public Health System Reform Using The Statistical Survey Approach by Andrei Tudorel & Calin Catalina & Tusa Erika & Stancu Stelian & Stancu Stelian [Downloadable!] 2008 Measuring Research Intensity from Anonymized Data: Does Multiplicative Noise with Factor Structure Save Results Regarding Quotients? by Gerd Ronning [Downloadable!] 2008 A Simple Proof of the FWL Theorem by Michael C. Lovell [Downloadable!] 2008 An Asymptotic Test For The Detection Of Heteroskedasticity by Mehmet Yuce [Downloadable!] 2008 Kalkinma Gostergesi Olarak Ortalama Yaþam Beklentisine Gore Turkiye’ Nin Ab Icindeki Konumu: Kritikler Ve Cok Degiskenli Istatistik Uygulamalari by Murat CIFTCI [Downloadable!] 2008 What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets by Cecilia Maya & Karoll Gómez [Downloadable!] 2008 Oil Prices, Transport Costs and Globalisation by Nina Kousnetzoff & Daniel Mirza & Habib Zitouna [Downloadable!] 2008 The Baltic states and Europe: common factors of economic activity by Ludmila Fadejeva & Aleksejs Melihovs [Downloadable!] 2008 A Possibility for a Graphic Representation of the Inter-relations among the Parameters of Statistical Distributions by Todor Kaloyanov [Downloadable!] 2008 An Opportunity for Graphic Presentation of the Connection Between the Parameters of Statistical Distributions by Todor Kaloyanov [Downloadable!] 2008 Gradation Of Industrial Products Quality Assessment Methods According To Results Objectivity Degree by Viorel Petrescu & Adrian Stancu [Downloadable!] 2007 Unravelling the influence of smoking initiation and cessation on premature mortality using a common latent factor model by Silvia Balia & Andrew M. Jones [Downloadable!] 2007 Innovation Sources and Productivity: A Quantile Regression Analysis by Agustí Segarra-Blasco [Downloadable!] 2007 Corporate governance ratings and the performance of listed companies in Poland by Marek Gruszczynski [Downloadable!] 2007 Some Properties of Absolute Returns as a Proxy for Volatility by David E. Giles [Downloadable!] 2007 How much structure in empirical models? by Fabio Canova [Downloadable!] 2007 Factors Driving Changes in Income Distribution in Post-Reform Mexico by Gerardo Angeles-Castro [Downloadable!] 2007 Representation in Econometrics: A Historical Perspective by Christopher L. Gilbert & Duo Qin [Downloadable!] 2007 Integrating Mental Health in Welfare Evaluation: An Empirical Application by Das, Sanghamitra & Mukhopadhyay, Abhiroop & Ray, Tridip [Downloadable!] 2007 M of a kind: A Multivariate Approach at Pairs Trading by Perlin, M. [Downloadable!] 2007 Evaluation of pairs trading strategy at the Brazilian financial market by Perlin, M. [Downloadable!] 2007 Identifiability of the Stochastic Frontier Models by Bandyopadhyay, Debdas & Das, Arabinda [Downloadable!] 2007 Mutual Funds and Segregated Funds: A Comparison by Palombizio, Ennio A. [Downloadable!] 2007 The Application of the Econometric Models with Qualitative Variables in the Analysis of the Non Academic Behaviors at the Level of the Romanian Higher Education System by Andrei, Tudorel & Teodorescu, Daniel & Iacob, Andreea Iluzia E. S. & Stancu, Stelian [Downloadable!] 2007 Determinants Of Household Health Expenditure: Case Of Urban Orissa by Bhabesh, Sen & Himanshu Sekhar, Rout [Downloadable!] 2007 First Derivatives of the log-L for the multivariate probit model by Vargas Barrenechea, Martin [Downloadable!] 2007 GMM Estimation of the Number of Latent Factors by Perez, Marcos & Ahn, Seung Chan [Downloadable!] 2007 Web 2.0: Nothing Changes…but Everything is Different by Barbry, Eric [Downloadable!] 2007 Modelling Agricultural Production Risk and the Adaptation to Climate Change by Finger, Robert & Schmid, Stéphanie [Downloadable!] 2007 A comparison of nominal regression and logistic regression for contingency tables, including the 2 × 2 × 2 case in causality by Colignatus, Thomas [Downloadable!] 2007 Deterministic and stochastic trends in the time series models: A guide for the applied economist by Rao, B. Bhaskara [Downloadable!] 2007 Correlation and regression in contingency tables. A measure of association or correlation in nominal data (contingency tables), using determinants by Colignatus, Thomas [Downloadable!] 2007 The 2 x 2 x 2 case in causality, of an effect, a cause and a confounder. A cross-over guide to the 2 x 2 x 2 contingency table by Colignatus, Thomas [Downloadable!] 2007 A Theory of Attribution by Feldman, Barry [Downloadable!] 2007 Construction of an Index by Maximization of the Sum of its Absolute Correlation Coefficients with the Constituent Variables by Mishra, SK [Downloadable!] 2007 Parameter estimation from multinomial trees to jump diffusions with k means clustering by Lee, Kiseop & Xu, Mingxin [Downloadable!] 2007 Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno by Espinosa Méndez, Christian [Downloadable!] 2007 Corruption and Socioeconomics Determinants:Empirical Evidence of Twenty Nine Countries by Halkos, George & Tzeremes, Nickolaos [Downloadable!] 2007 A measure of association (correlation) in nominal data (contingency tables), using determinants by Colignatus, Thomas [Downloadable!] 2007 Patents, Innovations and Economic Growth in Japan and South Korea: Evidence from individual country and panel data by Sinha, Dipendra [Downloadable!] 2007 Testing Efficiency Performance of an Underdeveloped Stock Market by Onour, Ibrahim [Downloadable!] 2007 O Estado e a Gestão da Administração Pública by Martins, J. Albuquerque [Downloadable!] 2007 Legea lui Okun pentru România în perioada 1992-2004 by TURTUREAN, Ciprian Ionel [Downloadable!] 2007 Comparing alternative instruments to measure service quality in higher education by Ana Oliveira-Brochado & Rui Cunha Marques [Downloadable!] 2007 Interdependent Durations, Second Version by Bo E. Honore & Aureo de Paula [Downloadable!] 2007 Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment by Jeremy Large [Downloadable!] 2007 Stability of nonlinear AR-GARCH models by Mika Meitz & Pentti Saikkonen [Downloadable!] 2007 Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models by Mika Meitz & Pentti Saikkonen [Downloadable!] 2007 Market Efficiency, Asymmetric Price Adjustment and Over-Evaluation: Linking Investor Behaviors to EGARCH by Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada [Downloadable!] 2007 Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy by Luís Francisco Aguiar-Conraria & Maria Joana Soares [Downloadable!] 2007 Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly? by Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan [Downloadable!] 2007 Non-Nested Testing in Models Estimated via Generalized Method of Moments by Alastair R. Hall & Denis Pelletier [Downloadable!] 2007 Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? by Gael M. Martin & Andrew Reidy & Jill Wright [Downloadable!] 2007 Reciprocal trade agreements in gravity models: a meta-analysis by Cipollina, Maria & Salvatici, Luca [Downloadable!] 2007 Model risk and techniques for controlling market parameters. The experience in Banco Popolare by Michele Bonollo & Davide Morandi & Chiara Pederzoli & Costanza Torricelli [Downloadable!] 2007 Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies by Konstantin A. Kholodilin [Downloadable!] 2007 Age, SES, and Health: A Population Level Analysis of Health Inequalities over the Life Course by Steven Prus [Downloadable!] 2007 Testing For Restricted Stochastic Dominances: Some Further Results by Russell Davidson [Downloadable!] 2007 Bootstrapping Econometric Models by Russell Davidson [Downloadable!] 2007 Flexible Approximation of Subjective Expectations using Probability Questions -An Application to the Investment Game- by Charles Bellemare & Luc Bissonnette & Sabine Kroger [Downloadable!] 2007 Infinite Dimensional VARs and Factor Models by Alexander Chudik & M. Hashem Pesaran [Downloadable!] 2007 Flexible Approximation of Subjective Expectations Using Probability Questions: An Application to the Investment Game by Charles Bellemare & Luc Bissonnette & Sabine Kröger [Downloadable!] 2007 R&D-Experience And Innovation Success by Pilar Beneito & Amparo Sanchis Llopis & María Engracia. Rochina Barrachina [Downloadable!] 2007 Nature, Nurture And Market Conditions: Ability And Education In The Policy Evaluation Approach by Bernarda Zamora & Eduard Gracia [Downloadable!] 2007 Das Hybride Wahlmodell und seine Anwendung im Marketing by Till Dannewald & Henning Kreis & Nadja Silberhorn [Downloadable!] 2007 From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples by Ya'acov Ritov & Wolfgang Härdle [Downloadable!] 2007 How to Measure Segregation Conditional on the Distribution of Covariates by Åslund, Olof & Nordström Skans, Oskar [Downloadable!] 2007 On the estimation of correlations for irregularly spaced time series by Andersson, Jonas [Downloadable!] 2007 Patient allocations according to circumstances and preferences: Modelling based on the Norwegian patient list system by Lillestøl, Jostein & Ubøe, Jan & Rønsen, Yngve & Hjortdahl, Per [Downloadable!] 2007 Some new bivariate IG and NIG-distributions for modelling covariate nancial returns by Lillestøl, Jostein [Downloadable!] 2007 Robust outbreak surveillance of epidemics in Sweden by Frisén, Marianne & Andersson, Eva & Schiöler, Linus 2007 Explorative analysis of spatial aspects on the Swedish influenza data by Bock, David & Pettersson, Kjell [Downloadable!] 2007 Evaluations of likelihood based surveillance of volatility by Bock, David [Downloadable!] 2007 Similarities and differences between statistical surveillance and certain decision rules in finance by Bock, David & Andersson, Eva & Frisén, Marianne [Downloadable!] 2007 Predictions by early indicators of the time and height of yearly influenza outbreaks in Sweden by Andersson, Eva & Kühlmann-Berenzon, Sharon & Linde, Annika & Schiöler, Linus & Rubinova, Sandra & Frisén, Marianne [Downloadable!] 2007 Statistical Surveillance of Epidemics: Peak Detection of Influenza in Sweden by Bock, David & Andersson, Eva & Frisén, Marianne [Downloadable!] 2007 Modeling influenza incidence for the purpose of on-line monitoring by Andersson, Eva & Bock, David & Frisén, Marianne [Downloadable!] 2007 Principles for Multivariate Surveillance by Frisén, Marianne 2007 Consequences of using the probability of a false alarm as the false alarm measure by Bock, David [Downloadable!] 2007 Optimal Sequential Surveillance for Finance, Public Health, and Other Areas by Frisén, Marianne 2007 Effect of dependency in systems for multivariate surveillance by Andersson, Eva [Downloadable!] 2007 Persistence of profits and the systematic search for knowledge - R&D links to firm above-norm profits by Eklund, Johan & Wiberg, Daniel [Downloadable!] 2007 On Volatility induced Stationarity for Stochastic Differential Equations by J.M.PAlbin, J.M.P & Astrup Jensen, Bjarne & Muszta, Anders & Martin, Richter [Downloadable!] 2007 Aggregating Phillips Curves by Imbs, Jean & Jondeau, Eric & Pelgrin, Florian [Downloadable!] 2007 Aggregating Phillips Curves by Jean Imbs & Eric Jondeau & Florian Pelgrin [Downloadable!] 2007 Infinite Dimensional VARs and Factor Models by Alexander Chudik & M. Hashem Pesaran [Downloadable!] 2007 Large Panels with Common Factors and Spatial Correlations by M. Hashem Pesaran & Elisa Tosetti [Downloadable!] 2007 Infinite Dimensional VARs and Factor Models by Chudik , A. & Pesaran, M.H. [Downloadable!] 2007 Identification and Estimation in an Incoherent Model of Contagion by Massacci, D. [Downloadable!] 2007 Large Panels with Common Factors and Spatial Correlations by Pesaran, M.H. & Tosetti, E. [Downloadable!] 2007 An Extended Class of Instrumental Variables for the Estimation of Causal Effects by Karim Chalak & Halbert White [Downloadable!] 2007 DSGE Models in a Data-Rich Environment by Boivin, J. & Giannoni, M. [Downloadable!] 2007 Emerging Markets Spreads and Global Financial Conditions by Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi [Downloadable!] 2007 Back to square one: identification issues in DSGE models by Fabio Canova & Luca Sala [Downloadable!] 2007 Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures by Alejandro García & Ramazan Gençay [Downloadable!] 2007 Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9 by Jean Jacod & Yingying Li & Per A. Mykland & Mark Podolskij & Mathias Vetter [Downloadable!] 2007 Power variation for Gaussian processes with stationary increments by Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij [Downloadable!] 2007 Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps by Mark Podolskij & Mathias Vetter [Downloadable!] 2007 Inter-industries productivity gap and the services employment dynamics by Jula, Dorin & Jula, Nicoleta [Downloadable!] 2007 Bootstrapping econometric models (in Russian) by Russell Davidson [Downloadable!] 2007 The Deposit Guarantee-Scheme In The Czech Republic: History, Status Quo And Comparison With The European System by Jiří Hlaváček [Downloadable!] 2007 Use Of Data Envelopment Analysis For Efficiency Evaluation Of Czech Hospitals by Martin Dlouhý & Josef Jablonský & Ivana Novosádová [Downloadable!] 2007 Valoración global de la discapacidad, propuesta de un índice y su aplicación a la población española recogida en la EDDES/Global Measure of the Disability. A Proposal of an Index and its Application to the Spanish Population Reflected in the Survey on Disabilities, Impairments and Health Status by ALBARRÁN LOZANO, IRENE & ALONSO GONZÁLEZ, PABLO & FAJARDO CALDERA, MIGUEL ÁNGEL [Downloadable!] 2007 Weighting Two Quality Indexes In Valuation Theory: Survival Function And An Alternative Technique/Ponderando Dos Índices De Calidad En Teoría De Valoración: Función De Supervivencia Y Una Técnica Alternativa by FRANCO NICOLÁS, M. & VIVO MOLINA, J.M. [Downloadable!] 2007 Dogrusal Olmayan Kanonik Korelasyon Analizi Ile Istatistige Yonelik Tutumlarda Universite Ogrencileri Arasindaki Bireysel Farkliliklarin Incelenmesi by Asst.Prof. Nuray GIRGINER & Res. Ass. Zeliha KAYGISIZ & Res. Ass. Abdullah YALAMA [Downloadable!] 2007 Confidence and Unemployment in the European Union: A lesson from the 2004 enlargement by António Caleiro [Downloadable!] 2007 Judging the Sustainability of Czech Public Finances by Jan Zápal [Downloadable!] 2007 Smoking in Restaurants:Who Best to Set the House Rules? by Henderson David R. [Downloadable!] 2007 Smoking in Restaurants: A Reply to Henderson by Alamar, Bejamin C., and Stanton A. Glantz. [Downloadable!] 2007 Continuity of the Changes in Statistical Structures by Encho Jekov [Downloadable!] 2006 The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis by Reitz, Stefan & Taylor, Mark P. [Downloadable!] 2006 Business Ethics in Transition Countries – Cluster Analysis of Behavior and Attitudes by Marina Dabić & Marina Pejić Bach & Najla Podrug [Downloadable!] 2006 Dynamic Quantile Models by Joan Jasiak & C. Gourieroux [Downloadable!] 2006 Application scoring: logit model approach and the divergence method compared by Izabela Majer [Downloadable!] 2006 Methodological aspects of time series back-calculation by Massimiliano Caporin & Domenico Sartore [Downloadable!] 2006 Estimating the Impact of State Policies and Institutions with Mixed-Level Data by Jeffrey Milyo & David M. Primo & Matthew L. Jacobsmeier [Downloadable!] 2006 Higher Order Bias Correcting Moment Equation for M-Estimation and its Higher Order Efficiency by Kyoo il Kim [Downloadable!] 2006 The Coordination Channel of Foreign Exchange Intervention by Stefan Reitz & M.P Taylor [Downloadable!] 2006 Employment Dynamics and Import Competition by Hale Utar 2006 VAR Modelling Approach and Cowles Commission Heritage by Duo Qin [Downloadable!] 2006 Sieve Bootstrap for Strongly Dependent Stationary Processes by George Kapetanios & Zacharias Psaradakis [Downloadable!] 2006 Moments of IV and JIVE Estimators by Russell Davidson & James G. MacKinnon [Downloadable!] 2006 The effect of parallel OTC-DVP bond market introduction on yield curve volatility by Grum, Andraž [Downloadable!] 2006 Repercusiones de la definición de tamaño empresarial en los resultados empíricos sobre eficiencia y financiación by Alfonso, Galindo Lucas [Downloadable!] 2006 The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model by Barnett, William A. & Usui, Ikuyasu [Downloadable!] 2006 Metodologia - O Sector Informal em Moçambique: Resultados do Primeiro Inquérito Nacional (2005) by Calzaroni, Manlio & Cappiello, Antonio & Della Rocca, Giorgio & Di Zio, Marco & Martelli, Cristina & Pieraccini, Guido & Profili, Francesco & Tembe, Cirilo [Downloadable!] 2006 Spatial design matrices and associated quadratic forms: structure and properties by Hillier, Grant & Martellosio, Federico [Downloadable!] 2006 Foreign direct investment. A bid for progress? by Ferro, Gustavo & Antón Rodríguez, Martín [Downloadable!] 2006 A Glimpse of the KMT (1975) Approximation of Empirical Processes by Brownian Bridges via Quantiles by Miklos Csorgo [Downloadable!] 2006 Resampling from the past to improve on MCMC algorithms by Yves Atchade [Downloadable!] 2006 DSGE Models in a Data-Rich Environment by Jean Boivin & Marc Giannoni [Downloadable!] 2006 DSGE Models in a Data-Rich Environment by Jean Boivin & Marc Giannoni [Downloadable!] 2006 Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility by Gael M. Martin & Andrew Reidy & Jill Wright [Downloadable!] 2006 Moments Of Iv And Jive Estimators by Russell Davidson & James MacKinnon [Downloadable!] 2006 Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables by Russell Davidson & James MacKinnon [Downloadable!] 2006 Testing For Restricted Stochastic Dominance by Russell Davidson & Jean-Yves Duclos [Downloadable!] 2006 The Case Against Jive by Russell Davidson & James MacKinnon [Downloadable!] 2006 Testing for Restricted Stochastic Dominance by Russell Davidson & Jean-Yves Duclos [Downloadable!] 2006 Testing for Restricted Stochastic Dominance by Russell Davidson & Jean-Yves Duclos [Downloadable!] 2006 Testing for Restricted Stochastic Dominance by Russell Davidson & Jean-Yves Duclos [Downloadable!] 2006 Misreported schooling and returns to education: evidence from the UK by Erich Battistin & Barbara Sianesi [Downloadable!] 2006 Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing by Zdenek Hlavka & Michal Pesta [Downloadable!] 2006 What do we know about Firms’ Research Collaboration with Universities? New Quantitative and Qualitative Evidence by Broström, Anders & Lööf, Hans [Downloadable!] 2006 Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs by Løchte Jørgensen, Peter [Downloadable!] 2006 Pojištení vkladu: soucasný stav, srovnání a perspektiva v kontextu EU / Credit Insurance: EU context [available in Czech only] by Jiří Hlavácek [Downloadable!] 2006 Meta-Regression Analysis as the Socio-Economics of Economic Research by T.D. Stanley & Chris Doucouliagous & Stephen B. Jarrell [Downloadable!] 2006 On Selection of Components for a Diffusion Index Model: It's not the Size, It's How You Use It by Boriss Siliverstovs & Konstantin A. Kholodilin [Downloadable!] 2006 Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies by Konstantin A. Kholodilin [Downloadable!] 2006 The Impact of Uncertainty on Investment: A Meta-Analysis by Mark J. Koetse & Henri L.F. de Groot & Raymond J.G.M. Florax [Downloadable!] 2006 The econometric analysis of microscopic simulation models by Li, Youwei & Donkers, Bas & Melenberg, Bertrand [Downloadable!] 2006 Accounting for heterogeneous returns in sequential schooling decisions by Zamarro, Gemma [Downloadable!] 2006 Interpreting the Predictive Uncertainty of Elections by Ray C. Fair [Downloadable!] 2006 Accounting For Heterogeneous Returns In Sequential Schooling Decisions by Gema Zamarro [Downloadable!] 2006 Does Patience Pay? Empirical Testing of the Option to Delay Accepting a Tender Offer in the U.S. Banking Sector by Rachel A. Campbell & Roman Kräussl [Downloadable!] 2006 Econometrics: A Bird’s Eye View by John Geweke & Joel Horowitz & M. Hashem Pesaran [Downloadable!] 2006 Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA by Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira 2006 What drives liberal policies in developing countries? by Vatcharin Sirimaneetham [Downloadable!] 2006 An Alternative Definition of Market Efficiency and some Comments on its Empirical Testing by Alexandros E. Milionis [Downloadable!] 2006 Endogenous Contagion - A Panel Data Analysis by Dirk Baur & Renee Fry [Downloadable!] 2006 Seasonal Adjustment by Svend Hylleberg [Downloadable!] 2006 An Introduction to the Structural Econometrics of Auction Data by Harry J. Paarsch & Han Hong 2006 Importance Of The Basic Classification Of Indicators For The Correct Interpretation Of The Mutual Differences Between Their Values by Lubomír Cyhelský & Vladimíra Valentová [Downloadable!] 2006 Third Moment Of Yield Probability Distributions For Instruments On Slovenian Financial Markets by Srečko Devjak & Andraž Grum [Downloadable!] 2006 Differences in IMF Data: Incidence and Implications by Anthony Pellechio & John Cady [Downloadable!] 2006 Potencialidades Y Limitaciones De Las Ligas De Calidad De Los Proveedores Sanitarios/Quality Ranking Of Health Care Providers: Potential And Limitations by MURILLO FORT, CARLES & GONZÁLEZ LÓPEZ-VALCÁRCEL, BEATRIZ [Downloadable!] 2006 Some concerns about Econometric Techniques. Comments on “In Praise of Structural Macroeconometrics”/Algunas consideraciones en torno a las técnicas econométricas. Comentarios al artículo “en defensa de la macroeconometría estructural” by PÉREZ GARCÍA, JULIÁN [Downloadable!] 2006 Lawrence R. Klein and Applied Economics/Lawrence R. Klein y la economía aplicada by PULIDO SAN ROMÁN, ANTONIO & PÉREZ GARCÍA, JULIÁN [Downloadable!] 2006 On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence by Konstantin A. Kholodilin & Boriss Siliverstovs [Downloadable!] 2006 Differences in IMF Data: Incidence and Implications by Anthony Pellechio & John Cady [Downloadable!] 2006 Araştırma-geliştirme (AR-GE) faaliyetlerinin Türkiye-OECD ülkelerinde kümeleme analizi ile incelenmesi ve ekonomik büyümedeki önemi by Mevlüdiye ŞİMŞEK & Sema BEHDİOĞLU 2006 World Equity Markets: A New Approach for Segmentation (in English) by José Dias Curto & José Castro Pinto & Joao Eduardo Fernandes [Downloadable!] 2006 Los fondos de inversion inmobiliaria en España 1994-2005: Analisis del rendimiento y persistencia by Lopez, M. C. & Lopez, C. & Maside, J. M. [Downloadable!] 2006 El turismo rural como agente económico: desarrollo y distribución de la renta en la zona de Priego de Córdoba by Mª Genoveva Millán Vázquez de la Torre & Tomás López-Guzmán Guzmán & Eva Agudo Gutiérrez [Downloadable!] 2006 El desarrollo rural y la economía social en el estado Mérida, Venezuela. PRODECOP: cuna de experiencias exitosas by Félix Parra Medina & Maribel Suárez Mancha [Downloadable!] 2006 Ranking of Countries - The WEF, IMD, Fraser and Heritage Indices by Wolfgang Ochel & Oliver Röhn [Downloadable!] 2006 Risk Premia in Electricity Forward Prices by Pavel Diko & Steve Lawford & Valerie Limpens [Downloadable!] 2006 Transition from Additive Factor Analysis of Absolute Result Quantities to Index Factor Analysis with Real Effects by Emil Hristov [Downloadable!] 2006 An Outline Of The History Of Social Statistics And Its Methods by Nikola Tcholakov [Downloadable!] 2006 Selection Procedures for Economics by William C. Horrace 2005 Corporate governance and financial performance of companies in Poland by Marek Gruszczynski [Downloadable!] 2005 Sound and Fury: McCloskey and Significance Testing in Economics by Kevin D. Hoover & Mark V. Siegler [Downloadable!] 2005 Periodic Properties of Interpolated Time Series by Hashem Dezhbakhsh & Daniel Levy [Downloadable!] 2005 The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models by Alastair R. Hall & Atsushi Inoue [Downloadable!] 2005 The Determinants of Economic Well-being:An Application in the Indian States by Sudip Ranjan Basu [Downloadable!] 2005 Back to square one: identification issues in DSGE models by Fabio Canova & Luca Sala [Downloadable!] 2005 Heterogeneity In Economic Freedom: Free Clusters Or Free Countries by Manuel Vega-Gordillo & José Luis Álvarez-Arce [Downloadable!] 2005 Endogenous population subgroups: the best population partition and optimal number of groups by Ambra Poggi [Downloadable!] 2005 Revisiting the one type permanent shocks hypothesis: Aggregate fluctuations in a multi-sector economy by Antonio Acconcia & Saverio Simonelli [Downloadable!] 2005 Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time by Denis Bolduc & Lynda Khalaf & Clément Yélou [Downloadable!] 2005 Multi-period CAPM with Heterogeneous Agents by Hendri Adriaens & Bertrand Melenberg [Downloadable!] 2005 Long Memory, Heterogeneity, and Trend Chasing by Youwei Li & Xue-Zhong He 2005 Structural Spurious Regressions and A Hausman-type Cointegration Test by Chi-Young Choi & Ling Hu & Masao Ogaki [Downloadable!] 2005 The First Fifty Years of Modern Econometrics by Christopher L. Gilbert & Duo Qin [Downloadable!] 2005 Estimating Deterministically Time-Varying Variances in Regression Models by George Kapetanios [Downloadable!] 2005 Tests for Deterministic Parametric Structural Change in Regression Models by George Kapetanios [Downloadable!] 2005 Transparenting Transparency: Intial Empirics and Policy Applications by Kaufmann, Daniel & Bellver, Ana [Downloadable!] 2005 Competitive Pricing Analysis in Mature & Evolving Markets A Time Series Approach by Joseph, Joy [Downloadable!] 2005 Approche Econométrique des Déterminants de la Rentabilité des Banques Européennes by Yao, Jean-Marie [Downloadable!] 2005 Generalized maximum entropy (GME) estimator: formulation and a monte carlo study by Eruygur, H. Ozan [Downloadable!] 2005 Occupation Time Fluctuations of an Infinite Variance Branching System in Large Dimensions by T. Bojdecki & Luis G. Gorostiza & A. Talarczyk [Downloadable!] 2005 A Long Range Dependence Stable Process and an Infinite Variance Branching System by T. Bojdecki & Luis G. Gorostiza & A. Talarczyk [Downloadable!] 2005 Self-Normalized Weak Invariance Principle for Mixing Sequences by Raluca Balan & Kulik [Downloadable!] 2005 An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift by Yves Atchade [Downloadable!] 2005 Volatility Forecasting by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold [Downloadable!] 2005 Estimating quadratic variation when quoted prices jump by a constant increment by Jeremy Large [Downloadable!] 2005 Small Concentration Asymptotics and Instrumental Variables Inference by D.S. Poskitt & C.L. Skeels [Downloadable!] 2005 On the Relationships among Latent Variables and Residuals in PLS Path Modeling: the Formative-Reflective Scheme by Giorgio Vittadini & Simona Caterina Minotti & Marco Fattore & Pietro Giorgio Lovaglio [Downloadable!] 2005 Convergence in Carbon Emissions Per Capita by Alison Stegman [Downloadable!] 2005 On Representative Social Capital by Charles Bellemare & Sabine Kroger [Downloadable!] 2005 Match Bias from Earnings Imputation in the Current Population Survey: The Case of Imperfect Matching by Christopher R. Bollinger & Barry T. Hirsch [Downloadable!] 2005 Life-Cycle Variations in the Association between Current and Lifetime Income: Country, Cohort and Gender Comparisons by Lindquist, Matthew J. & Böhlmark, Anders [Downloadable!] 2005 An Estimated DSGE Model for Sweden with a Monetary Regime Change by Cúrdia, Vasco & Finocchiaro, Daria [Downloadable!] 2005 Judging the Sustainability of Czech Public Finances by Jan Zápal [Downloadable!] 2005 Indirect Robust Estimation of the Short-term interest Rate Process by Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti [Downloadable!] 2005 How is Confidence Related to Unemployment in Europe? A fuzzy logic answer by António Caleiro [Downloadable!] 2005 Motivación de los estudiantes de LE y LADE ante el estudio de la Estadística by K. Fernández Aguirre & M. A. Garín Martín & J. I. Modroño Herrán [Downloadable!] 2005 Partial Identification of Probability Distributions with Misclassified Data by Molinari, Francesca [Downloadable!] 2005 On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence by Konstantin A. Kholodilin & Boriss Siliverstovs [Downloadable!] 2005 Forecasting the Turns of German Business Cycle: Dynamic Bi-factor Model with Markov Switching by Konstantin A. Kholodilin [Downloadable!] 2005 A Critical Note on Growth Regressions by Tobias Heinrich [Downloadable!] 2005 Temporal aggregaton of univariate linear time series models by Andrea, SILVESTRINI [Downloadable!] 2005 Analysis of the resource concentration on size and research performance: The case of Italian National Research Council over the period 2000-2004 by Coccia Mario & Rolfo Secondo [Downloadable!] 2005 Analysis of the resource concentration on size and research performance: The case of Italian National Research Council over the period 2000-2004 by Lorenzetti Edoardo [Downloadable!] 2005 Volatility Forecasting by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold [Downloadable!] 2005 Turning Qualitative into Quantitative Evidence: A Well-Used Method Made Explicit by Carus A.W. & Ogilvie, S. [Downloadable!] 2005 Convergence In Carbon Emissions Per Capita by Alison Stegman [Downloadable!] 2005 Analysis Of The Correlation Between The Gdp Evolutions And The Capital And Labor Factors In Romania by Zaman, Gheorghe & Goschin, Zizi & Herteliu, Claudiu 2005 Construcción de un índice de privación material para los municipios de la Región Sanitaria Girona/Constructing a privation index for the municipalities of the Girona Health Region by LERTXUNDI-MANTEROLA, AITANA & SAURINA, CARME & SAEZ, MARC & OCAÑA-RIOLA, RICARDO [Downloadable!] 2005 A Frequency Selective Filter for Short-Length Time Series by Alessandra Iacobucci & Alain Noullez [Downloadable!] 2005 Forecasting the German Cyclical Turning Points: Dynamic Bi-Factor Model with Markov Switching by Konstantin A. Kholodilin [Downloadable!] 2005 Random Walks in the Economic Dynamic Series by Asmaa Ahmed [Downloadable!] 2005(XV) The Analysis Of The Correlation Between The Evolution Of The Gdp And That Of The Capital And Labour Factors In Romania by Gheorghe ZAMAN & Zizi GOSCHIN & Claudiu HERTELIU [Downloadable!] 2005(XV) Methods To Restructure The Statistical Communities by Vergil VOINEAGU & Emilia TITAN [Downloadable!] 2004 Cross-section Regression with Common Shocks by Donald W.K. Andrews [Downloadable!] 2004 Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments by CORNELIS A. LOS [Downloadable!] 2004 Estimating the probability of large negative stock market by Philip Kostov & Seamus McErlean [Downloadable!] 2004 Modelos De Heterogeneidad Espacial by Coro Chasco Yrigoyen [Downloadable!] 2004 Long-Term Fixed-Income Market Structure by Luca Grilli [Downloadable!] 2004 Un approccio metrico per lo studio dei dati finanziari by Luca Grilli [Downloadable!] 2004 Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series by Constantinos VORLOW & Antonios ANTONIOU & Catherine KYRTSOU [Downloadable!] 2004 Extending the CAPM model by Hendri Adriaens & Bas Donkers [Downloadable!] 2004 Testing multivariate hypotheses with positive definite bilinear forms by Valentyn Panchenko & Cees Diks 2004 A Frequency-selective Filter for Short-Length Time Series by Alain Noullez & Alessandra Iacobucci [Downloadable!] 2004 Estimation of Models with Grouped and Ungrouped Data by Means of 2SLS by Phoebus J. Dhrymes & Adriana Lleras-Muney [Downloadable!] 2004 Information flow between volatilities across time scales by Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon [Downloadable!] 2004 Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Cases of Large and Critical Dimensions by T. Bojdecki & Luis G. Gorostiza & A. Talarczyk [Downloadable!] 2004 A Weighted Weak Law of Large Numbers for Free Random Variables by Raluca Balan & George Stoica [Downloadable!] 2004 Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Case of Long-Range Dependence by T. Bojdecki & Luis G. Gorostiza & A. Talarczyk [Downloadable!] 2004 Some Long-Range Dependence Processes Arising from Fluctuations of Particle Systems by Luis G. Gorostiza & Reyla A. Navarro & Eliane R. Rodrigues [Downloadable!] 2004 Asymptotic Results with Generalized Estimating Equations for Longitudinal data II by R. M. Balan & Ioana Schiopu-Kratina [Downloadable!] 2004 Precise Rates in the Law of the Logarithm in the Hilbert Space by Wei Huang [Downloadable!] 2004 On the Csorgo-Révész increments of finite dimensional Gaussian random fields by Yong-Kab Choi & Hwa-Sang Sung & Kyo-Shin Hwang & Hee-Jin Moon [Downloadable!] 2004 Path properties of (N;d)-Gaussian random fields by Yong-Kab Choi [Downloadable!] 2004 Sub-fractional Brownian motion and its relation to occupation times by Tomasz Bojdecki & Luis G. Gorostiza & Anna Talarczyk [Downloadable!] 2004 Inference in a Synchronization Game with Social Interactions, Second Version by Aureo de Paula [Downloadable!] 2004 Inference in a Synchronization Game with Social Interactions by Aureo de Paula [Downloadable!] 2004 The Nobel Memorial Prize for Robert F. Engle by Francis X. Diebold [Downloadable!] 2004 Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez [Downloadable!] 2004 Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez [Downloadable!] 2004 On The Identification and Estimation of Partially Nonstationary ARMAX Systems by D. S. Poskitt [Downloadable!] 2004 Exchange rate regime classification and real performances: new empirical evidence by Olivier Darne & Laetitia Ripoll-Bresson [Downloadable!] 2004 Gender Differences Across the Earnings Distribution: Evidence from NLS:86 & HSB:92 by Konstantopoulos, Spyros & Constant, Amelie [Downloadable!] 2004 The Chicken or the Egg? Endogeneity in Labour Market Participation of Informal Carers in England by Heitmueller, Axel [Downloadable!] 2004 Regional Income Inequality in Selected Large Countries by Heshmati, Almas [Downloadable!] 2004 Continental and Sub-Continental Income Inequality by Heshmati, Almas [Downloadable!] 2004 The World Distribution of Income and Income Inequality by Heshmati, Almas [Downloadable!] 2004 Data Issues and Databases Used in Analysis of Growth, Poverty and Economic Inequality by Heshmati, Almas [Downloadable!] 2004 A Review of Decomposition of Income Inequality by Heshmati, Almas [Downloadable!] 2004 On Representative Social Capital by Bellemare, Charles & Kröger, Sabine [Downloadable!] 2004 The Integration and Efficiency of the Scandinavian Foreign Exchange Market 1873-1914: A Quantitative Analysis by Talia, Krim 2004 A robust approach for skewed and heavy-tailed outcomes in the analysis of health care expenditures by Eva Cantoni & Elvezio Ronchetti [Downloadable!] 2004 Progressive Taxation Under Centralised Wage Setting by Pekka Sinko [Downloadable!] 2004 Access to Computer, Internet and Mobile Phone at Home in Finland, Ireland, Netherlands and Sweden by Janne Tukiainen [Downloadable!] 2004 A Frequency Selective Filter for Short-Length Time Series by Alessandra Iacobucci & Alain Noullez [Downloadable!] 2004 The detection of hidden periodicities: A comparison of alternative methods by Michael ARTIS & Mathias HOFFMANN & Dilip NACHANE & Juan TORO [Downloadable!] 2004 Realized Variance and IID Market Microstructure Noise by Asger Lunde & Peter Reinhard Hansen [Downloadable!] 2004 Testing Models with Multiple Equilibria by Quantile Methods by Ivana Komunjer & Federico Echenique 2004 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") by Eric JONDEAU & Herve LE BIHAN 2004 Stopping Tests in the Sequential Estimation for Multiple Structural Breaks by Giovanni Urga & Christian de Peretti [Downloadable!] 2004 The Intertemporal Relationship between Money and Prices: Evidence for Argentina by Florencia Gabrielli & George McCandless 2004 Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis by In Choi & Timothy Chue 2004 Bias Reduced Band Spectrum Least Squares in Fractional by Changsik Kim 2004 On weak exogeneity of the student's t and elliptical linear regression models by Jiro Hodoshima [Downloadable!] 2004 A Spurious Regression Approach to Estimating Structural Parameters by Chi-Young Choi; Ling Hu; Masao Ogaki [Downloadable!] 2004 Identification of sensitivity to variation in endogenous variables by Andrew Chesher 2004 Conditional Inference in Cointegrating Vector Autoregressive Models by Sophocles Mavroeidis & Kees Jan van Garderen 2004 Inferring decision processes from economic experiments by Marco Castillo & Philip Cross 2004 Health, Mental Health and Labor Productivity: The Role of Self-Reporting Bias by Leroux, Justin & Rizzo, John & Sickles, Robin [Downloadable!] 2004 The Use of Literature Based Elasticity Estimates in Calibrated Models of Trade-Wage Decompositions: A Calibmetric Approach by Hui Huang & John Whalley [Downloadable!] 2004 Predicting Electoral College Victory Probabilities from State Probability Data by Ray C. Fair [Downloadable!] 2004 Challenges of Trending Time Series Econometrics by Peter C.B. Phillips [Downloadable!] 2004 Automated Discovery in Econometrics by Peter C.B. Phillips [Downloadable!] 2004 Business Cycle Turning Points : Mixed-Frequency Data with Structural Breaks by Konstantin A., KHOLODILIN & Wension Vincent, YAO [Downloadable!] 2004 The Puzzling Persistence of the Distance Effect on Bilateral Trade by Anne-Célia Disdier & Keith Head [Downloadable!] 2004 Country and Industry Dynamics in Stock Returns by Catão, Luis A. V. & Timmermann, Allan G [Downloadable!] 2004 The Nobel Memorial Prize for Robert F. Engle by Francis X. Diebold [Downloadable!] 2004 Econometric Issues in the Analysis of Contagion by M. Hashem Pesaran & Andreas Pick [Downloadable!] 2004 Las Prestaciones por Incapacidad Temporal: Una Evaluación mediante Modelos ARIMA by Rosa Romay López & Daniel Santín González & Enrique González Arangüena [Downloadable!] 2004 Explaining Real Exchange Rates Fluctuations by Amalia Morales Zumaquero. [Downloadable!] 2004 Econometric Issues in the Analysis of Contagion by Pesaran, M.H. & Pick, A. [Downloadable!] 2004 Erring on the Margin of Error by Robert J. Thornton & Jennifer A. Thornton 2004 Extreme Contagion in Equity Markets by Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao [Downloadable!] 2004 Sample Attrition in the HILDA Survey by Nicole Watson & Mark Wooden 2004 Paid Employment participation After Leaving Full-Time Education the First time by Edmond Hsu & Justine Gibbings 2004 The Intertemporal Relation Between Money and Prices: Evidence from Argentina by Florencia Gabrielli & George Mc Candless & Josefin Rouillet [Downloadable!] 2004 Extreme Contagion in Equity Markets by Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao [Downloadable!] 2004 Russian Financial Crisis of 1998: An Econometric Investigation by Feridun, Mete [Downloadable!] 2004 Constructing Non-linear Gaussian Time Series by Means of a Simplified State Space Representation by Paolo Vidoni [Downloadable!] 2004 Factor Analysis of Growths in Mean Quantities with Real Net and Gross Effects by Emil Hristov [Downloadable!] 2004 Factor Analysis of Absolute Resultant Values Growth Involving Real Net and Gross Effects by Emil Hristov [Downloadable!] 2003 Estimation of the Sharing Rule between Adults and Children and Related Equivalence Scales within a Collective Consumption Framework by Carlos Arias & Vincenzo Atella & Raffaella Castagnini & Federico Perali [Downloadable!] 2003 Drug Consumption and Intra-Household Distribution of Resources: The Case of Qat in an African Society by Sara Borelli & Federico Perali [Downloadable!] 2003 The Political Economy of Intergenerational Cooperation by Alessandro Cigno [Downloadable!] 2003 Testing for Unit Roots: Mexico's GDP by Alejandro Diaz-Bautista & Ramon A. Castillo Ponce [Downloadable!] 2003 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") by Eric JONDEAU & Herve LE BIHAN [Downloadable!] 2003 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve") by Eric JONDEAU & Hervé LE BIHAN [Downloadable!] 2003 Factor decomposition of spatial income inequality: a revision by Juan Antonio Duro [Downloadable!] 2003 Goodness-of-fit of the Heston model by Nathan L. Joseph & Gilles Daniel & David S. Bree [Downloadable!] 2003 Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies by gary anderson 2003 Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models by Gary S. Anderson 2003 The correlation dimension of returns with stochastic volatility by Cees Diks 2003 Analysis of dependencies in low frequency financial data sets by Ardia, David [Downloadable!] 2003 Hierarchical equilibria of branching populations by Hao Yu [Downloadable!] 2003 A Strong Invariance Principle for Associated Random Fields by R.M. Balan [Downloadable!] 2003 Policy Evaluation in Uncertain Economic Environments by William A. Brock & Steven N. Durlauf & Kenneth D. West [Downloadable!] 2003 Persistence and Nonstationary Models by B.P.M. McCabe & G.M. Martin & A.R. Tremayne [Downloadable!] 2003 Who are the Self-employed? A New Approach by Sarah Brown & Lisa Farrell & Mark N. Harris [Downloadable!] 2003 Macroeconomic Effects of Reallocation Shocks: A generalised impulse response function analysis for three European countries by Theodore Panagiotidis & Gianluigi Pelloni [Downloadable!] 2003 Macroeconomic Effects of Reallocation Shocks: A generalised impulse response function analysis for three European countries by Theodore Panagiotidis & Gianluigi Pelloni & Wolfgang Polasek [Downloadable!] 2003 On the problem of optimal inference for time heterogeneous data with error components regression structure by Jonsson, Robert [Downloadable!] 2003 Explaining Gender Wage Differentials: Findings from a Random Effects Model by Ossi Korkeamäki & Tomi Kyyrä [Downloadable!] 2003 Subsidizing vs. Experience Rating of Unemployment Insurance in Unionized Labor Markets by Pekka Sinko [Downloadable!] 2003 Education and Unemployment: State Dependence in Unemployment Among Young People in the 1990s by Kari Hämäläinen [Downloadable!] 2003 What Draws People to Urban Growth Centers: Jobs vs. Pay? by Sari Pekkala [Downloadable!] 2003 Is Little Brother Nothing but Trouble?: Educational Attainment, Returns to Schooling and Sibling Structure by Sari Pekkala [Downloadable!] 2003 Spectral Analysis for Economic Time Series by Alessandra Iacobucci [Downloadable!] 2003 Subjective Versus Objective Economic Measures, A fuzzy logic exercise by António Caleiro [Downloadable!] 2003 Empirical Analysis of Indirect Network Effects in the Market for Personal Digital Assistants by Nair, Harikesh S. & Chintagunta, Pradeep & Dube, Jean-Pierre [Downloadable!] 2003 Who are the Self-employed? A New Approach by Brown, Sarah & Lisa Farrell & Mark N Harris [Downloadable!] 2003 Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data by Rutger van Oest & Philip Hans Franses [Downloadable!] 2003 On Theil's errors by Magnus, J.R. & Sinha, A.K. [Downloadable!] 2003 Cross-section Regression with Common Shocks by Donald W.K. Andrews [Downloadable!] 2003 Laws and Limits of Econometrics by Peter C.B. Phillips [Downloadable!] 2003 Opening the Black Box: Structural Factor Models versus Structural VARs by Forni, Mario & Lippi, Marco & Reichlin, Lucrezia [Downloadable!] 2003 Accession to the WTO and EU Enlargement: What Potential for Trade Increase? by Koukhartchouk, Oxana & Maurel, Mathilde [Downloadable!] 2003 Estimating Loss Function Parameters by Elliott, Graham & Komunjer, Ivana & Timmermann, Allan G [Downloadable!] 2003 Is Official Exchange Rate Intervention Effective? by Taylor, Mark P [Downloadable!] 2003 Learning by Doing and Multiproduction Effects Over the Life Cycle: Evidence from the Semiconductor Industry by Siebert, Ralph [Downloadable!] 2003 Simulation and Estimation of Hedonic Models by Heckman, James & Matzkin, Rosa & Nesheim, Lars [Downloadable!] 2003 Increasing returns to scale and international diffusion of technology: an empirical study for Brazil (1976-2000) by Francisco Horácio P. Oliveira & Frederico G. Jayme Jr. & Mauro B. Lemos [Downloadable!] 2003 ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve) by Jondeau, E. & Le Bihan, H. [Downloadable!] 2003 Forecasting Volatility Using A Continuous Time Model by Maria Helena Lopes Moreira da Veiga [Downloadable!] 2003 Eligibility Assessment of the Bank of Slovenia’s Adjustment Policy to Surges in Capital Flows by Zan Oplotnik [Downloadable!] 2003 Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods by Christian Dreger & Christian Schumacher [Downloadable!] 2003 Bank Of Slovenia Adjustment Policy To Surges In Capital Flows by Žan Oplotnik [Downloadable!] 2003 El Dinero como Indicador Líder by Se Kyu Choi-Ha & Luis Felipe Lagos [Downloadable!] 2003 Rent Sharing and Bargaining Levels: Evidence from Italy by Barbara Pistoresi & Chiara Strozzi [Downloadable!] 2003 Modelling Firm Activity by Ivan Stoykov & Paraskeva Dimitrova [Downloadable!] 2002 Differential Mortality And The Design Of The Italian System Of Public Pensions by Graziella Caselli & Franco Peracchi & Elisabetta Barbi & Rosa Maria Lipsi [Downloadable!] 2002 Aversion to inequality in Italy and its determinants by Vincenzo Atella & J. Coggins & Federico Perali [Downloadable!] 2002 Value Creation and Profit Optimization by K. Tobias Winther [Downloadable!] 2002 Circular Variable Work In Process by Luis Vildosola [Downloadable!] 2002 Selection Procedures for Order Statistics in Empirical Economic Studies by William C. Horrace [Downloadable!] 2002 Subsampling the Mean of Heavy-tailed Dependent Observations by Piotr Kokoszka & Michael Wolf [Downloadable!] 2002 Statistical analysis of fixed income market by Massimo Bernaschi & Luca Grilli & Davide Vergni [Downloadable!] 2002 Empirical investigation and modeling of a financial market after a crash by Fabrizio Lillo & Rosario N. Mantegna 2002 Statistical analysis of the implied volatility derivative by Paul Lynch & Nigel Allinson 2002 Uniform asymptotics for robust location estimates when the scale is unknown by Matias Salibian-Barrera & Ruben H. Zamar [Downloadable!] 2002 Steady State Analysis and Heavy Traffic Limits for Regulated Markov Chains by William A. Massey & Raj Srinivasan [Downloadable!] 2002 Analysis Of Indices Of Economic Inequality From A Mathematical Point Of View by Ricardas Zitikis [Downloadable!] 2002 Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators by B. M. Golam Kibria & A.K.Md. E. Saleh [Downloadable!] 2002 Measuring Economic Growth in New Zealand by Peter Mawson [Downloadable!] 2002 Maximum Likelihood Estimation of ARMA Model with Error Processes for Replicated Observations by Wing-Keung Wong & Robert B. Miller & Keshab Shrestha [Downloadable!] 2002 How Much Should We Trust Differences-in-Differences Estimates? by Marianne Bertrand & Esther Duflo & Sendhil Mullainathan [Downloadable!] 2002 Simple and Bias-Corrected Matching Estimators for Average Treatment Effects by Alberto Abadie & Guido W. Imbens [Downloadable!] 2002 Trimming for Bounds on Treatment Effects with Missing Outcomes by David S. Lee [Downloadable!] 2002 Upper Semicontinuous Extensions of Binary Relations by Bossert, W. & Sprumont, Y. & Suzumura, K. [Downloadable!] 2002 Upper Semicontinuous Extensions of Binary Relations by BOSSERT, Walter & SPRUMONT, Yves & SUZUMURA, Kotaro [Downloadable!] 2002 Simulation-based Inference in Dynamic Panel Probit Models: an Application to Health by Paul Contoyannis & Andrew M. Jones & Nigel Rice [Downloadable!] 2002 Geroski's Stylized Facts and Mobility in Large German Manufacturing Firms by Uwe Cantner, Jens J. Krüger 2002 Regional Labour Market Dynamics, Housing and Migration by Kari Hämäläinen & Petri Böckerman [Downloadable!] 2002 On Economic Poverty in Finland in the 1990s by Marja Riihelä & Risto Sullström & Tuomala & Matti [Downloadable!] 2002 Targeted Programs in an Economic Crisis: Empirical Findings from the Experience of Indonesia by Lant Pritchett & Sudarno Sumarto & Asep Suryahadi [Downloadable!] 2002 Bayes estimates of Markov trends in possibly cointegrated series by R. Paap & H.K. van Dijk [Downloadable!] 2002 Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series by Donald W.K. Andrews & Offer Lieberman [Downloadable!] 2002 Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process by Offer Lieberman & Judith Rousseau & David M. Zucker [Downloadable!] 2002 Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion by Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo [Downloadable!] 2002 Facilitating Applied Economic Research with Stata by Christopher F Baum [Downloadable!] 2002 Il modello di specializzazione italiano: normalita' e asimmetria by Luca DE BENEDICTIS & Massimo TAMBERI [Downloadable!] 2002 A note on the Balassa Index of Revealed Comparative Advantage by Luca DE BENEDICTIS & Massimo TAMBERI [Downloadable!] 2002 Nota técnica 2: An equal Variance Test by George G.Djolov [Downloadable!] 2002 research articles : Sensitivity analysis for applied general equilibrium models in the presence of multiple Walrasian equilibria by Marcus Berliant & Sami Dakhlia [Downloadable!] 2002 Stochastic volatility, jumps and hidden time changes by Marc Yor & Dilip B. Madan & Hélyette Geman [Downloadable!] 2002 Chi-Squared-Based Vs. Entropy-Based Mechanisms For Building Fuzzy Discretizers, Inducers And Classifiers by Georgescu, Vasile 2002 La valoración de empresas asociativas agrarias: una aplicación de la metodología analógico-bursátil by José Miguel Sales Civera [Downloadable!] 2001 The Role of Social Security in Household Decisions: VAR Estimates of Saving and Fertility Behaviour in Germany by Alessandro Cigno, & Luca Casolaro & Furio C. Rosati [Downloadable!] 2001 Immigrants In Spain: Skills Acquisition And Development. A Regional Study by Ignacio Díaz-Emparanza & Alexandra M.Espinosa [Downloadable!] 2001 Exogenous impact and conditional quantile functions by Andrew Chesher [Downloadable!] 2001 Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem by Benedikt M. Pötscher [Downloadable!] 2001 Empirical analysis of the emerging Brazilian stock market: scaling and volatility by A. A. Perez Jr. and J. M. P. Moser 2001 Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model by George J. Jiang and Pieter J. van der Sluis 2001 Būvniecības tirgus novērtēšana jaunās ekonomikas apstākļos by Skribans, Valerijs [Downloadable!] 2001 On the two-phase framework for joint model and design-based inference by Susana Rubin-Bleuer & Ioana Schiopu Kratina [Downloadable!] 2001 Non-local Branching Superprocesses and Some Related Models by Donald A. Dawson & Luis G. Gorostiza [Downloadable!] 2001 Convergence Of Markov Chain Approximations To Stochastic Reaction Diffusion Equations by Michael A. Kouritzin & Hongwei Long [Downloadable!] 2001 Censoring, Factorizations, and Spectral Analysis for Transition Matrices with Block-Repeating Entries by Yiqiang Q. Zhao, & Wei Li & W. John Braun [Downloadable!] 2001 Superprocesses with Dependent Spatial Motion and General Branching Densities by Donald A. Dawson & Zenghu Li & Hao Wang [Downloadable!] 2001 A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations by Michael W. Brandt & Francis X. Diebold [Downloadable!] 2001 Probabilistic Assignements of Identical Indivisible Objects and Uniform Probabilistic Rules by Ehlers, L. & Klaus, B. 2001 Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie by Dufour, J.M. 2001 Empirical Assessment of an Intertemporal option Pricing Model with Latent variables by Garcia, R. & Luger, R. & Renault, E. 2001 Probabilistic Assignments of Identical Indivisible Objects and Uniform Probabilistic Rules by EHLERS, Lars & KLAUS, Bettina [Downloadable!] 2001 Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie by DUFOUR, Jean-Marie [Downloadable!] 2001 Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables by GARCIA,René & LUGER, Richard & RENAULT, Éric [Downloadable!] 2001 Foreign Technology Licensing in Indian Industry by Evenson, R.E. & Joseph, K.J. 2001 On the Method of Calculating Regional Prices Differentials with Illustrative Evidence from India by Coondoo, D. & Majumder, A. & Ray, E, 2001 Estimating Econometric Models with Fixed Effects by Greene, W. 2001 Fixed and Random Effects in Nonlinear Models by Greene, W. 2001 Large and Moderate Deviations Principles for Infinite Dimensional Autoregressive Processes by Mas, A. & Menneteau, L. 2001 Unemployment Insurance with Limited Duration and Variable Replacement Ratio - Effects on Optimal Search by Pekka Sinko [Downloadable!] 2001 What Lies Behind the Unprecedented Increase in Income Inequality in Finland During the 1990's by Marja Riihelä & Risto Sullström & Matti Tuomala [Downloadable!] 2001 Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia [Downloadable!] 2001 Notation in econometrics : a proposal for a standard by Abadir, K.M. & Magnus, J.R. [Downloadable!] 2001 Asymptotic Theory for Multivariate GARCH Processes by F. Comte & Offer Lieberman [Downloadable!] 2001 Penalised Maximum Likelihood Estimation for Fractional Guassian Processes by Offer Lieberman [Downloadable!] 2001 Forecast Evaluation with Shared Data Sets by Sullivan, Ryan & Timmermann, Allan G & White, Halbert [Downloadable!] 2001 Rent Sharing in Wage Determination: Evidence from Italy by Pistoresi, Barbara & Strozzi, Chiara [Downloadable!] 2001 Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work? by Sarno, Lucio & Taylor, Mark P [Downloadable!] 2001 Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles by Peel, David & Sarno, Lucio & Taylor, Mark P [Downloadable!] 2001 A Frequent Misuse of Significance Tests by Thomas Mayer [Downloadable!] 2001 Correlation Analysis of Financial Contagion: What One Should Know before Running a Test by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia [Downloadable!] 2001 A Primer on Financial Contagion by Marcello Pericoli & Massimo Sbracia [Downloadable!] 2001 Causation, Prediction, and Search, 2nd Edition by Peter Spirtes & Clark Glymour & Richard Scheines 2001 Bootstrapping Student Understanding of What Is Going on in Econometrics by Peter E. Kennedy [Downloadable!] 2001 On the use of multicriteria classification methods: A simulation study by Doumpos, Michael & Zopounidis, Constantin 2001 Fuzzy Preferences, Liberalism and Non-discrimination by Dinko Dimitrov [Downloadable!] 2000 The Effect of Child Support Policies on Visitations and Transfers by Daniela Del Boca & R.Ribero [Downloadable!] 2000 Voting For Equity: Estimating Society'S Preferences Toward Inequality by Jay S. Coggins & Federico Perali [Downloadable!] 2000 Looking Forward to Pricing Options from Binomial Trees by Dario Villani & Andrei E. Ruckenstein [Downloadable!] 2000 Country Effects in ISSP-1993 Environmental Data: Comparison of SEM Approaches by Pilar Rivera & Albert Satorra [Downloadable!] 2000 On the Inconsistency of the Ordinary Least Squares Estimator for Spatial Autoregressive Processes by Théophile AZOMAHOU & Agénor LAHATTE [Downloadable!] 2000 Statistical characterisation of Fixed Income market efficiency by Massimo Bernaschi & Luca Grilli & Livio Marangio & Sauro Succi & Davide Vergni [Downloadable!] 2000 Hierarchical equilibria of branching populations by D.A. Dawson & L.G. Gorostiza & A. Wakolbinger [Downloadable!] 2000 Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences by Miklos Csorgo & Barbara Szyszkowicz & Lihong Wang [Downloadable!] 2000 Explicit Strong Solutions Of Multidimensional Stochastic Differential Equations by MICHAEL A. KOURITZIN & BRUNO REMILLARD [Downloadable!] 2000 Trajectorial Fluctuations Of Cox Systems Of Independent Motions by Tomasz Bojdecki & Luis G. Gorostiza [Downloadable!] 2000 A Strong Markov Property For Set-Indexed Processes by R.M. Balan [Downloadable!] 2000 Random Effects Cox Models: A Poisson Modelling Approach by Renjun Ma & Daniel Krewski & Richard T. Burnett [Downloadable!] 2000 Simple Estimators for Treatment Parameters in a Latent Variable Framework with an Application to Estimating the Returns to Schooling by James J. Heckman & Justin L. Tobias & Edward Vytlacil [Downloadable!] 2000 Using Studies of Treatment Response to Inform Treatment Choice in Heterogeneous Populations by Charles F. Manski [Downloadable!] 2000 Bias from Classical and Other Forms of Measurement Error by Dean R. Hyslop & Guido W. Imbens [Downloadable!] 2000 The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity by Moon, H.R. & Perron, P. 2000 The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity by MOON, Hyungsik Roger & PERRON, Benoit [Downloadable!] 2000 Valid Bayesian Estimation of the Cointegrating Error Correction Model by Strachan, R. [Downloadable!] 2000 Implicit Bayesian Inference Using Option Prices by Martin, G.M. & Forbes, C.S. & Martin, V.L. [Downloadable!] 2000 Mixed Estimation When the Model and/or Stochastic Restrictions are Nonlinear by Frank T. Denton [Downloadable!] 2000 Prediction Inference for Time Series by de Luna, Xavier [Downloadable!] 2000 Neighborhood Effects, Preference Heterogeneity and Immigrant Educational Attainment by Cardak, B.A. & McDonald, J.T. 2000 Time Series Simulation With Quasi Monte Carlo Methods by Li, J.X. & Winker, P. 2000 Estimation du risque de defaut par une modelisation stochastique du bilan : application a des firmes industrielles francaises by Refait, C. 2000 Existence of Almost Periodic Solutions of Descrete Time Equations by Pennequin, D. 2000 Towards a General Formal Framework for Polynomial Approximation (Concepts and Examples) by Demange, M. & Paschos, V.T. 2000 Non-Standard Approaches to Integer Programming by Aardal, K. & Weismantel, R. & Wosley, L. 2000 Institutional Rigidities and Employment Rigidity in the Italian Large Industrial Firms by Russo, G. & Veredas, D. 2000 Identifying Long-Run Behaviour with Non-Stationary Data by Bauwens, L. & Hunter, J. 2000 Weak Convergence for the Covariance Operators of a Hilbertian Linear Process by Mas, A. 2000 The Central Limit Theorem in the Space of Nuclear Operators by Mas, A. 2000 Measuring and Decomposing Productivity Change: Stochastic Distance Function Estimation VS. DEA by Lastrapes, W.D. 2000 Disentangling Trend and Cycle in the EUR-11 Unemployment Series. An Unobserved Component Modelling Approach by Orlandi, F. & Pichelmann, K. 2000 Bayesian Inference in the Non-Central Student-T Model by Tsionas, E.G. 2000 Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests by Davidson, R. 2000 Operationalisation of Marginal Cost Pricing within Urban Transport by David Milne & Esko Niskanen & Erik Verhoef [Downloadable!] 2000 Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data by Banerjee, A. & Marcellino, M. & Osbat, C. 2000 A Disturbance Attenuation Approach to Option Pricing with Transaction Costs by Lihui Zheng & Jin E. Zhang [Downloadable!] 2000 Index option pricing models with stochastic volatility and stochastic interest rates by Jiang, G. & Sluis, P.J. van der [Downloadable!] 2000 The Dynamics of Technology in Industrial Countries by Maria Luisa Mancusi [Downloadable!] 2000 Bayesian Inference in the Non-Central Student-T Model by Tsionas, E.G. 2000 Statistik als Instrument der empirischen Wirtschafts- und Sozialforschung - Eine methodologische Betrachtung aus der Sicht der Frankfurter Schule der sozialwissenschaftlichen Statistik by Heinz Grohmann [Downloadable!] 2000 Wie lässt sich die Konzentrationsstatistik verbessern? by Uwe Christian Täger 2000 Neue Möglichkeiten zur Verbesserung der statistischen Konzentrationsbeobachtung by Gerhard Stock 2000 Paradigmenwechsel der europäischen und der deutschen Wirtschaftsstatistik by Rainer Feuerstack 2000 Zur quantitativen Analyse von Kapitalverflechtungen by Jens Kammerath 1999 Are Cigarette Bans Really Good Economic Policy? by Frank S. Reinhardt & David E.A. Giles [Downloadable!] 1999 Implementing Interactive Computing in an Object-oriented Environment by Frederic Udina [Downloadable!] 1999 Basic Elements of Asymptotic Theory by Benedikt M. Pötscher & Ingmar R. Prucha [Downloadable!] 1999 Fehlende Werte in SAS 6.12, US-Version by Fliers, Frits [Downloadable!] 1999 Causal Parameters and Policy Analysis in Economcs: A Twentieth Century Retrospective by James L. Heckman [Downloadable!] 1999 The Predictive Approach to Teaching Statistics by McLean, A. [Downloadable!] 1999 A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap by Maharaj, E.A. [Downloadable!] 1999 Alternative Detrending Procedures for Macroeconomic Time Series by Allwood, J. & Sheperd, D. 1999 Evaluating Theories of the Income Dynamics: A Probabilistic Approach by Aebi, Robert & Neusser, Klaus & Steiner, Peter [Downloadable!] 1999 The Expected Number for Real Roots of a Multihomogeneous System of Polynominal Equations by McLennan, A. 1999 Statistical Inference in Nonparametric Frontier Models: the State of the Art by Simar, L. & Wilson, P.W. 1999 The Stochastic Conditional Duration Model: a Latent Factor Model for the Analysis of Financial Durations by Bauwens, L. & Veredas, D. 1999 The Stochastic Conditional Duration Model: a Latent Factor Model for the Analysis of Financial Durations by Bauwens, L. & Veredas, D. 1999 Cutting Planes in Integer and Mixed Integer Programming by Marchand, H. & Martin, A. & Weismantel, R. & Wolsey, L. 1999 Cutting Planes in Integer and Mixed Integer Programming by Marchand, H. & Martin, A. & Weismantel, R. & Wolsey, L. 1999 Causality and Comovement Between Tax Rate and Budget Deficits: Further Evidence from Developing Countries by Aka, F.B. & Decaluwe, B. 1999 Adaptative Estimation of the Spectrum of a Stationary Gausian Sequence by Comte, F. 1999 Adaptative Estimation of the Spectrum of a Stationary Gausian Sequence by Comte, F. 1999 Nonlinear Innovations and Impulse Responses by Gourieroux, C. & Jasiak, J. 1999 Model Selection for (Auto-)Regression with Dependent Data by Baraud, Y. & Comte, F. & Viennet, G. 1999 Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process by Lieberman, O. & Rousseau, J. & Zucker, D.M. 1999 Essays on Econometrics of Cointegration by Kauppi, H. 1999 Criterion Mixing Lack of Fit and Multicolinearity for Variable Selection in Regression by Rolle, J.-D. 1999 Criterion Mixing Lack of Fit and Multicolinearity for Variable Selection in Regression by Rolle, J.-D. 1999 Les methodes du bootstrap dans les modeles de regression by Flachaire, E. 1999 Les methodes du bootstrap dans les modeles de regression by Flachaire, E. 1999 External Debt and Economic Growth in Sub-SAharan African Countries: an Econometric Study by Iyoha, M.A. 1999 External Debt and Economic Growth in Sub-SAharan African Countries: an Econometric Study by Iyoha, M.A. 1999 Race for Retirement by Tuulia Hakola [Downloadable!] 1999 Process Evaluation of Business Subsidies in Finland. A Quantitative Approach by Takis Venetoklis [Downloadable!] 1999 Post-Unemployment Wages and Economic Incentives to Exit from Unemployment by Tomi Kyyrä [Downloadable!] 1999 Further Testing of The Human-Capital Augmented Solow Model by Pasi Ikonen [Downloadable!] 1999 A Measure of Comovement for Economic Variables: Theory and Empirics by Croux, Christophe & Forni, Mario & Reichlin, Lucrezia [Downloadable!] 1999 On Aggregation of Linear Dynamic Models by Pesaran, M. H. [Downloadable!] 1999 Distance in time between transition economies and the European Union by Pavle Sicherl [Downloadable!] 1999 Aus dem Instrumentenkasten der Konjunkturanalyse : Veränderungen im Vergleich by Wolfgang Nierhaus 1999 Cyclicality and Durability: Evidence from U.S. Consumers' Expediture by Steven Cook [Downloadable!] 1998 Relative Efficiency with Equivalence Classes of Asymptotic Covariances by David M. Mandy & Carlos Martins-Filho [Downloadable!] 1998 Statistics in Archaeology: New Directions by Pedro Delicado [Downloadable!] 1998 Principal Curves and Principal Oriented Points by Pedro Delicado [Downloadable!] 1998 Taste-homogeneity of Optimal Jurisdictions in a Tiebout Economy with Crowding Types by John P. Conley & Myrna Holtz Wooders [Downloadable!] 1998 Evolving Patterns of International Trade by Proudman, J. & Redding, S. 1998 Risk Aversion, Intertemporal Substitution, and Option Pricing by Garcia, R. & Renault, E. 1998 Aggregations and Marginalization of GARCH and Stochastic Volatility Models by MEDDAHI, Nour & RENAULT, Éric [Downloadable!] 1998 The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation by PERRON, Pierre & MALLET, Sylvie [Downloadable!] 1998 Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition by PERRON, Pierre & VODOUNOU, Cosme [Downloadable!] 1998 Simulation-Based Finite-Sample Normality Tests in Linear Regressions by DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien [Downloadable!] 1998 Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models by ABDELKHALEK, Touhami & DUFOUR, Jean-Marie [Downloadable!] 1998 Risk Aversion, Intertemporal Substitution, and Option Pricing by GARCIA, René & RENAULT, Éric [Downloadable!] 1998 bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions by Strachan, R.W. 1998 Model Selection when a Key Parameter Is Constrained to Be in an Interval by Hossain, M.Z. & King, M.L. 1998 Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression by Fraccaro, R. & Hyndman, R. & Veevers, A. 1998 Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions by Lasker, M.R. & King, M.L. 1998 Data Reduction of Discrete Responses: An Application of Cluster Analysis by Borland, J. & Hirschberg, J. & Lye, J. 1998 On the Structure of Behavioral Multistate Duration Models by Dagsvik, J.K. 1998 Deriving Bounds on the Structural Vector when the Measurement Errors are Correlated: An Elaboration of the Frisch/Reiersol Approach by Willasen, Y. 1998 Empirical Strategies in Labor Economics by Angrist, J.D. & Krueger, A.B. 1998 Toponymes et gentiles: vers un traitement automatique relationnel by Piton, O. & Maurel, D. & Belleil, C. 1998 The Prolex Data Base: Toponyms and Gentiles for NLP by Piton, O. & Maurel, D. & Belleil, C. 1998 An Axiomatization of Cumulative Prospect Theory for Decision Under Risk by Chateauneuf, A. & Wakker, P. 1998 Maximal Elements in Topological Convex Spaces by Danilov, V. & Sotskov, A. 1998 L'exogeneite dans les modeles VAR_ECM avec des sentiers de long terme purement exogenes by Rault, C. 1998 Eligible Start-Time Fair Queuing: A New Fair Queuing Policy and its Analysis with a Stochastic Comparison Approach by Abuamsha, O. & Pekergin, N. 1998 A General Methodology for Bootstrapping in Nonparametric Frontier Models by Simar, L. & Wilson, P.W. 1998 Identification Problems in a Class of Mixture Models with an Application to the LISREL Model by Mouchart, M. & San Martin, E. 1998 Asymmetric ACD Models: Introducing Price Information in ACD Models with a Two State Transition Model by BAUWENS, L. & GIOT, P. 1998 Modelization and Nonparametric Estimation for a Dynamical System with Noise by Blanke, D. & Bosq, D. & Guegan, D. 1998 One Perfect Simulation for some Mixtures of Distributions by Hobert, J.P. & Robert, C.P. & Titterington, D.M. 1998 Bayesian Inference for the Mover-Stayer Model of Continuous Time by Fougere, D. & Kamionka, T. 1998 SML Estimation in Transition Models (revision du 96.10.413) by Kamionka, T. 1998 Influence Function and Efficiency of the Minimum Covariance Determinant Scatter MAtrix Estimator by Croux, C. & Haesbroeck, G. 1998 Modelisation de croissance decrites par une courbe sigmoide by Bair, J. & Haesbroeck, G. & Salengros, P. 1998 Bayesian and Classical Approaches to Instrumental Variable Regression by Kleibergen, F. & Zivot, E. 1998 Compatibilite et contradiction entre systemes lineaires theoriques et experimentaux; principes mathematiques de l'analyse en composantes principales sous contraintes by Rolle, J.-D. 1998 Macro-Economic Linkages Between GCC and G7 Countries by Chishti, S.U. 1998 Approximate Distributions in Essentially Linear Models by An, M.Y. & Christensen, B.J. & Kiefer, N.M. 1998 Comment on Prelec's (1998). "The Probability Weighting Function" by Luce, R.D. 1998 The Probability Density Function of Interest Rates Implied in the Price of Options by Fornari, F. & Violi, R. 1998 Efficiency and Robustness in a Geometrical Perspective by Davidson, R. 1998 Variable Selection in the Linear regression Model with One-Sided Information and Small Sample by Hughes, A.W. 1998 The Distribution and Redistribution of Income in Finland 1990-1993 by Teemu Lehtinen [Downloadable!] 1998 Regional Income Differences in Finland, 1966-96 by Risto Sullström & Heikki A. Loikkanen & Anssi Rantala [Downloadable!] 1998 Internal Migration and Labour Market Transitions of Unemployment Workers by Mika Haapanen [Downloadable!] 1998 Evaluation and Monitoring of Business Aid in Finland. Applicant Enterprises Projects and Distributors of Aid in Industrially Declining Regions. A Quantitative Approach by Takis Venetoklis [Downloadable!] 1998 Approximate Distributions in Essentially Linear Models by An, Mark Y. & Christensen, Bent Jesper & Kiefer, Nicholas M. [Downloadable!] 1998 Statistical algorithms for models in state space using ssfpack 2.2 by Koopman, S.J. & Shephard, N. & Doornik, J.A. [Downloadable!] 1998 Mixed tree and spatial representation of dissimilarity judgment by Wedel, M. & Bijmolt, T.H.A. [Downloadable!] 1998 Persistence and Mobility in International Trade by Proudman, James & Redding, Stephen J [Downloadable!] 1998 An Integral Inequality on C([0,1]) with Application to the Ornstein-Uhlenbeck Process by Bailey, R.W. & Burridge, P. & Nandeibam, S. 1998 Other Things Equal: Quarreling with Ken by Deirdre N. McCloskey [Downloadable!] 1997 Transition in Russia: It's Happening by Daniel Berkowitz & David DeJong & Steven Husted [Downloadable!] 1997 An explicit bound on e for non-emptiness of the e-core of an arbitrary game with side payments by Alexander Kovalenkov & Myrna Holtz Wooders [Downloadable!] 1997 An explicit bound on by Alexander Kovalenkov & Myrna Holtz Wooders [Downloadable!] 1997 Epsilon cores of games and economies with limited side payments by Alexander Kovalenkov & Myrna Holtz Wooders [Downloadable!] 1997 Strike Data with a Crisis Point by Lieberman, O. 1997 Parametric and Nonparametric Augmented GPH Estimation by Wilkins, N.P. 1997 Indirect Estimation of Arfima and Varfima Models by Martin, V.L. & Wilkins, N.P. 1997 A Novel Methodology for Comparisons in Time and Space by Sicherl, Pavle [Downloadable!] 1997 Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation by Stengos, T. & Sun, Y. 1997 Convergence of Minimal and Approximate Minimal Elements of Sets in Partially Ordered Vector Spaces by Loridan, P. & Morgan, J. & Raucci, R. 1997 A Nonconevx Separation Property in Banach Spaces by Borwein, J. & Jofre, A. 1997 Missing Values in Vector Time Series by Mitchell, H. 1997 The Logarithmic ACD Model: An Application to Market Microstructure and NASDAQ by Bauwens, L. & Giot, P. 1997 Exact GEometry of Explosive Autoregressive Models by Jan Van Garderen, K. 1997 Dynamiques tronquees et estimation de modeles de diffusion by Darolles, S. & Gourieroux, C. 1997 Contemporaneous Asymmetry in Garch Processes by El Babsiri, M. & Zakoian, J.M. 1997 One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction by Lisi, F. 1997 Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation by Stengos, T. & Sun, Y. 1997 The Expected Minimum Cost Function: a Non Parametric Approach by Cazals, C. & Florens, J.-P. 1997 The Semiparametric Normal Variance-Mean Mixture Model by Korsholm, L. 1997 Singularity Theory in Comparative Statics and Comparative Dynamics by Tu, P-N-V 1997 On adjusting the hp-filter for the frequency of observations by Ravn, M.O. & Uhlig, H. [Downloadable!] 1997 Mathematica as an Environment for doing Economics and Econometrics by David A. Belsley [Downloadable!] 1997 Processes of normal inverse Gaussian type by Ole E. Barndorff-Nielsen [Downloadable!] 1996 The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation by Smith, J.C. & Otero, J. 1996 Bargaining and fertility in Brazil: A Quantitative and Econometric Analysis by Rao, V. & Green, M.E. 1996 The Size and Power of Bootstrap Tests by Russell Davidson & James G. MacKinnon [Downloadable!] 1996 BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman by Swanson, Norman [Downloadable!] 1996 Nonparametric Inference by Quasi-Likelihood Methods by Spady, R.H. 1996 Is the Time-Series Evidence on Minimum Wage Effects Contaminated by Publication Bias? by David Neumark & William Wascher [Downloadable!] 1996 An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests by Perron, P. & Ng, S. 1996 Parametric and Nonparametric Approaches to Price and Tax Reform by Deaton, A. & Ng, S. 1996 An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests by Perron, P. & Ng, S. [Downloadable!] 1996 Parametric and Nonparametric Approaches to Price and Tax Reform by Deaton, A. & Ng, S. [Downloadable!] 1996 Additive Nonparametric Regression with Autocorrelated Errors by Smith, M. & Wong, C.M. & Kohn, R. 1996 Improved Small Sample Midel selection Procedures by King, M.L. & Forbes, C.S. & Morgan, A. 1996 Simulation Based Estimation of Some Factor Models in Econometrics by Pagan, A.R. 1996 Multimarket Power Estimation: The Australian Retail Meat Sector by Hyde, C.E. 1996 Prediction and Sufficiency in the Model of Factor Analysis by Ramses H. ABUL NAGA 1996 Nonsmooth Infinit Horizon Control Problem by Seierstad, A. 1996 Bayesian Synthesis or Likelihood Synthesis - What Does the Borel Paradox Say? by Schweder, T. & Hjort, N.L. 1996 A Graphical Interpretation of Regression with an Application to Tourism by Molinero, C.M. & Oreja, J.R. 1996 Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection by Swanson, N.R. & Zeng, T. 1996 A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables by Swanson, N.R. & Ozyildirim, A. & Pisu, M. 1996 A Note on Private Sector Asset Portfolios in Developing Economies: Econometric Estimates from the Kenyan Economy by Adam, C.S. 1996 Weekends in Malaysia by Davidson, S. & Peker, A. 1996 The Maximal Variation of a Bounded Martingale and the Central Limit Theorem by De Meyer, B. 1996 Disapprobation Between Bayesian Inferences: Definition and Examples by Jouneau, F. 1996 Bayesian Inference on Garch Models Using the Gibbs Sampler by Bauwens, L. & Lubrano, M. 1996 Bayesian Unmasking in Linear Models by Justel, A. & Pena, D. 1996 A Time-Indexed Formulation for Single-Machine Scheduling Problems: Branch-and Cut by Van Den Akker, J. & Hurkens, C.A.J. & Savelsbergh, M.W.P. 1996 Bayesian Utilitarianism by Zhou, L. 1996 A Full Heteroscedastic One-Way Error Components Model for Incomplete Panel: Maximum Likelihood Estimation and Lagrange Multiplier Testing by Lejeune, B. 1996 Nonlinearity and Limits to Forecasting in the Canadian Residential Housing Market by Dominique, C.R. & Desrosiers, F. & Kiss, L. 1996 Dividende et beta: une estimation Garch by Atindehou, R.B. & Bernier, G. & Charest, G. 1996 Estimation of a Non-Centrality Parameter Under Stein Type Like Losses by Fourdrinier, D. & Philippe, A. & Robert, C.P. 1996 A Review on Techniques of Estimation in Long-Memory Processes: Application to Intra-Day Data by Bisaglia, L. & Guegan, D. 1996 Bayesian Estimation of Switching ARMA Models by Billio, M. & Monfort, A. & Robert, C.P. 1996 Determinating Lyapunov Exponents in Deterministic Dynamical Systems by Delecroix, M. & Guegan, D. & Leorat, G. 1996 Post-Processing Accept-Reject Samples: Recycling and Rescaling by Casella, G. & Robert, C.P. 1996 Reparameterisation Strategies for Hidden Markov Models and Bayesian Approaches to Maximum Likelihood Estimation by Robert, C.P. & Titterington, D.M. 1996 Developpement limite d'une diffusion en temps petit. Estimation du prix d'une option sur maxima proche de sa maturite by Corbin, O. & Leblanc, B. 1996 A Nonparametric Point of View; Stochastic Versus Deterministic Approach by Guegan, D. 1996 What Is the Good Way to Identify Noisy Chaos? An Empirical Approach by Guegan, D. & Leorat, G. 1996 Estimation of Record Values by Berred, A.M. 1996 Estimation of Quadratic Functions: Noninformative Priors for Non-Centrality Parameters by Berger, J.O. & Philippe, A. & Robert, C.P. 1996 Prediction in Chaotic Time Series: Methods and Comparisons Using Simulations by Guegan, D. & Mercier, L. 1996 Minimax Hypothesis Testing by Gayraud, G. 1996 A Note on the Behavior of Long Zero Coupon Rates in a No Arbitrage Framework by El Karoui, N. & Frachot, A. & Geman, H. 1996 A P.D.E. Approach to Asian Options: Analytical and Numerical Evidence by Alziary, B. & Decamps, J.P. & Koehl, P.F. 1996 Multivariate Hazard Rates under Random Censorship by Fermanian, J.D. 1996 Expansions of Penalized Likelihood Ratio Statistics and Consequences on Matching Priors for HPD Regions by Rousseau, J. 1996 SML Estimation in Transition Models by Kamionka, T. 1996 New Methods in the Classical Economics of Uncertainty: Comparing Risks by Gollier, C. & Kimball, M.S. 1996 Analysing Ambulatory Blood Pressure Monitoring Data with Multivariate Sliced Inverse Regression by Aragon, Y. & Barthe, P. & Cassadou, C. & Thomas-Agnan, C. 1996 Time Horizon Length and Risk Aversion by Gollier, C. & Zeckhauser, R.J. 1996 The No Loss Offset Provision and the Attitude Towards Risk of a Risk-Neutral Firm by Eeckhoudt, L. & Gollier, C. & Schlesinger, H. 1996 Econometric Models of Option Pricing Errors by Renault, E. 1996 Long Memory in Continuous Time Stochastic Volatility Models by Comte, F. & Renault, E. 1996 Sliced Inverse Regression (SIR): An Appraisal of Small Sample Alternatives to Slicing by Aragon, Y. & Saracco, J. 1996 Minimum Variance Quadratic Unbiased Estimators as a Tool to Identify Compound Normal Distributions by Rolle, J.D. 1996 The Design of Monte Carlo Experiments for VAR Models by Dhrymes, P.J. 1996 Identification and Kullback Information in the GLSEM by Dhrymes, P.J. 1996 The Climate Change Footprint: Will We See It Before It Is Upon Us? by Kelly, D.L. & Kolstad, C.D. 1996 Do Measures of Monetary Policy in a VAR Make Sense? by Rudebusch, G.D. 1996 Money Demand in Italy: A System Approach by Rinaldi, R. & Tedeschi, R. 1996 Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes by Dolado, J.J. & Marmol, F. 1996 Missing Observations and Additive Outliers in Time Series Models by Maravall, A. & Pena, D. 1996 Unobserved Components in Economic Time Series by Maravall, A. 1996 Estimation Error and the Specification of Unobserved Component Models by Maravall, A. & Planas, C. 1996 Wavelet Analysis of Commodity Price Behavior by Davidson, R. & Labys, W.C. & Lesourd, J.B. 1996 Bayesian Inference on GARCH Models Using the Gibbs Sampler by Bauwens, L. & Lubrano, M. 1996 The Size Distorsion of Bootstrap Tests by Davidson, R. & Mackinnon, J.G. 1996 Approximate Bias Correction in Econometrics by Mackinnon, J.G. & Smith, A.A. 1996 Properties of the ADF Unit Root Test for Models with Trends and Cycles by Barthelemy, F. & Lubrano, M. 1996 The Size and Power of Bootstrap Tests by Davidson, R. & Mackinnon, J.G. 1996 Properties of Unit Root Tests for Models with Trend and Cycles by Barthelemy, F. & Lubrano, M. 1996 Divisible Conspicuous Good by Bosi, S. 1996 The Design of Monte Carlo Experiments for VAR Models by Dhrymes, P.J. 1996 Identification and Kullback Information in the GLSEM by Dhrymes, P.J. 1996 The Cost of Fiscal Retrenchment Revisited : How Strong is the Evidence? by Philippine Cour & Eric Dubois & Selma Mahfouz & Jean Pisani-Ferry [Downloadable!] 1996 The transmission of Monetary Policy in the European Countries by Fernando Barran & Virginie Coudert & Benoit Mojon [Downloadable!] 1996 A Decision_Theoretic Approach to Forecast Evaluation by Granger, C.W.J. & Pesaran, H. 1996 Stochastic Growth by Binder, M. & Pesaran, M.H. 1996 On Scoring Ordered Classifications by Fielding, A. 1996 Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes by Juan J. Dolado & Francisco Mármol 1996 Missing Observations and Additive Outliers in Time Series Models by Agustín Maravall & Daniel Peña 1996 Unobserved Components in Economic Time Series by Agustín Maravall 1996 Estimation Error and the Specification of Unobserved Component Models by Agustín Maravall & Cristophe Planas 1996 Overnight Rate Innovations as a measure of monetary Policy Shocks in Vector Autoregressions by Armour, J. & Engert, W. & Fung, B.S.C. [Downloadable!] 1996 Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology by St-Amant, P. [Downloadable!] 1996 Global Stability in Spite of "Local Instability" with Learning in General Equilibrium Models: A Generalization by Chatterji, S. & Chattopadhyay, S. 1996 Estimating the LQAC model with I(2) Variables by Engsted,T. & Haldrup,N. 1995 Measuring the Stability of Histogram Appearance when the Anchor Position is Changed by Jeffrey S. Simonoff & Frederic Udina [Downloadable!] 1995 Nonparametric Estimation of First-Price Auctions by Guerre, E. & Perrigne, I. & Vuong, Q. 1995 Nonparametric Estimation of First-Price Auctions: Technical Appendices by Guerre, E. & Perrigne, I. & Vuong, Q. 1995 Auctioning and Bargaining: An Econometric Study of Timber Auctions with Secret Reservation Prices by Vuong, Q. & Laffont, J.J. & Elyakime, B. & Loisel, P. 1995 Selecting Regressors Using Nonparametric Estimators by Vuong, Q. & Lavergne, P. 1995 On the Efficiencies of Some Common Quick Estimators by Mudholkar, G.S. & Freimer, M. & Hutson, A.D. 1995 Evolving Seasonal Patterns in UK Energy Series by Hunt,L.C. & Judge,G. 1995 FIML vs. Method of Movements Estimation of the Binary Regression Model with an Endogenous Treatment Effect by Terza, J.V. & Tsai, W.D. 1995 Research and Development, Competition and Innovation; Pseudo Maximum Likelihood and Simulated Maximum Likelihood Methods Applied to Count Data Models with Heterogeneity by Crepon, B. & Duguet, E. 1995 A Moderate Support to Schumpeterian Conjectures from Various Innovation Measures by Crepon, B. & Duguet, E. & Kabla, I. 1995 Nonparametic Restrictions of Dynamic Optimization Behavior Under Risk: The Case of Time-Additive Expected Utility by Kamiya, K. & Ichimura, H. 1995 Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity by Bolduc, D. & Bonin, S. 1995 A Lagrange Multiplier Test Seasonal Fractional Integration by Silvapulle, P. 1995 testing Stationary Nonnested Short Memory Against Long Memory Processes by Silvapulle, P. 1995 Estimating Linear Representations of Nonlinear Processes by Francq, C. & Zakoian, J.M. 1995 A Pathological MCMC Algorithm and Its Use as a Benchmark for Convergence Assessment Techniques by Robert, C. 1995 Calibration by Simulation for Small Sample Bias Correction by Gourieroux, C. & Renault, E. & Touzi, N. 1995 Testing for Embeddability by Stationary Reversible Continuous-Time Morkov Processes by Florens, J.P. & Renault, E. & Touzi, N. 1995 Statistical Inference for Random Variance Option Pricing by Pastorello, S. & Renault, E. & Touzi, N. 1995 Les ressources les moins couteuses ne sont pas necessairement celles qu'il faut exploiter en priorite by Amigues, J.P. & Favard, P. & Gaudet, G. & Moreaux, M. 1995 Contrat avec aversion pout le risque et risque moral: une application a l'industrie spatiale by Fouquet-Bastie, F. 1995 Stochastic Volatility by Ghysels, E. & Harvey, A. & Renault, E. 1995 De l'usage optimal de divers types de ressources naturelles by Amigues, J.P. & Favard, P. & Gaudet, G. & Moreaux, M. 1995 Collusion in a Debt Contract by Brundin, I. 1995 Collusion and Delegation by Laffont, J.J. & Martimort, D. 1995 Pollution Permits and Environmental Innovation by Laffont, J.J. & Tirole, J. 1995 Pollution Permits and Compliance Strategies by Laffont, J.J. & Tirole, J. 1995 A Global Encompassing Criterion for Nonparametric Encompassing by Bontemps, C. & Florens, J.P. 1995 On a Proper Meta-Analytic Model for Correlations by Erez, A. & Bloom, M. & Wells, M. 1995 Tests of Alternative International Asset Pricing Models by Vassalou, M. 1995 Investment in Energy Efficiency: Do the Characteristics of Firms Matter? by DeCanio, S.J. & Watkins, W.E. 1995 An Empirical Examination of a Multilateral Target Zone by Schulstad, P. & Serrat, A. 1995 The Structure of Household Consumption in Finland, 1966-1990 by Risto Sullström & Ilpo Suoniemi [Downloadable!] 1995 On Calculating Welfare Losses of Taxation and Public Provision on the margin and to a degree by Ilpo Suoniemi [Downloadable!] 1995 Maximum-Entrophy Acceptable -Likelihood Estimation of Population Heterogeneity by Faynzilberg, P.S. 1995 Statistical Mechanics of Choice: Maxent Estimation of Population Heterogeneity by Faynzilberg, P.S. 1995 Professional Traders as Intuitive Bayesians by Anderson, M.J. & Sunder, S. 1995 Acceptable Likelihood and Bayesian Inference with Retrospection by Faynzilberg, P.S. 1995 Asymetries financieres en Europe et transmission de la politique monetaire by Virginie Coudert & Benoit Mojon [Downloadable!] 1995 The Loss in Efficiency from Using Grouped Data by Peter Gottschalk & Kathleen M. Lang [Downloadable!] 1995 An Empirical Examination of a Multilateral Target Zone by Paul Schulstad & Ángel Serrat 1995 Perfect Baysian Implementation in Economic Environments by Brusco, S. 1995 Intermediate Statistics and Econometrics: A Comparative Approach by Dale J. Poirier 1994 Dynamic Specification and Testing for Unit Roots and Co-Integration by Anindya Banerjee 1994 On Calculating Welfare Losses of Taxation and Public Provision by Ilpo Suoniemi [Downloadable!] 1994 Economic Policy Strategies to Fight Mass Unemployment in Europe : An Appraisal by Henri Delessy & Henri Sterdyniak [Downloadable!] 1994 Transmission de la politique monetaire et credit bancaire, une application a 5 pays de l'OCDE by Fernando Barran & Virginie Coudert & Benoit Mojon [Downloadable!] 1994 Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays by Bruce E. Hansen [Downloadable!] 1994 Estimación del error total de una contabilidad incorporando la opinión del experto by F.J. Vázquez Polo & A. Hernández Bastida [Downloadable!] 1994 Una aproximación metodológica de la existencia de componentes estructurales en la duración de los contratos temporales. El caso de Almería como evidencia empírica by José García Pérez [Downloadable!] 1994 Testing weak exogeneity by multivariate cointegration techniques : the demand for labour in Finnish manufacturing by Jaakko Pehkonen [Downloadable!] 1993 Estimates of the Return to Schooling From Sibling Data: Fathers, Sons and Brothers by Orley Ashenfelter & David Zimmerman [Downloadable!] 1993 Estimating Conditional Expectations when Volatility Fluctuates by Robert F. Stambaugh [Downloadable!] 1993 Galton's Fallacy and Tests of the Convergence Hypothesis by Quah, Danny [Downloadable!] 1993 25 años de experiencia en econometría aplicada by Antonio Pulido [Downloadable!] 1992 Nonlinearity and Heteroscedasticity in Tobit Models: Score Tests for Misspecification with one Degree of Freedom by Ilpo Suoniemi [Downloadable!] 1992 Monetary Policy in Stage Two of EMU: What Can We Learn From the 1980s? by Artis, Michael J [Downloadable!] 1991 On Open Economy Tax Policy by Martti Hetemäki [Downloadable!] 1991 Housing Demand and Tenure Choice: Evidence from Finland by Heikki A. Loikkanen [Downloadable!] 1990 Toward a Formal Science of Economics by Bernt P. Stigum 1987 Essays in Economics - Vol. 2: Consumption and Economics by James Tobin 1985 Qualitative Choice Analysis: Theory, Econometrics, and an Application to Automobile Demand by Kenneth Train 1983 Model Specification Tests Against Non-Nested Alternatives by James G. MacKinnon [Downloadable!] 1983 Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties by James G. MacKinnon & Halbert White [Downloadable!] 1983 An attempt to quantify the economic system motion under the investment process incidence by Albu, Lucian-Liviu & Georgescu, George [Downloadable!] 1977 Seasonality in Regression: An Application of Smoothness Priors by Mark Gersovitz & James G. MacKinnon [Downloadable!] Classification Rules for Multivariate Repeated Measures Data with Equicorrelated Correlation Structure on both Time and Spatial Repeated Measurements by Anuradha Roy & Ricardo Leiva [Downloadable!] Normalized Power Prior Bayesian Analysis by Keying Ye & Yuyan Duan [Downloadable!] Over-represented sequences located on UTRs are potentially involved in regulatory functions by Kihoon Yoon & Daijin Ko & Carolina B. Livi & Nathan Trinklein & Mark Doderer & Stephen Kwek & Luiz O. F. Penalva [Downloadable!] Estimating Trends in Historical Heights by John Komlos & Joo Han Kim Do Walmartians Ruled? The political power of an emerging middle class in Mexico by Hector J. Villarreal & Ricardo Cantú [Downloadable!] Capital-Energy Substitution and Shifts in Factor Demand: A Meta-Analysis by Mark J. Koetse & Henri L.F. de Groot & Raymond J.G.M. Florax [Downloadable!] Specifying Nonlinear Econometric Models by Flexible Regression Models and Relative Forecast Performance by Christian M. Dahl & Svend Hylleberg [Downloadable!]
This page was last updated on 2009-11-15.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
