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Citations of
Jeffrey Marc Wooldridge

For current contact information and a more complete listing of works, please see here

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Working papers

  1. Imbens, Guido W. & Wooldridge, Jeffrey M., 2008. "Recent Developments in the Econometrics of Program Evaluation," IZA Discussion Papers 3640, Institute for the Study of Labor (IZA). [Downloadable!]

    Cited by:

    1. David Card & Jochen Kluve & Andrea Weber, 2009. "Active Labor Market Policy Evaluations: A Meta-analysis," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    2. McKenzie, David, 2009. "Impact assessments in finance and private sector development : what have we learned and what should we learn ?," Policy Research Working Paper Series 4944, The World Bank. [Downloadable!]
    3. Chen, Pian & Velamuri, Malathi, 2009. "Misspecification and Heterogeneity in Single-Index, Binary Choice Models," MPRA Paper 15722, University Library of Munich, Germany. [Downloadable!]
    4. Sudhanshu Handa & John Maluccio, 2008. "Matching the gold standard: Comparing experimental and non-experimental evaluation techniques for a geographically targeted program," Middlebury College Working Paper Series 0813, Middlebury College, Department of Economics. [Downloadable!]
    5. Brandt, Loren & Siow, Aloysius & Vogel, Carl, 2009. "Large Demographic Shocks and Small Changes in the Marriage Market," IZA Discussion Papers 4243, Institute for the Study of Labor (IZA). [Downloadable!]
    6. Alberto Abadie & Guido Imbens, 2009. "A Martingale Representation for Matching Estimators," NBER Working Papers 14756, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. van den Berg, Gerard J. & Bergemann, Annette & Caliendo, Marco, 2008. "The effect of active labor market programs on not-yet treated unemployed individuals," Working Paper Series 2008:26, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
      Other versions:
    8. Michael Kremer & Jessica Leino & Edward Miguel & Alix Peterson Zwane, 2009. "Spring Cleaning: Rural Water Impacts, Valuation and Property Rights Institutions," NBER Working Papers 15280, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Acharya, Viral V. & Baghai-Wadji, Ramin & Subramanian, Krishnamurthy, 2009. "Labor Laws and Innovation," CEPR Discussion Papers 7171, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    10. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers CWP09/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    11. Loren Brandt & Aloysius Siow & Carl Vogel, 2008. "Large Shocks and Small Changes in the Marriage Market for Famine Born Cohorts in China," Working Papers tecipa-334, University of Toronto, Department of Economics. [Downloadable!]

  2. Guido M. Imbens & Jeffrey M. Wooldridge, 2008. "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers 14251, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. David Card & Jochen Kluve & Andrea Weber, 2009. "Active Labor Market Policy Evaluations: A Meta-analysis," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    2. McKenzie, David, 2009. "Impact assessments in finance and private sector development : what have we learned and what should we learn ?," Policy Research Working Paper Series 4944, The World Bank. [Downloadable!]
    3. Chen, Pian & Velamuri, Malathi, 2009. "Misspecification and Heterogeneity in Single-Index, Binary Choice Models," MPRA Paper 15722, University Library of Munich, Germany. [Downloadable!]
    4. Sudhanshu Handa & John Maluccio, 2008. "Matching the gold standard: Comparing experimental and non-experimental evaluation techniques for a geographically targeted program," Middlebury College Working Paper Series 0813, Middlebury College, Department of Economics. [Downloadable!]
    5. Brandt, Loren & Siow, Aloysius & Vogel, Carl, 2009. "Large Demographic Shocks and Small Changes in the Marriage Market," IZA Discussion Papers 4243, Institute for the Study of Labor (IZA). [Downloadable!]
    6. Alberto Abadie & Guido Imbens, 2009. "A Martingale Representation for Matching Estimators," NBER Working Papers 14756, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. van den Berg, Gerard J. & Bergemann, Annette & Caliendo, Marco, 2008. "The effect of active labor market programs on not-yet treated unemployed individuals," Working Paper Series 2008:26, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
      Other versions:
    8. Guido Imbens & Thomas Lemieux, 2007. "Regression Discontinuity Designs: A Guide to Practice," NBER Technical Working Papers 0337, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    9. Michael Kremer & Jessica Leino & Edward Miguel & Alix Peterson Zwane, 2009. "Spring Cleaning: Rural Water Impacts, Valuation and Property Rights Institutions," NBER Working Papers 15280, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. Acharya, Viral V. & Baghai-Wadji, Ramin & Subramanian, Krishnamurthy, 2009. "Labor Laws and Innovation," CEPR Discussion Papers 7171, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    11. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers CWP09/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    12. Loren Brandt & Aloysius Siow & Carl Vogel, 2008. "Large Shocks and Small Changes in the Marriage Market for Famine Born Cohorts in China," Working Papers tecipa-334, University of Toronto, Department of Economics. [Downloadable!]

  3. Guido Imbens & Jeffrey Wooldridge, 2008. "Recent developments in the econometrics of program evaluation," CeMMAP working papers CWP24/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

    Cited by:

    1. David Card & Jochen Kluve & Andrea Weber, 2009. "Active Labor Market Policy Evaluations: A Meta-analysis," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    2. McKenzie, David, 2009. "Impact assessments in finance and private sector development : what have we learned and what should we learn ?," Policy Research Working Paper Series 4944, The World Bank. [Downloadable!]
    3. Chen, Pian & Velamuri, Malathi, 2009. "Misspecification and Heterogeneity in Single-Index, Binary Choice Models," MPRA Paper 15722, University Library of Munich, Germany. [Downloadable!]
    4. Sudhanshu Handa & John Maluccio, 2008. "Matching the gold standard: Comparing experimental and non-experimental evaluation techniques for a geographically targeted program," Middlebury College Working Paper Series 0813, Middlebury College, Department of Economics. [Downloadable!]
    5. Brandt, Loren & Siow, Aloysius & Vogel, Carl, 2009. "Large Demographic Shocks and Small Changes in the Marriage Market," IZA Discussion Papers 4243, Institute for the Study of Labor (IZA). [Downloadable!]
    6. Alberto Abadie & Guido Imbens, 2009. "A Martingale Representation for Matching Estimators," NBER Working Papers 14756, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. van den Berg, Gerard J. & Bergemann, Annette & Caliendo, Marco, 2008. "The effect of active labor market programs on not-yet treated unemployed individuals," Working Paper Series 2008:26, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
      Other versions:
    8. Michael Kremer & Jessica Leino & Edward Miguel & Alix Peterson Zwane, 2009. "Spring Cleaning: Rural Water Impacts, Valuation and Property Rights Institutions," NBER Working Papers 15280, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Acharya, Viral V. & Baghai-Wadji, Ramin & Subramanian, Krishnamurthy, 2009. "Labor Laws and Innovation," CEPR Discussion Papers 7171, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    10. Victor Chernozhukov & Ivan Fernandez-Val & Blaise Melly, 2009. "Inference on counterfactual distributions," CeMMAP working papers CWP09/09, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    11. Loren Brandt & Aloysius Siow & Carl Vogel, 2008. "Large Shocks and Small Changes in the Marriage Market for Famine Born Cohorts in China," Working Papers tecipa-334, University of Toronto, Department of Economics. [Downloadable!]

  4. Jeffrey M. Wooldridge, 2004. "Estimating average partial effects under conditional moment independence assumptions," CeMMAP working papers CWP03/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

    Cited by:

    1. Stephan O. Hornig & Horst Rottmann & Rüdiger Wapler, 2009. "Information Asymmetry, Education Signals and the Case of Ethnic and Native Germans," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    2. Miet Maertens & Johan F.M. Swinnen, 2006. "Trade, Standards, and Poverty: Evidence from Senegal," LICOS Discussion Papers 17706, LICOS - Centre for Institutions and Economic Performance, K.U.Leuven. [Downloadable!]
      Other versions:
    3. Joe Chen, 2005. "The Market Structure of Nasdaq Dealer Markets and Quoting Conventions," CIRJE F-Series CIRJE-F-357, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    4. Letort, Elodie & Carpentier, Alain, 2009. "Endogeneity of acreage choices in input allocation equations: implied problems and a solution," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49217, Agricultural and Applied Economics Association. [Downloadable!]

  5. Jeffrey M. Wooldridge, 2004. "On the robustness of fixed effects and related estimators in correlated random coefficient panel data models," CeMMAP working papers CWP04/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

    Cited by:

    1. José Ignacio García Pérez & Yolanda Rebollo Sanz, 2005. "The use of permanent and temporary jobs across Spanish regions: Do unit labour cost differentials offer an explanation?," Economic Working Papers at Centro de Estudios Andaluces E2005/16, Centro de Estudios Andaluces. [Downloadable!]
      Other versions:

  6. Jeffrey M. Wooldridge, 2004. "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers CWP05/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    Published as:

    Cited by:

    1. Daniel Egel & Bryan S. Graham & Cristine Campos de Xavier Pinto, 2008. "Inverse Probability Tilting and Missing Data Problems," NBER Working Papers 13981, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Tobias Stucki, 2009. "How Long Do External Capital Constraints Matter?," KOF Working papers 09-241, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
    3. Laszlo Goerke & Markus Pannenberg, 2005. "Severance Pay and the Shadow of the Law: Evidence for West Germany," Discussion Papers of DIW Berlin 541, DIW Berlin, German Institute for Economic Research. [Downloadable!]
      Other versions:
    4. Conniffe, Denis & O'Neill, Donal, 2009. "Efficient Probit Estimation with Partially Missing Covariates," IZA Discussion Papers 4081, Institute for the Study of Labor (IZA). [Downloadable!]
    5. Marianne P. Bitler & Jonah B. Gelbach & Hilary W. Hoynes, 2005. "Distributional Impacts of the Self-Sufficiency Project," NBER Working Papers 11626, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:

  7. Jeffrey M Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    Published as:

    Cited by:

    1. Raquel Carrasco & José Ignacio García Pérez, 2008. "Unemployment Duration among Immigrants and Natives: Unobserved Heterogeneity in a Multi-Spell Duration Model," Working Papers 08.13, Universidad Pablo de Olavide, Department of Economics. [Downloadable!]
      Other versions:
    2. Andrew Clark & Fabrice Etilé, 2003. "Don't Give up on me Baby: Spousal Correlation in Smoking Behaviour," DELTA Working Papers 2003-25, DELTA (Ecole normale supérieure). [Downloadable!]
      Other versions:
    3. Clark, Andrew E & Postel-Vinay, Fabien, 2005. "Job Security and Job Protection," CEPR Discussion Papers 4927, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    4. Nabanita Datta Gupta & Nicolai Kristensen, 2008. "Work environment satisfaction and employee health: panel evidence from Denmark, France and Spain, 1994–2001," The European Journal of Health Economics, Springer, vol. 9(1), pages 51-61, February. [Downloadable!] (restricted)
    5. Luis Diaz-Serrano, 2006. "Housing Satisfaction, Homeownership and Housing Mobility: A Panel Data Analysis for Twelve EU Countries," IZA Discussion Papers 2318, Institute for the Study of Labor (IZA). [Downloadable!]
    6. Antonio Merlo & Kenneth I. Wolpin, 2008. "The Transition from School to Jail: Youth Crime and High School Completion Among Black Males," PIER Working Paper Archive 08-033, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    7. Martin Browning & Mette Ejrnaes & Javaier Alvarez, 2006. "Modelling income processes with lots of heterogeneity," Economics Series Working Papers 285, University of Oxford, Department of Economics. [Downloadable!]
      Other versions:
    8. Wiji Arulampalam & Sonia Bhalotra, 2006. "Sibling Death Clustering in India: State Dependence vs. Unobserved Heterogeneity," IZA Discussion Papers 2251, Institute for the Study of Labor (IZA). [Downloadable!]
    9. Bettina Peters, 2009. "Persistence of innovation: stylised facts and panel data evidence," The Journal of Technology Transfer, Springer, vol. 34(2), pages 226-243, April. [Downloadable!] (restricted)
      Other versions:
    10. Lechner, Michael & Lollivier, Stefan & Magnac, Thierry, 2005. "Parametric Binary Choice Models," IDEI Working Papers 398, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
      Other versions:
    11. Paul Contoyannis & Andrew M. Jones & Nigel Rice, 2004. "The dynamics of health in the British Household Panel Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 473-503. [Downloadable!]
    12. Kraay, Aart & Nehru, Vikram, 2004. "When is external debt sustainable?," Policy Research Working Paper Series 3200, The World Bank. [Downloadable!]
      Other versions:
    13. Yothin Jinjarak, 2004. "On the hidden links between financing costs and international trade patterns," Econometric Society 2004 Far Eastern Meetings 501, Econometric Society. [Downloadable!]
    14. Heiss, Florian, 2006. "Nonlinear State-Space Models for Microeconometric Panel Data," Discussion Papers in Economics 1157, University of Munich, Department of Economics. [Downloadable!]
    15. Wang-Sheng Lee & Umut Oguzoglu, 2007. "Are Youths on Income Support Less Happy? Evidence from Australia," Melbourne Institute Working Paper Series wp2007n03, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
      Other versions:
    16. Raymond, Wladimir & Mohnen, Pierre & Palm, Franz & Schim van der Loeff, Sybrand, 2009. "Innovative Sales, R&D and Total Innovation Expenditures:Panel Evidence on their Dynamics," UNU-MERIT Working Paper Series 029, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
      Other versions:
    17. Johannes Geyer & Viktor Steiner, 2007. "Short-Run and Long-Term Effects of Childbirth on Mothers’ Employment and Working Hours Across Institutional Regimes: An Empirical Analysis Based on the European Community Household Panel," IZA Discussion Papers 2693, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    18. Luis Diaz-Serrano & Jose A. Cabral Vieira, 2005. "Low Pay, Higher Pay and Job Satisfaction within the European Union: Empirical Evidence from Fourteen Countries," IZA Discussion Papers 1558, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    19. Cristina Hernández-Quevedo & Andrew M. Jones & Nigel Rice, 2007. "Persistence in health limitations: a European comparative analysis," Health, Econometrics and Data Group (HEDG) Working Papers 07/03, HEDG, c/o Department of Economics, University of York. [Downloadable!]
      Other versions:
    20. Luc Aucremanne & Emmanuel Dhyne, 2005. "Time-dependent versus State-dependent Pricing: A Panel Data Approach to the Determinants of Belgian Consumer Price Changes," Research series 200504-1, National Bank of Belgium. [Downloadable!]
    21. Blomeyer, Dorothea & Coneus, Katja & Laucht, Manfred & Pfeiffer, Friedhelm, 2008. "Self-Productivity and Complementarities in Human Development: Evidence from the Mannheim Study of Children at Risk," IZA Discussion Papers 3734, Institute for the Study of Labor (IZA). [Downloadable!]
    22. Fiore, Annamaria & Morone, Andrea, 2008. "A Simple Note on Informational Cascades," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 2(1), pages 1-21. [Downloadable!]
      Other versions:
    23. Peter Haan & Victoria Prowse, 2009. "A Structural Approach to Estimating the Effect of Taxation on the Labor Market Dynamics of Older Workers," SOEPpapers 185, DIW Berlin, The German Socio-Economic Panel (SOEP). [Downloadable!]
      Other versions:
    24. Panos, Sousounis, 2009. "The Impact of Work-Related Training on Employee Earnings: Evidence from Great Britain," MPRA Paper 14262, University Library of Munich, Germany. [Downloadable!]
    25. Thomas Andrén, 2007. "The Persistence of Welfare Participation," IZA Discussion Papers 3100, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    26. Saha, U.R. & Soest, A.H.O. van, 2009. "Infant Mortality in Rural Bangladesh: State Dependence vs. Unobserved Heterogeneity," Discussion Paper 2009-26, Tilburg University, Center for Economic Research. [Downloadable!]
    27. Victoria Prowse, 2007. "Modeling Employment Dynamics with State Dependence and Unobserved Heterogeneity," Economics Series Working Papers 337, University of Oxford, Department of Economics. [Downloadable!]
    28. Holden, Stein T. & Deininger, Klaus & Ghebru, Hosaena, 2007. "Impact of Land Certification on Land Rental Market Participation in Tigray Region, Northern Ethiopia," MPRA Paper 5211, University Library of Munich, Germany. [Downloadable!]
    29. Joel Stiebale, 2008. "Do Financial Constraints Matter for Foreign Market Entry? – A Firm-Level Examination," Ruhr Economic Papers 0051, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
    30. Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009. "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers 2009-51, School of Economics and Management, University of Aarhus. [Downloadable!]
    31. Timothy J Halliday, 2005. "Heterogeneity, State Dependence and Health," Working Papers 200503, University of Hawaii at Manoa, Department of Economics. [Downloadable!]
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    32. Michael P. Keane & Robert M. Sauer, 2006. "Classification Error in Dynamic Discrete Choice Models: Implications for Female Labor Supply Behavior," IZA Discussion Papers 2332, Institute for the Study of Labor (IZA). [Downloadable!]
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    33. Wladimir Raymond & Pierre Mohnen & Franz Palm & Sybrand Schim van der Loeff, 2007. "The Behavior of the Maximum Likelihood Estimator of Dynamic Panel Data Sample Selection Models," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    34. Haan, Peter & Wrohlich, Katharina, 2009. "Can Child Care Policy Encourage Employment and Fertility? Evidence from a Structural Model," IZA Discussion Papers 4503, Institute for the Study of Labor (IZA). [Downloadable!]
    35. Georgios Marios Chrysanthou, 2007. "Determinants of Trade Union Membership in Great Britain During 1991-2003," Discussion Papers 07/01, Department of Economics, University of York. [Downloadable!]
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    36. Amynah Gangji & Robert Plasman, 2007. "Microeconomic analysis of unemployment in Belgium ," Working Papers DULBEA 07-20.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA). [Downloadable!]
    37. Stewart, Mark, 2006. "The Inter-related Dynamics of Unemployment and Low-Wage Employment," The Warwick Economics Research Paper Series (TWERPS) 741, University of Warwick, Department of Economics. [Downloadable!]
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    38. Seung-Hyun Hong & Leonardo Rezende, 2007. "“Lock-In and Unobserved Preferences in Server Operating System Adoption: A Case of Linux vs. Windows"," Working Papers 07-05, NET Institute, revised Apr 2007. [Downloadable!]
    39. Fabio Berton & Francesco Devicienti & Lia Pacelli, 2007. "Temporary jobs: Port of entry, Trap, or just Unobserved Heterogeneity?," LABORatorio R. Revelli Working Papers Series 68, LABORatorio R. Revelli, Centre for Employment Studies. [Downloadable!]
    40. Peter Haan, 2007. "Intertemporal Labor Supply Effects of Tax Reforms," Discussion Papers of DIW Berlin 669, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    41. Blomeyer, Dorothea & Coneus, Katja & Laucht, Manfred & Pfeiffer, Friedhelm, 2008. "Initial Risk Matrix, Home Resources, Ability Development and Children's Achievement," IZA Discussion Papers 3692, Institute for the Study of Labor (IZA). [Downloadable!]
    42. Christelis, Dimitris & Sanz-de-Galdeano, Anna, 2009. "Smoking Persistence Across Countries: An Analysis Using Semi-Parametric Dynamic Panel Data Models with Selectivity," IZA Discussion Papers 4336, Institute for the Study of Labor (IZA). [Downloadable!]
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    43. Ulrich Kaiser & Hans Christian Kongsted, 2004. "True versus spurious state dependence in firm performance: the case of West German exports," CAM Working Papers 2004-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
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    44. Umut Oguzoglu, 2007. "Dynamics of Work Limitation and Work in Australia," IZA Discussion Papers 2867, Institute for the Study of Labor (IZA). [Downloadable!]
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    45. Chauvin, Nicolas Depetris & Kraay, Aart, 2006. "Who gets debt relief ?," Policy Research Working Paper Series 4000, The World Bank. [Downloadable!]
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    46. Valerie Albouy & Laurent Davezies & Thierry Debrand, 2009. "Dynamic Estimation of Health Expenditure: A new approach for simulating individual expenditure," Working Papers DT20, IRDES institut for research and information in health economics, revised Jan 2009. [Downloadable!]
    47. Peter Haan, 2006. "Slowly, but Changing: How Does Genuine State Dependence Affect Female Labor Supply on the Extensive and Intensive Margin," JEPS Working Papers 06-002, JEPS. [Downloadable!]
    48. Peter Haan, 2005. "State Dependence and Female Labor Supply in Germany: The Extensive and the Intensive Margin," Discussion Papers of DIW Berlin 538, DIW Berlin, German Institute for Economic Research. [Downloadable!]
    49. Melanie K. Jones & Richard J. Jones & Philip D. Murphy & Peter J. Sloane, 2007. "A Persistence Model of the National Minimum Wage," IZA Discussion Papers 2595, Institute for the Study of Labor (IZA). [Downloadable!]
    50. Edith Madsen, 2003. "Testing for unit roots in panels by using a mixture model," CAM Working Papers 2003-10, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
    51. Umut Oguzoglu, 2007. "Severity of Work Disability and Work," Melbourne Institute Working Paper Series wp2007n30, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
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    52. Harris, Mark & Spencer, Christopher, 2008. "Decade of dissent: explaining the dissent voting behavior of Bank of England MPC members," MPRA Paper 9100, University Library of Munich, Germany. [Downloadable!]
    53. Wiji Arulampalam & Mark B. Stewart, 2007. "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," IZA Discussion Papers 3039, Institute for the Study of Labor (IZA). [Downloadable!]
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    54. Chihwa Kao & Yongmiao Hong, 2004. "Detecting Neglected Nonlinearity in Dynamic Panel Data with Time-Varying Conditional Heteroskedasticity," Econometric Society 2004 Far Eastern Meetings 753, Econometric Society. [Downloadable!]
    55. Martin Browning & Jesus Carro, 2006. "Heterogeneity and Microeconometrics Modelling," CAM Working Papers 2006-03, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
    56. Hielke Buddelmeyer & Mark Wooden, 2008. "Transitions from Casual Employment in Australia," Melbourne Institute Working Paper Series wp2008n07, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    57. Pilar García Gómez & Angel López Nicolás, 2006. "Health shocks, employment and income in the Spanish labour market," Health Economics, John Wiley & Sons, Ltd., vol. 15(9), pages 997-1009. [Downloadable!]
    58. Elena Cefis & Mihaela-Livia Ghita, 2008. "Post Merger Innovative Patterns in Small and Medium Firms," Working Papers 08-09, Utrecht School of Economics. [Downloadable!]
    59. Stefanie Schurer, 2008. "Labour Market Outcomes of Second Generation Immigrants: How Heterogeneous Are They Really?," Melbourne Institute Working Paper Series wp2008n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    60. Wiji Arulampalam & Sonia Bhalotra, 2006. "Persistence in Infant Mortality: Evidence for the Indian States," IZA Discussion Papers 2488, Institute for the Study of Labor (IZA). [Downloadable!]

  8. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]

    Cited by:

    1. Giovanni Forchini & Grant Hillier, 2005. "Ill-conditioned problems, Fisher information and weak instruments," CeMMAP working papers CWP04/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    2. Farshid Vahid & Pushkar Maitra, 2005. "The Effect of Household Characteristics on Living Standards in South Africa 1993 - 98: A Quantile Regression Analysis with Sample Attrition," ANUCBE School of Economics Working Papers 2005-452, Australian National University, College of Business and Economics, School of Economics. [Downloadable!]
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    3. Paul Contoyannis & Andrew M. Jones & Nigel Rice, 2004. "The dynamics of health in the British Household Panel Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(4), pages 473-503. [Downloadable!]
    4. Pierre Azoulay & Waverly Ding & Toby Stuart, 2006. "The Impact of Academic Patenting on the Rate, Quality, and Direction of (Public) Research Output," NBER Working Papers 11917, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    5. Philip DeCicca & Donald S. Kenkel & Alan D. Mathios, 2008. "Cigarette Taxes and the Transition from Youth to Adult Smoking: Smoking Initiation, Cessation, and Participation," NBER Working Papers 14042, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    6. Sergio Destefanis & Vania Sena, 2006. "Health, Capabilities and Functionings: An Empirical Analysis for the UK," CSEF Working Papers 151, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    7. Inkmann, Joachim, 2005. "Inverse probability weighted generalised empirical likelihood estimators : firm size and R&D revisited," Discussion Paper 131, Tilburg University, Center for Economic Research. [Downloadable!]
    8. Laszlo Goerke & Markus Pannenberg, 2005. "Severance Pay and the Shadow of the Law: Evidence for West Germany," Discussion Papers of DIW Berlin 541, DIW Berlin, German Institute for Economic Research. [Downloadable!]
      Other versions:
    9. Alessandro Tarozzi, 2004. "Calculating Comparable Statistics from Incomparable Surveys, with an Application to Poverty in India," Econometric Society 2004 North American Winter Meetings 280, Econometric Society. [Downloadable!]
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    10. Lechner, Michael, 2004. "Sequential Matching Estimation of Dynamic Causal Models," IZA Discussion Papers 1042, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    11. Teresa Bago d'Uva, 2005. "Latent class models for use of primary care: evidence from a British panel," Health Economics, John Wiley & Sons, Ltd., vol. 14(9), pages 873-892. [Downloadable!]
    12. Pierre Azoulay & Joshua S. Graff Zivin & Gustavo Manso, 2009. "Incentives and Creativity: Evidence from the Academic Life Sciences," NBER Working Papers 15466, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    13. Steven Lehrer & Weili Ding, 2004. "Estimating Dynamic Treatment Effects from Project STAR," Econometric Society 2004 North American Summer Meetings 252, Econometric Society. [Downloadable!]
    14. Antony Chapoto & T.S. Jayne, 2005. "Characteristics of Individuals Afflicted by AIDS-related Mortality in Zambia," International Development Collaborative Working Papers ZM-FSRP-WP-14, Department of Agricultural Economics, Michigan State University. [Downloadable!]
    15. Markus Pannenberg, 2007. "Risk Aversion and Reservation Wages," IZA Discussion Papers 2806, Institute for the Study of Labor (IZA). [Downloadable!]
    16. Jeffrey M Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    17. William Greene, 2006. "A General Approach to Incorporating Selectivity in a Model," Working Papers 06-10, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]

  9. Leslie E. Papke & Jeffrey M. Wooldridge, 1993. "Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates," NBER Technical Working Papers 0147, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. Jacqueline O'Reilly & Miriam M. Wiley, 2008. "How Local is Hospital Treatment? An Exploratory Analysis of Public/Private Variation in Location of Treatment in Irish Acute Public Hospitals," Papers WP237, Economic and Social Research Institute (ESRI). [Downloadable!]
    2. Rama Joglekar, 2008. "Can Insurance Reduce Catastrophic Out-of-Pocket Health Expenditure," Working Papers id:1647, esocialsciences.com. [Downloadable!]
    3. Paulo Bastos & Manuel Cabral, 2007. "The Dynamics of International Trade Patterns," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 143(3), pages 391-415, October. [Downloadable!] (restricted)
      Other versions:
    4. Pal, Rupayan & Das, Aparajita, 2008. "Decentralisation and Political Business Cycle: Fund Utilization of the MP-LADS in India," MPRA Paper 7055, University Library of Munich, Germany. [Downloadable!]
    5. Emmanuel Dhyne & Catherine Fuss & Hashem Pesaran & Patrick Sevestre, 2006. "Lumpy price adjustments : a microeconometric analysis," Research series 200610-12, National Bank of Belgium. [Downloadable!]
      Other versions:
    6. Fryges, Helmut & Wagner, Joachim, 2008. "Exports and Profitability: First Evidence for German Manufacturing Firms," ZEW Discussion Papers 08-085, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
      Other versions:
    7. Patrik Bauer, 2004. "Capital Structure Of Listed Companies In Visegrad Countries," Prague Economic Papers, University of Economics, Prague, vol. 2004(2), pages 159-175. [Downloadable!] (restricted)
    8. Ito, Seiro & Watanabe, Mariko & Yanagawa, Noriyuki, 2007. "Financial Aspects of Transactions with FDI: Trade Credit Provision by SMEs in China," IDE Discussion Papers 99, Institute of Developing Economies, Japan External Trade Organization(JETRO). [Downloadable!]
    9. Kondo, Toshio & Orbeta, Aniceto Jr. C. & Dingcong, Clarence G. & Infantado, Christine, 2008. "Impact of Microfinance on Rural Households in the Philippines," Discussion Papers DP 2008-05, Philippine Institute for Development Studies. [Downloadable!]
    10. Nicholas Bardsley & Judith Mehta & Chris Starmer & Robert Sugden, 2008. "Explaining Focal Points: Cognitive Hierarchy Theory versus Team Reasoning," Discussion Papers 2008-17, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham. [Downloadable!]
    11. Ana Rute Cardoso & Elsa Fontainha & Chiara Monfardini, 2008. "Children and parents time use: Empirical evidence on investment in human capital in France, Italy and Germany," CHILD Working Papers wp17_08, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY. [Downloadable!]
      Other versions:
    12. Massimiliano Mazzanti & Roberto Zoboli, 2006. "Examining the Factors Influencing Environmental Innovations," Working Papers 2006.20, Fondazione Eni Enrico Mattei. [Downloadable!]
    13. Olivier De Jonghe, 2009. "Back to the basics in banking ? A micro-analysis of banking system stability," Research series 200906-26, National Bank of Belgium. [Downloadable!]
      Other versions:
    14. Sourafel Girma & Holger Görg & Joachim Wagner, 2009. "Subsidies and Exports in Germany. First Evidence from Enterprise Panel Data," Kiel Working Papers 1481, Kiel Institute for the World Economy. [Downloadable!]
      Other versions:
    15. Erwann Michel-Kerjan & Paul A. Raschky & Howard C. Kunreuther, 2009. "Corporate Demand for Insurance: An Empirical Analysis of the U.S. Market for Catastrophe and Non-Catastrophe Risks," Working Papers hal-00372420_v1, HAL. [Downloadable!]
      Other versions:
    16. Fryges, Helmut, 2006. "The Export-Growth Relationship: Estimating a Dose-Response Function," ZEW Discussion Papers 06-28, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    17. Adeline Delavande & Susann Rohwedder, 2008. "Differential Mortality in Europe and the U.S.: Estimates Based on Subjective Probabilities of Survival," Working Papers 613, RAND Corporation Publications Department. [Downloadable!]
    18. Schleife, Katrin, 2008. "Regional Versus Individual Aspects of the Digital Divide in Germany," ZEW Discussion Papers 06-85 [rev.2], ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    19. Fryges, Helmut, 2006. "Hidden champions - how young and small technology-oriented firms can attain high export-sales ratios," ZEW Discussion Papers 06-45, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    20. Dimitrios Christelis & Dimitris Georgarakos, 2009. "Household Economic Decisions under the Shadow of Terrorism," CSEF Working Papers 213, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    21. Marco Castaneda & Dino Falaschetti, 2008. "Does a Hospital’s Profit Status Affect its Operational Scope?," Review of Industrial Organization, Springer, vol. 33(2), pages 129-159, September. [Downloadable!] (restricted)
    22. Spiliopoulos, Leonidas, 2009. "Pattern recognition and subjective belief learning in repeated mixed strategy games," MPRA Paper 6666, University Library of Munich, Germany. [Downloadable!]
    23. Scott L. Baier & Gerald P. Dwyer & Robert Tamura, 2006. "Factor Returns, Institutions, and Geography: A View From Trade," The Institute for International Integration Studies Discussion Paper Series iiisdp166, IIIS. [Downloadable!]
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    24. Rama Joglekar, 2008. "Can insurance reduce catastrophic out-of-pocket health expenditure?," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2008-016, Indira Gandhi Institute of Development Research, Mumbai, India. [Downloadable!]
    25. Juan Alcacer & Michelle Gittelman & Bhaven Sampat, 2008. "Applicant and Examiner Citations in US Patents: An Overview and Analysis," Harvard Business School Working Papers 09-016, Harvard Business School. [Downloadable!]
    26. Pfeifer, Christian, 2005. "Betriebliche Determinanten von Teilzeitarbeit, Mini- und Midi-Jobs; Eine theoretische und empirische Analyse mit niedersächsischen Betriebsdaten," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-324, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    27. Jerzy (Jurek) D. Konieczny & Fabio Rumler, 2006. "Regular adjustment - theory and practice," Working Paper Series 669, European Central Bank. [Downloadable!]
    28. Qi Quan & Nancy Huyghebaert, 2005. "Share Issuing Privatizations in China: Determinants of Public Share Allocation and Underpricing," LICOS Discussion Papers 16205, LICOS - Centre for Institutions and Economic Performance, K.U.Leuven. [Downloadable!]
    29. Davide Castellani, 2002. "Export behavior and productivity growth: Evidence from Italian manufacturing firms," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 138(4), pages 605-628, December. [Downloadable!] (restricted)
    30. Giovanni Guidetti & Massimiliano Mazzanti, 2005. "Firm-based Training and Innovative Strategies in the Manufacturing Sector. Empirical Evidence for a local industrial System," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(2), pages 47-62. [Downloadable!]
    31. Baltzer, Kenneth & Baker, Derek & Moller, Anja S., 2005. "The Use of Brands in Food Marketing - Results from a Survey of Danish Food Industry Firms," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24658, European Association of Agricultural Economists. [Downloadable!]
    32. Joachim Wagner, 2006. "International Firm Activities and Innovation: Evidence from Knowledge Production Functions for German Firms," Working Paper Series in Economics 25, University of Lüneburg, Institute of Economics. [Downloadable!]
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    33. Elina Eskola, 2005. "Commercialisation and Poverty in Tanzania: Household-level Analysis," Discussion Papers 05-27, University of Copenhagen. Department of Economics. [Downloadable!]
    34. Kauppi, Heikki & Widgrén, Mika, 2008. "Do Benevolent Aspects Have Room in Explaining EU Budget Receipts?," CEPR Discussion Papers 6778, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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    35. Stefano Gagliarducci & Tommaso Nannicini & Paolo Naticchioni, 2007. "Outside Income and Moral Hazard: The Elusive Quest for Good Politicians," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-164, Boston University - Department of Economics. [Downloadable!]
      Other versions:
    36. Kraft, Kornelius & Czarnitzki, Dirk, 2001. "Firm leadership and innovative performance : evidence from seven EU Countries," ZEW Discussion Papers 01-35, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    37. Andreas Koch & Jochen Spaeth, 2009. "New Firms---Different Jobs? An Inquiry into the Quality of Employment in Start-ups and Incumbents," IAW Discussion Papers 50, Institut für Angewandte Wirtschaftsforschung (IAW). [Downloadable!]
    38. Tharavanij, Piyapas, 2007. "Capital Market, Frequency of Recession, and Fraction of Time the Economy in Recession," MPRA Paper 4954, University Library of Munich, Germany, revised 07 Oct 2007. [Downloadable!]
    39. André Lince de Faria & Paolo Mauro, 2005. "Institutions and the External Capital Structure of Countries," IMF Working Papers 04/236, International Monetary Fund. [Downloadable!]
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    40. Smith, V. Kerry & Mansfield, Carol, 1996. "Buying Time: Real and Hypothetical Offers," Discussion Papers dp-97-09, Resources For the Future. [Downloadable!]
    41. Dan T. Rosenbaum & Christopher J. Ruhm, 2007. "Family Expenditures on Child Care," The B.E. Journal of Economic Analysis & Policy, Berkeley Electronic Press, vol. 7(1). [Downloadable!]
    42. Keenan Dworak-Fisher, 2008. "Encouraging Participation in 401(k) Plans: Reconsidering the Employer Match," Working Papers 420, U.S. Bureau of Labor Statistics. [Downloadable!]
    43. J. Christina Wang, 2006. "Financial innovations, idiosyncratic risk, and the joint evolution of real and financial volatilities," Proceedings, Federal Reserve Bank of San Francisco, issue Nov. [Downloadable!]
    44. Fryges, Helmut & Wagner, Joachim, 2007. "Exports and Productivity Growth ? First Evidence from a Continuous Treatment Approach," ZEW Discussion Papers 07-032, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
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    45. Eugenio J. Miravete, 2004. "The Doubtful Profitability of Foggy Pricing," Working Papers 04-07, NET Institute, revised Oct 2004. [Downloadable!]
    46. Joachim Wagner, 2008. "Exports and Firm Characteristics – First Evidence from Fractional Probit Panel Estimates," Working Paper Series in Economics 97, University of Lüneburg, Institute of Economics. [Downloadable!]
    47. Frot, Emmanuel & Santiso, Javier, 2009. "Herding in Aid Allocation," SITE Working Paper Series 5, Stockholm Institute of Transition Economics, Stockholm School of Economics, revised 02 Oct 2009. [Downloadable!]
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    48. Ari Hyytinen & Mika Pajarinen, 2005. "Why Are All New Entrepreneurs Better Than Average? Evidence from Subjective Failure Rate Expectations," Discussion Papers 987, The Research Institute of the Finnish Economy. [Downloadable!]
    49. Gagliarducci, Stefano & Nannicini, Tommaso & Naticchioni, Paolo, 2008. "Electoral Rules and Politicians’ Behavior: A Micro Test," IZA Discussion Papers 3348, Institute for the Study of Labor (IZA). [Downloadable!]
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    50. Giannetti, C., 2008. "Intensity of Competition and Market Structure in the Italian Banking Industry," Discussion Paper 2008-43, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    51. Smith, V. Kerry & Mansfield, Carol & Schwabe, Kurt, 1997. "Does Nature Limit Environmental Federalism?," Discussion Papers dp-97-30, Resources For the Future. [Downloadable!]
    52. Keld Laursen & Francesca Masciarelli, 2007. "The effect of regional social capital and external knowledge acquisition on process and product innovation," ROCK Working Papers 043, Department of Computer and Management Sciences, University of Trento, Italy, revised 12 Jun 2008. [Downloadable!]
    53. ITOH Seiro & WATANABE Mariko & YANAGAWA Noriyuki, 2007. "Enforceability in Trade Credit: Financial Aspects of Transactions with FDI," Discussion papers 07031, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
    54. Haller, Stefanie & Siedschlag, Iulia, 2008. "Determinants of ICT Adoption: Evidence from Firm-Level Data," Papers DYNREG29, Economic and Social Research Institute (ESRI). [Downloadable!]
    55. Luis J. Álvarez & Ignacio Hernando, 2005. "The price setting behaviour of spanish firms - evidence from survey data," Working Paper Series 538, European Central Bank. [Downloadable!]
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    56. Jose A. F. Machado & J. M. C. Santos Silva, 2008. "Quantiles for Fractions and Other Mixed Data," Economics Discussion Papers 656, University of Essex, Department of Economics. [Downloadable!]
    57. Emmanuel Dhyne, 2009. "A global assessment of the degree of price stickiness – results from the NBB business survey," Research series 200907-04, National Bank of Belgium. [Downloadable!]
    58. Guglielmo Barone & Federico Cingano, 2008. "Service regulation and growth: evidence from OECD countries," Temi di discussione (Economic working papers) 675, Bank of Italy, Economic Research Department. [Downloadable!]
    59. Alexander Eickelpasch & Alexander Vogel, 2009. "Determinants of Export Behaviour of German Business Services Companies," Working Paper Series in Economics 123, University of Lüneburg, Institute of Economics. [Downloadable!]
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    60. Joao Santos Silva & Silvana Tenreyro, 2005. "The Log of Gravity," CEP Discussion Papers dp0701, Centre for Economic Performance, LSE. [Downloadable!]
      Other versions:
    61. Stefanie Haller & Iulia Traistaru-Siedschlag, 2007. "The Adoption of ICT: Firm-Level Evidence from Irish Manufacturing Industries," Papers WP204, Economic and Social Research Institute (ESRI). [Downloadable!]
    62. Philip Du Caju & Catherine Fuss & Ladislav Wintr, 2009. "Understanding sectoral differences in downward real wage rigidity - workforce composition, institutions, technology and competition," Working Paper Series 1006, European Central Bank. [Downloadable!]
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    63. Alexandre, Fernando & Portela, Miguel & Sá, Carla, 2008. "Admission Conditions and Graduates' Employability," IZA Discussion Papers 3530, Institute for the Study of Labor (IZA). [Downloadable!]
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    64. Seamus McGuinness & Mark Wooden, 2007. "Overskilling, Job Insecurity and Career Mobility: Evidence from Australia," Melbourne Institute Working Paper Series wp2007n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    65. Davis, David E., 2009. "Price and promotion effects of supermarket mergers," SDSU Working Papers (in Progress) 12009, South Dakota State University, Department of Economics. [Downloadable!]
    66. Galasso, Vincenzo & Nannicini, Tommaso, 2009. "Competing on Good Politicians," IZA Discussion Papers 4282, Institute for the Study of Labor (IZA). [Downloadable!]
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    67. Persson, Maria, 2008. "Trade Facilitation and the Extensive and Intensive Margins of Trade," Working Papers 2008:13, Lund University, Department of Economics. [Downloadable!]
    68. Schmidt Lucie, 2005. "Effects of Infertility Insurance Mandates on Fertility," Labor and Demography 0511014, EconWPA. [Downloadable!]
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    69. Jonasson, Erik, 2009. "Regional Variation in Informal Employment: Skills, Norms, and Governance," Working Papers 2009:10, Lund University, Department of Economics. [Downloadable!]
    70. Sauer, Johannes & Davidova, Sophia & Latruffe, Laure, 2009. "Determinants of the Fallowing Decision in Kosovo," 83rd Annual Conference, March 30-April 1, 2009, Dublin, Ireland 51072, Agricultural Economics Society. [Downloadable!]
    71. Elena Fumagalli & laura Fumagalli, 2009. "Like oil and water or chocolate and peanut butter? Ethnic diversity and social participation of young people in England," Working Papers 2009_21, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
    72. David Fairris & Roberto Pedace, 2003. "The Impact of Minimum Wages on Job Training: An Empirical Exploration with Establishment Data," Working Papers 03-04, Center for Economic Studies, U.S. Census Bureau. [Downloadable!]
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    73. Günseli Berik & Cihan Bilginsoy & Larry S. Williams, 2008. "Gender and Racial Training Gaps in Oregon Apprenticeship Programs," Working Paper Series, Department of Economics, University of Utah 2008_15, University of Utah, Department of Economics. [Downloadable!]
    74. Durham, Catherine A., 2007. "The Impact of Environmental and Health Motivations on the Organic Share of Produce Purchases," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 36(2), October. [Downloadable!]
    75. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    76. Harald Oberhofer & Michael Pfaffermayr, . "Fractional Response Models - A Replication Exercise of Papke and Wooldridge (1996)," Working Papers 2009-02, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]
    77. Roberta Fiori & Simonetta Iannotti, 2006. "Scenario Based Principal Component Value-at-Risk: an Application to Italian Banks' Interest Rate Risk Exposure," Temi di discussione (Economic working papers) 602, Bank of Italy, Economic Research Department. [Downloadable!]
    78. Joachim Wagner, 2008. "Exporte und Firmenerfolg: Welche Firmen profitieren wie vom internationalen Handel?," Working Paper Series in Economics 81, University of Lüneburg, Institute of Economics. [Downloadable!]
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    79. Patric H. Hendershott & Gwilym Pryce, 2005. "The Sensitivity of Homeowner Leverage to the Deductibility of Home Mortgage Interest," NBER Working Papers 11489, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    80. Aslihan Arslan, 2008. "Shadow vs. market prices in explaining land allocation: Subsistence maize cultivation in rural Mexico," Kiel Working Papers 1469, Kiel Institute for the World Economy. [Downloadable!]
    81. Wilcox, Nathaniel, 2007. "Stochastically more risk averse: A contextual theory of stochastic discrete choice under risk," MPRA Paper 11851, University Library of Munich, Germany. [Downloadable!]
    82. Jerzy Konieczny & Fabio Rumler, 2007. "Regular Adjustment. Theory and Evidence," Kiel Working Papers 1352, Kiel Institute for the World Economy. [Downloadable!]
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    83. John Mullahy & Stephanie A. Robert, 2008. "No Time to Lose? Time Constraints and Physical Activity," NBER Working Papers 14513, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    84. Thomas Maag, 2008. "Economic Correlates of Suicide Rates in OECD Countries," KOF Working papers 08-207, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
    85. Joachim Wilde, 2007. "A Simple Representation of the Bera-Jarque-Lee Test for Probit Models," IWH Discussion Papers 13-07, Halle Institute for Economic Research. [Downloadable!]
    86. Wagner, Joachim, 2002. "Unobserved Firm Heterogeneity and the Size - Exports Nexus: Evidence from German Panel Data," Discussion Paper Series 26250, Hamburg Institute of International Economics. [Downloadable!]
      Other versions:

  10. Wooldridge, J.M., 1990. "Distribution-Free Estimation Of Some Nonlinear Panel Data Models," Working papers 564, Massachusetts Institute of Technology (MIT), Department of Economics.
    Published as:

    Cited by:

    1. Martin Gaynor & Jian Li & William B. Vogt, 2006. "Is Drug Coverage a Free Lunch? Cross-Price Elasticities and the Design of Prescription Drug Benefits," NBER Working Papers 12758, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. Frank Windmeijer, 2006. "GMM for panel count data models," Bristol Economics Discussion Papers 06/591, Department of Economics, University of Bristol, UK. [Downloadable!]
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    3. Timothy S. Simcoe & Stuart J.H. Graham & Maryann Feldman, 2007. "Competing on Standards? Entrepreneurship, Intellectual Property and the Platform Paradox," NBER Working Papers 13632, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Patrick Thiebaud & Bimal V. Patel & Michael B. Nichol, 2008. "The demand for statin: the effect of copay on utilization and compliance," Health Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 83-97. [Downloadable!]
    5. Holger Breinlich, 2006. "Trade Liberalization and Industrial Restructuring through Mergers and Acquisitions," Economics Discussion Papers 619, University of Essex, Department of Economics. [Downloadable!]
      Other versions:
    6. Daron Acemoglu & David Cutler & Amy Finkelstein & Joshua Linn, 2006. "Did Medicare Induce Pharmaceutical Innovation?," NBER Working Papers 11949, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Marius Brülhart & Mario Jametti & Kurt Schmidheiny, 2007. "Do Agglomeration Economies Reduce the Sensitivity of Firm Location to Tax Differentials?," Economics Working Papers 1062, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
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    8. Daron Acemoglu & Joshua Linn, 2003. "Market Size in Innovation: Theory and Evidence From the Pharmaceutical Industry," NBER Working Papers 10038, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    9. Tharavanij, Piyapas, 2007. "Capital Market, Frequency of Recession, and Fraction of Time the Economy in Recession," MPRA Paper 4954, University Library of Munich, Germany, revised 07 Oct 2007. [Downloadable!]
    10. Bryan S. Graham & James Powell, 2008. "Identification and Estimation of 'Irregular' Correlated Random Coefficient Models," NBER Working Papers 14469, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Benjamin A. Olken & Monica Singhal, 2009. "Informal Taxation," NBER Working Papers 15221, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    12. Donata Bessey, 2007. "International Student Migration to Germany," Economics of Education Working Paper Series 0006, University of Zurich, Institute for Strategy and Business Economics (ISU). [Downloadable!]
    13. Iain M. Cockburn & Megan J. MacGarvie, 2006. "Entry, Exit and Patenting in the Software Industry," NBER Working Papers 12563, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    14. Myoung-Jae Lee & Satoru Kobayashi, 2001. "Proportional treatment effects for count response panel data: effects of binary exercise on health care demand," Health Economics, John Wiley & Sons, Ltd., vol. 10(5), pages 411-428. [Downloadable!]
    15. David A. Weiner & Byron F. Lutz & Jens Ludwig, 2009. "The Effects of School Desegregation on Crime," NBER Working Papers 15380, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    16. Santos Silva, Joao & Tenreyro, Silvana, 2005. "The Log of Gravity," CEPR Discussion Papers 5311, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:

  11. Wooldridge, J.M., 1990. "Regression-Based Inference In Linear Time Series Models With Incomplete Dynamics," Working papers 550, Massachusetts Institute of Technology (MIT), Department of Economics.

    Cited by:

    1. Warner, Andrew M., 1993. "Did the debt crisis or declining oil prices cause Mexico's investment collapse?," Policy Research Working Paper Series 1102, The World Bank. [Downloadable!]

  12. Wooldridge, J.M, 1989. "An Encompassing Approach To Conditional Mean Tests With Applications To Testing Nonnested Hypotheses," Working papers 511, Massachusetts Institute of Technology (MIT), Department of Economics.
    Published as:

    Cited by:

    1. Taisuke Otsu & Yoon-Jae Whang, 2005. "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers 1533, Cowles Foundation, Yale University. [Downloadable!]
    2. Yi-Ting Chen & Chung-Ming Kuan, 2000. "The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis," Econometric Society World Congress 2000 Contributed Papers 1723, Econometric Society. [Downloadable!]
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    3. Yongmiao Hong & Yoon-Jin Lee, 2007. "Detecting Misspecifications in Autoregressive Conditional Duration Models," Caepr Working Papers 2007-019, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington. [Downloadable!]
    4. Tong Li, 2006. "Simulation based selection of competing structural econometric models," CeMMAP working papers CWP16/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    5. Glenn T. Sueyoshi, 1994. "Regression Based Tests for Non-Nested Alternatives in Grouped Duration Models," University of California at San Diego, Economics Working Paper Series 94-11, Department of Economics, UC San Diego. [Downloadable!]
    6. Julia Campos & Neil R. Ericsson & David F. Hendry, 2005. "General-to-specific modeling: an overview and selected bibliography," International Finance Discussion Papers 838, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  13. Wooldridge, J.M., 1989. "Some Aleternative To The Box-Cox Regression Model," Working papers 534, Massachusetts Institute of Technology (MIT), Department of Economics.
    Published as:

    Cited by:

    1. John Mullahy, 1998. "Much Ado About Two: Reconsidering Retransformation and the Two-Part Model in Health Economics," NBER Technical Working Papers 0228, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    2. Koebel, Bertrand M. & Falk, Martin & Laisney, Francois, 2000. "Imposing and testing curvature conditions on a Box-Cox function," ZEW Discussion Papers 00-70, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    3. Jason Abrevaya, 2002. "Computing Marginal Effects In The Box-Cox Model," Econometric Reviews, Taylor and Francis Journals, vol. 21(3), pages 383-393. [Downloadable!] (restricted)
    4. Donald S. Kenkel & Joseph V. Terza, 2001. "The effect of physician advice on alcohol consumption: count regression with an endogenous treatment effect," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 165-184. [Downloadable!]
    5. Jose A. F. Machado & Jose Mata, 2000. "Box-Cox quantile regression and the distribution of firm sizes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 253-274. [Downloadable!]
    6. Anirban Basu & Bhakti V. Arondekar & Paul J. Rathouz, 2006. "Scale of interest versus scale of estimation: comparing alternative estimators for the incremental costs of a comorbidity," Health Economics, John Wiley & Sons, Ltd., vol. 15(10), pages 1091-1107. [Downloadable!]
    7. Stefan Boes, 2007. "Count Data Models with Unobserved Heterogeneity: An Empirical Likelihood Approach," Working Papers 0704, University of Zurich, Socioeconomic Institute. [Downloadable!]

  14. Tim Bollerslev & Jeffrey M. Wooldridge, 1988. "Quasi-Maximum Likelihood Estimation of Dynamic Models with Time-Varying Covariances," Working papers 505, Massachusetts Institute of Technology (MIT), Department of Economics.

    Cited by:

    1. Ganapolsky, Eduardo J. J. & Schmukler, Sergio L., 1998. "The impact of policy announcements and news on capital markets : crisis management in Argentina during the Tequila Effect," Policy Research Working Paper Series 1951, The World Bank. [Downloadable!]
    2. Bernd Hayo & Ali Kutan, 2004. "The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets," Finance 0403002, EconWPA. [Downloadable!]
      Other versions:
    3. Chris Stivers & Licheng Sun, 2002. "Stock market uncertainty and the relation between stock and bond returns," Working Paper 2002-3, Federal Reserve Bank of Atlanta. [Downloadable!]
    4. Simone Manganelli & Robert F. Engle, 2001. "Value at risk models in finance," Working Paper Series 075, European Central Bank. [Downloadable!]
    5. H. Herwartz & H. Reimers, . "Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt," Sonderforschungsbereich 373 1999-48, Humboldt Universitaet Berlin.
    6. Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini, 2004. "Indirect Estimation Of Conditionally Heteroskedastic Factor Models," Working Papers wp2004_0409, CEMFI. [Downloadable!]
    7. Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades, 2003. "Monetary Policy and the Exchange Rate During the Asian Crisis: Identification Through Heteroscedasticity," CEIS Research Paper 23, Tor Vergata University, CEIS. [Downloadable!]
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    8. Takatoshi Ito & Robert F. Engle & Wen-Ling Lin, 1992. "Where Does the Meteor Shower Come From? The Role of Stochastic Policy Coordination," NBER Working Papers 3504, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    9. Issler, João Victor, 1999. "Estimating and Forecasting the Volatility of Brazilian Finance Series Using Arch Models (Preliminary Version)," Economics Working Papers (Ensaios Economicos da EPGE) 347, Graduate School of Economics, Getulio Vargas Foundation (Brazil). [Downloadable!]
    10. Ana Filipa Carvalho & José Sá da Costa & José Assis Lopes, 2006. "A systematic modelling strategy for futures markets volatility," Applied Financial Economics, Taylor and Francis Journals, vol. 16(11), pages 819-833, July. [Downloadable!] (restricted)
    11. Björn Hansson & Peter Hördahl, 2005. "Forecasting variance using stochastic volatility and GARCH," European Journal of Finance, Taylor and Francis Journals, vol. 11(1), pages 33-57, February. [Downloadable!] (restricted)
    12. Rehim Kili&art1;, 2004. "On the long memory properties of emerging capital markets: evidence from Istanbul stock exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 14(13), pages 915-922, September. [Downloadable!] (restricted)
    13. Young-Hye Cho & Robert F. Engle, 1999. "Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks," NBER Working Papers 7330, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    14. Takatoshi Ito & Wen-Ling Lin, 1993. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Working Papers 4592, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    15. Reitz, Stefan & Taylor, Mark P., 2006. "The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis," Discussion Paper Series 1: Economic Studies 2006,08, Deutsche Bundesbank, Research Centre. [Downloadable!]
      Other versions:
    16. Yoon-Jin Lee & Yongmiao Hong, 2004. "Specification Testing for Multivariate Time Series Volatility Models," Econometric Society 2004 Far Eastern Meetings 696, Econometric Society. [Downloadable!]
    17. Seppo Pynnönen & Warren P. Hogan & Jonathan A. Batten, 2006. "Dynamic equilibrium correction modelling of yen Eurobond credit spreads," The Institute for International Integration Studies Discussion Paper Series iiisdp127, IIIS. [Downloadable!]
    18. E. Ruiz & M.A. Carnero & D. Pereira, 2004. "Effects of Level Outliers on the Identification and Estimation of GARCH Models," Econometric Society 2004 Australasian Meetings 21, Econometric Society. [Downloadable!]
    19. Frank Westermann, 2004. "Does the Euro affect the dynamic interactions of stock markets in Europe? Evidence from France, Germany and Italy," European Journal of Finance, Taylor and Francis Journals, vol. 10(2), pages 139-148, April. [Downloadable!] (restricted)
    20. Lester Hadsell, 2006. "A TARCH examination of the return volatility--volume relationship in electricity futures," Applied Financial Economics, Taylor and Francis Journals, vol. 16(12), pages 893-901, August. [Downloadable!] (restricted)
    21. Ángel León & Javier Mencía & Enrique Sentana, 2005. "Parametric Properties Of Semi-Nonparametric Distributions, With Applications To Option Valuation," Working Papers wp2005_0509, CEMFI. [Downloadable!]
      Other versions:
    22. Spierdijk, L., 2002. "An empirical analysis of the role of the trading intensity in information dissemination on the NYSE," Discussion Paper 30, Tilburg University, Center for Economic Research. [Downloadable!]
    23. Angela J. Black & David G. McMillan, 2004. "Long run trends and volatility spillovers in daily exchange rates," Applied Financial Economics, Taylor and Francis Journals, vol. 14(12), pages 895-907, August. [Downloadable!] (restricted)
    24. Ferhan Salman, 1999. "Risk-return-volume relationship in an emerging stock market," Discussion Papers 9901, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
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    25. Stanislav Anatolyev & Dmitry Shakin, 2006. "Trade intensity in the Russian stock market:dynamics, distribution and determinants," Working Papers w0070, Center for Economic and Financial Research (CEFIR). [Downloadable!]
      Other versions:
    26. Geert Bekaert & Campbell R. Harvey & Christian Lundblad, 2005. "Liquidity and Expected Returns: Lessons From Emerging Markets," NBER Working Papers 11413, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    27. Michael P. Clements & Nick Taylor, 2003. "Evaluating interval forecasts of high-frequency financial data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 445-456. [Downloadable!]
    28. Matteo Manera & Michael McAleer & Margherita Grasso, 2006. "Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns," Applied Financial Economics, Taylor and Francis Journals, vol. 16(7), pages 525-533, April. [Downloadable!] (restricted)
    29. Christos S. Savva & Denise R. Osborn & Len Gill, 2006. "Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US," Centre for Growth and Business Cycle Research Discussion Paper Series 77, Economics, The Univeristy of Manchester. [Downloadable!]
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    30. Stilianos Fountas & Alexandra Ioannidis & Menelaos Karanasos, 2004. "Inflation, inflation uncertainty, and a common European Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2003 30, Money Macro and Finance Research Group. [Downloadable!]
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    31. Chihwa Kao, 2001. "Geography, Industrial Organization, and Agglomeration Heteroskedasticity Models with Estimates of the Variances of Foreign Exchange Rates," Center for Policy Research Working Papers 34, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
    32. Luc, BAUWENS & Genaro, SUCARRAT, 2006. "General to Specific Modelling of Exchange Rate Volatility : a Forecast Evaluation," Discussion Papers (ECON - Département des Sciences Economiques) 2006013, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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    33. Francisco Javier Mencía & Enrique Sentana, 2004. "Estimation And Testing Of Dynamic Models With Generalised Hyperbolic Innovations," Working Papers wp2004_0411, CEMFI. [Downloadable!]
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    34. Li Chen & H. Vincent Poor, 2003. "Credit Risk Modeling and the Term Structure of Credit Spreads," Finance 0312009, EconWPA. [Downloadable!]
    35. David G. McMillan & Alan E.H. Speight, 2002. "Temporal aggregation, volatility components and volume in high frequency UK bond futures," European Journal of Finance, Taylor and Francis Journals, vol. 8(1), pages 70-92, March. [Downloadable!] (restricted)
    36. W. Härdle & H. Herwartz & V. Spokoiny, . "Time Inhomogeneous Multiple Volatility Modelling," Sonderforschungsbereich 373 2001-7, Humboldt Universitaet Berlin.
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    37. Christian Bontemps & Nour Meddahi, 2002. "Testing Normality: A GMM Approach," CIRANO Working Papers 2002s-63, CIRANO. [Downloadable!]
    38. Henrik Amilon, 2003. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Research Paper Series 107, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    39. Christiansen, Charlotte, 2002. "Regime Switching in the Yield Curve," Finance Working Papers 02-13, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    40. Hui Guo & Robert Savickas, 2006. "The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries," Working Papers 2006-036, Federal Reserve Bank of St. Louis. [Downloadable!]
    41. H. Herwartz, . "Weekday Dependence of German Stock Market Returns," Sonderforschungsbereich 373 1999-47, Humboldt Universitaet Berlin.
    42. Joshua Rosenberg & Robert F. Engle, 2000. "Empirical Pricing Kernels," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-014, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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    43. H. Vincent Poor & Li Chen, 2003. "Parametric Estimation of Quadratic Term Structure Models of Interest Rates," Computing in Economics and Finance 2003 22, Society for Computational Economics. [Downloadable!]
    44. Paul D. McNelis & G.C. Lim, 1998. "Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark," International Finance 9805001, EconWPA. [Downloadable!]
    45. Christiansen, Charlotte, 2001. "Long Maturity Forward Rates," Finance Working Papers 01-12, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    46. C. Hafner & H. Herwartz, . "Option Pricing under Linear Autoregressive Dynamics, Heteroskedasticity, and Conditional Leptokurtosis," Sonderforschungsbereich 373 1999-58, Humboldt Universitaet Berlin.
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    47. Luc, BAUWENS & Dagfinn, RIME & Genaro, SUCARRAT, 2005. "Exchange Rate Volatility and the Mixture of Distribution Hypothesis," Discussion Papers (ECON - Département des Sciences Economiques) 2005043, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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    48. Domenico Sartore & Lucia Trevisan & Michele Trova & Francesca Volo, 2002. "US dollar/Euro exchange rate: a monthly econometric model for forecasting," European Journal of Finance, Taylor and Francis Journals, vol. 8(4), pages 480-501, December. [Downloadable!] (restricted)
    49. Jaesun Noh & Robert F. Engle & Alex Kane, 1993. "A Test of Efficiency for the S&P Index Option Market Using Variance Forecasts," NBER Working Papers 4520, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    50. Robert F. Engle & Victor K. Ng, 1991. "Measuring and Testing the Impact of News on Volatility," NBER Working Papers 3681, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    51. Jin-Chuan Duan & Kris Jacobs, 2001. "Short and Long Memory in Equilibrium Interest Rate Dynamics," CIRANO Working Papers 2001s-22, CIRANO. [Downloadable!]
    52. Antonio Diez de los Rios, 2004. "Exchange Rate Regimes, Globalisation And The Cost Of Capital In Emerging Markets," Working Papers wp2004_02, CEMFI. [Downloadable!]
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    53. John Cotter, 2005. "Tail behaviour of the euro," Applied Economics, Taylor and Francis Journals, vol. 37(7), pages 827-840, April. [Downloadable!] (restricted)
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    54. Bernd Hayo & Ali Kutan, 2001. "Investor Panic, IMF Actions, and Emerging Stock Market Returns and Volatility," International Finance 0112001, EconWPA. [Downloadable!]
    55. Sean D. Campbell & Francis X. Diebold, 2003. "Weather Forecasting for Weather Derivatives," NBER Working Papers 10141, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    56. Juan A. Lafuente & Manuel Illueca Muñoz, 2006. "New Evidence On Expiration-Day Effects Using Realized Volatility: An Intraday Analysis For The Spanish Stock Exchange," Working Papers. Serie EC 2006-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    57. Angelos Kanas, 2005. "Pure contagion effects in international banking: The case of BCCI’s failure," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 101-123, May. [Downloadable!]
    58. Robert F. Engle & Joshua Rosenberg, 1998. "Testing the Volatility Term Structure using Option Hedging Criteria," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-031, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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    59. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2003. "Winter Blues: A SAD Stock Market Cycle," American Economic Review, American Economic Association, vol. 93(1), pages 324-343, March. [Downloadable!]
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    60. Peter G. Szilagyi & Jonathan A. Batten, 2006. "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series iiisdp128, IIIS. [Downloadable!]
    61. Jaesun Noh & Robert F. Engle & Alex Kane, 1994. "Forecasting Volatility and Option Prices of the S&P 500 Index," University of California at San Diego, Economics Working Paper Series 93-32r, Department of Economics, UC San Diego. [Downloadable!]
    62. Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, Center for Economic and Financial Research (CEFIR). [Downloadable!]
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    63. Christiansen, Charlotte, 2003. "Multivariate Term Structure Models with Level and Heteroskedasticity Effects," Finance Working Papers 02-19, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
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    64. Christiansen, Charlotte & Lund, Jesper, 2002. "Revisiting the shape of the yield curve: the effect of interest rate volatility," Finance Working Papers 02-3, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    65. David G. McMillan & Alan E. H. Speight, 2004. "Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility," Applied Financial Economics, Taylor and Francis Journals, vol. 14(4), pages 253-263, January. [Downloadable!] (restricted)
    66. Martin T. Bohl & Janusz Brzeszczynski, 2005. "Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market," CERT Discussion Papers 0501, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
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    67. Christian A. Johnson, 2002. "Value at Risk: Teoría y Aplicaciones," Working Papers Central Bank of Chile 136, Central Bank of Chile. [Downloadable!]
    68. Amir H. Alizadeh & Manolis G. Kavussanos & David A. Menachof, 2004. "Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios," Applied Economics, Taylor and Francis Journals, vol. 36(12), pages 1337-1353, July. [Downloadable!] (restricted)
    69. Kalvinder Shields & Nilss Olekalns & Ólan T. Henry & Chris Brooks, 2003. "Measuring the Response of Macroeconomic Uncertainty to Shocks," Department of Economics - Working Papers Series 870, The University of Melbourne. [Downloadable!]
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    70. K.C. Chan & G. Andrew Karolyi & Rene M. Stulz, 1992. "Global Financial Markets and the Risk Premium on U.S. Equity," NBER Working Papers 4074, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    71. Eric Hillebrand & Gunther Schnabl, . "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," Departmental Working Papers 2003-09, Department of Economics, Louisiana State University. [Downloadable!]
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    72. Richard T. Baillie & William P. Osterberg, 1998. "Central bank intervention and overnight uncovered interest rate parity," Working Paper 9823, Federal Reserve Bank of Cleveland. [Downloadable!]
    73. Panayiotis Diamandis & Georgios Kouretas & Leonidas Zarangas, 2006. "Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis," Working Papers 0602, University of Crete, Department of Economics. [Downloadable!]
    74. Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini, 2003. "Testing for Financial Contagion between Developed and Emerging Markets during the 1997 East Asian Crisis," Economics Working Paper Archive 370, Levy Economics Institute, The. [Downloadable!]
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    75. K C Neanidis & C S Savva, 2006. "The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies," Centre for Growth and Business Cycle Research Discussion Paper Series 71, Economics, The Univeristy of Manchester. [Downloadable!]
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    76. F. Fornari & A. Mele, 2000. "Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations," THEMA Working Papers 2000-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise. [Downloadable!]
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    77. D. Nautz, . "Die empirische Relevanz des Monetären Modells für die Erklärung des DM/Dollar Wechselkurses," Sonderforschungsbereich 373 1999-63, Humboldt Universitaet Berlin.
    78. Caporale, Guglielmo Maria & Ntantamis, Christos & Pantelidis, Theologos & Pittis, Nikitas, 2004. "The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study," Economics Series 156, Institute for Advanced Studies. [Downloadable!]
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    79. Paul Alagidede & Theodore Panagiotidis, 2006. "Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange," Discussion Paper Series 2006_13, Department of Economics, Loughborough University, revised Jun 2006. [Downloadable!]
    80. Andreas A. Jobst, 2003. "Verbriefung und ihre Auswirkung auf die Finanzmarktstabilität," Working Paper Series: Finance and Accounting 119, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
    81. Christiansen, Charlotte, 2005. "Decomposing European bond and equity volatility," Finance Research Group Working Papers F-2004-01, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
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    82. Tim Bollerslev & Eric Ghysels, 1994. "On Periodic Autogressive Conditional Heteroskedasticity," CIRANO Working Papers 94s-03, CIRANO. [Downloadable!]
    83. A. Gregoriou & A. Kontonikas & N. Tsitsianis, 2004. "Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK," Applied Financial Economics, Taylor and Francis Journals, vol. 14(3), pages 215-220, February. [Downloadable!] (restricted)
    84. Robert F. Engle & Asger Lunde, 1998. "Trades and Quotes: A Bivariate Point Process," University of California at San Diego, Economics Working Paper Series 98-07, Department of Economics, UC San Diego. [Downloadable!]
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    85. Jon Wongswan, 2003. "Contagion: an empirical test," International Finance Discussion Papers 775, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    86. Pilar Abad & Alfonso Novales, 2004. "Volatility transmission across the term structure of swap markets: international evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 14(14), pages 1045-1058, October. [Downloadable!] (restricted)
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    87. Robert F. Engle & Gary G.J. Lee, 1993. "A Permanent and Transitory Component Model of Stock Return Volatility," University of California at San Diego, Economics Working Paper Series 92-44r, Department of Economics, UC San Diego. [Downloadable!]
    88. Samuel Kyle Jones & Mark A. Thompson, 2005. "On conditional volatility transmission among mutual fund portfolios," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(6), pages 339-342, November. [Downloadable!] (restricted)
    89. Wen-Ling Lin & Robert F. Engle & Takatoshi Ito, 1991. "Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns," NBER Working Papers 3911, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    90. F. Pérez de Gracia & J. Cuñado; J. Gómez, 2004. "Financial Liberalization and Emerging Stock Market Volatility," Computing in Economics and Finance 2004 124, Society for Computational Economics. [Downloadable!]
    91. Nikolaus Hautsch, 2006. "Testing the Conditional Mean Function of Autoregressive Conditional Duration Models," FRU Working Papers 2006/06, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
    92. Baele, Lieven, 2003. "Volatility Spillover Effects in European Equity Markets: Evidence from a Regime Switching Model," EIFC - Technology and Finance Working Papers 33, United Nations University, Institute for New Technologies. [Downloadable!]
    93. Ellis Connolly & Marion Kohler, 2004. "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Research Discussion Papers rdp2004-10, Reserve Bank of Australia. [Downloadable!]
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    94. Robert F. Engle & Kenneth F. Kroner previously & Yoshihisa Baba & Dennis F. Kraft, 1993. "Multivariate Simultaneous Generalized ARCH," University of California at San Diego, Economics Working Paper Series 89-57r, Department of Economics, UC San Diego. [Downloadable!]
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    95. Spierdijk, L. & Nijman, T.E. & Soest, A.H.O., 2002. "The price impact of trades in illiquid stocks in periods of high and low market activity," Discussion Paper 29, Tilburg University, Center for Economic Research. [Downloadable!]
    96. Christiansen, Charlotte, 2003. "Volatility-Spillover E ffects in European Bond Markets," Finance Working Papers 03-8, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
    97. Nour Meddahi & Éric Renault, 1998. "Quadratic M-Estimators for ARCH-Type Processes," CIRANO Working Papers 98s-29, CIRANO. [Downloadable!]
    98. Nigel Wilkins, 2004. "Indirect Estimation of Long Memory Volatility Models," Econometric Society 2004 Far Eastern Meetings 459, Econometric Society. [Downloadable!]
    99. Drost, F.C. & Nijman, T.E. & Werker, B.J.M., 1994. "Estimation and Testing in Models Containing Both Jumps and Conditional Heteroskedasticity," Discussion Paper 105, Tilburg University, Center for Economic Research. [Downloadable!]
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    100. H. Herwartz & H. Reimers, . "Empirical modeling of the DEM/USD and DEM/JPY foreign exchange rate: Structural shifts in GARCH-models and their implications," Sonderforschungsbereich 373 2001-83, Humboldt Universitaet Berlin.
    101. Gabriela De Raaij & Burkhard Raunig, 2005. "Evaluating density forecasts from models of stock market returns," European Journal of Finance, Taylor and Francis Journals, vol. 11(2), pages 151-166, April. [Downloadable!] (restricted)
    102. Ewing, Bradley T. & Seyfried, William L, 2003. "Modeling The Philips Curve: A Time-Varying Volatility Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 3(2). [Downloadable!]
    103. Dimitris Kenourgios & Aristeidis Samitas & Spyros Papathanasiou, 2005. "The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange," Finance 0512028, EconWPA. [Downloadable!]
    104. Seppo Pynnönen & Warren P. Hogan & Jonathan A. Batten, 2006. "Modelling credit spreads on yen Eurobonds within an equilibrium correction framework," Applied Financial Economics, Taylor and Francis Journals, vol. 16(8), pages 583-606, May. [Downloadable!] (restricted)
    105. Stefan Reitz & M.P Taylor, 2006. "The Coordination Channel of Foreign Exchange Intervention," Computing in Economics and Finance 2006 16, Society for Computational Economics. [Downloadable!]
    106. Robert Engle, 2001. "GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 157-168, Fall. [Downloadable!] (restricted)
    107. Oliver Linton & Douglas G. Steigerwald, 1995. "Adaptive Testing in ARCH Models," Cowles Foundation Discussion Papers 1105, Cowles Foundation, Yale University. [Downloadable!]
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    108. Vicente Meneu & Hipolit Torro, . "Asymmetric covariance in sport-future markets," Studies on the Spanish Economy 135, FEDEA. [Downloadable!]
    109. David G. McMillan & Alan E. H. Speight, 2006. "Heterogeneous information flows and intra-day volatility dynamics: evidence from the UK FTSE-100 stock index futures market," Applied Financial Economics, Taylor and Francis Journals, vol. 16(13), pages 959-972, September. [Downloadable!] (restricted)
    110. Nicole Davis & Ali M. Kutan, 2003. "Inflation and output as predictors of stock returns and volatility: international evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 13(9), pages 693-700, September. [Downloadable!] (restricted)
    111. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002. "Parametric and Nonparametric Volatility Measurement," Center for Financial Institutions Working Papers 02-27, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
      Other versions:
    112. Sean D. Campbell & Canlin Li, 2004. "Alternative estimates of the presidential premium," Finance and Economics Discussion Series 2004-69, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    113. Olan T. Henry & Sandy Suardi, 2004. "Testing for a Level Effect in Short-Term Interest Rates," Department of Economics - Working Papers Series 924, The University of Melbourne. [Downloadable!]
    114. Bernd Hayo & Ali Kutan, 2002. "The Impact of News, Oil Prices, and International Spillovers on Russian Financial Markets," Finance 0209001, EconWPA. [Downloadable!]
    115. Andreas A. Jobst, 2003. "European Securitisation: A GARCH Model of CDO, MBS and Pfandbrief Spreads," Working Paper Series: Finance and Accounting 121, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
    116. Stefan Reitz & Frank Westerhoff, 2003. "Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists," CFS Working Paper Series 2003/10, Center for Financial Studies. [Downloadable!]
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    117. Frank W. Agbola & Chartri Kunanopparat, 2005. "Determinants of exchange rate practices: some empirical evidence from Thailand," Applied Economics, Taylor and Francis Journals, vol. 37(7), pages 807-816, April. [Downloadable!] (restricted)
    118. Emma Iglesias & Jean Marie Dufour, 2004. "Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors," Econometric Society 2004 North American Summer Meetings 161, Econometric Society. [Downloadable!]
    119. Jose M. Campa & P. H. Kevin Chang, 1997. "The Forecasting Ability of Correlations Implied in Foreign Exchange Options," NBER Working Papers 5974, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    120. Marie D. Racine & Lucy F. Ackert, 1998. "Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis," Working Paper 98-14, Federal Reserve Bank of Atlanta. [Downloadable!]
    121. Amilon, Henrik, 2005. "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Working Paper Series 177, Sveriges Riksbank (Central Bank of Sweden). [Downloadable!]

  15. Danny Quah & Jeffrey M. Wooldridge, 1988. "A Common Error in the Treatment of Trending Time Series," Working papers 483, Massachusetts Institute of Technology (MIT), Department of Economics.

    Cited by:

    1. J. Joseph Beaulieu & Jeffrey A. Miron, 1992. "Seasonal Unit Roots in Aggregate U.S. Data," NBER Technical Working Papers 0126, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    2. J. Joseph Beaulieu & Jeffrey A. Miron, 1990. "A Cross Country Comparison of Seasonal Cycles and Business Cycles," NBER Working Papers 3459, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Fabio Canova & Takatoshi Ito, 1991. "On Time-Series Properties of Time-Varying Risk Premium in the Yen/Dollar Exchange Market," NBER Working Papers 2678, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  16. Jeffrey M. Wooldridge, 1987. "Specification Testing and Quasi-Maximum Likelihood Estimation," Working papers 479, Massachusetts Institute of Technology (MIT), Department of Economics.
    Published as:

    Cited by:

    1. Giovanni Forchini & Grant Hillier, 2005. "Ill-conditioned problems, Fisher information and weak instruments," CeMMAP working papers CWP04/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    2. Randy Becker & Vernon Henderson, 1997. "Effects of Air Quality Regulation on in Polluting Industries," NBER Working Papers 6160, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Christopher Stomberg & Halbert White, 2000. "Bootstrapping the Information Matrix Test," University of California at San Diego, Economics Working Paper Series 2000-04, Department of Economics, UC San Diego. [Downloadable!]
    4. Artem Prokhorov & Peter Schmidt, 2009. "Likelihood Based Estimation in a Panel Setting: Robustness, Redundancy and Validity of Copulas," Working Papers 09002, Concordia University, Department of Economics. [Downloadable!]
    5. J Vernon Henderson & James Davis, 2004. "The Agglomeration of Headquarters," Working Papers 04-02, Center for Economic Studies, U.S. Census Bureau. [Downloadable!]
      Other versions:
    6. Leslie E. Papke & Jeffrey M. Wooldridge, 1993. "Econometric Methods for Fractional Response Variables with an Application to 401(k) Plan Participation Rates," NBER Technical Working Papers 0147, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. Simon Condliffe & O. Ashton Morgan, 2009. "The effects of air quality regulations on the location decisions of pollution-intensive manufacturing plants," Journal of Regulatory Economics, Springer, vol. 36(1), pages 83-93, August. [Downloadable!] (restricted)
    8. Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Papers 707, Queen's University, Department of Economics. [Downloadable!]
    9. Glenn T. Sueyoshi, 1994. "Regression Based Tests for Non-Nested Alternatives in Grouped Duration Models," University of California at San Diego, Economics Working Paper Series 94-11, Department of Economics, UC San Diego. [Downloadable!]

Articles

  1. Guido W. Imbens & Jeffrey M. Wooldridge, 2009. "Recent Developments in the Econometrics of Program Evaluation," Journal of Economic Literature, American Economic Association, vol. 47(1), pages 5-86, March.

    Cited by:

    1. Flores, Carlos A. & Flores-Lagunes, Alfonso, 2009. "Identification and Estimation of Causal Mechanisms and Net Effects of a Treatment under Unconfoundedness," IZA Discussion Papers 4237, Institute for the Study of Labor (IZA). [Downloadable!]
    2. Nikolaus Graf & Helmut Hofer & Rudolf Winter-Ebmer, 2009. "Labour Supply Effects of a Subsidised Old-Age Part-Time Scheme in Austria," NRN working papers 2009-06, The Austrian Center for Labor Economics and the Analysis of the Welfare State, Johannes Kepler University Linz, Austria. [Downloadable!]
      Other versions:
    3. Channing Arndt & Sam Jones & Finn Tarp, 2009. "Aid and Growth: Have We Come Full Circle?," Discussion Papers 09-22, University of Copenhagen. Department of Economics. [Downloadable!]
      Other versions:
    4. Kuhn, Andreas & Lalive, Rafael & Zweimüller, Josef, 2009. "The Public Health Costs of Job Loss," IZA Discussion Papers 4355, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    5. Benoit Dostie & Rajshri Jayaraman, 2009. "The Effect of Adversity on Process Innovations and Managerial Incentives," Cahiers de recherche 0923, CIRPEE. [Downloadable!]
      Other versions:
    6. H. Allen Klaiber & V. Kerry Smith, 2009. "Evaluating Rubin's Causal Model for Measuring the Capitalization of Environmental Amenities," NBER Working Papers 14957, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    7. Bauer, Thomas & Bender, Stefan & Paloyo, Alfredo R. & Schmidt, Christoph M., 2009. "Evaluating the Labor-Market Effects of Compulsory Military Service," IZA Discussion Papers 4535, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    8. Bernardo Lara & Alejandra Mizala & Andrea Repetto, 2009. "Revisiting the School Choice Debate in Chile," Documentos de Trabajo 263, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
    9. Thomas K. Bauer & Stefan Bender & Alfredo R. Paloyo & Christoph M. Schmidt, 2009. "Evaluating the Labor-Market Effects of Compulsory Military Service - A Regression-Discontinuity Approach," Ruhr Economic Papers 0141, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
    10. Newhouse, David & Suryadarma, Daniel, 2009. "The value of vocational education : high school type and labor market outcomes in Indonesia," Policy Research Working Paper Series 5035, The World Bank. [Downloadable!]

  2. Murtazashvili, Irina & Wooldridge, Jeffrey M., 2008. "Fixed effects instrumental variables estimation in correlated random coefficient panel data models," Journal of Econometrics, Elsevier, vol. 142(1), pages 539-552, January. [Downloadable!] (restricted)

    Cited by:

    1. Manuel Arellano & Stéphane Bonhomme, 2009. "Identifying Distributional Characteristics In Random Coefficients Panel Data Models," Working Papers wp2009_0904, CEMFI. [Downloadable!]
      Other versions:

  3. Papke, Leslie E. & Wooldridge, Jeffrey M., 2008. "Panel data methods for fractional response variables with an application to test pass rates," Journal of Econometrics, Elsevier, vol. 145(1-2), pages 121-133, July. [Downloadable!] (restricted)

    Cited by:

    1. Büttner, Thomas & Jacobebbinghaus, Peter & Ludsteck, Johannes, 2009. "Occupational upgrading and the business cycle in West Germany," IAB Discussion Paper 200902, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]. [Downloadable!]
      Other versions:
    2. Joachim Wagner, 2008. "Exports and Firm Characteristics – First Evidence from Fractional Probit Panel Estimates," Working Paper Series in Economics 97, University of Lüneburg, Institute of Economics. [Downloadable!]
    3. Joel Stiebale, 2008. "Do Financial Constraints Matter for Foreign Market Entry? – A Firm-Level Examination," Ruhr Economic Papers 0051, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
    4. Alexander Eickelpasch & Alexander Vogel, 2009. "Determinants of Export Behaviour of German Business Services Companies," Working Paper Series in Economics 123, University of Lüneburg, Institute of Economics. [Downloadable!]
      Other versions:
    5. Sauer, Johannes & Davidova, Sophia & Latruffe, Laure, 2009. "Determinants of the Fallowing Decision in Kosovo," 83rd Annual Conference, March 30-April 1, 2009, Dublin, Ireland 51072, Agricultural Economics Society. [Downloadable!]
    6. Harald Oberhofer & Michael Pfaffermayr, . "Fractional Response Models - A Replication Exercise of Papke and Wooldridge (1996)," Working Papers 2009-02, Faculty of Economics and Statistics, University of Innsbruck. [Downloadable!]

  4. Wooldridge, Jeffrey M., 2007. "Inverse probability weighted estimation for general missing data problems," Journal of Econometrics, Elsevier, vol. 141(2), pages 1281-1301, December. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Wooldridge, Jeffrey M., 2005. "Violating Ignorability Of Treatment By Controlling For Too Many Factors," Econometric Theory, Cambridge University Press, vol. 21(05), pages 1026-1028, October. [Downloadable!]

    Cited by:

    1. Channing Arndt & Sam Jones & Finn Tarp, 2009. "Aid and Growth: Have We Come Full Circle?," Discussion Papers 09-22, University of Copenhagen. Department of Economics. [Downloadable!]
      Other versions:

  6. Jeffrey M. Wooldridge, 2005. "Fixed-Effects and Related Estimators for Correlated Random-Coefficient and Treatment-Effect Panel Data Models," The Review of Economics and Statistics, MIT Press, vol. 87(2), pages 385-390, 05. [Downloadable!] (restricted)

    Cited by:

    1. J. David Brown & John S. Earle & Almos Telegdy, 2005. "The Productivity Effects of Privatization: Longitudinal Estimates from Hungary, Romania, Russia, and Ukraine," Staff Working Papers 05-121, W.E. Upjohn Institute for Employment Research. [Downloadable!] (restricted)
      Other versions:

  7. Jeffrey M. Wooldridge, 2005. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(1), pages 39-54. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  8. Wooldridge, Jeffrey M., 2005. "Instrumental Variables Estimation With Panel Data," Econometric Theory, Cambridge University Press, vol. 21(04), pages 865-869, August. [Downloadable!]

    Cited by:

    1. Kazuhiko Hayakawa, 2006. "Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present," Hi-Stat Discussion Paper Series d05-130, Institute of Economic Research, Hitotsubashi University. [Downloadable!]

  9. Papke, Leslie E. & Wooldridge, Jeffrey M., 2005. "A computational trick for delta-method standard errors," Economics Letters, Elsevier, vol. 86(3), pages 413-417, March. [Downloadable!] (restricted)

    Cited by:

    1. Ibrahim Chowdhury & Andreas Schabert, 2008. "Federal Reserve Policy viewed through a Money Supply Loss," Tinbergen Institute Discussion Papers 08-023/2, Tinbergen Institute. [Downloadable!]
      Other versions:
    2. António Afonso & Juan González Alegre, 2007. "Economic Growth and Budgetary Components: a Panel Assessment for the EU," Working Papers 2007/29, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon.. [Downloadable!]
      Other versions:
    3. Yongfu Huang, 2006. "Private investment and financial development in a globalized world," Bristol Economics Discussion Papers 06/589, Department of Economics, University of Bristol, UK. [Downloadable!]
    4. Hugo Salgado & Manuel Romero-Hernández, 2006. "Economies of Density, Network Size and Spatial Scope in the European Airline Industry," Working Papers 2006-13, FEDEA. [Downloadable!]
    5. Colin Vance, 2006. "Marginal Effects and Significance Testing with Heckman’s Sample Selection Model: A Methodological Note," RWI Discussion Papers 0039, Rheinisch-Westfälisches Institut für Wirtschaftsforschung. [Downloadable!]

  10. Wooldridge, Jeffrey M., 2004. "Statistical significance is okay, too: comment on "Size Matters"," The Journal of Socio-Economics, Elsevier, vol. 33(5), pages 577-579, November. [Downloadable!] (restricted)

    Cited by:

    1. Kevin D. Hoover & Mark V. Siegler, 2005. "Sound and Fury: McCloskey and Significance Testing in Economics," Econometrics 0511018, EconWPA. [Downloadable!]
      Other versions:

  11. Wooldridge, Jeffrey M., 2003. "Further results on instrumental variables estimation of average treatment effects in the correlated random coefficient model," Economics Letters, Elsevier, vol. 79(2), pages 185-191, May. [Downloadable!] (restricted)

    Cited by:

    1. 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)
      Other versions:
    2. Joshua D. Angrist, 2003. "Treatment Effect Heterogeneity in Theory and Practice," NBER Working Papers 9708, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    3. Åslund, Olof & Fredriksson, Peter, 2005. "Ethnic enclaves and welfare cultures - quasi-experimental evidence," Working Paper Series 2005:8, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
      Other versions:
    4. Christophe Kolodziejczyk, 2006. "A Note on the Correlated Random Coefficient Model," CAM Working Papers 2006-10, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
    5. Christian Belzil & Jörgen Hansen, 2005. "A Structural Analysis of the Correlated Random Coefficient Wage Regression Model with an Application to the OLS-IV Puzzle," IZA Discussion Papers 1585, Institute for the Study of Labor (IZA). [Downloadable!]
    6. Christophe Kolodziejczyk, 2006. "Retirement and Fixed Costs to Work: An Empirical Analysis," CAM Working Papers 2006-09, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
    7. Brendan Kline & Justin L. Tobias, 2008. "The wages of BMI: Bayesian analysis of a skewed treatment-response model with nonparametric endogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 767-793. [Downloadable!]
    8. Bryan S. Graham & James Powell, 2008. "Identification and Estimation of 'Irregular' Correlated Random Coefficient Models," NBER Working Papers 14469, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Carl-Johan Dalgaard & Henrik Hansen, 2005. "The Return to Foreign Aid," Discussion Papers 05-04, University of Copenhagen. Department of Economics. [Downloadable!]
    10. Klein, T.J., 2008. "Heterogeneous Treatment Effects: Instrumental Variables Without Monotonicity?," Discussion Paper 2008-45, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    11. John K. Dagsvik, Torbjørn Hægeland and Arvid Raknerud, 2006. "Estimation of Earnings- and Schooling Choice Relations: A Likelihood Approach," Discussion Papers 486, Research Department of Statistics Norway. [Downloadable!]

  12. Jeffrey M. Wooldridge, 2003. "Cluster-Sample Methods in Applied Econometrics," American Economic Review, American Economic Association, vol. 93(2), pages 133-138, May. [Downloadable!]

    Cited by:

    1. Etienne Wasmer, 2006. "The Economics of Prozac: Do Employees Really Gain from Strong Employment Protection?," IZA Discussion Papers 2460, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    2. Justin McCrary & Heather Royer, 2006. "The Effect of Female Education on Fertility and Infant Health: Evidence from School Entry Policies Using Exact Date of Birth," NBER Working Papers 12329, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Arai, Mahmood & Skogman Thoursie, Peter, 2006. "Giving Up Foreign Names: An Empirical Examination of Surname Change and Earnings," SULCIS Working Papers 2007:1, Stockholm University Linnaeus Center for Integration Studies - SULCIS. [Downloadable!]
      Other versions:
    4. A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2007. "Bootstrap-Based Improvements for Inference with Clustered Errors," NBER Technical Working Papers 0344, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    5. Claire Dujardin & Florence Goffette-Nagot, 2005. "Neighborhood effects, public housing and unemployment in France," Post-Print halshs-00180046_v1, HAL. [Downloadable!]
      Other versions:
    6. Gianni De Nicoló & John H. Boyd & Abu M. Jalal, 2007. "Bank Risk-Taking and Competition Revisited: New Theory and New Evidence," IMF Working Papers 06/297, International Monetary Fund. [Downloadable!]
    7. Jere R. Behrman & John Hoddinott & John A. Maluccio & Reynaldo Martorell, 2009. "Brains versus Brawn: Labor Market Returns to Intellectual and Health Human Capital in a Poor Developing Country," Middlebury College Working Paper Series 0907, Middlebury College, Department of Economics. [Downloadable!]
    8. Fabio Schiantarelli, 2005. "Product Market Regulation and Macroeconomic Performance: A Review of Cross Country Evidence," Boston College Working Papers in Economics 623, Boston College Department of Economics, revised 04 Aug 2008. [Downloadable!]
      Other versions:
    9. Chakravarty Sujoy & Harrison Glenn W & Haruvy Ernan E & Rutstrom Elisabet E, 2005. "Are You Risk Averse Over Other People’s Money?," IIMA Working Papers 2005-08-04, Indian Institute of Management Ahmedabad, Research and Publication Department. [Downloadable!]
    10. A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2006. "Robust Inference with Multi-way Clustering," NBER Technical Working Papers 0327, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    11. Martin Halla & Friedrich Schneider & Alexander Wagner, 2008. "Satisfaction with Democracy and Collective Action Problems: The Case of the Environment," Economics working papers 2008-08, Department of Economics, Johannes Kepler University Linz, Austria. [Downloadable!]
      Other versions:
    12. John Hartwick & Michael Brolley, 2008. "Sunnier, Denser and More Productive Cities," Working Papers 1190, Queen's University, Department of Economics. [Downloadable!]
    13. Ziebarth, N, 2009. "“Do I really need to go to rehab? I’d say no, no, no.” Estimating Price Elasticities of Convalescent Care Programs," Health, Econometrics and Data Group (HEDG) Working Papers 09/27, HEDG, c/o Department of Economics, University of York. [Downloadable!]
      Other versions:
    14. Geys, Benny & Konrad, Kai A. & Qari, Salmai, 2009. "Patriotism, Taxation and International Mobility," CEPR Discussion Papers 7216, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    15. Nicolas R. Ziebarth, 2009. "Long-Term Absenteeism and Moral Hazard: Evidence from a Natural Experiment," SOEPpapers 172, DIW Berlin, The German Socio-Economic Panel (SOEP). [Downloadable!]
      Other versions:
    16. Michele Campolieti & James Goldenberg, 2007. "Disability Insurance Denial Rates and the Labor Force Participation of Older Men and Women in Canada," Atlantic Economic Journal, International Atlantic Economic Society, vol. 35(1), pages 59-75, March. [Downloadable!] (restricted)
    17. Céline Azémar & Rodolphe Desbordes, 2009. "Short-run strategies for attracting Foreign Direct Investment," Working Papers 2009_24, Department of Economics, University of Glasgow. [Downloadable!]
    18. Elinder, Mikael & Jordahl , Henrik & Poutvaara, Panu, 2008. "Selfish and Prospective Theory and Evidence of Pocketbook Voting," Working Paper Series 2008:7, Uppsala University, Department of Economics. [Downloadable!]
      Other versions:
    19. Ryan Kellogg & Hendrik Wolff, 2007. "Does Extending Daylight Saving Time Save Energy? Evidence from an Australian Experiment," IZA Discussion Papers 2704, Institute for the Study of Labor (IZA). [Downloadable!]
    20. Nekby, Lena & Rödin, Magnus, 2007. "Acculturation Identity and Labor Market Outcomes," SULCIS Working Papers 2007:4, Stockholm University Linnaeus Center for Integration Studies - SULCIS. [Downloadable!]
      Other versions:
    21. Beckmann, Daniela & Menkhoff, Lukas & Suto, Megumi, 2007. "Does Culture Influence Asset Managers? Views and Behavior?," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-367, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
      Other versions:
    22. Nilsson, Anna, 2004. "Income inequality and crime: The case of Sweden," Working Paper Series 2004:6, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
    23. Buchmueller, Thomas C. & DiNardo, John & Valletta, Rob, 2009. "The Effect of an Employer Health Insurance Mandate on Health Insurance Coverage and the Demand for Labor: Evidence from Hawaii," IZA Discussion Papers 4152, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    24. Lach, Saul, 2005. "Immigration and Prices," CEPR Discussion Papers 5083, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    25. Christopher Spencer, 2006. "The Dissent Voting Behaviour of Bank of England MPC Members," Department of Economics Discussion Papers 0306, Department of Economics, University of Surrey. [Downloadable!]
    26. Michele Campolieti Campolieti, 2003. "Disability insurance eligibility criteria and the labor supply of older men," Economics Bulletin, Economics Bulletin, vol. 10(3), pages 1-7. [Downloadable!]
    27. Gur Huberman & Sheena Iyengar & Wei Jiang, 2007. "Defined Contribution Pension Plans: Determinants of Participation and Contributions Rates," Journal of Financial Services Research, Springer, vol. 31(1), pages 1-32, February. [Downloadable!] (restricted)
    28. Glenn Harrison & E. Rutström, 2009. "Expected utility theory and prospect theory: one wedding and a decent funeral," Experimental Economics, Springer, vol. 12(2), pages 133-158, June. [Downloadable!] (restricted)
    29. David Albouy, 2009. "What Are Cities Worth? Land Rents, Local Productivity, and the Capitalization of Amenity Values," NBER Working Papers 14981, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    30. Mitchell A. Petersen, 2005. "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches," NBER Working Papers 11280, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    31. John Maluccio & John Hoddinott, International Food Policy Research Institute & Jere R. Behrman, University of Pennsylvania & Reynaldo Martorell, Emory University & Agnes R. Quisumbing, International F, 2006. "The Impact of Nutrition during Early Childhood on Education among Guatemalan Adults," Middlebury College Working Paper Series 0614, Middlebury College, Department of Economics. [Downloadable!]
      Other versions:
    32. Vikström, Johan, 2009. "Cluster sample inference using sensitivity analysis: the case with few groups," Working Paper Series 2009:15, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
    33. TAKEDA Yosuke & UCHIDA Ichiro, 2009. "Technological Externalities and Economic Distance: A case of the Japanese automobile suppliers," Discussion papers 09051, Research Institute of Economy, Trade and Industry (RIETI). [Downloadable!]
    34. Dennis Coates & Brad R. Humphreys, 2006. "The Effect of Professional Sports on the Earnings of Individuals: Evidence from Microeconomic Data," Working Papers 0612, International Association of Sports Economists. [Downloadable!]
      Other versions:
    35. Kopits, Elizabeth & Cropper, Maureen, 2005. "Why have traffic fatalities declined in industrialized countries ? Implications for pedestrians and vehicle occupants," Policy Research Working Paper Series 3678, The World Bank. [Downloadable!]

  13. Li, Qi & Wooldridge, Jeffrey M., 2002. "Semiparametric Estimation Of Partially Linear Models For Dependent Data With Generated Regressors," Econometric Theory, Cambridge University Press, vol. 18(03), pages 625-645, June. [Downloadable!]

    Cited by:

    1. Dennis Kristensen, 2008. "Uniform Convergence Rates of Kernel Estimators with Heterogenous, Dependent Data," CREATES Research Papers 2008-37, School of Economics and Management, University of Aarhus. [Downloadable!]
      Other versions:
    2. 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!]
    3. Dennis Kristensen, 2009. "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers 2009-44, School of Economics and Management, University of Aarhus. [Downloadable!]

  14. Jeffrey M. Wooldridge, 2001. "Applications of Generalized Method of Moments Estimation," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 87-100, Fall. [Downloadable!] (restricted)

    Cited by:

    1. Santos-Paulino, Amelia U., 2007. "Trade Sustainability and Aid under Liberalization in Fragile Least Developed Countries," Working Papers UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER). [Downloadable!]
    2. Ekkehard Ernst & Peter Flaschel & Christian Proano & Willi Semmler, 2006. "Disequilibrium Macroeconomic Dynamics, Income Distribution and Wage-Price Phillips Curves," IMK Working Paper 04-2006, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute. [Downloadable!]
    3. Notten, Geranda & de Crombrugghe, Denis, 2006. "Poverty risk and consumption smoothing abilities in Russia," MPRA Paper 5314, University Library of Munich, Germany, revised 27 Jul 2007. [Downloadable!]
    4. Abigail Barr & Pieter Serneels, 2004. "Wages and Reciprocity in the Workplace," Development and Comp Systems 0409064, EconWPA. [Downloadable!]
    5. Khan, Safdar Ullah & Saqib, Omar Farooq, 2008. "Political Instability and Inflation in Pakistan," MPRA Paper 13056, University Library of Munich, Germany, revised 02 Jan 2009. [Downloadable!]
    6. Cristina Arellano & Aleš Bulir & Timothy D. Lane & Leslie Lipschitz, 2005. "The Dynamic Implications of Foreign Aid and Its Variability," IMF Working Papers 05/119, International Monetary Fund. [Downloadable!]
      Other versions:
    7. José Sánchez-fung, 2005. "Estimating a monetary policy reaction function for the dominican republic," International Economic Journal, Korean International Economic Association, vol. 19(4), pages 563-577, December. [Downloadable!] (restricted)
      Other versions:
    8. Stefan Boes, 2007. "Count Data Models with Unobserved Heterogeneity: An Empirical Likelihood Approach," Working Papers 0704, University of Zurich, Socioeconomic Institute. [Downloadable!]
    9. Joshua Angrist & Alan B. Krueger, 2001. "Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments," NBER Working Papers 8456, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Christian Proaño Acosta, 2007. "Inflation Differentials and Business Cycle Fluctuations in the European Monetary Union," IMK Working Paper 05-2007, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute. [Downloadable!]

  15. Wooldridge, Jeffrey M., 2001. "Asymptotic Properties Of Weighted M-Estimators For Standard Stratified Samples," Econometric Theory, Cambridge University Press, vol. 17(02), pages 451-470, April. [Downloadable!]

    Cited by:

    1. Essig, Lothar, 2004. "Methodological aspects of the SAVE data set," Sonderforschungsbereich 504 Publications 05-17, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim. [Downloadable!]
    2. Woessmann, Ludger & Fuchs, Thomas, 2005. "Families, schools, and primary-school learning : evidence for Argentina and Colombia in an international perspective," Policy Research Working Paper Series 3537, The World Bank. [Downloadable!]
    3. Oliver Falck & Stephan Heblich & Elke Lüdemann, 2009. "Identity and Entrepreneurship," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    4. Thomas Fuchs & Ludger Woessmann, 2004. "What Accounts for International Differences in Student Performance? A Re-examination using PISA Data," Econometric Society 2004 Australasian Meetings 274, Econometric Society. [Downloadable!]
      Other versions:
    5. Woessmann, Ludger, 2003. "Educational Production in East Asia: The Impact of Family Background and Schooling Policies on Student Performance," IZA Discussion Papers 745, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    6. Martin R. West & Ludger Woessmann, 2003. "Which School Systems Sort Weaker Students into Smaller Classes? International Evidence," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    7. Thomas Fuchs & Ludger Woessmann, 2004. "Computers and Student Learning: Bivariate and Multivariate Evidence on the Availability and Use of Computers at Home and at School," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    8. Ammermueller, Andreas & Heijke, Hans & Woessmann, Ludger, 2003. "Schooling Quality in Eastern Europe: Educational Production During Transition," IZA Discussion Papers 746, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    9. Ari Hyytinen & Lotta Väänänen, 2004. "Could Mr. and Mrs. Capital Market Imperfection Please Step Forward? An Empirical Analysis of Adverse Selection and Moral Hazard in Capital Markets," Discussion Papers 887, The Research Institute of the Finnish Economy. [Downloadable!]
    10. Ludger Woessmann, 2004. "How Equal Are Educational Opportunities? Family Background and Student Achievement in Europe and the United States," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    11. Kyungchul Song, 2009. "Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling," PIER Working Paper Archive 09-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    12. Artem Prokhorov & Peter Schmidt, 2008. "GMM Redundancy Results for General Missing Data Problems," Working Papers 08003, Concordia University, Department of Economics. [Downloadable!]
      Other versions:
    13. Gabriela Schütz & Heinrich W. Ursprung & Ludger Woessmann, 2005. "Education Policy and Equality of Opportunity," IZA Discussion Papers 1906, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    14. Ludger Woessmann, 2006. "Public-Private Partnership and Schooling Outcomes across Countries," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    15. Ludger Woessmann, 2004. "The Effect Heterogeneity of Central Exams: Evidence from TIMSS, TIMSS-Repeat and PISA," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    16. Lothar Essig, 2005. "Methodological aspects of the SAVE data set," MEA discussion paper series 05080, Mannheim Research Institute for the Economics of Aging, University of Mannheim. [Downloadable!]
    17. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    18. Esmerelda A. Ramalho & Richard Smith, 2003. "Discrete choice non-response," CeMMAP working papers CWP07/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    19. Jeffrey M Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    20. Lothar Essig, 2005. "Methodological aspects of the SAVE data set," MEA discussion paper series 05080, Mannheim Research Institute for the Economics of Aging (MEA), University of Mannheim. [Downloadable!]

  16. Wooldridge, Jeffrey M., 2000. "A framework for estimating dynamic, unobserved effects panel data models with possible feedback to future explanatory variables," Economics Letters, Elsevier, vol. 68(3), pages 245-250, September. [Downloadable!] (restricted)

    Cited by:

    1. Dionne, G. & Michaud, P.C. & Dahchour, M., 2004. "Separating moral hazard from adverse selection in automobile insurance : longitudinal evidence from France," Discussion Paper 79, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    2. Sara Ayllón, 2009. "Modelling State Dependence and Feedback Effects between Poverty, Employment and Parental Home Emancipation among European Youth," SOEPpapers 235, DIW Berlin, The German Socio-Economic Panel (SOEP). [Downloadable!]
      Other versions:
    3. Michaud, Pierre-Carl & Tatsiramos, Konstantinos, 2008. "Fertility and Female Employment Dynamics in Europe: The Effect of Using Alternative Econometric Modeling Assumptions," IZA Discussion Papers 3853, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    4. Sonia Bhalotra & Arthur van Soest, 2005. "Birth Spacing and Neonatal Mortality in India: Dynamics, Frailty, and Fecundity," Working Papers 219, RAND Corporation Publications Department. [Downloadable!]
      Other versions:
    5. Joel Stiebale, 2008. "Do Financial Constraints Matter for Foreign Market Entry? – A Firm-Level Examination," Ruhr Economic Papers 0051, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
    6. Sonia Bhalotra & Arthur van Soest, 2006. "Birth Spacing, Fertility and Neonatal Mortality in India: Dynamics, Frailty and Fecundity," IZA Discussion Papers 2163, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    7. Stephen Pudney, 2005. "Estimation of dynamic linear models in short panels with ordinal observation," CeMMAP working papers CWP05/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    8. Jeffrey M Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    9. Pierre-Carl Michaud & Konstantinos Tatsiramos, 2005. "Employment Dynamics of Married Women in Europe," Working Papers 273, RAND Corporation Publications Department. [Downloadable!]
      Other versions:
    10. Susumu Imai & Hajime Katayama & Kala Krishna, 2006. "Crime and Young Men: The Role of Arrest, Criminal Experience, and Heterogeneity," NBER Working Papers 12221, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  17. So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M., 1999. "Efficient estimation of panel data models with strictly exogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 93(1), pages 177-201, November. [Downloadable!] (restricted)

    Cited by:

    1. Timo Mitze, 2009. "Endogeneity in Panel Data Models with Time-Varying and Time-Fixed Regressors: To IV or not IV?," Ruhr Economic Papers 0083, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
    2. Jee-Seon Kim & Edward Frees, 2007. "Multilevel Modeling with Correlated Effects," Psychometrika, Springer, vol. 72(4), pages 505-533, December. [Downloadable!] (restricted)
    3. Chirok Han & Peter C.B. Phillips, 2007. "GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity," Cowles Foundation Discussion Papers 1599, Cowles Foundation, Yale University. [Downloadable!]
    4. Eduardo Fé Rodríguez, 2009. "Adaptive Instrumental Variable Estimation of Heteroskedastic Error Component Models," The School of Economics Discussion Paper Series 0921, Economics, The University of Manchester. [Downloadable!]
    5. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  18. Jeffrey M. Wooldridge, 1999. "Asymptotic Properties of Weighted M-Estimators for Variable Probability Samples," Econometrica, Econometric Society, vol. 67(6), pages 1385-1406, November.

    Cited by:

    1. J. M. R. Murteira & Joao M. C. Santos Silva, 2000. "Estimation of Default Probabilities Using Incomplete Contracts Data," Econometric Society World Congress 2000 Contributed Papers 1121, Econometric Society. [Downloadable!]
      Other versions:
    2. Ruhm, Christopher J., 2003. "Healthy Living in Hard Times," IZA Discussion Papers 711, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    3. Giovanni Forchini & Grant Hillier, 2005. "Ill-conditioned problems, Fisher information and weak instruments," CeMMAP working papers CWP04/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    4. Donna K. Ginther, 2001. "Does science discriminate against women? Evidence from academia, 1973–97," Working Paper 2001-2, Federal Reserve Bank of Atlanta. [Downloadable!]
    5. Baker, Michael & Fortin, Nicole, 2000. "The Gender Composition and Wages: Why is Canada Different from the United States?," Analytical Studies Branch Research Paper Series 2000140e, Statistics Canada, Analytical Studies Branch. [Downloadable!]
    6. Ari Hyytinen & Lotta Väänänen, 2004. "Could Mr. and Mrs. Capital Market Imperfection Please Step Forward? An Empirical Analysis of Adverse Selection and Moral Hazard in Capital Markets," Discussion Papers 887, The Research Institute of the Finnish Economy. [Downloadable!]
    7. Keisuke Hirano & Guido W. Imbens & Geert Ridder, 2000. "Efficient Estimation of Average Treatment Effects Using the Estimated Propensity Score," NBER Technical Working Papers 0251, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. Kyungchul Song, 2009. "Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling," PIER Working Paper Archive 09-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    9. Chul-In Lee & Gary Solon, 2006. "Trends in Intergenerational Income Mobility," NBER Working Papers 12007, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. Laszlo Goerke & Markus Pannenberg, 2005. "Severance Pay and the Shadow of the Law: Evidence for West Germany," Discussion Papers of DIW Berlin 541, DIW Berlin, German Institute for Economic Research. [Downloadable!]
      Other versions:
    11. Alessandro Tarozzi, 2004. "Calculating Comparable Statistics from Incomparable Surveys, with an Application to Poverty in India," Econometric Society 2004 North American Winter Meetings 280, Econometric Society. [Downloadable!]
      Other versions:
    12. Aviv Nevo, 2001. "Using Weights to Adjust for Sample Selection When Auxiliary Information is Available," NBER Technical Working Papers 0275, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    13. William J Carrington & John L Eltinge & Kristin McCue, 2000. "An Economist's Primer on Survey Samples," Working Papers 00-15, Center for Economic Studies, U.S. Census Bureau. [Downloadable!]
    14. Conniffe, Denis & O'Neill, Donal, 2009. "Efficient Probit Estimation with Partially Missing Covariates," IZA Discussion Papers 4081, Institute for the Study of Labor (IZA). [Downloadable!]
    15. Donna K. Ginther & Kathy J. Hayes, 2001. "Gender differences in salary and promotion for faculty in the humanities, 1977–95," Working Paper 2001-7, Federal Reserve Bank of Atlanta. [Downloadable!]
    16. LUDGER WÖßMANN, 2005. "The effect heterogeneity of central examinations: evidence from TIMSS, TIMSS-Repeat and PISA," Education Economics, Taylor and Francis Journals, vol. 13(2), pages 143-169, June. [Downloadable!] (restricted)
    17. Michael Baker & Nicole M. Fortin, 1999. "Occupational Gender Composition and Wages in Canada: 1987-1988," NBER Working Papers 7371, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    18. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    19. Esmerelda A. Ramalho & Richard Smith, 2003. "Discrete choice non-response," CeMMAP working papers CWP07/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
    20. Markus Pannenberg, 2007. "Risk Aversion and Reservation Wages," IZA Discussion Papers 2806, Institute for the Study of Labor (IZA). [Downloadable!]

  19. Wooldridge, Jeffrey M., 1999. "Distribution-free estimation of some nonlinear panel data models," Journal of Econometrics, Elsevier, vol. 90(1), pages 77-97, May. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  20. Wooldridge, Jeffrey M., 1997. "On two stage least squares estimation of the average treatment effect in a random coefficient model," Economics Letters, Elsevier, vol. 56(2), pages 129-133, October. [Downloadable!] (restricted)

    Cited by:

    1. Edin, Per-Anders & Fredriksson, Peter & Åslund, Olof, 2000. "Ethnic enclaves and the economic success of immigrants - evidence from a natural experiment," Working Paper Series 2000:9, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
      Other versions:
    2. Jeffrey R. Kling, 2000. "Interpreting Instrumental Variables Estimates of the Returns to Schooling," NBER Working Papers 7989, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Thomas Lemieux & David Card, 1998. "Education, Earnings, and the "Canadian G.I. Bill"," NBER Working Papers 6718, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. Richard Blundell & Lorraine Dearden & Barbara Sianesi, 2003. "Evaluating the impact of education on earnings in the UK: Models, methods and results from the NCDS," IFS Working Papers W03/20, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    5. Belzil, Christian & Hansen, Jörgen, 2002. "A Structural Analysis of the Correlated Random Coefficient Wage Regression Model," IZA Discussion Papers 512, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    6. Pohlmeier, Winfried & Pfeiffer, Friedhelm & Maier, Michael, 2004. "Returns to Education and Individual Heterogeneity," ZEW Discussion Papers 04-34, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    7. Joshua D. Angrist, 2003. "Treatment Effect Heterogeneity in Theory and Practice," NBER Working Papers 9708, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. Tavneet Suri, 2009. "Selection and Comparative Advantage in Technology Adoption," NBER Working Papers 15346, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Markus Jochmann & Winfried Pohlmeier, 2004. "The Causal Effect of Schooling : empirical Evidence from Germany," Working Papers of the Research Group Heterogenous Labor 04-05, Research Group Heterogeneous Labor, University of Konstanz/ZEW Mannheim. [Downloadable!]
    10. Martin Kahanec, 2007. "Ethnic Specialization and Earnings Inequality: Why Being a Minority Hurts but Being a Big Minority Hurts More," IZA Discussion Papers 2650, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    11. Christian Belzil, 2006. "Testing the Specification of the Mincer Wage Equation," Working Papers 0608, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure. [Downloadable!]
      Other versions:
    12. David Audretsch & Erik Lehmann & Susanne Warning, 2004. "University Spillovers: Does the Kind of Science Matter?," Working Papers of the Research Group Heterogenous Labor 04-04, Research Group Heterogeneous Labor, University of Konstanz/ZEW Mannheim. [Downloadable!]
    13. Christian Belzil & Jörgen Hansen, 2005. "A Structural Analysis of the Correlated Random Coefficient Wage Regression Model with an Application to the OLS-IV Puzzle," IZA Discussion Papers 1585, Institute for the Study of Labor (IZA). [Downloadable!]
    14. Bryan S. Graham & James Powell, 2008. "Identification and Estimation of 'Irregular' Correlated Random Coefficient Models," NBER Working Papers 14469, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    15. Carl-Johan Dalgaard & Henrik Hansen, 2005. "The Return to Foreign Aid," Discussion Papers 05-04, University of Copenhagen. Department of Economics. [Downloadable!]
    16. Sokbae Lee, 2004. "Endogeneity in Quantile Regression Models: A Control Function Approach," Econometric Society 2004 North American Summer Meetings 521, Econometric Society. [Downloadable!]
      Other versions:
    17. Sharon Novak & Scott Stern, 2007. "How Does Outsourcing Affect Performance Dynamics? Evidence from the Automobile Industry," NBER Working Papers 13235, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    18. M. Christopher Auld & Nirmal Sidhu, 2004. "Schooling, cognitive ability, and health," HEW 0405005, EconWPA. [Downloadable!]
      Other versions:
    19. John K. Dagsvik, Torbjørn Hægeland and Arvid Raknerud, 2006. "Estimation of Earnings- and Schooling Choice Relations: A Likelihood Approach," Discussion Papers 486, Research Department of Statistics Norway. [Downloadable!]
    20. John K. Dagsvik, Torbjørn Hægeland and Arvid Raknerud, 2008. "Estimating the Returns to Schooling: A Likelihood Approach Based on Normal Mixtures," Discussion Papers 567, Research Department of Statistics Norway. [Downloadable!]

  21. Wooldridge, Jeffrey M., 1997. "Multiplicative Panel Data Models Without the Strict Exogeneity Assumption," Econometric Theory, Cambridge University Press, vol. 13(05), pages 667-678, October. [Downloadable!]

    Cited by:

    1. Steen Winther Blindum, 2003. "Relaxing the Strict Exogeneity Assumption in a Dynamic Random Probit Model," CAM Working Papers 2003-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
    2. Frank Windmeijer, 2006. "GMM for panel count data models," Bristol Economics Discussion Papers 06/591, Department of Economics, University of Bristol, UK. [Downloadable!]
      Other versions:
    3. Gautier Duflos, 2006. "Persistence of innovation, technological change and quality-adjusted patents in the US pharmaceutical industry," Cahiers de la Maison des Sciences Economiques bla06029, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
      Other versions:
    4. Fidel Pérez Sebastián & Shiferaw Gurmu, 2007. "Patents, R&D And Lag Effects: Evidence From Flexible Methods For Count Panel Data On Manufacturing Firms," Working Papers. Serie AD 2007-03, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    5. Ralph Siebert & Georg von Graevenitz, 2006. "How Licensing Resolves Hold-Up: Evidence from a Dynamic Panel Data Model with Unobserved Heterogeneity," Discussion Papers 105, SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich. [Downloadable!]
      Other versions:
    6. Bosch, Mariano & Lederman, Daniel & Maloney, William F., 2005. "Patenting and research and development : a global view," Policy Research Working Paper Series 3739, The World Bank. [Downloadable!]
    7. Dustmann, Christian & Windmeijer, Frank, 2000. "Wages and the Demand for Health - A Life Cycle Analysis," IZA Discussion Papers 171, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    8. Joachim Inkmann, 2000. "Finite Sample Properties of One-Step, Two-Step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation," Econometric Society World Congress 2000 Contributed Papers 0332, Econometric Society. [Downloadable!]
      Other versions:
    9. Shiferaw Gurmu & Fidel Pérez-Sebastián, 2008. "Patents, R&D and lag effects: evidence from flexible methods for count panel data on manufacturing firms," Empirical Economics, Springer, vol. 35(3), pages 507-526, November. [Downloadable!] (restricted)
    10. Costas Meghir & Frank Windmeijer, 1997. "Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance," IFS Working Papers W97/21, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    11. Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009. "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers 2009-51, School of Economics and Management, University of Aarhus. [Downloadable!]
    12. Myoung-jae Lee & Yasushi Kondo, 2002. "Nonparametric Derivative Estimation for Related-Effect Panel Data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A5-1, International Conferences on Panel Data. [Downloadable!]
    13. Toole, Andrew A. & Czarnitzki, Dirk, 2007. "Life Scientist Mobility from Academe to Industry: Does Academic Entrepreneurship Induce a Costly ?Brain Drain? on the Not-for-Profit Research Sector?," ZEW Discussion Papers 07-072, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    14. J Vernon Henderson & James Davis, 2004. "The Agglomeration of Headquarters," Working Papers 04-02, Center for Economic Studies, U.S. Census Bureau. [Downloadable!]
      Other versions:
    15. Andrés Romeu, 2004. "ExpEnd: GAUSS code for panel count-data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(3), pages 429-434. [Downloadable!]
    16. Jeffrey M Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    17. Nathaniel T Wilcox, 2003. "Heterogeneity and Learning Principles," Levine's Bibliography 666156000000000435, UCLA Department of Economics. [Downloadable!]
    18. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]

  22. Papke, Leslie E & Wooldridge, Jeffrey M, 1996. "Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(6), pages 619-32, Nov.-Dec.. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  23. Wooldridge, Jeffrey M., 1996. "Estimating systems of equations with different instruments for different equations," Journal of Econometrics, Elsevier, vol. 74(2), pages 387-405, October. [Downloadable!] (restricted)

    Cited by:

    1. Seung C. Ahn & Young H. Lee & Peter Schmidt, 2006. "Panel Data Models with Multiple Time-Varying Individual Effects," Working Papers 0702, University of Crete, Department of Economics. [Downloadable!]

  24. Wooldridge, Jeffrey M., 1995. "Selection corrections for panel data models under conditional mean independence assumptions," Journal of Econometrics, Elsevier, vol. 68(1), pages 115-132, July. [Downloadable!] (restricted)

    Cited by:

    1. Pouliakas, Konstantinos & Panos, Georgios & Zangelidis, Alexandros, 2009. "The Inter-Related Dynamics of Dual Job Holding, Human Capital and Occupational Choice," MPRA Paper 16859, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    2. Hugo Benítez-Silva & Selcuk Eren & Frank Heiland & Sergi Jiménez-Martín, 2008. "How Well do Individuals Predict the Selling Prices of their Homes?," Economics Working Papers 1065, Department of Economics and Business, Universitat Pompeu Fabra, revised Apr 2008. [Downloadable!]
      Other versions:
    3. Filipe Almeida-Santos & Karen Mumford, 2006. "Employee Training, Wage Dispersion and Equality in Britain," IZA Discussion Papers 2276, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    4. Alessie, R. & Hochguertel, S. & Soest, A. van, 2000. "Household portfolios in the Netherlands," Discussion Paper 55, Tilburg University, Center for Economic Research. [Downloadable!]
    5. Kalwij, A.S., 2004. "A two-step first difference estimator for a panel data tobit model under conditional mean independence assumptions," Discussion Paper 67, Tilburg University, Center for Economic Research. [Downloadable!]
    6. Iván Fernández-Val & Francis Vella, 2007. "Bias Corrections for Two-Step Fixed Effects Panel Data Estimators," IZA Discussion Papers 2690, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    7. BEL François & LACROIX Anne & SALANIE François & THOMAS Alban, 2006. "Evaluating the impact of CAP reforms on land use and the environment: a two-step estimation with multiple selection rules and panel data," Working Papers 06.13.206, LERNA, University of Toulouse. [Downloadable!]
    8. Dustmann, Christian & Schmidt, Christoph M., 2000. "The Wage Performance of Immigrant Women: Full-Time Jobs, Part-Time Jobs, and the Role of Selection," IZA Discussion Papers 233, Institute for the Study of Labor (IZA). [Downloadable!]
      Other versions:
    9. William Greene, 2002. "Convenient estimators for the panel probit model: Further results," Working Papers 02-06, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
      Other versions:
    10. Molina, José Alberto & Montuenga, Víctor M., 2008. "The Motherhood Wage Penalty in a Mediterranean Country: The Case of Spain," IZA Discussion Papers 3574, Institute for the Study of Labor (IZA). [Downloadable!]
    11. Patrick Sevestre, 1999. "1977-1997 - Changements et continuités en économétrie des données de panel," Annales d'Economie et de Statistique, ADRES, issue 55-56, pages 01, Juillet-D. [Downloadable!]
    12. Renata Kosova, 2006. "Do Foreign Firms Crowd Out Domestic Firms? Evidence from the Czech Republic," Working Papers 0006, School of Business, The George Washington University. [Downloadable!]
    13. Jäckle, Robert & Himmler, Oliver, 2007. "Health and Wages - Panel data estimates considering selection and endogeneity," MPRA Paper 11578, University Library of Munich, Germany, revised Nov 2008. [Downloadable!]
      Other versions:
    14. Catia Nicodemo, 2009. "Selection Bias and Unobservable Heterogeneity applied at the Wage Equation of European Married Women," Working Papers wpdea0906, Department of Applied Economics at Universitat Autonoma of Barcelona. [Downloadable!]
    15. Rui Pedro Esteves, 2007. "Quis custodiet quem? Sovereign Debt and Bondholders' Protection Before 1914," Economics Series Working Papers 323, University of Oxford, Department of Economics. [Downloadable!]
    16. Gabriel A. Picone & Frank Sloan & Justin G. Trogdon, 2004. "The effect of the tobacco settlement and smoking bans on alcohol consumption," Health Economics, John Wiley & Sons, Ltd., vol. 13(10), pages 1063-1080. [Downloadable!]
    17. Chen, Jing & Rozelle, Scott, 2003. "Market Emergence And The Rise And Fall Of Backyard Hog Production In China," 2003 Annual meeting, July 27-30, Montreal, Canada 21969, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    18. Panicaos Demetriades & Jun Du & Sourafel Girma & Chenggang Xu, 2008. "Does the Chinese Banking System Promote the Growth of Firms?," WEF Working Papers 0036, ESRC World Economy and Finance Research Programme, Birkbeck, University of London. [Downloadable!]
      Other versions:
    19. Arthur Lewbel, 2000. "Endogenous Selection Or Treatment Model Estimation," Boston College Working Papers in Economics 462, Boston College Department of Economics, revised 13 Jun 2007. [Downloadable!]
      Other versions:
    20. Dustmann, Christian & Rochina-Barrachina, María Engracia, 2000. "Selection Correction in Panel Data Models: An Application to Labour Supply and Wages," IZA Discussion Papers 162, Institute for the Study of Labor (IZA). [Downloadable!]
    21. Kalwij, A.S., 2000. "A maximum likelyhood estimator based on first difference for a panel data tobit model with individual specific effects," Discussion Paper 28, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    22. Renata Kosova & Francine Lafontaine, 2006. "Firm Survival and Growth in Retail and Service Industries: Evidence from Franchised Chains," Working Papers 0007, School of Business, The George Washington University. [Downloadable!]
    23. Keisuke Hirano & Guido W. Imbens & Geert Ridder & Donald B. Rubin, 1998. "Combining Panel Data Sets with Attrition and Refreshment Samples," Tinbergen Institute Discussion Papers 98-033/4, Tinbergen Institute. [Downloadable!]
      Other versions:
    24. Fresard, L. & Salva, C., 2009. "The value of excess cash and corporate governance: evidence from u.s. cross-listings," Vlerick Leuven Gent Management School Working Paper Series 2009-09, Vlerick Leuven Gent Management School. [Downloadable!]
    25. Panos, Sousounis, 2008. "State dependence in work-related training participation among British employees: A comparison of different random effects probit estimators," MPRA Paper 14261, University Library of Munich, Germany, revised Mar 2009. [Downloadable!]
    26. William Greene, 2001. "Fixed and Random Effects in Nonlinear Models," Working Papers 01-01, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
      Other versions:
    27. Shannon N. Seitz, 1999. "Labor Supply, Divorce and Remarriage," UWO Department of Economics Working Papers 9902, University of Western Ontario, Department of Economics. [Downloadable!]
    28. Anna Cristina d'Addio & Isabelle De Greef & Michael Rosholm, 2002. "Assessing Unemployment Traps in Belgium using Panel Data Sample Selection models," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 C1-3, International Conferences on Panel Data. [Downloadable!]
      Other versions:
    29. Jan Brenner, 2007. "Effects of Job Entry Restrictions on Economic Integration - Evidence for Recent Ethnic German Immigrants," Ruhr Economic Papers 0025, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen. [Downloadable!]
    30. Heitmueller, Axel & Inglis, Kirsty, 2004. "Carefree? Participation and Pay Differentials for Informal Carers in Britain," IZA Discussion Papers 1273, Institute for the Study of Labor (IZA). [Downloadable!]
    31. Andrew M. Jones & José M. Labeaga, 2003. "Individual heterogeneity and censoring in panel data estimates of tobacco expenditure," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 157-177. [Downloadable!]
    32. José Molina & Víctor Montuenga, 2009. "The Motherhood Wage Penalty in Spain," Journal of Family and Economic Issues, Springer, vol. 30(3), pages 237-251, September. [Downloadable!] (restricted)
    33. Jason Murasko, 2008. "Married Women’s Labor Supply and Spousal Health Insurance Coverage in the United States: Results from Panel Data," Journal of Family and Economic Issues, Springer, vol. 29(3), pages 391-406, September. [Downloadable!] (restricted)
    34. Vella, F. & Verbeek, M., 1994. "Two-Step Estimation of Simultaneous Equation Panel Data Models with Censored Endogenous Variables," Discussion Paper 55, Tilburg University, Center for Economic Research. [Downloadable!]
    35. Wamser, Georg, 2008. "Foreign (in)direct investment and corporate taxation," Discussion Paper Series 1: Economic Studies 2008,15, Deutsche Bundesbank, Research Centre. [Downloadable!]
    36. Badi H. Baltagi, 1999. "Specification Tests in Panel Data Models Using Artificial Regressions," Annales d'Economie et de Statistique, ADRES, issue 55-56, pages 11, Juillet-D. [Downloadable!]
    37. Mary Gregory & Sara Connolly, 2005. "Part-time Work - A Trap for Women`s Careers? An Analysis of the Roles of Heterogeneity and State Dependence," Economics Series Working Papers 245, University of Oxford, Department of Economics. [Downloadable!]
    38. Guirkinger, Catherine & Boucher, Steve, 2007. "Credit Constraints and Productivity in Peruvian Agriculture," Working Papers 6882, University of California, Davis, Department of Agricultural and Resource Economics. [Downloadable!]
    39. Hansen, Kristiana & Baudry, Alexandre & De Blander, Rembert & Henry de Frahan, Bruno & Polome, Philippe, 2009. "Estimating an Ex Ante Cost Function for Belgian Arable Crop Farms," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin 49477, Agricultural and Applied Economics Association. [Downloadable!]
    40. Rafal Raciborski, 2008. "Searching for additional sources of inflation persistence : the micro-price panel data approach," Research series 200804-04, National Bank of Belgium. [Downloadable!]
    41. Hübler, Olaf, 2005. "Panel Data Econometrics: Modelling and Estimation," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-319, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
    42. Akhmedov Akhmed & Orlov Evgeniy, 2004. "Can Government Paternalism Prevent Credit Market Failure?," EERC Working Paper Series 04-02e, EERC Research Network, Russia and CIS. [Downloadable!]
    43. Céline Azémar & Rodolphe Desbordes, 2008. "Public Governance, Health and Foreign Direct Investment in Sub-Saharan Africa," Working Papers 2009_04, Department of Economics, University of Glasgow. [Downloadable!]
    44. Mali Chivakul & Ke Chen Chen, 2008. "What Drives Household Borrowing and Credit Constraints? Evidence from Bosnia & Herzegovina," IMF Working Papers 08/202, International Monetary Fund. [Downloadable!]
    45. Maria Parisi & Alessandro Sembenelli, 2003. "Is Private R & D Spending Sensitive to Its Price? Empirical Evidence on Panel Data for Italy," Empirica, Springer, vol. 30(4), pages 357-377, December. [Downloadable!] (restricted)
      Other versions:
    46. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2007. "Quantile And Probability Curves Without Crossing," Boston University - Department of Economics - Working Papers Series WP2007-011, Boston University - Department of Economics. [Downloadable!]
      Other versions:
    47. Jeffrey M Wooldridge, 2002. "Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity," CeMMAP working papers CWP18/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
      Other versions:
    48. Peter Egger & Simon Loretz & Michael Pfaffermayr & Hannes Winner, 2009. "Corporate Taxation and Multinational Activity," Working Papers 0904, Oxford University Centre for Business Taxation. [Downloadable!]
      Other versions:
    49. Giuseppe Bruno & Ernesto Maurizio Ordine & Antonio Scalia, 2005. "BanksÂ’ participation in the Eurosystem auctions and money market integration," Temi di discussione (Economic working papers) 562, Bank of Italy, Economic Research Department. [Downloadable!]
    50. Ooms, Daan L. & Hall, Alastair R., 2005. "EU policy reform simulation based on panel data estimation of on- and off-farm labour supply equations for Dutch dairy farmers," 2005 Annual meeting, July 24-27, Providence, RI 19434, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    51. Elena Bontempi & Roberto Golinelli & Giuseppe Parigi, 2007. "Why demand uncertainty curbs investment: Evidence froma a panel of Italian manufacturing firms," Temi di discussione (Economic working papers) 621, Bank of Italy, Economic Research Department. [Downloadable!]
    52. Heinze, Anja & Beninger, Denis & Beblo, Miriam & Laisney, François, 2003. "Measuring Selectivity-Corrected Gender Wage Gaps in the EU," ZEW Discussion Papers 03-74, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    53. María Engracia Rochina-barrachina, 1999. "A New Estimator for Panel Data Sample Selection Models," Annales d'Economie et de Statistique, ADRES, issue 55-56, pages 07, Juillet-D. [Downloadable!]

  25. Wooldridge, Jeffrey M., 1993. "Efficient Estimation with Orthogonal Regressors," Econometric Theory, Cambridge University Press, vol. 9(04), pages 687-687, August. [Downloadable!]

    Cited by:

    1. L. Sarno & M. P. Taylor, 2003. "An empirical investigation of asset price bubbles in Latin American emerging financial markets," Applied Financial Economics, Taylor and Francis Journals, vol. 13(9), pages 635-643, September. [Downloadable!] (restricted)

  26. Ernst Berndt & Mark Showalter & Jeffrey Wooldridge, 1993. "An empirical investigation of the box-cox model and a nonlinear least squares alternative," Econometric Reviews, Taylor and Francis Journals, vol. 12(1), pages 65-102. [Downloadable!] (restricted)

    Cited by:

    1. Asplund, Marcus, 1995. "What Fraction of a Capital Investment is Sunk Cost?," Working Paper Series in Economics and Finance 68, Stockholm School of Economics, revised 24 Sep 1999. [Downloadable!]
      Other versions:
    2. Jason Abrevaya, 2002. "Computing Marginal Effects In The Box-Cox Model," Econometric Reviews, Taylor and Francis Journals, vol. 21(3), pages 383-393. [Downloadable!] (restricted)
    3. Helen Tauchen & Ann Dryden Witte, 2001. "Estimating Hedonic Models: Implications of the Theory," NBER Technical Working Papers 0271, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  27. Wooldridge, Jeffrey M, 1992. "Some Alternatives to the Box-Cox Regression Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(4), pages 935-55, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  28. Tim Bollerslev & Jeffrey Wooldridge, 1992. "Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances," Econometric Reviews, Taylor and Francis Journals, vol. 11(2), pages 143-172. [Downloadable!] (restricted)

    Cited by:

    1. Ganapolsky, Eduardo J. J. & Schmukler, Sergio L., 1998. "The impact of policy announcements and news on capital markets : crisis management in Argentina during the Tequila Effect," Policy Research Working Paper Series 1951, The World Bank. [Downloadable!]
    2. Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007. "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers 2006-061, Federal Reserve Bank of St. Louis. [Downloadable!]
      Other versions:
    3. Bernd Hayo & Ali Kutan, 2004. "The Impact of News, Oil Prices, and Global Market Developments on Russian Financial Markets," Finance 0403002, EconWPA. [Downloadable!]
      Other versions:
    4. Moschini, GianCarlo & Myers, Robert J., 2001. "Testing for Constant Hedge Ratios in Commodity Markets: A Multivariate GARCH Approach," Staff General Research Papers 1945, Iowa State University, Department of Economics.
      Other versions:
    5. Reinhart, Carmen & Kaminsky, Graciela, 2002. "Financial markets in time of stress," MPRA Paper 13869, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    6. Chris Stivers & Licheng Sun, 2002. "Stock market uncertainty and the relation between stock and bond returns," Working Paper 2002-3, Federal Reserve Bank of Atlanta. [Downloadable!]
    7. G. Andrew Karolyi & Rene Stulz, . "Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements using ADRS," Research in Financial Economics 9501, Ohio State University. [Downloadable!]
    8. H. Herwartz & H. Reimers, . "Unterschiedliche Volatilitätsregime am deutschen Rentenmarkt," Sonderforschungsbereich 373 1999-48, Humboldt Universitaet Berlin.
    9. Andrew Patton, 2001. "Estimation of Copula Models for Time Series of Possibly Different Length," University of California at San Diego, Economics Working Paper Series 2001-17, Department of Economics, UC San Diego. [Downloadable!]
    10. Ahmed Shamiri & Abu Hassan, 2005. "Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities," Econometrics 0509015, EconWPA. [Downloadable!]
    11. Paul D. McNelis & Carrie K.C. Chan, 2004. "Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models," Working Papers 212004, Hong Kong Institute for Monetary Research. [Downloadable!]
    12. Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini, 2004. "Indirect Estimation Of Conditionally Heteroskedastic Factor Models," Working Papers wp2004_0409, CEMFI. [Downloadable!]
    13. Weber, Enzo, 2007. "Who Leads Financial Markets?," MPRA Paper 5099, University Library of Munich, Germany, revised Oct 2007. [Downloadable!]
      Other versions:
    14. Michael J. Fleming & Jose A. Lopez, 1999. "Heat waves, meteor showers, and trading volume: an analysis of volatility spillovers in the U.S. Treasury market," Staff Reports 82, Federal Reserve Bank of New York. [Downloadable!]
      Other versions:
    15. Douglas J. Hodgson & Keith Vorkink, 2001. "Efficient Estimation of Conditional Asset Pricing Models," Cahiers de recherche CREFE / CREFE Working Papers 144, CREFE, Université du Québec à Montréal. [Downloadable!]
      Other versions:
    16. Marno Verbeek & Jeroen VK Rombouts, 2005. "Evaluating Portfolio Value-at-Risk using Semi-Parametric GARCH Models," Computing in Economics and Finance 2005 40, Society for Computational Economics. [Downloadable!]
      Other versions:
    17. Komunjer, Ivana, 2002. "Quasi-Maximum Likelihood Estimation for Conditional Quantiles," Working Papers 1139, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
      Other versions:
    18. Tracey West & Andrew C. Worthington, 2003. "Macroeconomic risk factors in Australian commercial real estate, listed property trust and property sector stock returns: A comparative analysis using GARCH-M," School of Economics and Finance Discussion Papers and Working Papers Series 160, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    19. Jie Zhu, 2008. "FIEGARCH-M and and International Crises: A Cross-Country Analysis," CREATES Research Papers 2008-16, School of Economics and Management, University of Aarhus. [Downloadable!]
    20. Ana Filipa Carvalho & José Sá da Costa & José Assis Lopes, 2006. "A systematic modelling strategy for futures markets volatility," Applied Financial Economics, Taylor and Francis Journals, vol. 16(11), pages 819-833, July. [Downloadable!] (restricted)
    21. Giorgio Santis & Bruno Gerard & Pierre Hillion, 1999. "International Portfolio Management, Currency Risk and the Euro," University of California at Los Angeles, Anderson Graduate School of Management 1095, Anderson Graduate School of Management, UCLA. [Downloadable!]
    22. Henry, O.T. & Olekalns, N., 2000. "The Effect of Recessions on the Relationship between Output Variability and Growth," Department of Economics - Working Papers Series 745, The University of Melbourne. [Downloadable!]
      Other versions:
    23. Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," Economics Series Working Papers 438, University of Oxford, Department of Economics. [Downloadable!]
    24. Björn Hansson & Peter Hördahl, 2005. "Forecasting variance using stochastic volatility and GARCH," European Journal of Finance, Taylor and Francis Journals, vol. 11(1), pages 33-57, February. [Downloadable!] (restricted)
    25. Y. K. Tse & S. L. Yip, 2005. "Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore," Economic Growth centre Working Paper Series 0503, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre. [Downloadable!]
      Other versions:
    26. Carrieri, Francesca & Errunza, Vihang & Sarkissian, Sergei, 2006. "The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?," Working Papers 06-4, University of Pennsylvania, Wharton School, Weiss Center. [Downloadable!]
    27. Geert Bekaert & Robert J. Hodrick, 2000. "Expectations Hypotheses Tests," NBER Working Papers 7609, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    28. Ian Garrett & Mark Kamstra & Lisa Kramer, 2004. "Winter blues and time variation in the price of risk," Working Paper 2004-8, Federal Reserve Bank of Atlanta. [Downloadable!]
      Other versions:
    29. Rehim Kili&art1;, 2004. "On the long memory properties of emerging capital markets: evidence from Istanbul stock exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 14(13), pages 915-922, September. [Downloadable!] (restricted)
    30. Chan, Tze-Haw & Hooy, Chee Wooi, 2003. "On Volatility Spillovers and Dominant Effects in East Asian: Before and After the 911," MPRA Paper 2032, University Library of Munich, Germany, revised 2006. [Downloadable!]
    31. Francis X. Diebold & Todd A. Gunther & Anthony S. Tay, 1997. "Evaluating Density Forecasts," NBER Technical Working Papers 0215, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    32. Christiansen, Charlotte, 2005. "Level-ARCH Short Rate Models with Regime Switching: Bivariate Modeling of US and European Short Rates," Finance Research Group Working Papers F-2005-03, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
      Other versions:
    33. Y. K. Tse & Albert K. C. Tsui, 2000. "A Multivariate GARCH Model with Time-Varying correlations," Econometrics 0004010, EconWPA. [Downloadable!]
      Other versions:
    34. Don Bredin & Stilianos Fountas, 2004. "Macroeconomic Uncertainty and Macroeconomic Performance: Are they related?," Money Macro and Finance (MMF) Research Group Conference 2004 51, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    35. Reitz, Stefan & Taylor, Mark P., 2006. "The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis," Discussion Paper Series 1: Economic Studies 2006,08, Deutsche Bundesbank, Research Centre. [Downloadable!]
      Other versions:
    36. Blake LeBaron, . "Technical Trading Rules and Regime Shifts in Foreign Exchange," Working papers _007, University of Wisconsin - Madison. [Downloadable!]
    37. Yoon-Jin Lee & Yongmiao Hong, 2004. "Specification Testing for Multivariate Time Series Volatility Models," Econometric Society 2004 Far Eastern Meetings 696, Econometric Society. [Downloadable!]
    38. Bernd Hayo & Matthias Neuenkirch, 2009. "Domestic or U.S. News: What Drives Canadian Financial Markets?," MAGKS Papers on Economics 200908, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung). [Downloadable!]
    39. Markus Haas, 2007. "Volatility Components and Long Memory-Effects Revisited," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(2). [Downloadable!]
    40. Robert Engle, 2002. "New frontiers for arch models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(5), pages 425-446. [Downloadable!]
    41. Seppo Pynnönen & Warren P. Hogan & Jonathan A. Batten, 2006. "Dynamic equilibrium correction modelling of yen Eurobond credit spreads," The Institute for International Integration Studies Discussion Paper Series iiisdp127, IIIS. [Downloadable!]
    42. Enzo Weber, 2007. "Correlation vs. Causality in Stock Market Comovement," SFB 649 Discussion Papers SFB649DP2007-064, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    43. E. Ruiz & M.A. Carnero & D. Pereira, 2004. "Effects of Level Outliers on the Identification and Estimation of GARCH Models," Econometric Society 2004 Australasian Meetings 21, Econometric Society. [Downloadable!]
    44. Frank Westermann, 2004. "Does the Euro affect the dynamic interactions of stock markets in Europe? Evidence from France, Germany and Italy," European Journal of Finance, Taylor and Francis Journals, vol. 10(2), pages 139-148, April. [Downloadable!] (restricted)
    45. Tim Bollerslev & Robert J. Hodrick, 1992. "Financial Market Efficiency Tests," NBER Working Papers 4108, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    46. Enzo Weber, 2008. "Structural Constant Conditional Correlation," SFB 649 Discussion Papers SFB649DP2008-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    47. H. L. Leon & DeLisle Worrell, . "Price Volatility and Financial Instability," IMF Working Papers 01/60, International Monetary Fund. [Downloadable!]
    48. Suhejla Hoti & Michael McAleer & Laurent L. Pauwels, 2004. "Modelling Environmental Risk," HEI Working Papers 08-2004, Economics Section, The Graduate Institute of International Studies. [Downloadable!]
    49. Ivana Komunjer, 2007. "Asymmetric power distribution: Theory and applications to risk measurement," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 891-921. [Downloadable!]
      Other versions:
    50. Berg, Lennart, 2000. "Deterministic Seasonal Volatility in a Small and Integrated Stock Market: The Case of Sweden," Working Paper Series 2000:9, Uppsala University, Department of Economics. [Downloadable!]
      Other versions:
    51. Torben G. Andersen & Tim Bollerslev, 1997. "Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts," NBER Working Papers 6023, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    52. Raymond B Swaray, . "Volatility of primary commodity prices: some evidence from agricultural exports in Sub-Saharan Africa," Discussion Papers 02/06, Department of Economics, University of York. [Downloadable!]
    53. Sébastien Laurent & Luc Bauwens & Jeroen V. K. Rombouts, 2006. "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 79-109. [Downloadable!]
      Other versions:
    54. Kessara Thanyalakpark & Darren Filson, . "Testing for Contagion during the Asian Crisis," Claremont Colleges Working Papers 2001-23, Claremont Colleges. [Downloadable!]
    55. Reinhart, Carmen & Edison, Hali, 2001. "Stopping hot money," MPRA Paper 13862, University Library of Munich, Germany. [Downloadable!]
      Other versions:
    56. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "There is a Risk-Return Tradeoff After All," CIRANO Working Papers 2004s-24, CIRANO. [Downloadable!]
      Other versions:
    57. Abdul Qayyum & A. R. Kemal, 2006. "Volatility Spillover between the Stock Market and the Foreign Market in Pakistan," PIDE-Working Papers 2006:7, Pakistan Institute of Development Economics. [Downloadable!]
    58. Antonio Diez de los Rios, 2007. "Exchange Rate Regimes, Globalisation, and the Cost of Capital in Emerging Markets," Working Papers 07-29, Bank of Canada. [Downloadable!]
      Other versions:
    59. Beum-Jo Park, 2002. "Asymmetric Volatility Of Exchange Rate Returns Under The Ems: Some Evidence From Quantile Regression Appoach For Tgarch Models," International Economic Journal, Korean International Economic Association, vol. 16(1), pages 105-125, April. [Downloadable!] (restricted)
    60. Giampiero Gallo & Edoardo Otranto, 2007. "Volatility Spillovers, Interdependence and Comovements: A Markov Switching Approach," Econometrics Working Papers Archive wp2007_11, Universita' degli Studi di Firenze, Dipartimento di Statistica "G. Parenti". [Downloadable!]
      Other versions:
    61. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Volatility Spillovers and Contagion from Mature to Emerging Stock Markets," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
      Other versions:
    62. Ángel León & Javier Mencía & Enrique Sentana, 2005. "Parametric Properties Of Semi-Nonparametric Distributions, With Applications To Option Valuation," Working Papers wp2005_0509, CEMFI. [Downloadable!]
      Other versions:
    63. Hyytinen, Ari, 1999. "Stock Return Volatility on Scandinavian Stock Markets and the Banking Industry," Research Discussion Papers 19/1999, Bank of Finland. [Downloadable!]
    64. Spierdijk, L., 2002. "An empirical analysis of the role of the trading intensity in information dissemination on the NYSE," Discussion Paper 30, Tilburg University, Center for Economic Research. [Downloadable!]
    65. Juan Carlos Gómez-Sala, 2001. "Rentabilidad y liquidez alrededor de la fecha de desdoblamiento de las acciones," Investigaciones Economicas, Fundación SEPI, vol. 25(1), pages 171-202, January. [Downloadable!]
    66. John Y. Campbell & Samuel B. Thompson, 2005. "Predicting the Equity Premium Out of Sample: Can Anything Beat the Historical Average?," NBER Working Papers 11468, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    67. WenShwo Fang & Stephen M. Miller & ChunShen Lee, 2009. "The Great Moderation Flattens Fat Tails: Disappearing Leptokurtosis," Working Papers 0903, University of Nevada, Las Vegas , Department of Economics. [Downloadable!]
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    68. Francis Vitek, 2002. "An Empirical Analysis of Dynamic Interrelationships Among Inflation, Inflation Uncertainty, Relative Price Dispersion, and Output Growth," Working Papers 02-39, Bank of Canada. [Downloadable!]
    69. Bradley Ewing & William Levernier & Farooq Malik, 2005. "Modeling Unemployment Rates by Race and Gender: A Nonlinear Time Series Approach," Eastern Economic Journal, Eastern Economic Association, vol. 31(3), pages 333-347, Summer. [Downloadable!]
    70. Geert Bekaert & Campbell R. Harvey, 1994. "Time-Varying World Market Integration," NBER Working Papers 4843, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    71. Shinn-Juh Lin & Jian Yang, 2000. "Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach," Econometric Society World Congress 2000 Contributed Papers 0063, Econometric Society. [Downloadable!]
    72. Tobias Adrian & Joshua Rosenberg, 2006. "Stock returns and volatility: pricing the short-run and long-run components of market risk," Staff Reports 254, Federal Reserve Bank of New York. [Downloadable!]
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    73. George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," Research Papers 0506, Macquarie University, Department of Economics. [Downloadable!]
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    74. Luc Bauwens & Genaro Sucarrat, 2008. "General to specific modelling of exchange rate volatility : a forecast evaluation," Economics Working Papers we081810, Universidad Carlos III, Departamento de Economía. [Downloadable!]
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    75. Ågren, Martin, 2006. "Does Oil Price Uncertainty Transmit to Stock Markets?," Working Paper Series 2006:23, Uppsala University, Department of Economics. [Downloadable!]
    76. Stanislav Anatolyev & Dmitry Shakin, 2006. "Trade intensity in the Russian stock market:dynamics, distribution and determinants," Working Papers w0070, Center for Economic and Financial Research (CEFIR). [Downloadable!]
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    77. Dima Rahman, 2009. "Are Banking Systems Increasingly Fragile ? Investigating Financial Institutions’ CDS Returns Extreme Co-Movements," EconomiX Working Papers 2009-34, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
    78. Michael P. Clements & Nick Taylor, 2003. "Evaluating interval forecasts of high-frequency financial data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 445-456. [Downloadable!]
    79. Christos S. Savva & Denise R. Osborn & Len Gill, 2006. "Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US," Centre for Growth and Business Cycle Research Discussion Paper Series 77, Economics, The Univeristy of Manchester. [Downloadable!]
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    80. Mohamed El Hedi Arouri, 2006. "Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects," Working Papers hal-00387109_v1, HAL. [Downloadable!]
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    81. Stilianos Fountas & Alexandra Ioannidis & Menelaos Karanasos, 2004. "Inflation, inflation uncertainty, and a common European Monetary Policy," Money Macro and Finance (MMF) Research Group Conference 2003 30, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    82. Stilianos Fountas & Menelaos Karanasos, 2008. "Are economic growth and the variability of the business cycle related ? Evidence from five European countries," Discussion Paper Series 2008_17, Department of Economics, University of Macedonia, revised Dec 2008. [Downloadable!]
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    83. Saleem, Kashif & Vaihekoski, Mika, 2007. "Time-varying global and local sources of risk in Russian stock market," MPRA Paper 4795, University Library of Munich, Germany. [Downloadable!]
    84. Peter Verhoeven & Michael McAleer, 2003. "Fat Tails and Asymmetry in Financial Volatility Models," CIRJE F-Series CIRJE-F-211, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    85. Yi-Ting Chen, 2008. "A unified approach to standardized-residuals-based correlation tests for GARCH-type models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(1), pages 111-133. [Downloadable!]
    86. Suhejla Hoti & Felix Chan & Michael McAleer, 2003. "Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings," CIRJE F-Series CIRJE-F-203, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    87. Enzo Weber, 2008. "Structural Dynamic Conditional Correlation," SFB 649 Discussion Papers SFB649DP2008-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    88. J.M. Berk & K.H.W. Knot, 1999. "Co-Movements in Long-Term Interest Rates and the Role of PPP-BasedExchange Rate Expectations," DNB Staff Reports (discontinued) 37, Netherlands Central Bank. [Downloadable!]
      Other versions:
    89. Thomas Chiang & Sheng-Yung Yang, 2005. "International Asset Excess Returns and Multivariate Conditional Volatilities," Review of Quantitative Finance and Accounting, Springer, vol. 24(3), pages 295-312, May. [Downloadable!] (restricted)
    90. María Ángeles Caraballo & Carlos Dabús., 2008. "The Determinants of Relative Price Variability: Further Evidence from Argentina," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 45(132), pages 235-255. [Downloadable!]
    91. Grier, K.B. & Henry, O.T. & Olekalns, N., 2001. "The Effects of Uncertainty on Macroeconomic Performance: The Importance of the Conditional Covariance Model," Department of Economics - Working Papers Series 818, The University of Melbourne. [Downloadable!]
    92. Han, Heejoon & Park, Joon Y., 2006. "Time series properties of ARCH processes with persistent covariates," MPRA Paper 5199, University Library of Munich, Germany. [Downloadable!]
    93. E Philip Davis & CHRISTOS IOANNIDIS & NICOLA SPAGNOLO, 2005. "Stock Market Integration And European Monetary Union," Economics and Finance Discussion Papers 05-19, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
    94. Robert Engle & Asger Lunde, 1998. "Trades and Quotes: A Bivariate Point Process," University of California at San Diego, Economics Working Paper Series 1998-07, Department of Economics, UC San Diego. [Downloadable!]
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    95. Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2009. "Options Introduction and Volatility in the EU ETS," Working Papers halshs-00405709_v1, HAL. [Downloadable!]
    96. Visser, Marcel P., 2008. "Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure," MPRA Paper 11100, University Library of Munich, Germany. [Downloadable!]
    97. Francisco Javier Mencía & Enrique Sentana, 2004. "Estimation And Testing Of Dynamic Models With Generalised Hyperbolic Innovations," Working Papers wp2004_0411, CEMFI. [Downloadable!]
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    98. Geert Bekaert & Campbell R. Harvey, 1997. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    99. Nicholas Apergis & Stephen M. Miller, 2007. "Total Factor Productivity and Monetary Policy: Evidence from Conditional Volatility," Working papers 2007-06, University of Connecticut, Department of Economics. [Downloadable!]
      Other versions:
    100. Francis X. Diebold & Jinyong Hahn & Anthony S. Tay, 1998. "Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange," Center for Financial Institutions Working Papers 99-05, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
      Other versions:
    101. Pilar Abad & Helena Chuliá & Marta Gomez-Puig, 2009. "EMU and European Government Bond Market Integration," Working Paper Series 1079, European Central Bank. [Downloadable!]
    102. Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari, 2000. "The Score Of Conditionally Heteroskedastic Dynamic Regression Models With Student T Innovations, An Lm Test For Multivariate Normality," Working Papers. Serie AD 2000-33, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    103. David G. McMillan & Alan E.H. Speight, 2002. "Temporal aggregation, volatility components and volume in high frequency UK bond futures," European Journal of Finance, Taylor and Francis Journals, vol. 8(1), pages 70-92, March. [Downloadable!] (restricted)
    104. W. Härdle & H. Herwartz & V. Spokoiny, . "Time Inhomogeneous Multiple Volatility Modelling," Sonderforschungsbereich 373 2001-7, Humboldt Universitaet Berlin.
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    105. Thomas J. Flavin, 2006. "How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds," Economics, Finance and Accounting Department Working Paper Series n1630206, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth. [Downloadable!]
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    106. Lin Peng & Turan G. Bali, 2006. "Is there a risk-return trade-off? Evidence from high-frequency data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(8), pages 1169-1198. [Downloadable!]
    107. Neil Shephard & Kevin Sheppard, 2009. "Realising the future: forecasting with high frequency based volatility (HEAVY) models," OFRC Working Papers Series 2009fe02, Oxford Financial Research Centre. [Downloadable!]
    108. Lucchetti, Riccardo & Palomba, Giulio, 2008. "Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity," MPRA Paper 11571, University Library of Munich, Germany. [Downloadable!]
    109. Tim Bollerslev, 2008. "Glossary to ARCH (GARCH)," CREATES Research Papers 2008-49, School of Economics and Management, University of Aarhus. [Downloadable!]
    110. Jun Ma & Charles R. Nelson & Richard Startz, 2007. "Spurious Inference in the GARCH (1,1) Model When It Is Weakly Identified," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(1). [Downloadable!]
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    111. Chollete, Lorán & Heinen, Andréas & Valdesogo, Alfonso, 2008. "Modeling International Financial Returns with a Multivariate Regime Switching Copula," Discussion Papers 2008/3, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]
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    112. Spierdijk, L. & Nijman, T.E. & Soest, A.H.O. van, 2002. "Modeling comovements in trading intensities to distinguish sector and stock specific news," Discussion Paper 69, Tilburg University, Center for Economic Research. [Downloadable!]
    113. Glen Donaldson & Mark Kamstra, 2004. "Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off," Working Paper 2004-6, Federal Reserve Bank of Atlanta. [Downloadable!]
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    114. Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008. "Measuring downside risk - realised semivariance," Economics Series Working Papers 382, University of Oxford, Department of Economics. [Downloadable!]
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    115. Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2009. "Options introduction and volatility in the EU ETS," Working Papers hal-00419339_v1, HAL. [Downloadable!]
    116. Hui Guo & Robert Savickas, 2006. "The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries," Working Papers 2006-036, Federal Reserve Bank of St. Louis. [Downloadable!]
    117. Joseph D. ALBA & Donghyun PARK, 2004. "Granger Causality Among Pre-Crisis East Asian Exchange Rates," Econometric Society 2004 Far Eastern Meetings 697, Econometric Society. [Downloadable!]
    118. H. Herwartz, . "Weekday Dependence of German Stock Market Returns," Sonderforschungsbereich 373 1999-47, Humboldt Universitaet Berlin.
    119. Renatas Kizys & Peter Spencer, 2007. "Assessing the Relation between Equity Risk Premium and Macroeconomic Volatilities in the UK," Discussion Papers 07/13, Department of Economics, University of York. [Downloadable!]
    120. Colavecchio , Roberta & Funke, Michael, 2006. "Volatility transmissions between renminbi and Asia-Pacific on-shore and off-shore U.S. dollar futures," BOFIT Discussion Papers 16/2006, Bank of Finland, Institute for Economies in Transition. [Downloadable!]
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    121. Goeij, P. de & Marquering, W.A., 2002. "Modeling the Conditional Covariance between Stock and Bond Returns," Research Paper ERS-2002-11-F&A Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    122. Joshua Rosenberg & Robert F. Engle, 2000. "Empirical Pricing Kernels," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-014, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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    123. Gabriela de Raaij & Burkhard Raunig, 2002. "Evaluating Density Forecasts with an Application to Stock Market Returns," Working Papers 59, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
    124. Goeij, P. de & Marquering, W.A., 2002. "Do Macroeconomic Announcements Cause Asymetric Volatility?," Research Paper ERS-2002-103-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    125. Franses, Philip Hans & Dijk, Dick van, 1997. "Do we often find ARCH because of neglected outliers ?," Econometric Institute Report 42, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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    126. Jurgen A. Doornik & Marius Ooms, 2000. "Multimodality and the GARCH Likelihood," Econometric Society World Congress 2000 Contributed Papers 0798, Econometric Society. [Downloadable!]
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    127. De Arce Borda, R., 2004. "20 años de modelos ARCH: una visión de conjunto de las distintas variantes de la familia/20 Years of Arch Modelling: a Survey of Different Models in the Family," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 22, pages 27, Abril. [Downloadable!] (restricted)
    128. Christian M. Hafner, 2004. "Temporal aggregation of multivariate GARCH processes," Econometric Society 2004 North American Winter Meetings 538, Econometric Society. [Downloadable!]
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    129. Clinton WATKINS & Michael McALEER, 2002. "Volatility of a Market Index and its Components: An Application to Commodity Markets," Computing in Economics and Finance 2002 18, Society for Computational Economics. [Downloadable!]
    130. Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer, 2009. "Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO," CIRJE F-Series CIRJE-F-642, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    131. Paul D. McNelis & G.C. Lim, 1998. "Parameterizing Currency Risk in the EMS: The Irish Pound and Spanish Peseta against the German Mark," International Finance 9805001, EconWPA. [Downloadable!]
    132. Cotter, John, 2004. "Tail Behaviour of the Euro," MPRA Paper 3531, University Library of Munich, Germany, revised 2005. [Downloadable!]
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    133. C.M. Hafner & H. Herwartz, 2002. "Testing for vector autoregressive dynamics under heteroskedasticity," Econometric Institute Report 288, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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    134. H. L"Utkepohl, . "Statistische Modellierung von Volatilit"aten," Sonderforschungsbereich 373 1996-70, Humboldt Universitaet Berlin.
    135. C. Hafner & H. Herwartz, . "Option Pricing under Linear Autoregressive Dynamics, Heteroskedasticity, and Conditional Leptokurtosis," Sonderforschungsbereich 373 1999-58, Humboldt Universitaet Berlin.
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    136. Edoardo Otranto, 2008. "Clustering Heteroskedastic Time Series by Model-Based Procedures," Working Paper CRENoS 200801, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia. [Downloadable!]
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    137. Kalvinder Shields, 1997. "Threshold Modelling of Stock Return Volatility on Eastern European Markets," Economic Change and Restructuring, Springer, vol. 30(2), pages 107-125, May. [Downloadable!] (restricted)
    138. Eric Ghysels & Pedro Santa-Clara & Rossen Valkanov, 2004. "Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies," NBER Working Papers 10914, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    139. Luc, BAUWENS & Dagfinn, RIME & Genaro, SUCARRAT, 2005. "Exchange Rate Volatility and the Mixture of Distribution Hypothesis," Discussion Papers (ECON - Département des Sciences Economiques) 2005043, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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    140. WenShwo Fang & Stephen M. Miller, 2009. "Modeling the Volatility of Real GDP Growth: The Case of Japan Revisited," Working Papers 0904, University of Nevada, Las Vegas , Department of Economics. [Downloadable!]
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    141. Domenico Sartore & Lucia Trevisan & Michele Trova & Francesca Volo, 2002. "US dollar/Euro exchange rate: a monthly econometric model for forecasting," European Journal of Finance, Taylor and Francis Journals, vol. 8(4), pages 480-501, December. [Downloadable!] (restricted)
    142. Andreea Halunga & Chris D. Orme, 2007. "First order asymptotic theory for parametric misspecification tests of GARCH models," The School of Economics Discussion Paper Series 0721, Economics, The University of Manchester. [Downloadable!]
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    143. Jin-Chuan Duan & Kris Jacobs, 2001. "Short and Long Memory in Equilibrium Interest Rate Dynamics," CIRANO Working Papers 2001s-22, CIRANO. [Downloadable!]
    144. Guglielmo Maria Caporale & Christos Ntantamis & Theologos Pantelidis & Nikitas Pittis, 2004. "The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study," Public Policy Discussion Papers 04-14, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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    145. Bernd Hayo & Ali Kutan, 2001. "Investor Panic, IMF Actions, and Emerging Stock Market Returns and Volatility," International Finance 0112001, EconWPA. [Downloadable!]
    146. Ferhan Salman & Aslihan Salih, 1999. "Modeling the Volatility In the Central Bank Reserves In An Emerging Market Setting," Working Papers 9901, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
    147. Sean D. Campbell & Francis X. Diebold, 2003. "Weather Forecasting for Weather Derivatives," NBER Working Papers 10141, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    148. Alfred V. Guender & Oyvinn Rimer, 2007. "The Implementation of Monetary Policy in New Zealand: What Factors Affect the 90-Day Bank Bill Rate?," Working Papers in Economics 07/05, University of Canterbury, Department of Economics. [Downloadable!]
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    149. Juan A. Lafuente & Manuel Illueca Muñoz, 2006. "New Evidence On Expiration-Day Effects Using Realized Volatility: An Intraday Analysis For The Spanish Stock Exchange," Working Papers. Serie EC 2006-05, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    150. Oliver Linton, 1996. "An Asymptotic Expansion in the Garch(1,1) Model," Cowles Foundation Discussion Papers 1118, Cowles Foundation, Yale University. [Downloadable!]
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    151. Angelos Kanas, 2005. "Pure contagion effects in international banking: The case of BCCI’s failure," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 101-123, May. [Downloadable!]
    152. Guglielmo Maria Caporale & Nikitas Pittis & Nicola Spagnolo, 2003. "IGARCH models and structural breaks," Applied Economics Letters, Taylor and Francis Journals, vol. 10(12), pages 765-768, October. [Downloadable!] (restricted)
    153. Reinhart, Carmen & Edison, Hali, 2001. "Capital controls during financial crises: The case of Malaysia and Thailand," MPRA Paper 13903, University Library of Munich, Germany. [Downloadable!]
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    154. Robert F. Engle & Joshua Rosenberg, 1998. "Testing the Volatility Term Structure using Option Hedging Criteria," New York University, Leonard N. Stern School Finance Department Working Paper Seires 98-031, New York University, Leonard N. Stern School of Business-. [Downloadable!]
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    155. Stephen A. Buser & G. Andrew Karolyi & Anthony B. Sanders, . "Adjusted Forward Rates as Predictors of Future Spot Rates," Research in Financial Economics 9605, Ohio State University. [Downloadable!]
    156. Bill Francis & Iftekhar Hasan & Delroy Hunter, 2002. "Emerging market liberalization and the impact on uncovered interest rate parity," Working Paper 2002-16, Federal Reserve Bank of Atlanta. [Downloadable!]
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    157. Mark J. Kamstra & Lisa A. Kramer & Maurice D. Levi, 2003. "Winter Blues: A SAD Stock Market Cycle," American Economic Review, American Economic Association, vol. 93(1), pages 324-343, March. [Downloadable!]
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    158. Peter G. Szilagyi & Jonathan A. Batten, 2006. "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series iiisdp128, IIIS. [Downloadable!]
    159. Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, Center for Economic and Financial Research (CEFIR). [Downloadable!]
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    160. Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat, 2009. "Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets," CIRJE F-Series CIRJE-F-640, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
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    161. Marco Lyrio & Hans Dewachter & Konstantijn Maes, 2006. "A joint model for the term structure of interest rates and the macroeconomy," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 439-462. [Downloadable!]
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    162. David McMillan & Alan Speight, 2005. "Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility," Asia-Pacific Financial Markets, Springer, vol. 12(3), pages 199-226, September. [Downloadable!] (restricted)
    163. David G. McMillan & Alan E. H. Speight, 2004. "Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility," Applied Financial Economics, Taylor and Francis Journals, vol. 14(4), pages 253-263, January. [Downloadable!] (restricted)
    164. K. Nyholm, 1999. "Estimation of the effective bid-ask spread on high frequency Danish bond data," European Journal of Finance, Taylor and Francis Journals, vol. 5(2), pages 109-122, June. [Downloadable!] (restricted)
    165. Don Bredin & Gerard O’Reilly & Simon Stevenson, 2007. "Monetary Shocks and REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 315-331, October. [Downloadable!] (restricted)
    166. Ellis Connolly & Marion Kohler, 2004. "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Annual Conference Volume, in: Christopher Kent & Simon Guttmann (ed.), The Future of Inflation Targeting Reserve Bank of Australia. [Downloadable!]
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    167. Martin T. Bohl & Janusz Brzeszczynski, 2005. "Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market," CERT Discussion Papers 0501, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
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    168. Peter Hördahl, 2000. "Estimating the implied distribution of the future short term interest rate using the Longstaff-Schwartz model," Working Paper Series 16, European Central Bank. [Downloadable!]
    169. Giampiero M. Gallo & Margherita Velucchi, 2009. "Market interdependence and financial volatility transmission in East Asia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 24-44. [Downloadable!]
    170. G. Andrew Karoly & Rene Stulz, . "Why do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements," Research in Financial Economics 9603, Ohio State University. [Downloadable!]
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    171. Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005 2005-01, Department of Economics, University of St. Gallen. [Downloadable!]
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    172. Ali Kutan & Tansu Aksoy, 2003. "Public Information Arrival and the Fisher Effect in Emerging Markets: Evidence from Stock and Bond Markets in Turkey," Journal of Financial Services Research, Springer, vol. 23(3), pages 225-239, June. [Downloadable!] (restricted)
    173. Enzo Weber & Yanqun Zhang, 2008. "Common Influences, Spillover and Integration in Chinese Stock Markets," SFB 649 Discussion Papers SFB649DP2008-072, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    174. Kalvinder Shields & Nilss Olekalns & Ólan T. Henry & Chris Brooks, 2003. "Measuring the Response of Macroeconomic Uncertainty to Shocks," Department of Economics - Working Papers Series 870, The University of Melbourne. [Downloadable!]
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    175. K.C. Chan & G. Andrew Karolyi & Rene M. Stulz, 1992. "Global Financial Markets and the Risk Premium on U.S. Equity," NBER Working Papers 4074, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    176. Eric Hillebrand & Gunther Schnabl, 2004. "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," International Finance 0410008, EconWPA. [Downloadable!]
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    177. Cotter, John, 2004. "International Equity Market Integration in a Small Open Economy: Ireland January 1990 – December 2000," MPRA Paper 3538, University Library of Munich, Germany. [Downloadable!]
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    178. Francis X. Diebold & Jose A. Lopez, 1995. "Measuring Volatility Dynamics," NBER Technical Working Papers 0173, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    179. Robert F. Engle & Kevin Sheppard, 2001. "Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH," University of California at San Diego, Economics Working Paper Series 2001-15, Department of Economics, UC San Diego. [Downloadable!]
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    180. Wai Mun Fong & Kim Hock See, 2001. "Modelling the conditional volatility of commodity index futures as a regime switching process," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 133-163. [Downloadable!]
    181. Francis, Bill B & Hasan, Iftekhar & Hunter , Delroy M., 2002. "Return-volatility linkages in the international equity and currency markets," Research Discussion Papers 9/2002, Bank of Finland. [Downloadable!]
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    182. Marcus Pramor & Natalia T. Tamirisa, 2006. "Common Volatility Trends in the Central and Eastern European Currencies and the Euro," IMF Working Papers 06/206, International Monetary Fund. [Downloadable!]
    183. Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini, 2003. "Testing for Financial Contagion between Developed and Emerging Markets during the 1997 East Asian Crisis," Economics Working Paper Archive 370, Levy Economics Institute, The. [Downloadable!]
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    184. K C Neanidis & C S Savva, 2006. "The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies," Centre for Growth and Business Cycle Research Discussion Paper Series 71, Economics, The Univeristy of Manchester. [Downloadable!]
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    185. Juan Luis Nicolau, 2001. "Parametric And Nonparametric Approaches To Event Studies: An Application To A Hotel'S Market Value," Working Papers. Serie AD 2001-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    186. Matteo Manera & Massimo Giovannini & Margherita Grasso & Alessandro Lanza, 2004. "Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants," Working Papers 2004.71, Fondazione Eni Enrico Mattei. [Downloadable!]
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    187. Kilian, Lutz & Manganelli, Simone, 2003. "The Central Banker as a Risk Manager: Quantifying and Forecasting Inflation Risks," CEPR Discussion Papers 3918, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    188. Peter Brandner & Harald Grech & Helmut Stix, 2001. "The Effectiveness of Central Bank Intervention in the EMS. The Post 1993 Experience," WIFO Working Papers 168, WIFO. [Downloadable!]
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    189. Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2009. "Options introduction and volatility in the EU ETS," EconomiX Working Papers 2009-33, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
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    190. Melike Bildirici & Sadiye Oktay, 2009. "Volatility of Stock Return in ISE in Political Instability Period: Regime-Switching AP-GARCH Test," Working Papers 0010, Yildiz Technical University, Department of Economics, revised Apr 2009. [Downloadable!]
    191. Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi & Junji Shimada, 2005. "Dynamic Efficiency in the East European Emerging Markets," Asia-Pacific Financial Markets, Springer, vol. 12(2), pages 159-179, June. [Downloadable!] (restricted)
    192. David Abad & Antonio Rubia, 1999. "- Evaluation Of The Fixing Trading System In The Spanish Market," Working Papers. Serie EC 1999-17, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    193. George Milunovich & Ronald D. Ripple, 2006. "Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil," Research Papers 0607, Macquarie University, Department of Economics. [Downloadable!]
    194. Kovačić, Zlatko, 2007. "Forecasting volatility: Evidence from the Macedonian stock exchange," MPRA Paper 5319, University Library of Munich, Germany. [Downloadable!]
    195. Silvennoinen, Annastiina & Teräsvirta, Timo, 2005. "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," Working Paper Series in Economics and Finance 577, Stockholm School of Economics, revised 01 Oct 2005. [Downloadable!]
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    196. Angel León & Gonzalo Rubio & Gregorio Serna, 2003. "Autorregresive conditional volatility, skewness and kurtosis," DFAEII Working Papers 200206, University of the Basque Country - Department of Foundations of Economic Analysis II. [Downloadable!]
    197. Niklas Wagner & Terry Marsh, 2000. "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance, Working Paper Series 1002, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley. [Downloadable!]
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    198. Andreas A. Jobst, 2003. "Verbriefung und ihre Auswirkung auf die Finanzmarktstabilität," Working Paper Series: Finance and Accounting 119, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
    199. Paul Alagidede & Theodore Panagiotidis, 2006. "Calendar Anomalies in an Emerging African Market: Evidence from the Ghana Stock Exchange," Discussion Paper Series 2006_13, Department of Economics, Loughborough University, revised Jun 2006. [Downloadable!]
    200. Kin-Yip Ho & Albert K Tsui, 2008. "Volatility Dynamics in Foreign Exchange Rates: Further Evidence from the Malaysian Ringgit and Singapore Dollar," SCAPE Policy Research Working Paper Series 0805, National University of Singapore, Department of Economics, SCAPE. [Downloadable!]
    201. Susan Thorp & George Milunovich, 2006. "Information processing and measures of integration: New York, London and Tokyo," Research Paper Series 177, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    202. Thomas Kaiser, 1996. "One-Factor-GARCH Models for German Stocks - Estimation and Forecasting -," Econometrics 9612007, EconWPA. [Downloadable!]
    203. Tim Bollerslev & Eric Ghysels, 1994. "On Periodic Autogressive Conditional Heteroskedasticity," CIRANO Working Papers 94s-03, CIRANO. [Downloadable!]
    204. David Büttner & Bernd Hayo, 2008. "EMU-related News and Financial Markets in the Czech Republic, Hungary and Poland," MAGKS Papers on Economics 200815, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung). [Downloadable!]
    205. A. Gregoriou & A. Kontonikas & N. Tsitsianis, 2004. "Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK," Applied Financial Economics, Taylor and Francis Journals, vol. 14(3), pages 215-220, February. [Downloadable!] (restricted)
    206. Albert K. Tsui & Kin-Yip Ho, 2004. "Conditional heteroscedasticity of exchange rates: further results based on the fractionally integrated approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(5), pages 637-642. [Downloadable!]
    207. Eric Hillebrand & Gunther Schnabl, 2006. "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," Working Paper Series 650, European Central Bank. [Downloadable!]
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    208. Jon Wongswan, 2003. "Contagion: an empirical test," International Finance Discussion Papers 775, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    209. Hui Guo & Robert Savickas & Zijun Wang & Jian Yang, 2006. "Is value premium a proxy for time-varying investment opportunities: some time series evidence," Working Papers 2005-026, Federal Reserve Bank of St. Louis. [Downloadable!]
    210. Alexandros Kontonikas & Alberto Montagnoli & Nicola Spagnolo, 2006. "Stock Returns and Inflation: The Impact of Inflation Targeting," Working Papers 2005_11, Department of Economics, University of Glasgow. [Downloadable!]
    211. Pilar Abad & Alfonso Novales, 2004. "Volatility transmission across the term structure of swap markets: international evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 14(14), pages 1045-1058, October. [Downloadable!] (restricted)
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    212. Ángel León & Antonio Rubia, 2002. "Forecasting Time-Varying Covariance Matrices In Intradaily Electricity Spot Prices," Working Papers. Serie AD 2002-10, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
    213. Claudia M. Buch & Joerg Doepke & Christian Pierdzioch, 2002. "Business Cycle Volatility in Germany," Kiel Working Papers 1129, Kiel Institute for the World Economy. [Downloadable!]
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    214. Turgut Kisinbay, 2003. "Predictive Ability of Asymmetric Volatility Models at Medium-Term Horizons," IMF Working Papers 03/131, International Monetary Fund. [Downloadable!]
    215. Jin-Chuan Duan & Jean-Guy Simonato, 1995. "Estimating and Testing Exponential Affine Term Structure Models by Kalman Filter," CIRANO Working Papers 95s-44, CIRANO. [Downloadable!]
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    216. Samuel Kyle Jones & Mark A. Thompson, 2005. "On conditional volatility transmission among mutual fund portfolios," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(6), pages 339-342, November. [Downloadable!] (restricted)
    217. Bernd Hayo & Ali M. Kutan & Matthias Neuenkirch, 2009. "FOMC Communication and Emerging Equity Markets," MAGKS Papers on Economics 200923, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung). [Downloadable!]
    218. Jun Ma & Charles R. Nelson, 2008. "Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components," Working Papers UWEC-2008-06-R, University of Washington, Department of Economics, revised Sep 2008. [Downloadable!]
    219. Bernd Hayo & Hans Peter Gruner & Carsten Hefeker, 2004. "Monetary policy uncertainty and unionized labour markets," Money Macro and Finance (MMF) Research Group Conference 2003 42, Money Macro and Finance Research Group. [Downloadable!]
    220. Horst Entorf & Christian Steiner, 2006. "Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose," Darmstadt Discussion Papers in Economics 159, Institut für Volkswirtschaftslehre (Department of Economics), Technische Universität Darmstadt (Darmstadt University of Technology). [Downloadable!]
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    221. Oliver Linton & Enno Mammen, 2003. "Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods," STICERD - Econometrics Paper Series /2003/453, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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    222. Nilsson, Birger, 2002. "International Asset Pricing and the Benefits from World Market Diversification," Working Papers 2002:1, Lund University, Department of Economics. [Downloadable!]
    223. Daniel R. Smith & Christophe Parignon, 2004. "Modeling Yield-Factor Volatility," Econometric Society 2004 Australasian Meetings 307, Econometric Society. [Downloadable!]
    224. PREMINGER, Arie & STORTI, Giuseppe, 2006. "A GARCH (1,1) estimator with (almost) no moment conditions on the error term," CORE Discussion Papers 2006068, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
    225. C.M. Hafner & H. Herwartz, 2003. "Analytical quasi maximum likelihood inference in multivariate volatility models," Econometric Institute Report 326, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
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    226. Gerard Gannon & Chi-Ying Chang, 2007. "Regulatory Change and Micro Structure Effects in SPI Futures," Accounting, Finance, Financial Planning and Insurance Series 2007_08, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
    227. Hans Peter Grüner & Bernd Hayo & Carsten Hefeker, 2005. "Unions, wage setting and monetary policy uncertainty," Working Paper Series 490, European Central Bank. [Downloadable!]
    228. Péter Gábriel & Klára Pintér, 2006. "The effect of the MNB’s communication on financial markets," MNB Working Papers 2006/9, Magyar Nemzeti Bank (The Central Bank of Hungary). [Downloadable!]
    229. Don Bredin & Stilianos Fountas, 2008. "Macroeconomic Uncertainty and Performance in the European Union and Implications for the objectives of Monetary Policy," Discussion Paper Series 2008_01, Department of Economics, University of Macedonia, revised Jan 2008. [Downloadable!]
    230. Nikolaus Hautsch, 2006. "Testing the Conditional Mean Function of Autoregressive Conditional Duration Models," FRU Working Papers 2006/06, University of Copenhagen. Department of Economics. Finance Research Unit. [Downloadable!]
    231. Karoll Gómez Portilla & Santiago Gallón Gómez, 2007. "Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados," REVISTA DE ECONOMÍA DEL ROSARIO, UNIVERSIDAD DEL ROSARIO - FACULTAD DE ECONOMÍA. [Downloadable!]
    232. Padamja Singal & Stephen D. Smith, 1999. "Expected stock returns and volatility in a production economy: a theory and some evidence," Working Paper 99-8, Federal Reserve Bank of Atlanta. [Downloadable!]
    233. Robert F. Engle & Kenneth F. Kroner previously & Yoshihisa Baba & Dennis F. Kraft, 1993. "Multivariate Simultaneous Generalized ARCH," University of California at San Diego, Economics Working Paper Series 89-57r, Department of Economics, UC San Diego. [Downloadable!]
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    234. Robert-Paul Berben & W. Jos Jansen, 2005. "Bond Market and Stock Market Integration in Europe," DNB Working Papers 060, Netherlands Central Bank, Research Department. [Downloadable!]
    235. A. Kontonikas, 2002. "Inflation and Inflation Uncertainty in the United Kingdom: Evidence from GARCH modelling," Economics and Finance Discussion Papers 02-28, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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    236. Marek Rozkrut, 2008. "It’s not only WHAT is said, it’s also WHO the speaker is. Evaluating the effectiveness of central bank communication," National Bank of Poland Working Papers 47, National Bank of Poland, Economic Institute. [Downloadable!]
    237. Kannan Thuraisamy & Gerry Gannon & Jonathan A. Batten, 2007. "The Credit Spread Dynamics of Latin American Euro Issues in International Bond Markets," Accounting, Finance, Financial Planning and Insurance Series 2007_12, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
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    238. Helena Chuliá Soler & Pilar Soriano Felipe & Francisco Climent & Hipòlit Torró, 2007. "Volatility Transmission Patterns And Terrorist Attacks," Working Papers. Serie EC 2007-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
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    239. Spierdijk, L. & Nijman, T.E. & Soest, A.H.O., 2002. "The price impact of trades in illiquid stocks in periods of high and low market activity," Discussion Paper 29, Tilburg University, Center for Economic Research. [Downloadable!]
    240. Charles M. Jones & Owen Lamont & Robin Lumsdaine, 1996. "Public Information and the Persistence of Bond Market Volatility," NBER Working Papers 5446, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    241. Eduardo Acosta González & Fernando Fernández Rodríguez & Jorge Pérez Rodríguez, 2002. "Volatility bias in the GARCH model: a simulation study," Documentos de trabajo conjunto ULL-ULPGC 2002-02, Facultad de Ciencias Económicas de la ULPGC. [Downloadable!]
    242. Olan T. Henry & Michael McKenzie, 2004. "The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong," Working Papers 032004, Hong Kong Institute for Monetary Research. [Downloadable!]
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    243. Toseef Azid & Muhammad Jamil & Aneela Kousar, 2005. "Impact of Exchange rate Volatility on Growth and Economic Performance: A Case Study of Pakistan, 1973-2003," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(4), pages 749-775. [Downloadable!]
    244. Alistair Mees & Berndt Pilgram, 2000. "Non-Linear Markov Modelling Using Canonical Variate Analysis: Forecasting Exchange Rate Volatility," Econometric Society World Congress 2000 Contributed Papers 1162, Econometric Society. [Downloadable!]
    245. HAFNER, Christian & ROMBOUTS, Jeroen, 2003. "Estimation of temporally aggregated multivariate GARCH models," CORE Discussion Papers 2003073, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
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    246. Victor Fang & Chien-Ting Lin & Kunaal Parbhoo, 2008. "Macroeconomic News, Business Cycles and Australian Financial Markets," Asia-Pacific Financial Markets, Springer, vol. 15(3), pages 185-207, December. [Downloadable!] (restricted)
    247. Nigel Wilkins, 2004. "Indirect Estimation of Long Memory Volatility Models," Econometric Society 2004 Far Eastern Meetings 459, Econometric Society. [Downloadable!]
    248. Felix Chan & Dora Marinova & Michael McAleer, 2003. "Modelling the Asymmetric Volatility of Electronics Patents in the USA," CIRJE F-Series CIRJE-F-208, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
    249. François-Éric Racicot & Raymond Théoret & Alain Coën, 2008. "Forecasting Irregularly Spaced UHF Financial Data: Realized Volatility vs UHF-GARCH Models," International Advances in Economic Research, Springer, vol. 14(1), pages 112-124, February. [Downloadable!] (restricted)
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    250. gulielmo maria caporale & rea cipollini & nicola spagnolo, 2004. "Testing For Contagion: A Conditional Correlation Analysis," International Finance 0406003, EconWPA. [Downloadable!]
    251. Bontemps, Christian & Meddahi, Nour, 2007. "Testing Distributional Assumptions: A GMM Approach," IDEI Working Papers 486, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
    252. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    253. Basma Bekdache & Christopher F. Baum, 1998. "Modeling fixed income excess returns," Boston College Working Papers in Economics 409, Boston College Department of Economics, revised 14 Apr 2000. [Downloadable!]
    254. R-P. Berben & W.J. Jansen, 2001. "Comovement in International Equity Markets: a Sectoral View," MEB Series (discontinued) 2001-11, Netherlands Central Bank, Monetary and Economic Policy Department. [Downloadable!]
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    255. Drost, F.C. & Nijman, T.E. & Werker, B.J.M., 1994. "Estimation and Testing in Models Containing Both Jumps and Conditional Heteroskedasticity," Discussion Paper 105, Tilburg University, Center for Economic Research. [Downloadable!]
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    256. Luc, BAUWENS & Arie, PREMINGER & Jeroen, ROMBOUTS, 2006. "Regime switching GARCH models," Discussion Papers (ECON - Département des Sciences Economiques) 2006006, Université catholique de Louvain, Département des Sciences Economiques. [Downloadable!]
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    257. Gabriela De Raaij & Burkhard Raunig, 2005. "Evaluating density forecasts from models of stock market returns," European Journal of Finance, Taylor and Francis Journals, vol. 11(2), pages 151-166, April. [Downloadable!] (restricted)
    258. Enzo Weber, 2007. "Volatility and Causality in Asia Pacific Financial Markets," SFB 649 Discussion Papers SFB649DP2007-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    259. Viktors Ajevskis, 2007. "Inflation and Inflation Uncertainty in Latvia," Working Papers 2007/04, Latvijas Banka. [Downloadable!]
    260. Miloslav Vošvrda & Filip Žikeš, 2004. "AN APPLICATION OF THE GARCH-t MODEL ON CENTRAL EUROPEAN STOCK RETURNS," Prague Economic Papers, University of Economics, Prague, vol. 2004(1), pages 26-39. [Downloadable!] (restricted)
    261. Ewing, Bradley T. & Seyfried, William L, 2003. "Modeling The Philips Curve: A Time-Varying Volatility Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 3(2). [Downloadable!]
    262. Dimitris Kenourgios & Aristeidis Samitas & Spyros Papathanasiou, 2005. "The Day of the Week Effect Patterns on Stock Market Return and Volatility: Evidence for the Athens Stock Exchange," Finance 0512028, EconWPA. [Downloadable!]
    263. Seppo Pynnönen & Warren P. Hogan & Jonathan A. Batten, 2006. "Modelling credit spreads on yen Eurobonds within an equilibrium correction framework," Applied Financial Economics, Taylor and Francis Journals, vol. 16(8), pages 583-606, May. [Downloadable!] (restricted)
    264. Stefan Lundbergh & Timo Teräsvirta, 1999. "Evaluating GARCH Models," Tinbergen Institute Discussion Papers 99-008/4, Tinbergen Institute. [Downloadable!]
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    265. Stefan Reitz & M.P Taylor, 2006. "The Coordination Channel of Foreign Exchange Intervention," Computing in Economics and Finance 2006 16, Society for Computational Economics. [Downloadable!]
    266. Michael Sørensen, 2008. "Parametric inference for discretely sampled stochastic differential equations," CREATES Research Papers 2008-18, School of Economics and Management, University of Aarhus. [Downloadable!]
    267. Caiado, Jorge, 2004. "Modelling and forecasting the volatility of the portuguese stock index PSI-20," MPRA Paper 2077, University Library of Munich, Germany. [Downloadable!]
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    268. Robert Engle, 2001. "GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 157-168, Fall. [Downloadable!] (restricted)
    269. Lutz Kilian & Simone Manganelli, 2003. "The Central Bank as a risk manager: quantifying and forecasting fnflation risks," Working Paper Series 226, European Central Bank. [Downloadable!]
    270. Magdalena Osińska & Aleksandra Matuszewska, 2006. "Detecting Some Dynamic Properties of the Euro/Dollar Exchange Rate," International Advances in Economic Research, Springer, vol. 12(3), pages 327-341, August. [Downloadable!] (restricted)
    271. Antulio N. Bomfim, 2000. "Pre-announcement effects, news, and volatility: monetary policy and the stock market," Finance and Economics Discussion Series 2000-50, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    272. Susan Thorp & George Milunovich, 2005. "Asymmetric Risk and International Portfolio Choice," Research Paper Series 160, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    273. Oliver Linton & Douglas G. Steigerwald, 1995. "Adaptive Testing in ARCH Models," Cowles Foundation Discussion Papers 1105, Cowles Foundation, Yale University. [Downloadable!]
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    274. Enrique Sentana & Javier Mencía, 2008. "Distributional Tests In Multivariate Dynamic Models With Normal And Student T Innovations," Working Papers wp2008_0804, CEMFI. [Downloadable!]
    275. Simone Manganelli, 2002. "Duration: volume and volatility impact of trades," Working Paper Series 125, European Central Bank. [Downloadable!]
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    276. Jose A. Lopez, 1995. "Evaluating the predictive accuracy of volatility models," Research Paper 9524, Federal Reserve Bank of New York. [Downloadable!]
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    277. Nektarios Aslanidis & Denise R. Osborn & Marianne Sensier, 2008. "Comovements between US and UK stock prices: the roles of macroeconomic information and timevarying conditional correlations," The School of Economics Discussion Paper Series 0805, Economics, The University of Manchester. [Downloadable!]
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    278. Duc NGUYEN, 2008. "An empirical analysis of structural changes in emerging market volatility," Economics Bulletin, Economics Bulletin, vol. 6(10), pages 1-10. [Downloadable!]
    279. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002. "Parametric and Nonparametric Volatility Measurement," Center for Financial Institutions Working Papers 02-27, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
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    280. Nicole Davis & Ali M. Kutan, 2003. "Inflation and output as predictors of stock returns and volatility: international evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 13(9), pages 693-700, September. [Downloadable!] (restricted)
    281. Giorgio Santis & Bruno Gerard & Pierre Hillion, 1999. "The Relevance of Current Risk in the EMU," University of California at Los Angeles, Anderson Graduate School of Management 1094, Anderson Graduate School of Management, UCLA. [Downloadable!]
    282. Levent Korap, 2006. "An Analysis of Central Bank Interventions on Forex Market For The Post-Crisis Period," Working Papers 2006/4, Turkish Economic Association. [Downloadable!]
    283. Sean D. Campbell & Canlin Li, 2004. "Alternative estimates of the presidential premium," Finance and Economics Discussion Series 2004-69, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    284. A.S.K. Wong & P.J.G. Vlaar, 2003. "Modelling time-varying correlations of financial markets," WO Research Memoranda (discontinued) 739, Netherlands Central Bank, Research Department. [Downloadable!]
    285. Ercan Balaban & Aslı Bayar, 2005. "Stock returns and volatility: empirical evidence from fourteen countries," Applied Economics Letters, Taylor and Francis Journals, vol. 12(10), pages 603-611, August. [Downloadable!] (restricted)
    286. Enrique Sentana & Javier Mencía, 2008. "Multivariate Location-Scale Mixtures Of Normals And Mean-Variance-Skwness Portfolio Allocation," Working Papers wp2008_0805, CEMFI. [Downloadable!]
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    287. Olan T. Henry & Sandy Suardi, 2004. "Testing for a Level Effect in Short-Term Interest Rates," Department of Economics - Working Papers Series 924, The University of Melbourne. [Downloadable!]
    288. Ivana Komunjer, 2001. "Consistent Estimation for Aggregated GARCH Processes," University of California at San Diego, Economics Working Paper Series 2001-08, Department of Economics, UC San Diego. [Downloadable!]
    289. Renatas Kizys & Peter Spencer, 2007. "Assessing the Relation between Equity Risk Premia and Macroeconomic Volatilities," Money Macro and Finance (MMF) Research Group Conference 2006 140, Money Macro and Finance Research Group. [Downloadable!]
    290. Michael Thorpe, 2005. "Financial Sector Reform in China," CERT Discussion Papers 0502, Centre for Economic Reform and Transformation, Heriot Watt University. [Downloadable!]
    291. Eric Hillebrand, 2003. "Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models,"