- J. P. Florens & J. J. Heckman & C. Meghir & E. Vytlacil, 2008.
"Identification of Treatment Effects Using Control Functions in Models With Continuous, Endogenous Treatment and Heterogeneous Effects,"
Econometrica,
Econometric Society, vol. 76(5), pages 1191-1206, 09.
[Downloadable!] (restricted)
Other versions:
- Jean-Pierre Florens & James J. Heckman & Costas Meghir & Edward J. Vytlacil, 2008.
"Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects,"
NBER Working Papers
14002, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- J.P. Florensy & J. J. Heckmanz & C. Meghirx & E. Vytlacil, 2008.
"Identification of Treatment Effects Using Control Functions in Models with Continuous, Endogenous Treatment and Heterogeneous Effects,"
Working Papers
200832, Geary Institute, University College Dublin.
[Downloadable!]
See citations under working paper version above.
- Catherine Cazals & Paul Dudley & Jean-Pierre Florens & Shital Patel & Frank Rodriguez, 2008.
"Delivery Offices Cost Frontier: A Robust Non Parametric Approach with Exogenous Variables,"
Review of Network Economics,
Concept Economics, vol. 7(2), pages 294-308, June.
[Downloadable!]
Other versions: See citations under working paper version above.
- Carrasco, Marine & Chernov, Mikhail & Florens, Jean-Pierre & Ghysels, Eric, 2007.
"Efficient estimation of general dynamic models with a continuum of moment conditions,"
Journal of Econometrics,
Elsevier, vol. 140(2), pages 529-573, October.
[Downloadable!] (restricted)
Cited by:
- Nickl, Richard & Pötscher, Benedikt M., 2009.
"Efficient Simulation-Based Minimum Distance Estimation and Indirect Inference,"
MPRA Paper
16608, University Library of Munich, Germany.
[Downloadable!]
- Dennis Kristensen & Yongseok Shin, 2008.
"Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood,"
CREATES Research Papers
2008-58, School of Economics and Management, University of Aarhus.
[Downloadable!]
- Florens, Jean-Pierre & Simar, Leopold, 2005.
"Parametric approximations of nonparametric frontiers,"
Journal of Econometrics,
Elsevier, vol. 124(1), pages 91-116, January.
[Downloadable!] (restricted)
Cited by:
- Cinzia Daraio & Léopold Simar, 2007.
"Conditional nonparametric frontier models for convex and nonconvex technologies: a unifying approach,"
Journal of Productivity Analysis,
Springer, vol. 28(1), pages 13-32, October.
[Downloadable!] (restricted)
Other versions:
- Cazals, Catherine & Feve, Frederique & Feve, Patrick & Florens, Jean-Pierre, 2005.
"Simple structural econometrics of price elasticity,"
Economics Letters,
Elsevier, vol. 86(1), pages 1-6, January.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Darolles, Serge & Florens, Jean-Pierre & Gourieroux, Christian, 2004.
"Kernel-based nonlinear canonical analysis and time reversibility,"
Journal of Econometrics,
Elsevier, vol. 119(2), pages 323-353, April.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Cazals, Catherine & Florens, Jean-Pierre & Simar, Leopold, 2002.
"Nonparametric frontier estimation: a robust approach,"
Journal of Econometrics,
Elsevier, vol. 106(1), pages 1-25, January.
[Downloadable!] (restricted)
Cited by:
- Catherine Cazals & Paul Dudley & Jean-Pierre Florens & Shital Patel & Frank Rodriguez, 2008.
"Delivery Offices Cost Frontier: A Robust Non Parametric Approach with Exogenous Variables,"
Review of Network Economics,
Concept Economics, vol. 7(2), pages 294-308, June.
[Downloadable!]
Other versions: - Cherchye, Laurens & De Rock, Bram & Vermeulen, Frederic, 2006.
"Analyzing cost efficient production behavior under economies of scope : a nonparametric methodology,"
Discussion Paper
81, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: - Binder, Martin & Broekel, Tom, 2008.
"Conversion Efficiency as a Complementing Measure of Welfare in Capability Space,"
MPRA Paper
7583, University Library of Munich, Germany.
[Downloadable!]
- Léopold Simar, 2007.
"How to improve the performances of DEA/FDH estimators in the presence of noise?,"
Journal of Productivity Analysis,
Springer, vol. 28(3), pages 183-201, December.
[Downloadable!] (restricted)
- Kortelainen, Mika, 2008.
"Estimation of semiparametric stochastic frontiers under shape constraints with application to pollution generating technologies,"
MPRA Paper
9257, University Library of Munich, Germany.
[Downloadable!]
- Santiago Herrera & Gaobo Pang, 2006.
"Efficiency Of Infrastructure: The Case Of Container Ports,"
Anais do XXXIV Encontro Nacional de Economia [Proceedings of the 34th Brazilian Economics Meeting]
124, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
- Cinzia Daraio & Leopold Simar, 2003.
"Introducing Environmental Variables in Nonparametric Frontier Models: a Probabilistic Approach,"
LEM Papers Series
2003/17, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[Downloadable!]
Other versions: - Bonaccorsi, Andrea & Daraio, Cinzia & Räty, Tarmo & Simar, Léopold, 2007.
"Efficiency and University Size: Discipline-wise Evidence from European Universities,"
MPRA Paper
10265, University Library of Munich, Germany.
[Downloadable!]
- Daniel Becker, 2008.
"Public-Sector Efficiency and Interjurisdictional Competition - an Empirical Investigation,"
Thuenen-Series of Applied Economic Theory
101, University of Rostock, Institute of Economics, Germany.
[Downloadable!]
- Kristof De Witte & Elbert Dijkgraaf, 2007.
"Mean and Bold?,"
Tinbergen Institute Discussion Papers
07-092/3, Tinbergen Institute.
[Downloadable!]
- Herrera, Santiago & Pang, Gaobo, 2005.
"Efficiency of public spending in developing countries : an efficiency frontier approach,"
Policy Research Working Paper Series
3645, The World Bank.
[Downloadable!]
- Luiza Badin & Cinzia Daraio & Léopold Simar, 2008.
"Optimal Bandwidth Selection for Conditional Efficiency Measures: a Data-driven Approach,"
LEM Papers Series
2008/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
[Downloadable!]
- Carlos Martins-FIlho & Feng Yao, 2004.
"A Nonparametric Model of Frontiers,"
Econometric Society 2004 Latin American Meetings
102, Econometric Society.
[Downloadable!]
- Cinzia Daraio & Léopold Simar, 2007.
"Conditional nonparametric frontier models for convex and nonconvex technologies: a unifying approach,"
Journal of Productivity Analysis,
Springer, vol. 28(1), pages 13-32, October.
[Downloadable!] (restricted)
Other versions: - Abdelaziz Rouabah, 2002.
"Economies D'Echelle, Economies De Diversification Et Efficacite Productive Des Banques Luxembourgeoises: Une Analyse Comparative Des Frontieres Stochastiques Sur Donnees En Panel,"
BCL working papers
cahier_etude_3, Central Bank of Luxembourg.
[Downloadable!]
- Leopold Simar & Valentin Zelenyuk, 2008.
"Stochastic FDH/DEA estimators for Frontier Analysis,"
Discussion Papers
8, Kyiv School of Economics.
[Downloadable!]
- Subal Kumbhakar & Efthymios Tsionas, 2008.
"Scale and efficiency measurement using a semiparametric stochastic frontier model: evidence from the U.S. commercial banks,"
Empirical Economics,
Springer, vol. 34(3), pages 585-602, June.
[Downloadable!] (restricted)
- Kuosmanen, Timo, 2006.
"Stochastic Nonparametric Envelopment of Data: Combining Virtues of SFA and DEA in a Unified Framework,"
Discussion Papers
11864, MTT Agrifood Research Finland.
[Downloadable!]
- David C. Wheelock & Paul Wilson, 2003.
"Robust nonparametric estimation of efficiency and technical change in U.S. commercial banking,"
Working Papers
2003-037, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: - Astrid Cullmann & Christian von Hirschhausen, 2007.
"From Transition to Competition: Dynamic Efficiency Analysis of Polish Electricity Distribution Companies,"
Discussion Papers of DIW Berlin
716, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
- Trevor Fitzpatrick & Kieran McQuinn, 2005.
"Labour Cost Efficiency in UK and Irish Credit Institutions,"
The Economic and Social Review,
Economic and Social Studies, vol. 36(1), pages 45â66.
[Downloadable!]
- De Witte, Kristof & Marques, Rui, 2009.
"Gaming in a benchmarking environment. A non-parametric analysis of benchmarking in the water sector,"
MPRA Paper
14679, University Library of Munich, Germany.
[Downloadable!]
- Bart Los & Bart Verspagen, 2009.
"Localized innovation, localized diffusion and the environment: an analysis of reductions of CO2 emissions by passenger cars,"
Journal of Evolutionary Economics,
Springer, vol. 19(4), pages 507-526, August.
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- Victor Maia Senna Delgado & Ana Flávia Machado, 2007.
"Eficiência Das Escolas Públicas Estaduais De Minas Gerais: Considerações Acerca Da Qualidade Do Ensino,"
Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting]
091, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
- De Witte, Kristof & Mika, Kortelainen, 2009.
"Blaming the exogenous environment? Conditional efficiency estimation with continuous and discrete exogenous variables,"
MPRA Paper
14034, University Library of Munich, Germany.
[Downloadable!]
- Laurens Cherchye & Wim Moesen & Nicky Rogge & Tom Van Puyenbroeck & Michaela Saisana & A. Saltelli & R. Liska & S. Tarantola, 2006.
"Creating Composite Indicators with DEA and Robustness Analysis: the case of the Technology Achievement Index,"
Public Economics Working Paper Series
ces0613, Katholieke Universiteit Leuven, Centrum voor Economische Studiën, Working Group Public Economics.
[Downloadable!]
- Maria da Conceição Sampaio de Sousa & Silvane Battaglin Schwengber, 2005.
"Efficiency Estimates For Judicial Services In Brazil: Nonparametric Fdh (Free Disposal Hull) And The Expected Order- M Efficiency Scores For Rio Grande Do Sul Courts´,"
Anais do XXXIII Encontro Nacional de Economia [Proceedings of the 33th Brazilian Economics Meeting]
053, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics].
[Downloadable!]
- Ortega Irizo, Fco. Javier & Basulto Santos, Jesús, 2009.
"Estimación Bayesiana en modelos de producción con frontera determinista/Bayesian Estimation in Deterministic Frontier Production Models,"
Estudios de Economía Aplicada,
Estudios de Economía Aplicada, vol. 27, pages 573 (22 P, Agosto.
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- David C. Wheelock & Paul Wilson, 2009.
"Robust, dynamic nonparametric benchmarking: the evolution of cost-productivity and efficiency among U.S. credit unions,"
Working Papers
2009-008, Federal Reserve Bank of St. Louis.
[Downloadable!]
- Santiago Herrera & Gaobo Pang, 2006.
"How Efficient is Public Spending in Education?,"
ENSAYOS SOBRE POLÍTICA ECONÓMICA,
BANCO DE LA REPÚBLICA - ESPE.
[Downloadable!]
- Anatoly Pilyavsky & Matthias Staat, 2008.
"Efficiency and productivity change in Ukrainian health care,"
Journal of Productivity Analysis,
Springer, vol. 29(2), pages 143-154, April.
[Downloadable!] (restricted)
- Fitzpatrick, Trevor & McQuinn, Kieran, 2004.
"Cost Efficiency in UK and Irish Credit Institutions,"
Research Technical Papers
3/RT/04, Central Bank & Financial Services Authority of Ireland (CBFSAI).
[Downloadable!]
- David C. Wheelock & Paul Wilson, 2007.
"Non-parametric, unconditional quantile estimation for efficiency analysis with an application to Federal Reserve check processing operations,"
Working Papers
2005-027, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: - Christian von Hirschhausen & Astrid Cullmann, 2008.
"Next Stop: Restructuring? : A Nonparametric Efficiency Analysis of German Public Transport Companies,"
Discussion Papers of DIW Berlin
831, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
- David C. Wheelock & Paul Wilson, 2004.
"Trends in the efficiency of Federal Reserve check processing operations,"
Review,
Federal Reserve Bank of St. Louis, issue Sep, pages 7-20.
[Downloadable!]
- Rien Wagenvoort & Paul Schure, 2005.
"A Recursive Thick Frontier Approach To Estimating Production Efficiency,"
Econometrics Working Papers
0503, Department of Economics, University of Victoria.
[Downloadable!]
Other versions: - Pavlo Demchuk & Valentin Zelenyuk, 2009.
"Testing differences in efficiency of regions within a country: the case of Ukraine,"
Journal of Productivity Analysis,
Springer, vol. 32(2), pages 81-102, October.
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- Oleg Badunenko, 2007.
"Downsizing in German Chemical Manufacturing Industry during the 1990s: Why Small Is Beautiful?,"
Discussion Papers of DIW Berlin
722, DIW Berlin, German Institute for Economic Research.
[Downloadable!]
- Ravallion, Martin, 2003.
"In measuring aggregate"social efficiency","
Policy Research Working Paper Series
3166, The World Bank.
[Downloadable!]
Other versions: - Emili Tortosa Ausina & Diego Prior & María Teresa Balaguer-Coll, 2006.
"Decentralization And Effiency In Spanish Local Goverment,"
Working Papers. Serie EC
2006-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
[Downloadable!]
- Los, Bart & Verspagen, Bart, 2008.
"Localized Innovation, Localized Diffusion and the Environment: An Analysis of CO2 Emission Reductions by Passenger Cars, 2000-2007,"
UNU-MERIT Working Paper Series
037, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology.
[Downloadable!]
Other versions: - Tom Broekel & Thomas Brenner, 2007.
"Measuring Regional Innovativeness - A Methodological Discussion and an Application to One German Industry,"
Jena Economic Research Papers in Economics
2007-065, Friedrich-Schiller-University Jena, Max-Planck-Institute of Economics, Thueringer Universitaets- und Landesbibliothek.
[Downloadable!]
- Carrasco, Marine & Florens, Jean-Pierre, 2002.
"Simulation-Based Method of Moments and Efficiency,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 20(4), pages 482-92, October.
Cited by:
- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach,"
NBER Technical Working Papers
0321, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:- Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2007.
"Estimating Macroeconomic Models: A Likelihood Approach,"
Review of Economic Studies,
Blackwell Publishing, vol. 74(4), pages 1059-1087, October.
[Downloadable!] (restricted)
- Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach,"
CEPR Discussion Papers
5513, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2006.
"Estimating Macroeconomic Models: A Likelihood Approach,"
Levine's Bibliography
122247000000000849, UCLA Department of Economics.
[Downloadable!]
- Jean-Pierre Florens & Marine Carrasco, 2004.
"On the Asymptotic Efficiency of GMM,"
Econometric Society 2004 North American Winter Meetings
436, Econometric Society.
[Downloadable!]
Other versions: - Erwann SbaÏ & Olivier Armantier, 2006.
"Estimation and comparison of treasury auction formats when bidders are asymmetric,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 21(6), pages 745-779.
[Downloadable!]
- Zvi Eckstein & Suqin Ge & Barbara Petrongolo, 2006.
"Job and Wage Mobility in a Search Model with Non-Compliance (Exemptions) with the Minimum Wage,"
IZA Discussion Papers
2076, Institute for the Study of Labor (IZA).
[Downloadable!]
- Manuel Santos, .
"Consistency Properties of a Simulation-Based Estimator for Dynamic Processes,"
Working Papers
0705, University of Miami, Department of Economics.
[Downloadable!]
- Olivier Armantier and Erwann Sbai, 2003.
"Estimation and Comparison of Treasury Auction Formats when Bidders are Asymmetric,"
Department of Economics Working Papers
03-02, Stony Brook University, Department of Economics.
[Downloadable!]
- Kamhon Kan & Chihwa Kao, 2005.
"Simulation-Based Two-Step Estimation with Endogenous Regressors,"
Center for Policy Research Working Papers
76, Center for Policy Research, Maxwell School, Syracuse University.
[Downloadable!]
- Shintaro Yamaguchi, 2009.
"Job Search, Bargaining, and Wage Dynamics,"
Global COE Hi-Stat Discussion Paper Series
gd08-026, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Other versions:- Shintaro Yamaguchi, 2006.
"Job Search, Bargaining, and Wage Dynamics,"
ISER Discussion Paper
0658, Institute of Social and Economic Research, Osaka University.
[Downloadable!]
- Shintaro Yamaguchi, 2006.
"Job Search, Bargaining, and Wage Dynamics,"
2006 Meeting Papers
54, Society for Economic Dynamics.
- Shintaro Yamaguchi, 2007.
"Job Search, Bargaining, and Wage Dynamics,"
Department of Economics Working Papers
2007-03, McMaster University.
[Downloadable!]
- Florens, Jean-Pierre & Foucher, Caroline, 1999.
"Pollution Monitoring: Optimal Design of Inspection--An Economic Analysis of the Use of Satellite Information to Deter Oil Pollution,"
Journal of Environmental Economics and Management,
Elsevier, vol. 38(1), pages 81-96, July.
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Cited by:
- Ching-Chong Lai & Chih-Yu Yang & Juin-Jen Chang, 2003.
"Environmental Regulations and Social Norms,"
Asia-Pacific Financial Markets,
Springer, vol. 10(1), pages 63-75, January.
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- Florens, Jean-Pierre & Hugo, Marie-Anne & Richard, Jean-Francois, 1997.
"Game theory econometric models: application to procurements in the space industry,"
European Economic Review,
Elsevier, vol. 41(3-5), pages 951-959, April.
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Other versions: See citations under working paper version above.
- Florens, Jean-Pierre & Fougere, Denis, 1996.
"Noncausality in Continuous Time,"
Econometrica,
Econometric Society, vol. 64(5), pages 1195-1212, September.
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Cited by:
- McCrorie, J.R. & Chambers, M.J., 2004.
"Granger causality and the sampling of economic processes,"
Discussion Paper
39, Tilburg University, Center for Economic Research.
[Downloadable!]
Other versions: - Eichler, Michael & Didelez, Vanessa, 2009.
"On Granger-causality and the effect of interventions in time series,"
Research Memoranda
003, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
- Oliver Linton & Pedro Gozalo, 1996.
"Conditional Independence Restrictions: Testing and Estimation,"
Cowles Foundation Discussion Papers
1140, Cowles Foundation, Yale University.
[Downloadable!]
- Van den Berg, Gerard J., 2000.
"Duration Models: Specification, Identification, and Multiple Durations,"
MPRA Paper
9446, University Library of Munich, Germany.
[Downloadable!]
Other versions:- Van den Berg, Gerard J., 2001.
"Duration models: specification, identification and multiple durations,"
Handbook of Econometrics,
in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460
Elsevier.
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- René Garcia & Éric Renault, 1998.
"Risk Aversion, Intertemporal Substitution, and Option Pricing,"
CIRANO Working Papers
98s-02, CIRANO.
[Downloadable!]
Other versions:- Garcia, R. & Renault, E., 1998.
"Risk Aversion, Intertemporal Substitution, and Option Pricing,"
Cahiers de recherche
9801, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- René Garcia ; Eric Renault, .
"Risk Aversion, Intertemporal Substitution, and Option Pricing,"
Working Papers
98-10, Centre de Recherche en Economie et Statistique.
[Downloadable!]
- GARCIA, René & RENAULT, Éric, 1998.
"Risk Aversion, Intertemporal Substitution, and Option Pricing,"
Cahiers de recherche
9801, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
- Florens, Jean-Pierre & Mouchart, Michel, 1985.
"A Linear Theory for Noncausality,"
Econometrica,
Econometric Society, vol. 53(1), pages 157-75, January.
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Cited by:
- Neil R. Ericsson, 1991.
"Cointegration, exogeneity, and policy analysis: an overview,"
International Finance Discussion Papers
415, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Other versions: - Michael Lechner, 2006.
"The Relation of Different Concepts of Causality in Econometrics,"
University of St. Gallen Department of Economics working paper series 2006
2006-15, Department of Economics, University of St. Gallen.
[Downloadable!]
- Jia Shen, 1998.
"Exogénéité, propriété de Markov et mélangeance forte dans un modèle autorégressif non-linéaire,"
Annales d'Economie et de Statistique,
ADRES, issue 51, pages 11, Juillet-S.
[Downloadable!]
- Khalid Sekkat, 1989.
"L'analyse de causalité comme méthode de détermination des filières industrielles,"
Annales d'Economie et de Statistique,
ADRES, issue 14, pages 08, Avril-Jui.
[Downloadable!]
- Eric Ghysels & Christian Gouriéroux & Joanna Jasiak, 1996.
"Kernel Autocorrelogram for Time Deformed Processes,"
CIRANO Working Papers
96s-19, CIRANO.
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- David F. Hendry & Neil R. Ericsson, 1989.
"An econometric analysis of UK money demand in MONETARY TRENDS IN THE UNITED STATES AND THE UNITED KINGDOM by Milton Friedman and Anna J. Schwartz,"
International Finance Discussion Papers
355, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
- Andrea Silvestrini & David Veredas, 2008.
"Temporal aggregation of univariate and multivariate time series models: A survey,"
Temi di discussione (Economic working papers)
685, Bank of Italy, Economic Research Department.
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Other versions:
- Florens, J P & Mouchart, M, 1982.
"A Note on Noncausality,"
Econometrica,
Econometric Society, vol. 50(3), pages 583-91, May.
[Downloadable!] (restricted)
Cited by:
- Eichler, Michael & Didelez, Vanessa, 2009.
"On Granger-causality and the effect of interventions in time series,"
Research Memoranda
003, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
- Mark F. J. Steel, 1992.
"Weak Exogeneity in Overreduced Sequential Models,"
Annales d'Economie et de Statistique,
ADRES, issue 27, pages 02, Juillet-S.
[Downloadable!]
- Michael Lechner, 2006.
"The Relation of Different Concepts of Causality in Econometrics,"
University of St. Gallen Department of Economics working paper series 2006
2006-15, Department of Economics, University of St. Gallen.
[Downloadable!]
- Jia Shen, 1998.
"Exogénéité, propriété de Markov et mélangeance forte dans un modèle autorégressif non-linéaire,"
Annales d'Economie et de Statistique,
ADRES, issue 51, pages 11, Juillet-S.
[Downloadable!]
- Khalid Sekkat, 1989.
"L'analyse de causalité comme méthode de détermination des filières industrielles,"
Annales d'Economie et de Statistique,
ADRES, issue 14, pages 08, Avril-Jui.
[Downloadable!]
- René Garcia & Éric Renault, 1999.
"Latent Variable Models for Stochastic Discount Factors,"
CIRANO Working Papers
99s-47, CIRANO.
[Downloadable!]
Other versions:- Garcia, R. & Renault, E., 2000.
"Letent Variable Models for Stochastic Discount Factors,"
Cahiers de recherche
2000-01, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- GARCIA, René & RENAULT, Éric, 2000.
"Latent Variable Models for Stochastic Discount Factors,"
Cahiers de recherche
2000-01, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
- Liangjun Su & Halbert White, 2003.
"A Consistent Characteristic-Fuction-Based Test for Conditional Independence,"
University of California at San Diego, Economics Working Paper Series
2003-11, Department of Economics, UC San Diego.
[Downloadable!]
Other versions: - Jaap Abbring & James Heckman, 2008.
"Dynamic policy analysis,"
CeMMAP working papers
CWP05/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
[Downloadable!]
- Jonathan B. Hill, 2004.
"Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship,"
Working Papers
0413, Florida International University, Department of Economics.
[Downloadable!]
Other versions:- Jonathan B. Hill, 2007.
"Efficient tests of long-run causation in trivariate VAR processes with a rolling window study of the money-income relationship,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 22(4), pages 747-765.
[Downloadable!]
- Jonathan B. Hill, 2004.
"Efficient Tests of Long-Run Causation in Trivariate VAR Processes with a Rolling Window Study of the Money-Income Relationship,"
Macroeconomics
0407013, EconWPA, revised 17 May 2005.
[Downloadable!]
- Liangjun Su & Halbert White, 2004.
"Testing Conditional Independence Via Empirical Likelihood,"
University of California at San Diego, Economics Working Paper Series
2003-14, Department of Economics, UC San Diego.
[Downloadable!]
- René Garcia & Éric Renault, 1998.
"Risk Aversion, Intertemporal Substitution, and Option Pricing,"
CIRANO Working Papers
98s-02, CIRANO.
[Downloadable!]
Other versions:- Garcia, R. & Renault, E., 1998.
"Risk Aversion, Intertemporal Substitution, and Option Pricing,"
Cahiers de recherche
9801, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- René Garcia ; Eric Renault, .
"Risk Aversion, Intertemporal Substitution, and Option Pricing,"
Working Papers
98-10, Centre de Recherche en Economie et Statistique.
[Downloadable!]
- GARCIA, René & RENAULT, Éric, 1998.
"Risk Aversion, Intertemporal Substitution, and Option Pricing,"
Cahiers de recherche
9801, Universite de Montreal, Departement de sciences economiques.
[Downloadable!]
- A. Warne, .
"Causality in Nonlinear Models,"
Sonderforschungsbereich 373
1996-26, Humboldt Universitaet Berlin.
- Myung Hun Kang, 1987.
"Money, Income And Causality: Korea And Japan,"
International Economic Journal,
Korean International Economic Association, vol. 1(3), pages 57-70, October.
[Downloadable!] (restricted)