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Research classified by
Journal of
Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods: General
/ / / C10: General
/ / / C11: Bayesian Analysis
/ / / C12: Hypothesis Testing
/ / / C13: Estimation
/ / / C14: Semiparametric and Nonparametric Methods
/ / / C15: Statistical Simulation Methods
/ / / C16: Econometric and Statistical Methods; Specific Distributions
/ / / C19: Other
This topic is covered by the following reading lists:- SOEP based publications
Most recent items first, undated at the end.
2009 Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence
by Hui Feng & David E. Giles [Downloadable!]
2009 The USDA Graduate School: Government Training in Statistics and Economics, 1921-1945
by Malcolm Rutherford [Downloadable!]
2009 A house price index defined in the potential outcomes framework
by Nicholas Longford [Downloadable!]
2009 Spatial Contagion of Global Financial Crisis
by Ari Tjahjawandita & Tito Dimas Pradono & Rullan Rinaldi [Downloadable!]
2009 Detrending and the Distributional Properties of U.S. Output Time Series
by Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini [Downloadable!]
2009 Errors-in-Variables Estimation with No Instruments
by Ramazan Gencay & Nikola Gradojevic [Downloadable!]
2009 Asymmetry of Information Flow Between Volatilities Across Time Scales
by Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher [Downloadable!]
2009 Two important traditional prices' indices for the measurement of inflation and cost-of-living in Romania, during the last century
by Gheorghe Savoiu [Downloadable!]
2009 Volatility Indexes seem to point to the Past
by Schroeder, Gerhard [Downloadable!]
2009 Bubbles and contagion in English house prices
by Fry, J. M. [Downloadable!]
2009 Improving Modeling of Extreme Events using Generalized Extreme Value Distribution or Generalized Pareto Distribution with Mixing Unconditional Disturbances
by Suarez, Ronny [Downloadable!]
2009 Performance and Congestion Analysis of the Portuguese Hospital Services
by Simões, Pedro & Cunha Marques, Rui [Downloadable!]
2009 Разрывы В Шкале Вероятностей. Расчет Величин Разрывов
by Harin, Alexander [Downloadable!]
2009 A Comparison among the director networks in the main listed companies in France, Germany, Italy, and the United Kingdom
by Santella, Paolo & Drago, Carlo & Polo, Andrea & Gagliardi, Enrico [Downloadable!]
2009 Impossibility Results for Nondifferentiable Functionals
by Hirano, Keisuke & Porter, Jack [Downloadable!]
2009 The empirical saddlepoint likelihood estimator applied to two-step GMM
by Sowell, Fallaw [Downloadable!]
2009 Methods versus Substance: Measuring the Effects of Technology Shocks on Hours
by José-VÃctor RÃos-Rull & Frank Schorfheide & Cristina Fuentes-Albero & Maxym Kryshko & Raül Santaeulà lia-Llopis [Downloadable!]
2009 Adoption Curves and Social Interactions
by William A. Brock & Steven N. Durlauf [Downloadable!]
2009 Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology
by Raymond Kan & Cesare Robotti & Jay Shanken [Downloadable!]
2009 Regression Discontinuity Designs in Economics
by David S. Lee & Thomas Lemieux [Downloadable!]
2009 Understanding Markov-Switching Rational Expectations Models
by Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner [Downloadable!]
2009 A new algorithm for the loss distribution function with applications to Operational Risk Management
by Dominique Guegan & Bertrand Hassani [Downloadable!]
2009 Detecting Regime Shifts in Corporate Credit Spreads
by Georges Dionne & Pascal François & Olfa Maalaoui [Downloadable!]
2009 Child-Care and Participation in the Labor Market for Married Women in Mediterranean Countries
by Nicodemo, Catia & Waldmann, Robert [Downloadable!]
2009 Identifying the Effects of Food Stamps on Child Health Outcomes When Participation is Endogenous and Misreported
by Kreider, Brent & Pepper, John V. & Gundersen, Craig & Jolliffe, Dean [Downloadable!]
2009 Scenario Generation for Price Forecasting in Restructured Wholesale Power Markets
by Zhou, Qun & Tesfatsion, Leigh S. & Liu, Chen-Ching
2009 Joint Estimation of Risk Preferences and Technology: Flexible Utility or Futility?
by Lence, Sergio H. [Downloadable!]
2009 Dynamic Estimation of Health Expenditure: A new approach for simulating individual expenditure
by Valerie Albouy & Laurent Davezies & Thierry Debrand [Downloadable!]
2009 Volatility Forecasting: The Jumps Do Matter
by Fulvio Corsi & Davide Pirino & Roberto Reno [Downloadable!]
2009 Estimation of multivariate probit models by exact maximum likelihood
by Jacques Huguenin & Florian Pelgrin & Alberto Holly [Downloadable!]
2009 Location, Internationalization and Performance of Firms in Italy: a Multilevel Approach
by Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi [Downloadable!]
2009 Adaptive Experimental Design Using the Propensity Score
by Jinyong Hahn & Keisuke Hirano & Dean Karlan [Downloadable!]
2009 Methodology for Determining the Acceptability of Given Designs in Uncertain Environments
by Kleijnen, J.P.C. & Pierreval, H. & Zhang, J. [Downloadable!]
2009 Sensitivity Analysis of Simulation Models
by Kleijnen, J.P.C. [Downloadable!]
2009 Economic Forecasts Based on Econometric Models Using EViews 5
by Tomescu-Dumitrescu Cornelia [Downloadable!]
2009 E-Business Implications for Productivity and Competitiveness
by Pece Mitrevski & Olivera Kostoska & Marjan Angeleski [Downloadable!]
2009 Economic Growth and Convergence in the European Union
by Halmai Peter & Vasary Viktoria [Downloadable!]
2009 Causality Along Subspaces: Theory
by Al-Sadoon, M.M. [Downloadable!]
2009 The multivariate supOU stochastic volatility model
by Ole Eiler Barndorff-Nielsen & Robert Stelzer [Downloadable!]
2009 Stochastic volatility and stochastic leverage
by Almut E. D. Veraart & Luitgard A. M. Veraart [Downloadable!]
2009 Meta-Analysis in Stata: An Updated Collection from the Stata Journal
by [Downloadable!]
2009 An Introduction to Stata Programming
by Christopher F Baum [Downloadable!]
2009 Indexes of Regional Economic Growth in Post-Accession Romania
by Miron, Dumitru & Dima, Alina Mihaela & Vasilache, Simona
2009 Modelos econométricos y capacidad tributaria municipal en México: ¿Pueden los municipios de México recaudar más?
by Aguilar Gutiérrez, Genaro [Downloadable!]
2009 Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data
by Vít Bubák & Filip Žikeš [Downloadable!]
2009 The Contribution Of Equipment Leasing In The Error-Correction Model Of Investment In Machinery And Equipment: Evidence From Italy
by ZANIN, Luca [Downloadable!]
2009 Changing Determinants of the Economic Growth – Theoretical Base and Specifics of the Empirics
by Rossitsa Rangelova [Downloadable!]
2008 The 'Pre-Eminence of Theory' versus the 'General-to-Specific' Cointegrated VAR Perspectives in Macro-Econometric Modeling
by Spanos, Aris [Downloadable!]
2008 Volatility forecasting: the jumps do matter
by Fulvio Corsi & Davide Pirino & Roberto Renò [Downloadable!]
2008 Small-area estimation with spatial similarity
by Nicholas Longford [Downloadable!]
2008 Further Analysis of the Zipf Law: Does the Rank-Size Rule Really Exist?
by Fungisai Nota & Shunfeng Song [Downloadable!]
2008 Do high-frequency measures of volatility improve forecasts of return distributions?
by John M Maheu & Thomas H McCurdy [Downloadable!]
2008 Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns
by Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen [Downloadable!]
2008 Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments
by Thabo Mokoena & Rangan Gupta & Renee van Eyden
2008 Divisia Second Moments: An Application of Stochastic Index Number Theory
by Barnett, William A. & Jones, Barry E. & Nesmith, Travis D. [Downloadable!]
2008 A new procedure for monitoring the range and standard deviation of a quality characteristic
by Kiani, Mehdi & Panaretos, John & Psarakis, Stelios [Downloadable!]
2008 An Econometric Analysis of Aggregate Outbound Tourism Demand of Turkey
by Halicioglu, Ferda [Downloadable!]
2008 Liquidity-Induced Dynamics in Futures Markets
by Fagan, Stephen & Gencay, Ramazan [Downloadable!]
2008 Do we need time series econometrics?
by Rao, B. Bhaskara & Singh, Rup & Kumar, Saten [Downloadable!]
2008 Essays on the econometric theory of rank regressions
by Subbotin, Viktor [Downloadable!]
2008 Correlates Of Inorganic Fertilizer Consumption Among Smallholder Farmers In Abia State, Nigeria
by Ezeh, Chima Innocent & Onwuka, Onyema W & Nwachukwu, Ifeanyi Ndubuto [Downloadable!]
2008 Identification of relationship between housing difficulty and property values in urban areas
by Montrone, Silvestro & Perchinunno, Paola & Torre, Carmelo Maria [Downloadable!]
2008 Avaliação de Empresas de Pequeno Porte no Brasil através da Metodologia Construtivista de Apoio à Decisão MCDA-C
by Marcus Vinicius Andrade Lima & Leonardo Ensslin & Ana Lucia de Miranda Lopes & Ademar Dutra [Downloadable!]
2008 On the estimation of a binary response model in a selected population
by Elena Stanghellini & Francesco Claudio Stingo & Rosa Capobianco [Downloadable!]
2008 Forecasting with Equilibrium-correction Models during Structural Breaks
by Jennifer L. Castle & Nicholas W.P. Fawcett & David F. Hendry [Downloadable!]
2008 Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods
by Raj Chetty [Downloadable!]
2008 Estimating Matching Games with Transfers
by Jeremy T. Fox [Downloadable!]
2008 Efficient Estimation of Missing Data Models Using Moment Conditions and Semiparametric Restrictions
by Bryan S. Graham [Downloadable!]
2008 Do Community Colleges provide a Viable Pathway to a Baccalaureate Degree?
by Bridget Terry Long & Michal Kurlaender [Downloadable!]
2008 The Impact of Postsecondary Remediation Using a Regression Discontinuity Approach: Addressing Endogenous Sorting and Noncompliance
by Juan Carlos Calcagno & Bridget Terry Long [Downloadable!]
2008 Estimating Derivatives in Nonseparable Models with Limited Dependent Variables
by Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu [Downloadable!]
2008 Estimation of Random Coefficient Demand Models: Challenges, Difficulties and Warnings
by Christopher R. Knittel & Konstantinos Metaxoglou [Downloadable!]
2008 Nonparametric Identification and Estimation in a Generalized Roy Model
by Patrick Bayer & Shakeeb Khan & Christopher Timmins [Downloadable!]
2008 Is There Dowry Inflation in South Asia?
by Raj Arunachalam & Trevon Logan [Downloadable!]
2008 Firms as bundles of discrete resources - towards an explanation of the exponential distribution of firm growth rates
by Alex Coad [Downloadable!]
2008 Children Capabilities and Family Characteristics in Italy
by Tindara Addabbo & Maria Laura Di Tommaso [Downloadable!]
2008 The Interaction between Parents and Children as a Relevant Dimension of Child Well Being. The Case of Italy
by Tindara Addabbo & Gisella Facchinetti & Anna Maccagnan & Giovanni Mastroleo & Tommaso Pirotti [Downloadable!]
2008 Analisi di secondo livello del questionario E-Learning CTU
by Stefano Maria IACUS & Ilia NEGRI [Downloadable!]
2008 Calibration and IV Estimation of a Wage Outcome Equation in a Dynamic Environment
by Belzil, Christian & Hansen, Jörgen [Downloadable!]
2008 Extending the Use of the Block-Block Bootstrap to AR(∞) Processes
by Bunzel, Helle & Iglesias, Emma M
2008 Monitoring Processes with Changing Variances
by Ord [Downloadable!]
2008 Exponential smoothing and non-negative data
by Muhammad Akram & Rob J Hyndman & J. Keith Ord [Downloadable!]
2008 Sectoral Transformation Ratios (ISIC Revise 2 and Revise 3)
by Ensar Yesilyurt [Downloadable!]
2008 Liquidity-Induced Dynamics in Futures Markets
by Stephen Fagan & Ramazan Gencay [Downloadable!]
2008 Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects
by Chen, Xiaohong & Hong, Han & Tarozzi, Alessandro [Downloadable!]
2008 Opening the Black Box: Structural Factor Models with Large Cross-Sections
by Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin [Downloadable!]
2008 Constrained Optimization in Simulation: A Novel Approach
by Kleijnen, J.P.C. & Beers, W.C.M. van & Nieuwenhuyse, I. van [Downloadable!]
2008 Design of Experiments: An Overview
by Kleijnen, J.P.C. [Downloadable!]
2008 Estimating Derivatives in Nonseparable Models with Limited Dependent Variables
by Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu [Downloadable!]
2008 Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects
by Xiaohong Chen & Han Hong & Alessandro Tarozzi [Downloadable!]
2008 Testing Downside Risk Efficiency Under Market Distress
by Jesus Gonzalo & Jose Olmo [Downloadable!]
2008 Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms
by Jean-Marie Dufour & Abderrahim Taamouti [Downloadable!]
2008 Testing downside risk efficiency under market distress
by Jesus Gonzalo & Jose Olmo [Downloadable!]
2008 Short and long run causality measures: theory and inference
by Jean-Marie Dufour & Abderrahim Taamouti [Downloadable!]
2008 Better to be rough and relevant than to be precise and irrelevant. Reddaway's Legacy to Economics
by Ajit Singh [Downloadable!]
2008 Econometric Asset Pricing Modelling
by Bertholon, H. & Monfort, A. & Pegoraro, F. [Downloadable!]
2008 Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach
by Jie Zhu [Downloadable!]
2008 Introduction to Statistical Decision Theory
by John W. Pratt & Howard Raiffa & Robert Schlaifer
2008 Econometric Analysis of Cross Section and Panel Data, 2nd Edition
by Jeffrey M. Wooldridge
2008 Electoral Design and Voter Welfare from the U.S. Senate: Evidence from a Dynamic Selection Model
by Gautam Gowrisankaran & Matthew F. Mitchell & Andrea Moro [Downloadable!]
2008 Examination Of Selected Improvement Approaches To Monte Carlo Simulation In Option Pricing
by Tomáš Tichý [Downloadable!]
2008 21. YUZYILDA EKONOMETRININ KARSILASTIGI ZORLUKLAR (Tercume)
by Muruvvet Pamuk [Downloadable!]
2008 Purchasing power parity: A nonlinear multivariate perspective
by Frédérique Bec & Mélika Ben Salem & Anders Rahbek [Downloadable!]
2008 Does nonlinear econometrics confirm the macroeconomic models of consumption?
by JAWADI Fredj [Downloadable!]
2008 A Simple Gamma Random Number Generator for Arbitrary Shape Parameters
by Hisashi Tanizaki [Downloadable!]
2008 Comparison of Panel Cointegration Tests
by Deniz Dilan Karaman Örsal [Downloadable!]
2008 A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis
by Naorayex K Dastoor [Downloadable!]
2008 A note on the relationship between the information matrx test and a score test for parameter constancy
by Daisuke Nagakura [Downloadable!]
2008 A note on the relationship between the information matrx test and a score test for parameter constancy
by Daisuke Nagakura [Downloadable!]
2008 k nearest-neighbor estimation of inverse density weighted expectations
by David Jacho-Chávez [Downloadable!]
2008 A Distributional Analysis Of Treatment Effects In Randomized Experiments
by Marcel Voia [Downloadable!]
2008 Demarcating stable and turbulent regimes in Taiwan's stock market
by Yu-Lieh Huang & Chia-Wen Ho [Downloadable!]
2008 Bayesian analysis of a vector autoregressive model with multiple structural breaks
by Katsuhiro Sugita [Downloadable!]
2008 The impacts of Atlantic bonito rush and the avian influenza on meat products in Turkey
by Sayed H. Saghaian & Gökhan Özertan & Aslihan D. Spaulding [Downloadable!]
2008 Foreign Aid, Growth, Policy And Reform
by Eskander Alvi & Debasri Mukherjee & Elias Shukralla [Downloadable!]
2008 Does a change in debt structure matter in earnings management? --the application of nonlinear panel threshold test
by Yu-Shu Cheng & Yi-Pei Liu [Downloadable!]
2008 A Representation Index: Measuring the Representation of Minorities in the Income Distribution
by Krishna Pendakur & Ravi Pendakur & Simon D. Woodcock [Downloadable!]
2008 Tendencies of the Gross Domestic Product at the level of the South-Western developing Region Oltenia
by Ilie Murarita & Florin Cristian Ciurlau [Downloadable!]
2008 Management model of the correlation between the tax bites and the GDP
by Radu Catalin Criveanu & Mirela Ganea [Downloadable!]
2007 Learning Causal Relations in Multivariate Time Series Data
by Chihying, Hsiao & Chen, Pu [Downloadable!]
2007 Using copulas to estimate reduced-form systems of equations
by Casey Quinn [Downloadable!]
2007 Improving precision in cost-effectiveness analysis using copulas
by Casey Quinn [Downloadable!]
2007 The health-economic applications of copulas: methods in applied econometric research
by Casey Quinn [Downloadable!]
2007 quilibres multiples et poids de lhistoire: quelle responsabilit 0070our la politique c006fnomique?
by Fabienne Bonetto [Downloadable!]
2007 Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence
by Hui Feng & David E. Giles [Downloadable!]
2007 Further Analysis of the Zipf's Law: Does the Rank-Size Rule Really Exist?
by Fungisai Nota & Shunfeng Song [Downloadable!]
2007 Türkiye’de Reel Ücretlerin TAR Modeli ile Analizi ve Birim Kök Sýnamasý
by Elcin Aykac Alp [Downloadable!]
2007 Bayesian Variable Selection of Risk Factors in the APT Model
by Robert Kohn & Rachida Ouysse [Downloadable!]
2007 Distribution-Preserving Statistical Disclosure Limitation
by Simon D. Woodcock & Gary Benedetto [Downloadable!]
2007 We derive general distribution tests based on the method of Maximum Entropy density
by Thanasis Stengos & Ximing Wu† [Downloadable!]
2007 Unit Root Tests with Wavelets
by Gencay, Ramazan & Fan, Yanqin [Downloadable!]
2007 The Gender Pay Gap In Vietnam, 1993-2002: A Quantile Regression Approach
by Pham, Hung T & Reilly, Barry [Downloadable!]
2007 The Taxes Impact On The Economic Growth: The Case Of European Union
by Mutaşcu, Mihai Ioan & Crasneac, Alexandru Ocatavian & Dănuleţiu, Dan-Constantin [Downloadable!]
2007 Did F. A. Hayek Embrace Popperian Falsificationism? A Critical Comment About Certain Theses of Popper, Duhem and Austrian Methodology
by van den Hauwe, Ludwig [Downloadable!]
2007 Confidence Sets Based on Sparse Estimators Are Necessarily Large
by Pötscher, Benedikt M. [Downloadable!]
2007 The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn
by Finger, Robert & Hediger, Werner [Downloadable!]
2007 Estimation of the Equilibrium Interest Rate: Case of CFA zone
by Dramani, Latif & Laye, Oumy [Downloadable!]
2007 Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey
by Cifter, Atilla & Ozun, Alper [Downloadable!]
2007 Rating philosophies: some clarifications
by Varsanyi, Zoltan [Downloadable!]
2007 Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1)
by K. K., Suresh & K., Pradeepa Veerakumari [Downloadable!]
2007 Do Instrumental Variables Belong in Propensity Scores?
by Jay Bhattacharya & William B. Vogt [Downloadable!]
2007 Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test
by Justin McCrary [Downloadable!]
2007 Default risk: Poisson mixture and the business cycle
by Chiara Pederzoli [Downloadable!]
2007 Opening the Black Box: Structural Factor Models with Large Cross-Sections
by Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin [Downloadable!]
2007 An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups
by Hugo Ñopo [Downloadable!]
2007 Dynamic and Structural Features of Intifada Violence: A Markov Process Approach
by Ivan Jeliazkov & Dale J. Poirier [Downloadable!]
2007 Bayesian Likelihoods for Moment Condition Models
by Giuseppe Ragusa [Downloadable!]
2007 In-work benefits for low wage jobs : can additional income hinder labor market integration?
by Krug, Gerhard [Downloadable!]
2007 Trip-Level Analysis of Efficiency Changes in Oregon’s Deepwater Trawl Fishery
by David Tomberlin & Garth Holloway [Downloadable!]
2007 Imalat Sanayi, Madencilik ve Tasocakçiligi ve Enerji Gaz ve Su Sektörlerine Ait ISIC Revize 2-Revize 3 Veri Siniflandirma Sistemlerine Iliskin dönüsüm oranlarinin Hesaplanmasi
by Ensar Yesilyurt [Downloadable!]
2007 From Transition to Competition: Dynamic Efficiency Analysis of Polish Electricity Distribution Companies
by Astrid Cullmann & Christian von Hirschhausen [Downloadable!]
2007 Sealed-Bid Auction of Dutch Mussels: Statistical Analysis
by Kleijnen, J.P.C. & Schaik, F.D.J. van [Downloadable!]
2007 Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)
by Bettonvil, B.W.M. & Castillo, E. del & Kleijnen, J.P.C. [Downloadable!]
2007 Simulation Experiments in Practice: Statistical Design and Regression Analysis
by Kleijnen, J.P.C. [Downloadable!]
2007 Screening Experiments for Simulation: A Review
by Kleijnen, J.P.C. [Downloadable!]
2007 Kriging Metamodeling in Simulation: A Review
by Kleijnen, J.P.C. [Downloadable!]
2007 Simulation Experiments in Practice: Statistical Design and Regression Analysis
by Kleijnen, J.P.C. [Downloadable!]
2007 The Impact of Heavy Tails and Comovements in Downside-Risk Diversification
by Jesus Gonzalo & Jose Olmo [Downloadable!]
2007 Owner Motivations in the UK Speciality Food Sector
by Andrew Bugg [Downloadable!]
2007 Empirical Determinants of Government Efficiency - Exploring the Data
by Francisca Guedes de Oliveira [Downloadable!]
2007 Switching VARMA Term Structure Models - Extended Version
by Monfort, A. & Pegoraro, F. [Downloadable!]
2007 Multi-Lag Term Structure Models with Stochastic Risk Premia
by Monfort, A. & Pegoraro, F. [Downloadable!]
2007 Pricing and Inference with Mixtures of Conditionally Normal Processes
by Bertholon, H. & Monfort, A. & Pegoraro, F. [Downloadable!]
2007 A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects
by Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen [Downloadable!]
2007 Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns
by Torben G. Andersen & Tim Bollerslev & Per Houmann Frederiksen & Morten Ørregaard Nielsen [Downloadable!]
2007 Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold [Downloadable!]
2007 A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures
by Torben G. Andersen & Tim Bollerslev & Xin Huang [Downloadable!]
2007 Generalized Linear Models and Extensions, 2nd Edition
by James W. Hardin & Joseph W. Hilbe
2007 Learning Causal Relations in Multivariate Time Series Data
by Chen, Pu & Chihying, Hsiao [Downloadable!]
2007 Türkiye’de içsel ekonomik büyüme ve teknolojik gelişmede dış ticaret ve beşeri sermayenin rolü (1963-2002): Pesaran’ın sınır testi ile bir eş-bütünleşme analizi
by Ahmet AY & Pınar YARDIMCI
2007 Stock Prices and Dividends in Taiwan's Stock Market: Evidence Based on Time-Varying Present Value Model
by Chi-Wei Su & Hsu-Ling Chang & Yahn-Shir Chen [Downloadable!]
2007 Some implications of a quartic loss function
by Kevin Aretz & David Peel [Downloadable!]
2007 Conditional density estimation: an application to the Ecuadorian manufacturing sector
by Kim Huynh & David Jacho-Chavez [Downloadable!]
2007 Least squares estimation of joint production functions by the differential evolution method of global optimization
by Sudhanshu Mishra [Downloadable!]
2007 The asymptotic global power comparisons of the GMM overidentifying restrictions tests
by Sheng-Kai Chang [Downloadable!]
2007 New trading risk indexes: application of the shapley value in finance
by virginie terraza & stephane mussard [Downloadable!]
2007 Technological Change and Catch-up and Capital Deepening: Relative Contributions to Growth and Convergence: Comment
by Eiji Yamamura & Inyong Shin [Downloadable!]
2007 Safety, profitability and the load factor for airlines in the USA
by Dipendra Sinha [Downloadable!]
2007 On the standard errors of Oaxaca-type decompositions for inter-industry gender wage differentials
by Eric S. Lin [Downloadable!]
2007 Appreciations Regarding The Prediction Of The Gross Domestic Product In The Period After Romania’S Adherence To The Eu
by Dorel Savulea [Downloadable!]
2007 Statistical Annalisys Of The Correlation Between Gdp, Productivity And Brute Investments At The Level Of Oltenia Region
by Costel Ionascu [Downloadable!]
2007(XVII) The Intensity of using production factors in Romania. Estimates from Cobb-Douglas and CES Models
by Gheorghe Zaman & Zizi Goschin [Downloadable!]
2006 Sector concentration in loan portfolios and economic capital
by Masschelein, Nancy & Düllmann, Klaus [Downloadable!]
2006 Alternative methods for estimating systems of (health) equations
by Casey Quinn [Downloadable!]
2006 Joint change point estimation in regression coeffcients and variances of the errors of a linear model
by Oleg Glouchakov [Downloadable!]
2006 Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?
by Lothian, James R. & Taylor, Mark P. [Downloadable!]
2006 Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries
by Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini [Downloadable!]
2006 On Joint Modelling and Testing for Local and Global Spatial Externalities
by Zhenlin Yang [Downloadable!]
2006 Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models
by Cheng Hsiao & Siyan Wang [Downloadable!]
2006 Detrending and Output Growth-Rate Distributions
by Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini
2006 Measurement with Minimal Theory
by Ellen McGrattan
2006 Existence of bifurcation in macroeconomic dynamics: Grandmont was right
by He, Yijun & Barnett, William [Downloadable!]
2006 Linkages Between Income, Education And Health: Case Of Rural Orissa
by Himanshu Sekhar, Rout [Downloadable!]
2006 Multivariate Statistical Process Control Charts: An Overview
by Bersimis, Sotiris & Psarakis, Stelios & Panaretos, John [Downloadable!]
2006 The bilateral J-Curve hypothesis between Turkey and her 9 trading partners
by Kimbugwe, Hassan [Downloadable!]
2006 Metodologia - O Sector Informal em Moçambique: Resultados do Primeiro Inquérito Nacional (2005)
by Calzaroni, Manlio & Cappiello, Antonio & Della Rocca, Giorgio & Di Zio, Marco & Martelli, Cristina & Pieraccini, Guido & Profili, Francesco & Tembe, Cirilo [Downloadable!]
2006 Hurst exponents, Markov processes, and fractional Brownian motion
by McCauley, Joseph L. & Gunaratne, Gemunu H. & Bassler, Kevin E. [Downloadable!]
2006 Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets
by Bassler, Kevin E. & McCauley, Joseph L. & Gunaratne, Gemunu H. [Downloadable!]
2006 Band-Pass Filters
by Everts, Martin [Downloadable!]
2006 Characteristic function approach to the sum of stochastic variables
by Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio [Downloadable!]
2006 The Levy sections theorem revisited
by Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio [Downloadable!]
2006 Allocative Efficiency of Small-Holder Cocoyam Farmers in Anambra State, Nigeria
by Okoye, B.C & Onyenweaku, C.E & Asumugha, G.N [Downloadable!]
2006 Impact de la mondialisation et des inégalités sur la pauvreté en Europe de l'Est: Approche par la méthode des moments généralisés
by Otchia Samen, Christian [Downloadable!]
2006 As dimensões latentes da Inovação: o caso das regiões europeias
by Pinto, Hugo & Guerreiro , João [Downloadable!]
2006 A Representation Index: Glass Ceilings and Sticky Floors
by Pendakur, Krishna & Pendakur, Ravi & Woodcock, Simon [Downloadable!]
2006 Asymptotics for statistical treatment rules
by Hirano, Keisuke & Porter, Jack [Downloadable!]
2006 Evaluating Wireless Carrier Consolidation Using Semiparametric Demand Estimation
by Patrick Bajari & Jeremy T. Fox & Stephen Ryan [Downloadable!]
2006 Assessing Structural VARs
by Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson [Downloadable!]
2006 Estimating Static Models of Strategic Interaction
by Patrick Bajari & Han Hong & John Krainer & Denis Nekipelov [Downloadable!]
2006 Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Re-Analysis of the California GAIN Program
by V. Joseph Hotz & Guido W. Imbens & Jacob A. Klerman [Downloadable!]
2006 Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand
by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik [Downloadable!]
2006 Regression Discontinuity Inference with Specification Error
by David S. Lee & David Card [Downloadable!]
2006 Semiparametric Estimation of a Dynamic Game of Incomplete Information
by Patrick Bajari & Han Hong [Downloadable!]
2006 Sector Concentration in Loan Portfolios and Economic Capital
by Klaus Düllmann & Nancy Masschelein [Downloadable!]
2006 A Comparative Simulation Study of Fund Performance Measures
by Zhangpeng Gao & Shahidur Rahman [Downloadable!]
2006 A New Direction of Fund Rating Based on the Finite Normal Mixture Model
by Zhangpeng Gao & Shahidur Rahman [Downloadable!]
2006 Towards an explanation of the exponential distribution of firm growth rates
by Alex Coad [Downloadable!]
2006 Persistence in Infant Mortality: Evidence for the Indian States
by Wiji Arulampalam & Sonia Bhalotra [Downloadable!]
2006 Econometrics: A Bird’s Eye View
by John F. Geweke & Joel L. Horowitz & M. Hashem Pesaran [Downloadable!]
2006 Sibling Death Clustering in India: State Dependence vs. Unobserved Heterogeneity
by Wiji Arulampalam & Sonia Bhalotra [Downloadable!]
2006 Testing for Breaks Using Alternating Observations
by Bunzel, Helle & Iglesias, Emma M. [Downloadable!]
2006 Partially Identifying the Prevalence of Health Insurance Given Contaminated Sampling Response Error
by Kreider, Brent [Downloadable!]
2006 Identification of Expected Outcomes in a Data Error Mixing Model with Multiplicative Mean Independence
by Kreider, Brent & Pepper, John V. [Downloadable!]
2006 Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?
by Elena Pesavento, Barbara Rossi [Downloadable!]
2006 Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?
by Pesavento, Elena & Rossi, Barbara [Downloadable!]
2006 Desigualdad Salarial en el Gran Buenos Aires: Una Aplicación de Regresión por Cuantiles en Microdescomposiciones
by Javier Alejo [Downloadable!]
2006 Generalized response surface methodology : a new metaheuristic
by Kleijnen, Jack P.C. [Downloadable!]
2006 Optimization of simulated inventory systems : optquest and alternatives
by Kleijnen, Jack P.C. & Wan, Jie [Downloadable!]
2006 White noise assumptions revisited : regression models and statistical designs for simulation practice
by Kleijnen, Jack P.C. [Downloadable!]
2006 Regression models and experimental designs : a tutorial for simulation analysts
by Kleijnen, Jack P.C. [Downloadable!]
2006 Econometrics: A Bird’s Eye View
by Geweke, J. & Joel Horowitz & Pesaran, M.H. [Downloadable!]
2006 News, Noise, and Estimates of the "True" Unobserved State of the Economy
by Dennis J. Fixler & Jeremy J. Nalewaik [Downloadable!]
2006 Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices
by Jean-Marie Dufour & David Tessier [Downloadable!]
2006 Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns
by Antonio Diez de los Rios & René Garcia [Downloadable!]
2006 Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events
by Alejandro García & Ramazan Gençay [Downloadable!]
2006 An Introduction to Modern Econometrics using Stata
by Christopher F Baum [Downloadable!]
2006 A Model to Forecast the Evolution of the Structure of a System of Economic Indicators
by Andreica, Marin [Downloadable!]
2006 The Deterrent Effect of Capital Punishment: Evidence from a "Judicial Experiment"
by Hashem Dezhbakhsh & Joanna M. Shepherd [Downloadable!]
2006 Procyclical Productivity in Manufacturing
by Lucas Navarro & Raimundo Soto [Downloadable!]
2006 Sermaye yapısı bileşenleri: kantil regresyon modeli
by Ebru ÇAĞLAYAN
2006 Model Dependency of the Digital Option Replication – Replication under an Incomplete Model (in English)
by Tomáš Tichý [Downloadable!]
2006 La evolución de la distribución personal de la renta en España (1973-2000). Con parámetros del modelo de Dagum
by García Pérez, Carmelo & Callealta Barroso, Francisco Javier & Núñez Velázquez, José Javier
2006 Stock Market Interdependence and Trade Relations: A Correlation Test for the U.S. and Its Trading Partners
by Steven Zongshin Liu & Kung-Cheng Lin & Sophia Meiying Lai [Downloadable!]
2006 Omitted Asymmetric Persistence and Conditional Heteroskedasticity
by Luiz Lima & Breno Neri [Downloadable!]
2006 Directed or Undirected? A New Index to Check for Directionality of Relations in Socio-Economic Networks
by Giorgio Fagiolo [Downloadable!]
2006 Heteroskedasticity, the single crossing property and ordered response models
by Andreas C. Drichoutis & Panagiotis Lazaridis & Rodolfo M. Nayga, Jr. [Downloadable!]
2006 A Note on Polio Count: Some empirical evidence from India
by Mukherjee, D. [Downloadable!]
2006 A Refinement in the Specification of Empirical Macroeconomic Models as an Extension to the EBA Procedure
by Jeffrey A. Edwards & Alfred Sams & Benhua Yang [Downloadable!]
2006 Convergence and Stability in U.S. Employment Rates
by Robert Rowthorn & Andrew J. Glyn [Downloadable!]
2005 Incorporating prediction and estimation risk in point-in-time credit portfolio models
by Hamerle, Alfred & Knapp, Michael & Liebig, Thilo & Wildenauer, Nicole [Downloadable!]
2005 Generalisable regression methods for costeffectiveness using copulas
by Casey Quinn [Downloadable!]
2005 The labour supply of nurses in the UK: evidence from the British Household Panel Survey
by Nigel Rice [Downloadable!]
2005 Infrastructure and Growth in South Africa: Benchmarking, Productivity and Investment Needs, paper presented at Economic Society of South Africa (ESSA) Conference, Durban, 9/7-9/2005
by Zeljko Bogetic & Johannes Fedderke [Downloadable!]
2005 Crude Oil and Gasoline Prices in Fiji: Is the Relationship Asymmetric?
by B Bhaskara Rao & Gyaneshwar Rao [Downloadable!]
2005 Testing Permanent Income Hypothesis for Fiji
by B Bhaskara Rao [Downloadable!]
2005 A Cointegration And Error Correction Approach To Demand For Money In Fiji: 1971-2002
by B Bhaskara Rao & Rup Singh [Downloadable!]
2005 Demand for Money in India: 1953-2003
by B Bhaskara Rao & Singh Rup [Downloadable!]
2005 Alternative Temporal Cross-Section Specifications Of The Demand For Demand Deposits
by Edgar L. Feige [Downloadable!]
2005 Expectations And Adjustments In The Monetary Sector
by Edgar L. Feige [Downloadable!]
2005 How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria
by Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi [Downloadable!]
2005 Estimating a third-order translog demand system using Canadian micro-data
by Vik Singh [Downloadable!]
2005 M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data
by Mehmet Caner [Downloadable!]
2005 Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis
by Guido Travaglini [Downloadable!]
2005 Nonparametric estimation of concave production technologies by entropic methods
by Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro [Downloadable!]
2005 A practical test for the choice of mixing distribution in a discrete choice model
by Mogens Fosgerau & Michel Bierlaire [Downloadable!]
2005 The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation
by Peter Ilmolelian [Downloadable!]
2005 Globalization and Regional Income Inequality--Evidence from within China
by Guanghua Wan & Ming Lu & Zhao Chen [Downloadable!]
2005 ‘‘Moving Median’’ A New Method Of Forecasting
by Eleftherios Giovanis [Downloadable!]
2005 Application Of Mean Propensity To Consumption And Interest Rate Of Keynes Theory And The Application Of Cobb-Douglas Model And Solow Theory In The Greek Rural Economy
by Eleftherios Giovanis [Downloadable!]
2005 ‘‘Moving Median’’ A Method Of Autocorrelation Solution
by Eleftherios Giovanis [Downloadable!]
2005 Propagation of Memory Parameter from Durations to Counts
by Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang [Downloadable!]
2005 A Note On Influence Assessment In Score Tests
by J.M.C. Santos Silva [Downloadable!]
2005 A fresh look at the topical interest of the Gini concentration ratio
by Giovanni Maria Giorgi [Downloadable!]
2005 Bibliographic portrait of the Gini concentration ratio
by Giovanni Maria Giorgi [Downloadable!]
2005 Production Functions Estimates for Soviet Industry and Some Implications
by Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke [Downloadable!]
2005 Simulation des Einflusses der Planung auf die sowjetische Wirtschaft
by Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz [Downloadable!]
2005 Directional Log-spline Distributions
by José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel [Downloadable!]
2005 Economic Growth as a Nonlinear and Discontinuous Process
by Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi [Downloadable!]
2005 Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models
by Ekrem Kilic [Downloadable!]
2005 A Nonparametric Way of Distribution Testing
by Ekrem Kilic [Downloadable!]
2005 What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth
by Chen Pu & Hsiao Chihying [Downloadable!]
2005 Open Source Software Development Projects: Determinants of Project Popularity
by Ravi [Downloadable!]
2005 Compositional Time Series: Past and Present
by Juan M.C. Larrosa [Downloadable!]
2005 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply
by Ugo Colombino & Rolf Aaberge & Tom Wennemo [Downloadable!]
2005 Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators
by MEHMET CANER [Downloadable!]
2005 Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics
by MEHMET CANER [Downloadable!]
2005 Exponential Tilting with Weak Instruments: Estimation and Testing
by MEHMET CANER [Downloadable!]
2005 Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases
by MEHMET CANER [Downloadable!]
2005 Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities
by Ahmed Shamiri & Abu Hassan [Downloadable!]
2005 Estimating the Quality of Economic Governance: A Cross-Country Analysis
by Sudip Ranjan Basu [Downloadable!]
2005 About a 'new' inequality index
by Giovanni Maria Giorgi [Downloadable!]
2005 A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians
by Giovanni Maria Giorgi [Downloadable!]
2005 From Fault Tree to Credit Risk Assessment: A Case Study
by Hayette GATFAOUI [Downloadable!]
2005 Econometric Model for Cement demand and supply in Bolivia
by Melitón Ramirez Mattos [Downloadable!]
2005 Regression with R
by Miguel Rodrigues [Downloadable!]
2005 Total Factor Productivity Growth in Finland 1960 − 1999
by Rana Bose [Downloadable!]
2005 Estimating Short and Long Run Relationships: A Guide to the Applied Economist
by Bhaskara Rao [Downloadable!]
2005 Subsampling Cointegration Ranks in Large Systems
by Chen Pu & Hsiao Chihying [Downloadable!]
2005 A maximal moment inequality for long range dependent time series with applications to estimation and model selection
by Ching-Kang Ing & Ching-Zong Wei [Downloadable!]
2005 A Bootstrap Test for Single Index Models
by Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca [Downloadable!]
2005 A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian
by Isabel Proenca [Downloadable!]
2005 The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management
by Feng Dai & Lin Liang [Downloadable!]
2005 Seasonally specific model analysis of UK cereals prices
by Philip Kostov & John Lingard [Downloadable!]
2005 Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging
by Feng Dai & Hui Liu & Ying Wang [Downloadable!]
2005 Regional Empirics for Economic Disparities in Italy: 1951-2001
by Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli [Downloadable!]
2005 A proposal of poverty measures based on the Bonferroni inequality index
by Giovanni Maria Giorgi & Michele Crescenzi [Downloadable!]
2005 Encounter with the Italian Statistical School: A conversation with Carlo Benedetti
by Giovanni Maria Giorgi [Downloadable!]
2005 Sampling distribution of the Bonferroni inequality index from exponential population
by Giovanni Maria Giorgi & Riccardo Mondani [Downloadable!]
2005 Bayesian estimation of the Bonferroni index from a Pareto-type I population
by Giovanni Maria Giorgi & Michele Crescenzi [Downloadable!]
2005 Distribution-free estimation of the Gini inequality index: the kernel method approach
by Pier Luigi Conti & Giovanni Maria Giorgi [Downloadable!]
2005 About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data
by Giovanni Maria Giorgi & Andrea Pallini [Downloadable!]
2005 A look at the Bonferroni inequality measure in a reliability framework
by Giovanni Maria Giorgi & Michele Crescenzi [Downloadable!]
2005 Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units
by Stefano Fachin [Downloadable!]
2005 A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra
by Mehmet Dalkir [Downloadable!]
2005 Liberalisation and it’s effect on inequality in developing countries-A case study on India
by Supreena Narayanan [Downloadable!]
2005 Structural change in Export and economics growth: Analysis for spain (1980-2001)
by zaharey [Downloadable!]
2005 Inspiration About The Economy
by ZhaoYuan Wang [Downloadable!]
2005 Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000
by Gino Santarossa & Marie-Ève Brouard [Downloadable!]
2005 Another Look At What To Do With Time-Series Cross-Section Data
by Xiujian Chen & Shu Lin & W. Robert Reed [Downloadable!]
2005 Adaptive Estimation of the Regression Discontinuity Model
by Yixiao Sun [Downloadable!]
2005 The effect on retail charges of mergers in the GB electricity market
by Evens SALIES [Downloadable!]
2005 Active versus Passive Sample Attrition: The Health and Retirement Study
by Honggao Cao & Daniel H. Hill [Downloadable!]
2005 On Tail Index Estimation for Dependent, Heterogenous Data
by Jonathan B. Hill [Downloadable!]
2005 Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S
by Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon [Downloadable!]
2005 Does Format of Pricing Contract Matter?
by Teck-Hua Ho & Juanjuan Zhang [Downloadable!]
2005 Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange
by David Chappell & Theodore Panagiotidis [Downloadable!]
2005 Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series
by Ching-Kang Ing [Downloadable!]
2005 Financing Constraints and Firm Inventory Investment: A Reexamination
by John Tsoukalas [Downloadable!]
2005 Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited
by Jonathan B. Hill [Downloadable!]
2005 Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis
by Ozgen Sayginsoy [Downloadable!]
2005 Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach
by Amjad D. Al-Nasser [Downloadable!]
2005 The Inflation In European Union
by Giovanis Elephtherios [Downloadable!]
2005 The hunting in the Province of Elassona
by Giovanis Elephtherios [Downloadable!]
2005 Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens
by Giovanis Elephtherios [Downloadable!]
2005 Econometric Analysis for the rural sector in Greek economy
by Giovanis Elephtherios [Downloadable!]
2005 Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications
by Matteo M. Pelagatti [Downloadable!]
2005 Dynamic Conditional Correlation with Elliptical Distributions
by Matteo M. Pelagatti & Stefania Rondena [Downloadable!]
2005 Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
by T. Di Matteo & T. Aste & Michel M. Dacorogna [Downloadable!]
2005 Boating Against the Current: Cases, Concepts, Models and Development Power
by feng dai [Downloadable!]
2005 A link between measures of Gross National Product, and measures of corruption
by Mukti Diah Riani & Stuart Wattam [Downloadable!]
2005 Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua
by adela parra romero & viviana vargas franco & carlos castellar palma [Downloadable!]
2005 Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification
by Cornelis A. Los [Downloadable!]
2005 Extraction of Common Signal from Series with Different Frequency
by Edoardo Otranto [Downloadable!]
2005 Multivariate STAR Unemployment Rate Forecasts
by Costas Milas & Phil Rothman [Downloadable!]
2005 Grinkevych's Model of forecasting
by Dmitry [Downloadable!]
2005 Nonparametric Slope Estimators for Fixed-Effect Panel Data
by Kusum Mundra [Downloadable!]
2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination
by Bragoudakis Zacharias [Downloadable!]
2005 Overlaying Time Scales in Financial Volatility Data
by Eric Hillebrand [Downloadable!]
2005 Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View
by Dubois [Downloadable!]
2005 GMM Estimation for Long Memory Latent Variable Volatility and Duration Models
by Willa Chen & Rohit Deo [Downloadable!]
2005 Tracing the Source of Long Memory in Volatility
by Rohit Deo & Mengchen Hsieh & Clifford Hurvich [Downloadable!]
2005 Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment
by Rohit Deo & Clifford Hurvich & Yi Lu [Downloadable!]
2005 Technological change: An analysis of the diffusion and implications of e-business technologies
by Philipp Koellinger [Downloadable!]
2005 Convergence towards a Steady State Distribution
by Don J Webber & Paul White [Downloadable!]
2005 Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models
by Loriano Mancini & Elvezio Ronchetti & Fabio Trojani [Downloadable!]
2005 Co-evolution of bounded rational agents in adaptive social networks
by Lugo, H. & Dalmagro & F. Jiménez J.
2005 Volatility and realized quadratic variation of differenced returns
by Esben Hoeg
2005 Incentives to Cooperate in Network Formation
by Haydée Lugo
2005 The Financial Services Reform Act 2001: Impact on Systemic risk in Australia
by Colin Beardsley & John R. O'Brien [Downloadable!]
2005 Forecasting Exchange Rate Volatility in the Presence of Jumps
by Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!]
2005 The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices
by Bent Jesper Christensen & Morten Ørregaard Nielsen [Downloadable!]
2005 Myths and Realities of Governance and Corruption
by Kaufmann, Daniel [Downloadable!]
2005 On the Mechanics of Measuring the Production of Financial Institutions
by Jayasinghe, Milan [Downloadable!]
2005 Multivariate Statistical Process Control Charts and the Problem of Interpretation: A Short Overview and Some Applications in Industry
by Bersimis, Sotiris & Panaretos, John & Psarakis, Stelios [Downloadable!]
2005 An Examination of the Robustness to Non Normality of the EWMA Control Charts for the Dispersion
by Maravelakis, Petros & Panaretos, John & Psarakis, Stelios [Downloadable!]
2005 On Certain Indices for Ordinal Data with Unequally Weighted Classes
by Perakis, Michael & Maravelakis, Petros & Psarakis, Stelios & Xekalaki, Evdokia & Panaretos, John [Downloadable!]
2005 The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection
by Panaretos, John & Psarakis, Stelios & Xekalaki, Evdokia & Karlis, Dimitris [Downloadable!]
2005 بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي
by Sarfaraz, Leyla & Afsar, Amir [Downloadable!]
2005 The Determinants of Outsourcing from the U. S.: Evidence from Domestic Manufacturing Industries, 1972-2002
by Maxim, Belenkiy [Downloadable!]
2005 Eventology of random-fuzzy events
by Vorobyev, Oleg Yu. [Downloadable!]
2005 European Stock Market Dynamics Before and After the Introduction of the Euro
by Joseph Friedman & Yochanan Shachmurove [Downloadable!]
2005 Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model
by Wing-Keung Wong & Guorui Bian [Downloadable!]
2005 Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold [Downloadable!]
2005 The Role of Beliefs in Inference for Rational Expectations Models
by Bruce N. Lehmann [Downloadable!]
2005 Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects
by David S. Lee [Downloadable!]
2005 Measuring the Efficiency of an FCC Spectrum Auction
by Patrick Bajari & Jeremy T. Fox [Downloadable!]
2005 Rising Wage Inequality: The Role of Composition and Prices
by David H. Autor & Lawrence F. Katz & Melissa S. Kearney [Downloadable!]
2005 Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
by Mitchell A. Petersen [Downloadable!]
2005 Treatment Effect Bounds: An Application to Swan-Ganz Catheterization
by Jay Bhattacharya & Azeem Shaikh & Edward Vytlacil [Downloadable!]
2005 Structural Equations, Treatment Effects and Econometric Policy Evaluation
by James J. Heckman & Edward Vytlacil [Downloadable!]
2005 Volatility Forecasting
by Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold [Downloadable!]
2005 Structural Equations, Treatment Effects and Econometric Policy Evaluation
by James J. Heckman & Edward Vytlacil [Downloadable!]
2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda [Downloadable!]
2005 Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution
by Wing-Keung Wong & Guorui Bian [Downloadable!]
2005 Un modèle MAcroDYNamique des économies des pays membres de l’UEMOA : MADYN
by Nicolas Ponty [Downloadable!]
2005 Does One Size Fit All? The CPI and Canadian Seniors
by Matthew Brzozowski [Downloadable!]
2005 A Note on Decompositions in Fixed Effects Models in the Presence of Time-Invariant Characteristics
by Axel Heitmüller [Downloadable!]
2005 Partially Identifying Treatment Effects with an Application to Covering the Uninsured
by Kreider, Brent & Hill, Steven C. [Downloadable!]
2005 The Advance in Partial Distribution: A New Mathematical Tool for Economic Management
by Feng Dai & Ling Liang [Downloadable!]
2005 Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging
by Feng Dai & Hui Liu & Ying Wang [Downloadable!]
2005 Statitical testing of optimality conditions in multiresponse simulation-based optimization
by Bettonvil, Bert & Castillo, Enrique del & Kleijnen, Jack P.C. [Downloadable!]
2005 Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping
by Beers, Wim C.M. van & Kleijnen, Jack P.C. [Downloadable!]
2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
by Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf [Downloadable!]
2005 The Experimetrics of Public Goods: Inferring Motivations from Contributions
by Nicholas Bardsley & Peter Moffatt [Downloadable!]
2005 The European Union GDP Forecast Rationality under Asymmetric Preferences
by George A. Christodoulakis [Downloadable!]
2005 An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate
by Ingrid Lo [Downloadable!]
2005 Permanent vs Transitory Components and Economic Fundamentals
by Anthony Garratt & Donald Robertson & Stephen Wright [Downloadable!]
2005 Auswirkungen unterschiedlicher Assetkorrelationen in Mehr-Sektoren-Kreditportfoliomodellen
by Hamerle, Alfred & Knapp, Michael & Wildenauer, Nicole [Downloadable!]
2005 Econometrics
by Michael Creel [Downloadable!]
2005 Economics of Industrial Ecology: Materials, Structural Change, and Spatial Scales
by
2005 Using the Nobel Laureates in Economics to Teach Quantitative Methods
by William E. Becker & William H. Greene [Downloadable!]
2005 Bayesian Estimation of A Distance Functional Weight Matrix Model
by Kazuhiko Kakamu [Downloadable!]
2005 A New Variant of RESET for Distributed Lag Models
by Dimitris Hatzinikolaou & Athanassios Stavrakoudis [Downloadable!]
2005 Threshold autoregressive testing procedures and structural change in cointegrating relationships
by Steven Cook [Downloadable!]
2005 Simple Edgeworth approximations for semiparametric averaged derivatives
by S. C. Goh [Downloadable!]
2005 On Wesner's method of searching for chaos on low frequency
by Marian Gidea & David Quaid [Downloadable!]
2005 Is the earnings-schooling relationship linear? a semiparametric analysis
by Lawrence Dacuycuy [Downloadable!]
2005 Are credit constraints in Italy really more binding in the South?
by Claudio Lupi [Downloadable!]
2005 A consistent nonparametric estimation of spatial autocovariances
by Théophile Azomahou & Dong Li [Downloadable!]
2005 A note on the comparative performance of the Zheng and Elisson-Elisson tests for omitted variables in regression models
by Lawrence Dacuycuy [Downloadable!]
2005 Toward a unified approach to testing for weak separability
by Barry Jones & Thomas Elger & David Edgerton & Donald Dutkowsky [Downloadable!]
2005 Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator
by Patrik Guggenberger [Downloadable!]
2005 Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model
by Min-Hsien Chiang & Chihwa Kao [Downloadable!]
2005 Income distribution dynamics across European regions
by Theophile Azomahou & Jalal El Ouardighi & Phu Nguyen Van & Thi Kim Cuong Pham [Downloadable!]
2005 Using Engel curves to estimate bias in the Canadian CPI as a cost of living index
by Timothy Beatty & Erling Røed Larsen [Downloadable!]
2004 Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data
by Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F [Downloadable!]
2004 Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events
by Alexander Harin [Downloadable!]
2004 Corruption, Governance and Security: Challenges for the Rich Countries and the World
by Daniel Kaufmann [Downloadable!]
2004 El TLCAN y el Crecimiento Economico de la Frontera Norte de Mexico
by Alejandro Diaz-Bautista [Downloadable!]
2004 Information Flow Structure in Large-Scale Product Development Organizational Networks
by Dan Braha & Yaneer Bar-Yam [Downloadable!]
2004 International Asset Pricing and World Market Integration : Evidence from a Partially Integrated ICAPM with Asymmetric Effects
by Arouri Mohamed El Hedi [Downloadable!]
2004 HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India
by Puja Guha [Downloadable!]
2004 Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile
by Dante Jara [Downloadable!]
2004 Asymptotics for Duration-Driven Long Range Dependent Processes
by Mengchen Hsieh & Clifford Hurvich & Philippe Soulier [Downloadable!]
2004 Predictive Regressions: A Reduced-Bias Estimation Method
by Yakov Amihud & Clifford Hurvich [Downloadable!]
2004 Semiparametric Estimation of Fractional Cointegrating Subspaces
by Willa Chen & Clifford Hurvich [Downloadable!]
2004 Estimating Long Memory in Volatility
by Clifford Hurvich & Eric Moulines & Philippe Soulier [Downloadable!]
2004 Threshold Cointegration between Stock Returns : An application of STECM Models
by Jawadi Fredj & Koubaa Yousra [Downloadable!]
2004 Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors
by Andreia Dionisio & Rui Menezes & Diana A. Mendes & Jacinto Vidigal da Silva [Downloadable!]
2004 On the Estimation of Nonlinearly Aggregated Mixed Models
by Tommaso Proietti [Downloadable!]
2004 The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts
by Artur C. B. da Silva Lopes & Antonio Montañés [Downloadable!]
2004 Data-Driven Rate-Optimal Specification Testing In Regression Models
by Emmanuel Guerre & Pascal Lavergne [Downloadable!]
2004 Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series
by Guerre [Downloadable!]
2004 The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire
by Cornelis A Los [Downloadable!]
2004 SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device
by Ignacio Díaz-Emparanza [Downloadable!]
2004 TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl
by Ignacio Díaz-Emparanza [Downloadable!]
2004 On the stability of recursive least squares in the Gauss-Markov model
by Evens SALIES [Downloadable!]
2004 Modelling Directional Dispersion Through Hyperspherical Log- Splines
by J.T.A.S. Ferreira & M.F.J. Steel [Downloadable!]
2004 Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este
by Juan Miguel Villa [Downloadable!]
2004 A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data
by Diana Weinhold [Downloadable!]
2004 Do Chinese stock markets share common information arrival processes?
by Philip Kostov & Ziping Wu & Seamus McErlean [Downloadable!]
2004 Model Selection Uncertainty and Detection of Threshold Effecs
by Jean-Yves Pitarakis [Downloadable!]
2004 On Describing Multivariate Skewness: A Directional Approach
by J. T. A. S. Ferreira & M. F. J. Steel [Downloadable!]
2004 Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models
by Chi-Young Choi & Nelson C. Mark & Donggyu Sul [Downloadable!]
2004 Application of Local Influence Diagnostics to the Linear Logistic Regression Models
by MONZUR HOSSAIN & M. ATAHARUL ISLAM [Downloadable!]
2004 Testing The Significance Of Local Influence
by MONZUR HOSSAIN & M. ATAHARUL ISLAM [Downloadable!]
2004 A model to distribute mark-up amongst quotation component item
by David Cattell & Paul Bowen & Ammar Kaka [Downloadable!]
2004 How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia
by Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov [Downloadable!]
2004 Evaluating Latent and Observed Factors in Macroeconomics and Financ
by Jushan Bai & Serena Ng [Downloadable!]
2004 How much has labour taxation contributed to European structural unemployment?
by Christophe Planas & Werner Roeger & Alessandro Rossi [Downloadable!]
2004 Simulation-based estimation of peer effects
by Brian Krauth [Downloadable!]
2004 Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers
by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
2004 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models
by Andrew Gelman & Iain Pardoe [Downloadable!]
2004 Prior distributions for variance parameters in hierarchical models
by Andrew Gelman [Downloadable!]
2004 On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation
by Gioacchino Fazio & Olivier Hueber [Downloadable!]
2004 The Partial Distribution: Definition, Properties and Applications in Economy
by feng dai [Downloadable!]
2004 A Constructive Representation of Univariate Skewed Distributions
by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
2004 Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions
by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
2004 Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures
by Bakhodir A Ergashev [Downloadable!]
2004 Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View
by Horst Entorf [Downloadable!]
2004 LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study
by Jonathan B. Hill [Downloadable!]
2004 The Economic Growth Effects of NAFTA in the Northern Border of Mexico
by Alejandro Diaz-Bautista [Downloadable!]
2004 Convergence across Spanish Provinces:Cross-section and Pairwise Evidence
by Don J Webber & Paul White & Asier Minondo & David O Allen [Downloadable!]
2004 Incentives for Sabotage in Vertically Related Industries
by David Mandy & David E. M. Sappington [Downloadable!]
2004 Estimating a Risky Term Structure of Uruguayan Sovereign Bonds
by Serafín Frache & Gabriel Katz [Downloadable!]
2004 Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression
by Zhenlin Yang & Yiu Kuen Tse [Downloadable!]
2004 Market Structure and Multiple Equilibria in Airline Markets
by Elie Tamer & Federico Ciliberto
2004 Point Estimation of Discrete Games
by Han Hong & Patrick Bajari
2004 The Effectiveness of Britain's Financial Service Authority: An Economic Analysis
by Colin Beardsley & John R. O'Brien [Downloadable!]
2004 Corruption, Governance and Security: Challenges for the Rich Countries and the World
by Kaufmann, Daniel [Downloadable!]
2004 A Binomial Distribution With Dependent Trials And Its Use in Stochastic Model Evaluation
by Xekalaki, Evdokia & Panaretos, John [Downloadable!]
2004 EWMA Chart and Measurement Error
by Maravelakis, Petros & Panaretos, John & Psarakis, Stelios [Downloadable!]
2004 Extreme Value Analysis of Teletraffic Data
by Tsourti, Zoi & Panaretos, John [Downloadable!]
2004 Generalization of regression analysis to the spatial context
by Mishra, SK [Downloadable!]
2004 Convergence Properties of the Likelihood of Computed Dynamic Models
by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos [Downloadable!]
2004 Contingent Reserves Management: An Applied Framework
by Ricardo J. Caballero & Stavros Panageas [Downloadable!]
2004 Identification and Estimation of Discrete Games of Complete Information
by Patrick Bajari & Han Hong & Stephen Ryan [Downloadable!]
2004 Income distribution and inequality measurement : the problem of extreme values
by Frank A. Cowell & Emmanuel Flachaire [Downloadable!]
2004 Asymptotic and bootstrap inference for inequality and poverty measures
by Russell Davidson & Emmanuel Flachaire [Downloadable!]
2004 Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data
by Bollinger, Christopher R. & Chandra, Amitabh [Downloadable!]
2004 Learning about Heterogeneity in Returns to Schooling
by Koop, Gary & Tobias, Justin
2004 A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters
by Kalaba, R. & Tesfatsion, Leigh S.
2004 Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems
by Kalaba, R. & Tesfatsion, Leigh S.
2004 A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons
by Kalaba, R. & Spingarn, K. & Tesfatsion, Leigh S.
2004 Exact Sequential Filtering, Smoothing, and Prediction for Nonlinear Systems
by Kalaba, R. & Tesfatsion, Leigh S.
2004 The Flexible Least Squares Approach to Time-Varying Linear Regression
by Kalaba, R. & Tesfatsion, Leigh S.
2004 Sequential Nonlinear Estimation With Nonaugmented Priors
by Kalaba, R. & Tesfatsion, Leigh S.
2004 Time-Varying Linear Regression Via Flexible Least Squares
by Kalaba, R. & Tesfatsion, Leigh S.
2004 A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares
by Kalaba, R. & Rasakhoo, N. & Tesfatsion, Leigh S.
2004 An Organizing Principle for Dynamic Estimation
by Kalaba, R. & Tesfatsion, Leigh S.
2004 U.S. Money Demand Instability: A Flexible Least Squares Approach
by Tesfatsion, Leigh S. & Veitch, J.
2004 A Further Note on Flexible Least Squares and Kalman Filtering
by Kalaba, R. & Tesfatsion, Leigh S.
2004 Flexible Least Squares for Approximately Linear Systems
by Kalaba, R. & Tesfatsion, Leigh S.
2004 A Unified Approach to Dynamic Estimation
by Kalaba, R. & Tesfatsion, Leigh S.
2004 Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories
by Kalaba, R. & Tesfatsion, Leigh S.
2004 Linear and Nonlinear Associative Memories for Parameter Estimation
by Kalaba, R. & Lichtenstein, Z. & Simchony, T. & Tesfatsion, Leigh S.
2004 A Multicriteria Approach to Dynamic Estimation
by Kalaba, R. & Tesfatsion, Leigh S.
2004 Causality and error correction in Markov chain: Inflation in India revisited
by N. Vijayamohanan Pillai [Downloadable!]
2004 Resistant Nonparametric Analysis of the Short Term Rate
by Rosario Dell'Aquila & Elvezio Ronchetti [Downloadable!]
2004 LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study
by Jonathan B. Hill [Downloadable!]
2004 Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited
by Jonathan B. Hill [Downloadable!]
2004 Prior distributions for variance parameters in hierarchical models
by Andrew Gelman [Downloadable!]
2004 From Fault Tree to Credit Risk Assessment: A Case Study
by Hayette Gatfaoui [Downloadable!]
2004 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models
by Andrew Gelman & Iain Pardoe [Downloadable!]
2004 Long-Run Structural Modelling
by M Pesaran & Yongcheol Shin [Downloadable!]
2004 Asymmetry of Information Flow Between Volatilities Across Time Scales
by Ramazan Gencay & Faruk Selcuk [Downloadable!]
2004 Inference in Difference in Difference Models
by Christopher Taber & Timothy Conley
2004 Generalized Indirect Inference for Discrete Choice Models
by Anthony A. Smith, Jr. & Michael Keane
2004 Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes
by Marcel Rindisbacher & Jérôme Detemple & René Garcia
2004 Parameter Set Inference in a Class of Econometric Models
by E. Tamer & V. Chernozhukov & H. Hong
2004 Bayesian Inference for Econometric Models using Empirical Likelihood Functions
by Frank Schorfheide & Hyungsik Roger Moon [Downloadable!]
2004 Inference of Structural Econometric Models: A Unified Approach
by Tong Li
2004 China's Income Distribution and Inequality
by Jeffrey M. Perloff & Ximing Wu [Downloadable!]
2004 Does Price Matter? Price and Non-price Competition in the Airline Industry
by Philip G. Gayle [Downloadable!]
2004 A simple estimation method and finite-sample inference for a stochastic volatility model
by Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal) [Downloadable!]
2004 Testing Unit Root Based on Partially Adaptive Estimation
by Luiz Renato Lima & Zhijie Xiao
2004 The Announcement Effect of Bond and Equity Issues: Evidence from Chile
by Augusto Castillo
2004 Optimal Rules under Adjustment Cost and Infrequent Information
by Rene Garcia & Marco Bonomo [Downloadable!]
2004 Time Series Behaviour of Stock Trading Volume:An Evidence from Indian Stock Market
by Alok Kumar
2004 Short Memory and the PPP-puzzle
by Deockhyun Ryu & Mahmoud A. El-Gamal [Downloadable!]
2004 Convergence Hypotheses are Ill-Posed:Non-stationarity of Cross-Country Income Distribution D
by Deockhyun Ryu & Mahmoud A. El-Gamal [Downloadable!]
2004 Approximating the probability distribution of functions of random variables: A new approach
by Eric Ghysels & Anders Eriksson Lars Forsberg [Downloadable!]
2004 A Bayesian MCMC Algorithm for Markov Switching GARCH models
by Dhiman Das & B.Hark Yoo
2004 Tests of Functional Form and Heteroscedasticity
by Y. K. Tse & Z. L. Yang [Downloadable!]
2004 Tests of Functional Form and Heteroscedasticity
by Z. L. Yang Y. K. Tse [Downloadable!]
2004 Unpredictability and the Foundations of Economic Forecasting
by David F. Hendry
2004 Some New Semiparametric Panel Stochastic Frontier Models
by Gholamreza Hajargasht [Downloadable!]
2004 Rule-Based and Case-Based Reasoning in Housing Prices
by Gabrielle Gayer & Itzhak Gilboa & Offer Lieberman [Downloadable!]
2004 Empirical Similarity
by Itzhak Gilboa & Offer Lieberman & David Schmeidler [Downloadable!]
2004 The Econometrics of Option Pricing
by René Garcia & Eric Ghysels & Éric Renault [Downloadable!]
2004 Realized Beta: Persistence and Predictability
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu [Downloadable!]
2004 Globalisation, ICT and the Nitty Gritty of Plant Level Datasets
by Ralf Martin [Downloadable!]
2004 Two Sides to Every Story: Measuring the Polarisation of Work
by Paul Gregg & Jonathan Wadsworth [Downloadable!]
2004 A Comparison of the Translog and Almost Ideal Demand Models
by Clifford Attfield [Downloadable!]
2004 Stochastic Trends, Demographics and Demand Systems
by Clifford Attfield [Downloadable!]
2004 Inequality in Infant Survival Rates in India: Identification of State-Dependence Effects
by Wiji Arulampalam & Sonia Bhalotra [Downloadable!]
2004 On the Exploitation of Market Power in the Nordic Electricity Markets. The Case of Elsam
by Svend Hylleberg [Downloadable!]
2004 Structural Breaks and the Normality of Stock Returns
by Joshua Seungwook Bahng [Downloadable!]
2004 Impact Of The Oil Petrol Price Changes On The Romanian Gross Domestic Product Using The Method Of Principal Components
by Nicolae, Mariana
2004 Random Walk as a Universal Test of Weak-Form Foreign Exchange Market Efficiency : A Proof
by Edward E. Ghartey [Downloadable!]
2004 Explaining Disparities between Actual and Hypothetical Stated Values: Further Investigation Using Meta-Analysis
by Joseph Little & Robert Berrens [Downloadable!]
2004 A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate
by AHAMADA IBRAHIM [Downloadable!]
2004 More on F versus t tests for unit roots when there is no trend
by John Elder & Peter E. Kennedy [Downloadable!]
2004 Integrated volatility measuring from unevenly sampled observations
by Taro Kanatani [Downloadable!]
2004 Effect of small-sample adjustments for Cox test under non-nested linear regression models
by Taisuke Otsu [Downloadable!]
2004 The Johansen Test and the Transitivity Property
by Montserrat Ferré [Downloadable!]
2004 Multicollinearity and maximum entropy leuven estimator
by SK Mishra [Downloadable!]
2004 Rational Expectation Hypothesis: An Application of the Blanchard and Khan Approach
by Charles Almeida & Geraldo Souza & Tito Moreira [Downloadable!]
2004 The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study
by Sandrine Lardic & Valerie Mignon [Downloadable!]
2004 Searching for chaos on low frequency
by Nicolas Wesner [Downloadable!]
2004 Median as a weighted arithmetic mean of all sample observations
by SK Mishra [Downloadable!]
2004 Median as a weighted arithmetic mean of all sample observations
by SK Mishra [Downloadable!]
2004 The effects of additive outliers on stationarity tests: a monte carlo study
by Olivier Darné [Downloadable!]
2004 Traffic accidents: an econometric investigation
by Loureiro Paulo & Adolfo Sachsida & Tito Moreira [Downloadable!]
2004 Growth-Inequality Relationship. An Analytical Approach and Some Evidence for Latin America
by Alvargonzalez, M. & Lopez, A. & Perez, R. [Downloadable!]
2004 Combining Forecasts with Nonparametric Kernel Regressions
by Fuchun Li & Greg Tkacz [Downloadable!]
2004 The Long Memory of the Efficient Market
by Fabrizio Lillo & J. Doyne Farmer [Downloadable!]
2003 Credit Risk Factor Modeling and the Basel II IRB Approach
by Hamerle, Alfred & Liebig, Thilo & Rösch, Daniel [Downloadable!]
2003 From Fault Tree to Credit Risk Assessment: An Empirical Attempt
by Hayette Gatfaoui [Downloadable!]
2003 Governance Matters III: Governance Indicators for 1996-2002
by Daniel Kaufmann & Aart Kraay & Massimo Mastruzzi [Downloadable!]
2003 Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification
by Jean-Yves Pitarakis [Downloadable!]
2003 Dating the Italian Business Cycle: A Comparison of Procedures
by Giancarlo Bruno & Edoardo Otranto [Downloadable!]
2003 Spot price dynamics in deregulated power markets
by Marina Resta & Davide Sciutti [Downloadable!]
2003 Testing for Stochastic Cointegration and Evidence for Present Value Models
by Brendan McCabe & Stephen Leybourne & David Harris [Downloadable!]
2003 Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification
by Steve Leybourne & Tae-Hwan Kim & Paul Newbold [Downloadable!]
2003 Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test
by Steve Leybourne & Paul Newbold & Tae-Hwan Kim [Downloadable!]
2003 On Unit Root Tests and the Initial Observation
by Steve Leybourne & David Harvey [Downloadable!]
2003 Panel Stationarity Tests with Cross-sectional Dependence
by David Harris & Steve Leybourne & Brendan McCabe [Downloadable!]
2003 Mutual information: a dependence measure for nonlinear time series
by Andreia Dionisio & Rui Menezes & Diana A. Mendes [Downloadable!]
2003 Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter
by Roberto Iannaccone & Edoardo Otranto [Downloadable!]
2003 the Multi-State Markov Switching Model
by Edoardo Otranto [Downloadable!]
2003 An Improved Panel Unit Root Test Using GLS-Detrending
by Claude Lopez [Downloadable!]
2003 An Improved Panel Unit Root Test Using GLS-Detrending
by Claude Lopez [Downloadable!]
2003 Central regions and dependency
by K. Mosler [Downloadable!]
2003 Structural Equation Models in Human Behavior Genetics
by Arthur S. Goldberger [Downloadable!]
2003 Strongly Consistent Determination of the Rank of Matrix
by Zaka Ratsimalahelo [Downloadable!]
2003 Econometrics and Economic Policy
by Gregory C. Chow [Downloadable!]
2003 Economic Effects of Political Movements in China: Lower Bound Estimates
by Gregory C. Chow [Downloadable!]
2003 Estimating Economic Effects of Political Movements in China
by Gregory C. Chow [Downloadable!]
2003 Parametric Estimation Of Diffusion Processes Sampled At First Exit Time
by Jaime A. Londoño [Downloadable!]
2003 From Economic Activity to Understanding Spaces
by Diego Iribarren [Downloadable!]
2003 Innovation And Technological Evolution In A Western European Country – The Case Of Portugal
by Jose Ramos Pires Manso [Downloadable!]
2003 Asymptotic null distributions of stationarity and nonstationarity
by Nunzio Cappuccio & Diego Lubian [Downloadable!]
2003 Wavelet Estimation of Integrated Volatility
by Asger Lunde & Esben Hoeg [Downloadable!]
2003 A Network Model of Market Prices and Trading Volume
by Andrei Kirilenko
2003 Extreme Value Index Estimators and Smoothing Alternatives: A Critical Review
by Tsourti, Zoi & Panaretos, John [Downloadable!]
2003 A Predictive Model Evaluation and Selection Approach - The Correlated Gamma Ratio Distribution
by Xekalaki, Evdokia & Panaretos, John & Psarakis, Stelios [Downloadable!]
2003 The Use of Indices in Surveys
by Maravelakis, Petros & Perakis, Michael & Psarakis, Stelios & Panaretos, John [Downloadable!]
2003 An empirical model of volatility of returns and option pricing
by McCauley, Joseph L. & Gunaratne, Gemunu H. [Downloadable!]
2003 On the New Notion of the Set-Expectation for a Random Set of Events
by Vorobyev, Oleg Yu. & Vorobyev, Alexey O. [Downloadable!]
2003 Estimation in semiparametric spatial regression
by Gao, Jiti & Lu, Zudi & Tjostheim, Dag [Downloadable!]
2003 Realized Beta: Persistence and Predictability
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu [Downloadable!]
2003 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold [Downloadable!]
2003 Hedonic Price Indexes with Unobserved Product Characteristics, and Application to PC's
by C. Lanier Benkard & Patrick Bajari [Downloadable!]
2003 What Happens After a Technology Shock?
by Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson [Downloadable!]
2003 Hedging Sudden Stops and Precautionary Contractions
by Ricardo J. Caballero & Stavros Panageas [Downloadable!]
2003 Maximum Likelihood Estimation of Latent Affine Processes
by David S. Bates [Downloadable!]
2003 Common Sense and Simplicity in Empirical Industrial Organization
by Ariel Pakes [Downloadable!]
2003 What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments
by Marianne Bitler & Jonah Gelbach & Hilary Hoynes [Downloadable!]
2003 A Multiple Indicators Model for Volatility Using Intra-Daily Data
by Robert F. Engle & Giampiero M. Gallo [Downloadable!]
2003 Identification, Weak Instruments and Statistical Inference in Econometrics
by DUFOUR, Jean-Marie [Downloadable!]
2003 Identification, Weak Instruments and Statistical Inference in Econometrics
by DUFOUR, Jean-Marie [Downloadable!]
2003 Using Evolutionary Spectra to Forecast Time Series
by Elizabeth Ann Maharaj [Downloadable!]
2003 A possibilistic approach to latent structure analysis for symmetric fuzzy data
by D'Urso, Pierpaolo & Giordani, Paolo [Downloadable!]
2003 A least squares approach to Principal Component Analysis for interval valued data
by D'Urso, Perpaolo & Giordani, Paolo [Downloadable!]
2003 How to (and How Not to) Analyze Deficient Height Samples
by Komlos, John [Downloadable!]
2003 Improvements in Maximum Likelihood Estimators of Truncated Normal Samples with Prior Knowledge of σ
by A'Hearn, Brian & Komlos, John [Downloadable!]
2003 Relaxing the Strict Exogeneity Assumption in a Dynamic Random Probit Model
by Steen Winther Blindum [Downloadable!]
2003 History of Historical Statistics of the United States
by Chiswick, Carmel U. [Downloadable!]
2003 Using State Administrative Data to Measure Program Performance
by Mueser, Peter & Troske, Kenneth R. & Gorislavsky, Alexey [Downloadable!]
2003 Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis
by Bunzel, Helle & Vogelsang, Timothy J.
2003 Are Household Survey Data Reliable to Assess Food Insecurity?
by Lence, Sergio H.
2003 Disability and Employment: Reevaluating the Evidence in Light of Reporting Errors
by Kreider, Brent & Pepper, John
2003 Inferring Disability Status from Corrupt Data
by Kreider, Brent & Pepper, John V.
2003 Testing for the Monotone Likelihood Ratio Assumption
by Jutta Roosen & David A. Hennessy [Downloadable!]
2003 Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong
by Weshah A. Razzak [Downloadable!]
2003 Bio-Ecological Diversity vs. Socio-Economic Diversity: A Comparison of Existing Measures
by Carole Maignan & Gianmarco Ottaviano & Dino Pinelli & Francesco Rullani [Downloadable!]
2003 From Economic Activity to Understanding Spaces
by Diego Iribarren [Downloadable!]
2003 Reducing Attrition Bias using Targeted Refreshment Sampling and Matching
by Dolton, Peter [Downloadable!]
2003 Controlling Inventories in a Supply Chain
by Eric Porras Musalem & Rommert Dekker [Downloadable!]
2003 Supply chain simulation: a survey
by Kleijnen, J.P.C. [Downloadable!]
2003 Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions
by Philip A. Haile & Han Hong & Matthew Shum [Downloadable!]
2003 Short Run and Long Run Causality in Time Series: Inference
by Jean-Marie Dufour & Denis Pelletier & Éric Renault [Downloadable!]
2003 Identification, Weak Instruments and Statistical Inference in Econometrics
by Jean-Marie Dufour [Downloadable!]
2003 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, [Downloadable!]
2003 Sibling Death Clustering in India: Genuine Scarring vs Unobserved Heterogeneity
by Wiji Arulampalam & Sonia Bhalotra [Downloadable!]
2003 L'approccio statistico delle disuguaglianze sociali
by Alain Bihr [Downloadable!]
2003 Econometrics
by Michael Creel [Downloadable!]
2003 A Guide to Econometrics, 5th Edition
by Peter Kennedy
2003 The Laws of the Web: Patterns in the Ecology of Information
by Bernardo A. Huberman
2003 Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data
by Jeffrey M. Wooldridge
2003 Is Africa Integrated in the Global Economy?
by Arvind Subramanian & Natalia T. Tamirisa [Downloadable!]
2003 Is Africa Integrated in the Global Economy?
by Arvind Subramanian & Natalia T. Tamirisa [Downloadable!]
2003 Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density
by AHAMADA IBRAHIM [Downloadable!]
2003 Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment
by Boriss Siliverstovs [Downloadable!]
2003 The scaling function-based estimator of the long memory parameter: a comparative study
by jérôme Fillol & Fabien Tripier [Downloadable!]
2003 A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms
by Carsten Trenkler [Downloadable!]
2003 The properties of asymmetric unit root tests in the presence of mis-specified asymmetry
by Steve Cook [Downloadable!]
2003 Trends in New Zealand Bank Efficiency over Time
by Tripe, David [Downloadable!]
2003 Identification, weak instruments, and statistical inference in econometrics
by Jean-Marie Dufour [Downloadable!]
2003 Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy
by Titus O. Awokuse & David A. Bessler [Downloadable!]
2002 Assessing Voluntary Commitments: Monitoring is Not Enough!
by Böhringer, Christoph & Frondel, Manuel [Downloadable!]
2002 Detrending Time-Aggregated Data
by David Aadland [Downloadable!]
2002 Detrending Time-Aggregated Data
by David Aadland [Downloadable!]
2002 Fractional Reserve Banking as Economic Parasitism: A Scientific, Mathematical & Historical Expose, Critique, and Manifesto
by Vladimir Z. Nuri [Downloadable!]
2002 Estimation and Inference in Social Experiments
by Christopher Ferrall [Downloadable!]
2002 On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture
by Gauthier Lanot [Downloadable!]
2002 Detrending Time-Aggregated Data
by David Aadland [Downloadable!]
2002 Subjektive Daten in der empirischen Wirtschaftsforschung: Probleme und Perspektiven
by Rainer Winkelmann [Downloadable!]
2002 Testing for Indeterminacy in Linear Rational Expectations Models
by Thomas Lubik & Frank Schorfheide [Downloadable!]
2002 Portfolio Optimization: which alternatives to standard gaussian model?
by Marina Resta
2002 Identifying the Out of Control Variable in a Multivariate Control Chart
by Maravelakis, Petros & Bersimis, Sotiris & Panaretos, John & Psarakis, Stelios [Downloadable!]
2002 Effect of Estimation of the Process Parameters on the Control Limits of the Univariate Control Charts for Process Dispersion
by Maravelakis, Petros & Panaretos, John & Psarakis, Stelios [Downloadable!]
2002 Convergence and Stability in US Regional Employment
by Andrew Glyn & Robert Rowthorn [Downloadable!]
2002 Factor Price Equalization in the UK?
by Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson [Downloadable!]
2002 Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand
by Nelson C. Mark & Donggyu Sul [Downloadable!]
2002 Parametric and Nonparametric Volatility Measurement
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold [Downloadable!]
2002 Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market
by George Hall & John Rust [Downloadable!]
2002 A Test for Correlation between Signal and Noise within the Errors in Variables Model
by Ramses H. ABUL NAGA [Downloadable!]
2002 On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture
by Gauthier Lanot [Downloadable!]
2002 School Effects and Labor Market Outcomes for Young Adults in the 1980s and 1990s
by Constant, Amelie & Konstantopoulos, Spyros [Downloadable!]
2002 Attribute Choices and Structural Econometrics of Price Elasticity of Demand
by Fève, Frédérique & Fève, Patrick & Florens, Jean-Pierre [Downloadable!]
2002 Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency
by Chang, Yoosoon [Downloadable!]
2002 Living Rationally Under the Volcano?
An Empirical Analysis of Heavy Drinking and Smoking
by Arcidiacono, Peter & Sieg, Holger & Sloan, Frank [Downloadable!]
2002 Response surface methodology's steepest ascent and step size revisited
by Kleijnen, J.P.C. & Hertog, D. den & Ang, n [Downloadable!]
2002 Statistical analysis of random simulations: : bootstrap tutorial
by Deflandre, D. & Kleijnen, J.P.C. [Downloadable!]
2002 An Introduction to Wavelets for Economists
by Christoph Schleicher [Downloadable!]
2002 Filtering for Current Analysis
by Simon van Norden [Downloadable!]
2002 Risk, Entropy, and the Transformation of Distributions
by R. Mark Reesor & Don L. McLeish [Downloadable!]
2002 Econometrics for Summative Evaluations: An Introduction to Recent Developments
by Deborah Cobb-Clark & Thomas Crossley [Downloadable!]
2002 Structural Inferences from First-Price Auction Experiments
by Paul Pezanis-Christou & Andres Romeu [Downloadable!]
2002 Graduate Econometrics Lecture Notes
by Michael Creel
2002 Are there non linearities in US: Latin American real exchange behavior
by Mark J.Holmes [Downloadable!]
2002 Generational Equality in Iceland
by Ásta Herdís Hall & Sólveig Frída Jóhannsdóttir [Downloadable!]
2002 An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models
by Elena Casquel & Ezequiel Uriel [Downloadable!]
2002 Markov chain approximation in bootstrapping autoregressions
by Stanislav Anatolyev & Andrey Vasnev [Downloadable!]
2002 How Reliable are the Estimates of the Underground Economy?
by Christopher Bajada [Downloadable!]
2002 The Dynamic Correlation Between Growth and Unemployment
by Fabien Tripier [Downloadable!]
2002 On Plutocratic and Democratic CPIs
by Eduardo Ley [Downloadable!]
2002 Fully restricted linear regression: A pedagogical note
by Harry Haupt & Walter Oberhofer [Downloadable!]
2002 A Markov Chain Model of Inflation in India
by Vijayamohanan Pillai N
2002 Characterizing the Degree of Stability of Non-linear Dynamic Models
by Mikael Bask & Xavier de Luna [Downloadable!]
2002 Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space
by Xiaohong Chen & Halbert White [Downloadable!]
2001 Interpretation of Regressions with Multiple Proxies
by Darren Lubotsky & Martin Wittenberg [Downloadable!]
2001 Lag Length Estimation in Large Dimensional Systems
by Jesus Gonzalo & Jean-Yves Pitarakis [Downloadable!]
2001 Does Charter School Attendance Improve Test Scores?: Comments and Reactions on the Arizona Achievement Study
by Christopher Nelson & Kevin Hollenbeck [Downloadable!]
2001 The Network-Enabled Optimization System (NEOS) - a means of solving optimization problems over the Internet
by Max E. Jerrell and Wendy A. Campione [Downloadable!]
2001 Quasi Monte Carlo methods for macroeconometric simulation
by Jenny X. Li and Peter Winker
2001 Testing for Asymmetric Dynamic Oligopoly Models
by Ralph Siebert and Christine Zulehner
2001 Simulated Specification Tests for Panel Multinomial Probit Models: Some Finite Sample Evidence
by Jiahui Wang
2001 The Wild Bootstrap, Tamed at Last
by Russell Davidson & Emmanuel Flachaire [Downloadable!]
2001 On Certain Indices for Ordinal Data with Unequally Weighted Classes
by Perakis, Michael & Maravelakis, Petros & Psarakis, Stelios & Xekalaki, Evdokia & Panaretos, John [Downloadable!]
2001 Extreme Value Index Estimators and Smoothing Alternatives: Review and Simulation Comparison
by Tsourti, Zoi & Panaretos, John [Downloadable!]
2001 On Some Bivariate Extensions of the Folded Normal and the Folded-T Distributions
by Psarakis, Stelios & Panaretos, John [Downloadable!]
2001 Aspects of Estimation Procedures at Eurostat with Some Emphasis on Over-Space Harmonisation
by Panaretos, John & Tzavidis, Nikolaos [Downloadable!]
2001 A Simulation Study on the Performance of Extreme-Value Index Estimators and Proposed Robustifying Modifications
by Tsourti, Zoi & Panaretos, John [Downloadable!]
2001 Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange
by Margiora, Philippa & Panaretos, John [Downloadable!]
2001 Effect of Estimation on the Univariate Control Charts for Process Dispersion
by Maravelakis, Petros & Panaretos, John & Psarakis, Stelios [Downloadable!]
2001 Les algorithmes de la modélisation : une analyse critique pour la modélisation économique
by Buda, Rodolphe [Downloadable!]
2001 Portfolio Analysis of Financial Market Risks by Random Set Tools
by Vorobyev, Oleg Yu. & Novosyolov, Arcady A. & Simonov, Konstantin V. & Fomin, Andrew [Downloadable!]
2001 Capitale sociale, associazionismo economico e istituzioni: indicatori statistici di sintesi
by A. Arrighetti & A. Lasagni & G. Seravalli [Downloadable!]
2001 Economic Forecasting: Some Lessons from Recent Research
by David Hendry & Michael Clements [Downloadable!]
2001 Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking
by Peter Arcidiacono & Holger Sieg & Frank Sloan [Downloadable!]
2001 Modeling and Forecasting Realized Volatility
by Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys [Downloadable!]
2001 Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach
by Patrick Bajari & C. Lanier Benkard [Downloadable!]
2001 La concentración territorial de las empresas industriales: un estudio sobre la unidad geogr fica de an lisis mediante técnicas de econometría espacial
by Elisabet Viladecans Marsal [Downloadable!]
2001 Inductive Inference: An Axiomatic Approach
by Gilboa, I. & Schmeidler, D.
2001 Regression Quantiles for Unstable Autoregressive Models
by Ling, S. & McAleer, M.
2001 Sequential Regression: A Neodescriptive Approach to Multicollinearity
by Norman Fickel [Downloadable!]
2001 Regression Quantiles for Unstable Autoregressive Models
by Ling, S. & McAleer, M. [Downloadable!]
2001 Metagrowth 1.0, a computer program for robustness analysis
by Heijungs, Reinout & Groot, Henri L. F. de & Florax, Raymond J.G.M. [Downloadable!]
2001 Testing for Structural Change in the Presence of Auxiliary Models
by Eric Ghysels & Alain Guay [Downloadable!]
2001 Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)
by René Garcia & Richard Luger & Éric Renault [Downloadable!]
2001 Asymmetric Smiles, Leverage Effects and Structural Parameters
by René Garcia & Richard Luger & Éric Renault [Downloadable!]
2001 Overnight Borrowing, Interest Rates and Extreme Value Theory
by Faruk Selcuk & Ramazan Gencay [Downloadable!]
2001 Econometric Analysis of Cross Section and Panel Data
by Jeffrey M. Wooldridge
2001 articles: Modelling the geography of economic activities on a continuous space
by Giuseppe Arbia [Downloadable!]
2001 The impact of health on wages: Evidence from the British Household Panel Survey
by (*), Nigel Rice & Paul Contoyannis [Downloadable!]
2001 A Wavelet Exploration Of The Bvl Index
by Paulo Brito
2001 Detrending Methods for Macroeconomic Variables: A Comparative View Patterns in Neighboring Areas
by Marios Fridakis & Alexandra Livada
2001 Testing for asymmetry in Okun's law: A cross-country comparison
by Richard Harris & Brian Silverstone [Downloadable!]
2001 Nonparametric density estimation: A comparative study
by Teruko Takada [Downloadable!]
2001 Asymmetric unit root tests in the presence of structural breaks under the null
by Steven Cook [Downloadable!]
2001 F versus t tests for unit roots
by John Elder & Peter E. Kennedy [Downloadable!]
2000 Sequential Regression: A Neodescriptive Approach to Multicollinearity
by Norman Fickel [Downloadable!]
2000 Quantitative methods to evaluate geographically-targeted economic development programs
by Bondonio, Daniele [Downloadable!]
2000 Social and Educational Impact from the Introduction of National Exams in Greek High Schools: First Findings
by Panaretos, John [Downloadable!]
2000 Growth Economics and Reality
by William A. Brock & Steven N.Durlauf [Downloadable!]
2000 Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools
by Joseph G. Altonji & Todd E. Elder & Christopher R. Taber [Downloadable!]
2000 Interactions-Based Models
by William Brock & Steven N. Durlauf [Downloadable!]
2000 The Correlation Between Husband's and Wife's Education: Canada, 1971-1996
by Lonnie Magee & John Burbidge & Les Robb [Downloadable!]
2000 The Correlation Between Husband's and Wife's Education: Canada, 1971-1996
by Lonnie Magee & John Burbidge & Les Robb [Downloadable!]
2000 IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample
by Bender, Stefan & Haas, Anette & Klose, Christoph [Downloadable!]
2000 Estimation in a Duration Model for Evaluating Educational Programs
by Brännäs, Kurt [Downloadable!]
2000 A Multicriteria Approach to Model Specification and Estimation
by Kalaba, Robert & Tesfatsion, Leigh
2000 Asymmetric Smiles, Leverage Effects and Structural Parameters
by Garcia, R. & Luger, R. & Renault, E.
2000 Latent Variable Models for Stochastic Discount Factors
by Garcia, R. & Renault, E.
2000 Quelques possibilites d'amelioration du traitement des creances souveraines aux fins du calcul du ratio de capitalisation des banques
by Leroux, F. & Menif, B.
2000 Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
by Jean-Marie Dufour & Joanna Jasiak [Downloadable!]
2000 Demand Systems With Nonstationary Prices
by Arthur Lewbel & Serena Ng [Downloadable!]
2000 Using Stratified Sampling Methods To Improve Percentile Estimates In The Context of Risk Measurement
by Neil Hereford & Geoffrey Shuetrim [Downloadable!]
2000 Technological Diffusion Patterns and their Effects on Industrial Dynamics
by Machiel van Dijk & Önder Nomaler [Downloadable!]
1999 Multiproduct Competition, Learning by Doing and Price-Cost Margins over the Product Life Cycle: Evidence from the DRAM Industry
by Ralph Siebert [Downloadable!]
1999 A Heisenberg Bound for Stationary Time Series
by Eric Blankmeyer [Downloadable!]
1999 L-scaling
by Eric Blankmeyer [Downloadable!]
1999 Best Log-linear Index Numbers: Extensions and Applications
by Eric Blankmeyer [Downloadable!]
1999 Lower Risk Bounds and Properties of Confidence Sets For Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots,and Estimation of Long Memory Parameters
by Benedikt M. Pötscher [Downloadable!]
1999 Worst-case Bounds for the Logarithmic Loss of Predictors
by Nicolò Cesa Bianchi & Gábor Lugosi [Downloadable!]
1999 A Sharp Concentration Inequality with Applications
by Stéphane Boucheron & Gábor Lugosi & Pascal Massart [Downloadable!]
1999 Almost Sure Testability of Classes of Densities
by Luc Devroye & Gábor Lugosi [Downloadable!]
1999 Some Statistical Analysis of Greek Crime Data
by Tsiamtsouri, Alexandra & Panaretos, John [Downloadable!]
1999 Control Charts for the Lognormal Distribution
by Maravelakis, Petros & Panaretos, John & Psarakis, Stelios [Downloadable!]
1999 Analysis and Comparison of Greek Parliamentary Electoral Systems of the Period 1974-1999
by Kalogirou, Aikaterini & Panaretos, John [Downloadable!]
1999 A Correspondence Analysis of Labour Market Institutions
by Autiero, Giuseppina & Bruno, Bruna & Mazzotta, Fernanda [Downloadable!]
1999 A Heuristic Method for Extracting Smooth Trends from Economic Time Series
by Julio J. Rotemberg [Downloadable!]
1999 The Band Pass Filter
by Lawrence J. Christiano & Terry J. Fitzgerald [Downloadable!]
1999 Estimating Returns to Schooling When Schooling is Misreported
by Thomas J. Kane & Cecilia Elena Rouse & Douglas Staiger [Downloadable!]
1999 Unit Root Tests Are Useful for Selecting Forecasting Models
by Francis X. Diebold & Lutz Kilian [Downloadable!]
1999 The Art of Labormetrics
by Daniel S. Hamermesh [Downloadable!]
1999 Equiality of Opportunity and Kernel Density Estimation: An Application to Intergenerational Mobility
by Donal O'Neill & Olive Sweetman & Dirk van de gaer [Downloadable!]
1999 Causality and Comovement between Tax Rate and Budget Deficits: Further Evidence from Developing Countries
by Aka, F.B. & Decaluwé, B. [Downloadable!]
1999 A Bayesian Exploration of Growth and Convergence
by Landon-Lane, J.S. & Quinn, J.A.
1999 A Better Way to Bootstrap Pairs
by Flachaire, E.
1999 Les methodes du bootstrap dans les modeles de regression
by Flachaire, E.
1999 Les methodes du bootstrap dans les modeles de regression
by Flachaire, E.
1999 The Wild Bootstrap, Tamed at Last
by Davidson, R. & Flachaire, E.
1999 The Wild Bootstrap, Tamed at Last
by Davidson, R. & Flachaire, E.
1999 A Comment on a Paper of Cribari-Neto and Zarkos
by Flachaire, E.
1999 Artificial Regressions
by Davidson, R. & MacKinnon & J.G.
1999 Latent Variable Models for Stochastic Discount Factors
by René Garcia & Éric Renault [Downloadable!]
1999 Stochastic Volatility: Univariate and Multivariate Extensions
by Éric Jacquier & Nicholas G. Polson & Peter E. Rossi [Downloadable!]
1999 Non-nested Hypothesis Testing: An Overview
by Pesaran, M. H. & Weeks, M. [Downloadable!]
1999 Value at Risk Model Estimation Software
by James Engel [Downloadable!]
1999 Zufall und Quasi-Monte Carlo Ansätze, Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie
by Peter Winker & Kai-Tai Fang [Downloadable!]
1998 Bayesian and Classical Approaches to Instrumental Variables Regression
by Frank Kleibergen & Eric Zivot [Downloadable!]
1998 An Approximate Wavelet MLE of Short and Long Memory Parameters
by Mark J. Jensen [Downloadable!]
1998 Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance
by Surajit Ray & B. Ravikumar & N. Eugene Savin [Downloadable!]
1998 Extreme Value Theory and its Applications to Financial Risk Management
by Tsevas, G. & Panaretos, John [Downloadable!]
1998 A Comparative Study of Test Procedures uses in Assessing the Forecasting Ability of Linear Models with Applications to Crop Yield Data
by Linardis, Apostolis & Panaretos, John [Downloadable!]
1998 Assessment of School Effectiveness in Greece using Multilevel Models
by Kosmopoulou , Anna & Panaretos, John [Downloadable!]
1998 On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems
by Panaretos, John & Psarakis, Stelios & Xekalaki, Evdokia [Downloadable!]
1998 The forward rate unbiasedness hypothesis in inflation-targeting regimes
by W A Razzak [Downloadable!]
1998 Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
by DUFOUR, Jean-Marie & JASIAK, Joanna [Downloadable!]
1998 Bayesian Evaluation of Non-Admissible Conditioning: The Case of Fisher Test
by Mouchart, M. & Scheihing, E.
1998 Identification Problems in a Class of Mixture Models with an Application to the Lisrel Model
by Mouchart, M. & San Martin, E.
1998 Structural Change Tests for Simulated Method of Moments
by Ghysels, E. & Guay, A.
1998 Risk Aversion, Intertemporal Substitution, and Option Pricing
by Garcia, R. & Renault, E.
1998 (Fractional) Beta Convergence
by Michelacci, C. & Zaffaroni, P.
1998 Reseaux de neurones, lissage de la fonction d'actualisation et prevision des OAT demembrees: une etude empirique
by Bolgot, S. & Meyfredi, J.-C.
1998 Structural Change Tests for Simulated Method of Moments
by Eric Ghysels & Alain Guay [Downloadable!]
1998 Risk Aversion, Intertemporal Substitution, and Option Pricing
by René Garcia & Éric Renault [Downloadable!]
1998 Uncertainty and Multiple Paradigms of the Transmission Mechanism
by Engert, Walter & Selody, Jack [Downloadable!]
1998 A Discussion of the Reliability of Results Obtained with Long-Run Identifying Restrictions
by St-Amant, P. & Tessier, D. [Downloadable!]
1998 Internet Economics
by
1998 Numerical Methods in Economics
by Kenneth L. Judd
1997 An estimator for the road freight handling factor
by Thomas Cool [Downloadable!]
1997 Editorial Policy and Editorial, to appear at the front of the first issue of the new Cambridge University Press journal, Macroeconomic Dynamics
by William A. Barnett [Downloadable!]
1997 The Angular Distribution of Asset Returns in Delay Space
by Roger Koppl & Carlo Nardone [Downloadable!]
1997 Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings
by Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo [Downloadable!]
1997 Nonlinear and Complex Dynamics in Economics
by William A. Barnett & Alfredo Medio & Apostolos Serletis [Downloadable!]
1997 On the Estimation and Inference of a Cointegrated Regression in Panel Data
by Chihwa Kao & Min-Hsien Chiang [Downloadable!]
1997 Valid Confidence Intervals and Inference in the Presence of Weak Instruments
by Zivot, E & Startz, R & Nelson, C-R
1997 Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization
by Kim, C-J & Nelson, C-R
1997 Nonparametric Least Squares Regression and Testing in Economic Models
by Adonis Yatchew & Len Bos [Downloadable!]
1997 Asymptotic Results for Cointegration Tests in Non-Stable Cases
by Nielsen, B
1997 Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters
by Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis [Downloadable!]
1997 The Kuznets U-Curve Hypothesis: Some Panel Data Evidence
by Matyas, L. & Konya, L. & Macquarie, L.
1997 Analytic Small Sample Bias and Standard Error Calculations for Tests of Serial Correlation in Market Returns
by Smith, M. & Naik, N.Y.
1997 Valid Confidence Intervals and Inference in the Presence of Weak Instruments
by Zivot, E & Startz, R & Nelson, C-R
1997 Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization
by Kim, C-J & Nelson, C-R
1997 A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring
by Gurler, Y & Gijbels, I
1997 Moment Estimation with Attrition
by Abowd, J.M. & Crepon, B. & Kramarz, F.
1997 Bootstrap Tests of Nonnested Linear Regression Models
by Davidson, R. & Mackinnon, J.G.
1997 The Size and Power of Bootstrap Tests
by Mackinnon, J-G
1997 Dynamic Labour Market Behaviour in the British Household Panel Survey : The Effects of Recall Bias and Panel Attrition
by Paull, G
1997 The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models
by Sentana, E.
1997 Bootstrap Testing in Nonlinear Models
by Davidson, R. & Mackinnon, J.G.
1997 Parametric and non-parametric approaches to price and tax reform
by Angus Deaton & Serena Ng [Downloadable!]
1997 Unemployment Insurance in Theory and Practice
by Holmlund, B.
1997 Welfare - Vol. 2: Measuring Social Welfare
by Dale W. Jorgenson
1996 Selecting the Number of Replications in a Simulation Study
by Ignacio Dmaz-Emparanza [Downloadable!]
1996 Bootstrap Methods For Covariance Structures
by Joel L. Horowitz [Downloadable!]
1996 Stochastic Volatility: Likelihood Inference And Comparison With Arch Models
by Sangjoon Kim & Neil Shephard & Siddhartha Chib [Downloadable!]
1996 Bootstrap Methods for Median Regression Models
by Joel L. Horowitz [Downloadable!]
1996 Posterior Simulation and Bayes Factors in Panel Count Data Models
by Siddhartha Chib & Edward Greenberg & Rainer Winkelmann [Downloadable!]
1996 Bayesian Analysis of Multivariate Probit Models
by Siddhartha Chib & Edward Greenberg [Downloadable!]
1996 A Spline Analysis of the Small Firm Effect: Does Size Really Matter?
by Joel L. Horowitz & Tim Loughran & N. E. Savin [Downloadable!]
1996 Measuring Productivity Differences in Equilibrium Search Models
by Gathier Lanot & George Neumann [Downloadable!]
1996 The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models
by N.E. Savin & Allan Wurtz [Downloadable!]
1996 Power of Tests in Binary Response Models
by N.E. Savin & Allan Wurtz [Downloadable!]
1996 Real and Spurious Long Memory Properties of Stock Market Data
by I.N. Lobato & N.E. Savin [Downloadable!]
1996 The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market
by Francisco F. R. Ramos [Downloadable!]
1996 Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures
by Simon van Norden & Robert Vigfusson [Downloadable!]
1996 Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator
by Joel L. Horowitz [Downloadable!]
1996 Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable
by Tue Gorgens & Joel L. Horowitz [Downloadable!]
1996 Bootstrap Methods in Econometrics: Theory and Numerical Performance
by Joel L. Horowitz [Downloadable!]
1996 Search Models and Duration Data
by George Neumann [Downloadable!]
1996 Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations
by Joel L. Horowitz & Charles F. Manski [Downloadable!]
1996 Fitting Equilibrium Search Models to Labor Market Data
by Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann [Downloadable!]
1996 The Size and Power of Bootstrap Tests
by Russell Davidson & James G. MacKinnon [Downloadable!]
1996 Asymptotics for GMM Estimators with Weak Instruments
by James H. Stock & Jonathan Wright [Downloadable!]
1996 Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models
by Francis X. Diebold & Til Schuermann [Downloadable!]
1996 A Nonlinear Alternative for Approximable Maps : A Simple Proof
by Ben-El-Mechaiekh, H & Chebbi, S & Florenzano, M
1996 A Genetic Algorithm for Solving (UN) Weighted Independent Set, Vertex Covering, Set Packing and Clique Problems
by Hifi, M
1996 The A Algorithm for Orthogonal Rectanfular Packing and Strip Packing Problems
by Hifi, M & Ouafi, R
1996 Lyapounov Exponents and Hamiltonian Oscillations
by Cherif, F
1996 Logarithmic Stock Returns : Leptokustosis, Heteroskedasticity and Change-Points
by Weiner, C
1996 Testing Monotonicity of Regression
by Bowman, A-W & Jones, M-C & Gijbels, I
1996 On Adaptive Tests
by Silvapulle, M-J & Silvapulle, P & Basawa, I
1996 Central Limit Theorem for Degenerate U-Statistics of Absolutely Regular Processes with Applications to model Specification Testing
by Fan, Y & Li, Q
1996 Central Limit Theorem for Degenerate U-Statistics of Absolutely Regular Processes with Applications to model Specification Testing
by Fan, Y & Li, Q
1996 Superlinear Convergence of an Algorithm for Monotone Linear Complementarity Problems, When No Strictly Complementary Solution Exists
by Sturm, J.F.
1996 On the Sensitivity of Unit Root Inference to Nonlinear Data Transformations
by Franses, P.H. & Koop, G.
1996 On the Comparative Behaviour of Kelley's Cutting Plane Method and the Analytic Center Cutting Plane Method
by Merle, O & Goffin, J-L & Vial, J-Ph.
1996 Measuring Productivity Differences in Equilibrium Search Models
by Lanot, G & Neumann, G-R
1996 The Econometric Analysis of Economic Policy
by Banerjee, A & Hendry, D-F & Mizon, G-E
1995 The Canadian Experience with Weighted Monetary Aggregates
by David Longworth & Joseph Atta-Mensah [Downloadable!]
1995 Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions
by Alain DeSerres & Alain Guay [Downloadable!]
1995 Further investigation of the uncertain unit root in GNP
by Yin-Wong Cheung & Menzie Chinn [Downloadable!]
1995 Improved Score Tests for One-parameter Exponential Family Models
by Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto [Downloadable!]
1995 On Bartlett and Bartlett-Type Corrections
by F. Cribari-Neto & G.M. Cordeiro [Downloadable!]
1995 A Score Test for Seasonal Fractional Integration and Cointegration
by Param Silvapulle [Downloadable!]
1995 Observed Choice, Estimation, and Optimism About Policy Changes
by Eric Rasmusen [Downloadable!]
1995 Improved Test Statistics for Multivariate Regression
by Francisco Cribari-Neto & Spyros Zarkos [Downloadable!]
1995 OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels
by Mark J. Jensen [Downloadable!]
1995 Bartlett Corrections for One-Parameter Exponential Family Models
by G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari [Downloadable!]
1995 Second and Third Order Bias Reduction for One-Parameter Family Models
by S.L.P. Ferrari & D.A. Botter & G.M. Cordeiro & F. Cribari-Neto [Downloadable!]
1995 A Frontier Model for Landscape Ecology: The Tapir in Honduras
by Kevin Flesher & Eduardo Ley [Downloadable!]
1995 Unit Root Tests and the Burden of Proof
by Robert A. Amano & Simon van Norden [Downloadable!]
1995 Fads or Bubbles?
by Simon van Norden & Huntley Schaller & ) [Downloadable!]
1995 Speculative Behaviour, Regime-Switching, and Stock Market Crashes
by Simon van Norden & Huntley Schaller & ) [Downloadable!]
1995 Regime Switching in Stock Market Returns
by Simon van Norden & Huntley Schaller & ) [Downloadable!]
1995 Regime Switching as a Test for Exchange Rate Bubbles
by Simon van Norden [Downloadable!]
1995 A Multicriteria Approach to Model Specification and Estimation
by Robert Kalaba & Leigh Tesfatsion [Downloadable!]
1995 Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
by Gary Koop [Downloadable!]
1995 Replenishing Stock Under Uncertainty
by Xekalaki, Evdokia & Panaretos, John [Downloadable!]
1995 Likelihood Analysis of Non-Gaussian Parameter-Driven Models
by Shephard, N. & Pitt, M.K.
1995 Initial Conditions and Moment Restrictions in Dynamic Panel Data Models
by Blundell, R. & Bond, S.
1995 Dynamic Equilibrium Economies: A Framework for Comparing Models and Data
by Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz [Downloadable!]
1995 Measuring Volatility Dynamics
by Francis X. Diebold & Jose A. Lopez [Downloadable!]
1995 Bootstrap Tests of Nonnested Linear Regression Models
by Davidson, R. & Mackinnon, J. G.
1994 Are there Psychological Barriers in the Dow-Jones Index?
by Eduardo Ley & Hal R. Varian [Downloadable!]
1994 Using Expectations Data to Study Subjective Income Expectations
by Jeff Dominitz & Charles F. Manski [Downloadable!]
1994 Eliciting Student Expectations Of The Returns To Schooling
by Jeff Dominitz & Charles F. Manski [Downloadable!]
1994 Testing the null of stationarity in the presence of structural breaks for multiple time series
by Ahn & Byung Chul [Downloadable!]
1994 Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition
by Joel L. Horowitz & Charles F. Manski [Downloadable!]
1994 Simultaneity With Downward Sloping Demand
by Charles F. Manski [Downloadable!]
1994 Wavelets in Econometrics: An Application to Outlier Testing
by Seth A. Greenblatt [Downloadable!]
1994 Markov Chain Monte Carlo Simulation Methods in Econometrics
by Siddhartha Chib & Edward Greenberg [Downloadable!]
1994 The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation
by Robert A. Amano & Tony S. Wirjanto [Downloadable!]
1994 A Further Analysis of Exchange Rate Targeting in Canada
by Robert A. Amano & Tony S. Wirjanto [Downloadable!]
1994 Wavelet Analysis of Fractionally Integrated Processes
by Mark J. Jensen [Downloadable!]
1994 Goodness-of-Fit for Revealed Preference Tests
by Hal R. Varian [Downloadable!]
1994 Natural and Quasi- Experiments in Economics
by Bruce D. Meyer [Downloadable!]
1994 Comparing Predictive Accuracy
by Francis X. Diebold & Robert S. Mariano [Downloadable!]
1994 Interpreting Tests of the Convergence Hypothesis
by Andrew B. Bernard & Steven N. Durlauf [Downloadable!]
1993 Classical Estimation Methods for LDV Models Using Simulation
by V.A. Hajivassiliou & P. A. Ruud [Downloadable!]
1993 Nonparametric Multivariate Regression Subject to Constraint
by S. M. Goldman & P. A. Ruud [Downloadable!]
1993 A Predictive Approach to Model Selection and Multicollinearity
by Edward Greenberg & Robert P. Parks [Downloadable!]
1993 A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies
by Walter Teets & Robert P. Parks [Downloadable!]
1993 Using Geographic Variation in College Proximity to Estimate the Return to Schooling
by David Card [Downloadable!]
1993 Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
by Lars Peter Hansen & Jose Alexandre Scheinkman [Downloadable!]
1991 On a Testing Procedure for Model Selection
by Panaretos, John & Psarakis, Stelios [Downloadable!]
1990 On the Duality of Certain Characterizations of the Exponential and the Geometric Distributions
by Panaretos, John [Downloadable!]
1990 The Folded t Distribution
by Psarakis, Stelios & Panaretos, John [Downloadable!]
1989 Some Properties and Applications of the Stuttering Generalized Waring Distribution
by Panaretos, John [Downloadable!]
1989 On the Evolution of Surnames
by Panaretos, John [Downloadable!]
1989 A Probability Model Involving the Use of the Zero-Truncated Yule Distribution for Analysing Surname Data
by Panaretos, John [Downloadable!]
1989 A Probability Distribution Associated With Events With Multiple Occurrences
by Panaretos, John & Xekalaki, Evdokia [Downloadable!]
1989 On Some Distributions Arising in Inverse Cluster Sampling
by Xekalaki, Evdokia & Panaretos, John [Downloadable!]
1987 On a Functional Equation for the Generating Function of the Logarithmic Series Distribution
by Panaretos, John [Downloadable!]
1986 The Stuttering Generalized Waring Distribution
by Panaretos, John & Xekalaki, Evdokia [Downloadable!]
1986 On Some Distributions Arising from Certain Generalized Sampling Schemes
by Panaretos, John & Xekalaki, Evdokia [Downloadable!]
1986 On Generalized Binomial and Multinomial Distributions and Their Relation to Generalized Poisson Distributions
by Panaretos, John & Xekalaki, Evdokia [Downloadable!]
1984 Partial Independence and Finite Distributions
by Panaretos, John [Downloadable!]
1983 A Generating Model Involving Pascal and Logarithmic Series Distributions
by Panaretos, John [Downloadable!]
1983 Identifiability of Compound Poisson Distributions
by Xekalaki, Evdokia & Panaretos, John [Downloadable!]
1983 On Moran's Property of the Poisson Distribution
by Panaretos, John [Downloadable!]
1982 Unique Properties of Some Distributions and Their Applications
by Panaretos, John [Downloadable!]
1982 On a Structural Property of Finite Distributions
by Panaretos, John [Downloadable!]
1982 An Extension of the Damage Model
by Panaretos, John [Downloadable!]
1982 On Characterizing Some Discrete Distributions Using an Extension of the Rao-Rubin Theorem
by Panaretos, John [Downloadable!]
1981 On the Relationship between the Conditional and Unconditional Distribution of a Random Variable
by Panaretos, John [Downloadable!]
1981 A Characterization of the Negative Multinomial Distribution
by Panaretos, John [Downloadable!]
1981 On the Joint Distribution of Two Discrete Random Variables
by Panaretos, John [Downloadable!]
A dynamic model of the financial–real interaction as a model selection criterion for nonparametric stock market prediction
by Peter Woehrmann [Downloadable!]
Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models
by Peter Woehrmann & Willi Semmler & Martin Lettau [Downloadable!]
Boundary Distributions in Testing Inequality Hypotheses
by Fathali Firoozi [Downloadable!]
The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange
by Timotheos Angelidis & Alexandros Benos [Downloadable!]
Does ICT boost Dutch productivity growth?
by Henry van der Wiel [Downloadable!]
Nonlinear Effects of Inflation on Growth: Comment
by Richard C.K. Burdekin & Arthur T. Denzau & Manfred W. Keil & Thitithep Sitthiyot & Thomas D. Willett [Downloadable!]
When Does Inflation Hurt Economic Growth? Different Nonlinearities for Different Economies
by Richard C.K. Burdekin & Arthur T. Denzau & Manfred W. Keil & Thitithep Sitthiyot & Thomas D. Willett [Downloadable!]
G-Inverses of matrix products
by Werner,Hans-Joachim
The travelling salesman problem for unbounded random points
by Schuerger,Klaus
Probability Theory with Economic Applications
by Efe A. Ok [Downloadable!]
A Course of Econometrics
by D.S.G. Pollock [Downloadable!]
This page was last updated on 2009-11-15.
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