1. Amemiya, Takeshi, 1981. "Qualitative Response Models: A Survey," Journal of Economic Literature, American Economic Association, vol. 19(4), pages 1483-1536, December. [Downloadable!] (restricted)
2. John G. Cragg & Russell S. Uhler, 1970. "The Demand for Automobiles," Canadian Journal of Economics, Canadian Economics Association, vol. 3(3), pages 386-406, August. [Downloadable!] (restricted)

Cited by:
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1. Ulrich Kaiser & Andrea Szczesny, 2000. "Einfache oekonomische Verfahren fuer die Kreditrisikomessung," CoFE Discussion Paper 00-28, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
2. Stavros Peristiani, 2003. "Evaluating the riskiness of initial public offerings: 1980-2000," Staff Reports 167, Federal Reserve Bank of New York. [Downloadable!]
3. Nathaniel Wilcox, 2004. "Believing in Economic Theory: Sex, Lies, Evidence, Trust and Ideology," Working Papers 2004-06 Classification-, Department of Economics, University of Houston. [Downloadable!]
4. Fabio ALESSANDRINI, 2003. "Do Financial Variables Provide Information about the Swiss Business Cycle ?," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 03.02, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
5. Christophe Blot & Grégory Levieuge, 2008. "Are MCIS good indicators of economic activity? Evidence from the G7 countries," Documents de Travail de l'OFCE 2008-07, Observatoire Francais des Conjonctures Economiques (OFCE). [Downloadable!]
6. Ulrich Fritsche & Vladimir Kuzin, 2002. "Do Leading Indicators Help to Predict Business Cycle Turning Points in Germany?," Discussion Papers of DIW Berlin 314, DIW Berlin, German Institute for Economic Research. [Downloadable!]
7. Peter Christoffersen & Francis X. Diebold, 2002. "Financial Asset Returns, Market Timing, and Volatility Dynamics," CIRANO Working Papers 2002s-02, CIRANO. [Downloadable!]
8. Esther Fernández Galar & Javier Gómez Biscarri, 2003. "Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a," Faculty Working Papers 04/03, School of Economics and Business Administration, University of Navarra. [Downloadable!]
9. Michael LaCour-Little & Michael Marschoun & Clark L. Maxam, 2002. "Improving Parametric Mortgage Prepayment Models with Non-parametric Kernel Regression," Journal of Real Estate Research, American Real Estate Society, vol. 24(3), pages 299-328. [Downloadable!]
10. Bronwyn H. Hall, Albert N. Link and John T. Scott., 2000. "Universities as Research Partners," Economics Working Papers E00-276, University of California at Berkeley. [Downloadable!]
    Other versions:
    • Bronwyn H. Hall & Albert N. Link & John T. Scott, 2000. "Universities as Research Partners," NBER Working Papers 7643, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    • Bronwyn H. Hall & Albert N. Link & John T. Scott, 2001. "Universities as Research Partners," Development and Comp Systems 0012001, EconWPA. [Downloadable!]
    • Bronwyn H. Hall & Albert N. Link & John T. Scott, 2003. "Universities as Research Partners," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 485-491, 01. [Downloadable!] (restricted)
11. Bob McNabb & Karl Taylor, 2002. "Business Cycles and the Role of Confidence: Evidence from Europe," Discussion Papers in Economics 02/3, Department of Economics, University of Leicester. [Downloadable!]
    Other versions:
    • Karl Taylor & Robert McNabb, 2007. "Business Cycles and the Role of Confidence: Evidence for Europe," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 69(2), pages 185-208, 04. [Downloadable!] (restricted)
12. Arturo Estrella, 2007. "Extracting business cycle fluctuations: what do time series filters really do?," Staff Reports 289, Federal Reserve Bank of New York. [Downloadable!]
13. Eric Danan & Anthony Ziegelmeyer, 2004. "Are preferences incomplete? An experimental study using flexible choices," Discussion Papers on Strategic Interaction 2004-23, Max Planck Institute of Economics, Strategic Interaction Group. [Downloadable!]
14. Juan Zalduendo & Manuela Goretti & Bikas Joshi & Atish R. Ghosh & Alun H. Thomas, 2007. "Modeling Aggregate Use of Fund Resources--Analytical Approaches and Medium-Term Projections," IMF Working Papers 07/70, International Monetary Fund. [Downloadable!]
15. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2006. "Can feedback from the jumbo CD market improve bank surveillance?," Economic Quarterly, Federal Reserve Bank of Richmond, issue Spr, pages 135-175. [Downloadable!]
16. A. Montini, 1999. "I consumi alimentari delle famiglie italiane: un modello per le decisioni di consumo extradomestico utilizzando i microdati di spesa familiare," Working Papers 364, Dipartimento Scienze Economiche, Università di Bologna. [Downloadable!]
17. António Afonso, 2001. "Non-Keynesian Effects of Fiscal Policy in the EU-15," Working Papers 2001/07, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
18. Jonas Dovern & Christina Ziegler, 2008. "Predicting Growth Rates and Recessions. Assessing U.S. Leading Indicators Under Real-Time Conditions," Kiel Working Papers 1397, Kiel Institute for the World Economy. [Downloadable!]
19. Clarida, Richard & Sarno, Lucio & Taylor, Mark P & Valente, Giorgio, 2005. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," CEPR Discussion Papers 4835, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    • Richard H. Clarida & Lucio Sarno & Mark P. Taylor & Giorgio Valente, 2006. "The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates," Journal of Business, University of Chicago Press, vol. 79(3), pages 1193-1224, May. [Downloadable!]
20. Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2000. "How stable is the predictive power of the yield curve? evidence from Germany and the United States," Staff Reports 113, Federal Reserve Bank of New York. [Downloadable!]
    Other versions:
    • Arturo Estrella & Anthony P. Rodrigues & Sebastian Schich, 2003. "How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States," The Review of Economics and Statistics, MIT Press, vol. 85(3), pages 629-644, 07. [Downloadable!] (restricted)
21. Ulrich Fritsche, 2001. "Do probit models help in forecasting turning points of German business cycles?," Macroeconomics 0012022, EconWPA. [Downloadable!]
    Other versions:
    • Ulrich Fritsche, 2001. "Do Probit Models Help in Forecasting Turning Points in German Business Cycles?," Discussion Papers of DIW Berlin 241, DIW Berlin, German Institute for Economic Research. [Downloadable!]
22. Peter F. Christoffersen & Francis X. Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," NBER Working Papers 10009, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
    • Peter F. Christoffersen & Francis X. Diebold, 2004. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," CFS Working Paper Series 2004/08, Center for Financial Studies. [Downloadable!]
    • Peter F. Christoffersen & Francis X.Diebold, 2003. "Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics," PIER Working Paper Archive 04-009, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]