## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ /

**C1: Econometric and Statistical Methods and Methodology: General**

/ / / C10: General

/ / / C11: Bayesian Analysis: General

/ / / C12: Hypothesis Testing: General

/ / / C13: Estimation: General

/ / / C14: Semiparametric and Nonparametric Methods: General

/ / / C15: Statistical Simulation Methods: General

/ / / C16: Econometric and Statistical Methods; Specific Distributions

/ / / C18: Methodolical Issues: General

/ / / C19: Other

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**More than a Feeling: Personality and Congressional Behavior**

*by*Hollibaugh, Gary & Klingler, Jonathan & Ramey, Adam

**A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis**

*by*David Ardia & Lukasz Gatarek & Lennart F. Hoogerheide

**Testing for near I(2) trends when the signal to noise ratio is small**

*by*Juselius, Katarina

**Going Beyond the Mean in Healthcare Cost Regressions: a Comparison of Methods for Estimating the Full Conditional Distribution**

*by*Jones, A.; & Lomas, J.; & Rice, N.;

**Health econometric evaluation of the effects of a continuous treatment: a machine learning approach**

*by*Kreif, N.; & Grieve, R.; & DÃaz, I.; & Harrison, D.;

**A synthesis of the Grossman and Becker-Murphy models of health and addiction: theoretical and empirical implications**

*by*Jones, A. M.; & Laporte, A.; & Rice, N.; & Zucchelli, E.;

**A Replication of "The Political Determinants of Federal Expenditure at the State Level" (Public Choice, 2005)**

*by*Stratford Douglas & W. Robert Reed

**Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets**

*by*Roberto Casarin & Monica Billio & Anthony Osuntuyi

**Psychological Skills, Education, and Longevity of High-Ability Individuals**

*by*Peter A. Savelyev

**Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations**

*by*Tae-Hwy Lee & Zhou Xi & Ru Zhang

**The known unknowns of governance**

*by*Rodolphe Desbordes & Gary Koop

**Semiiparametric Selection Models with Binary Outcomes**

*by*Roger Klein & Chan Shen & Francis Vella

**Big Data: Google Searches Predict Unemployment in Finland**

*by*Tuhkuri, Joonas

**Evaluación de la eficiencia comparativa de empresas y entidades productivas: Indicadores y técnicas de análisis**

*by*Vergés, Joaquim

**On various confidence intervals post-model-selection**

*by*Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl

**Effects of innovation on employment in low-income countries: A mixed-method systematic review**

*by*Ugur, Mehmet & Mitra, Arup

**Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand**

*by*Forson, Joseph Ato & Janrattanagul, Jakkaphong

**Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh**

*by*Shahbaz, Muhammad & Rehman, Ijaz ur & Ahmed Taneem, Muzaffar

**The Nexus Between Financial Development and Economic Growth in Lao PDR**

*by*Kyophilavong, Phouphet & Salah Uddin, Gazi & Shahbaz, Muhammad

**A Note on Nominal and Real Devaluation in Laos**

*by*Kyophilavong, Phouphet & Shahbaz, Muhammad & Salah Uddin, Gazi

**Bayesian Survival Modelling of University Outcomes**

*by*Vallejos, Catalina & Steel, Mark F. J.

**Investigating potential output using the Hodrick-Prescott filter: an application for Malta**

*by*Grech, Aaron George

**On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Monetary Policy and Inequality in Mexico**

*by*Villarreal, Francisco G.

**The Effect of Green Taxation and Economic Growth on Environment Hazards: The Case of Malaysia**

*by*Nanthakumar, Loganathan & Shahbaz, Muhammad & Taha, Roshaiza

**Turn on the Lights: Macroeconomic Factors Affecting Renewable in Pakistan**

*by*Malik, Ihtisham Abdul & Siyal, Ghamz-e-Ali & Abdullah, Alias Bin & Alam, Arif & Zaman, Khalid & Kyophilavong, Phouphet & Shahbaz, Muhammad & Baloch, Siraj Ullah & Shams, Tauqeer

**Model-based pricing for financial derivatives**

*by*Zhu, Ke & Ling, Shiqing

**Spillover Effects of Homicides across Mexican Municipalities: A Spatial Regime Model Approach**

*by*Flores, Miguel & Rodriguez-Oreggia, Eduardo

**Sign-based specification tests for martingale difference with conditional heteroscedasity**

*by*Chen, Min & Zhu, Ke

**On the Estimation of Supply and Demand Elasticities of Agricultural Commodites**

*by*Santeramo, Fabio Gaetano

**Impact of Oil Price and Shocks on Economic Growth of Pakistan: Multivariate Analysis**

*by*Nazir, Sidra & Qayyum, Abdul

**Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records**

*by*Travaglini, Guido

**A Minimax Bias Estimator for OLS Variances under Heteroskedasticity**

*by*Ahmed, Mumtaz & Zaman, Asad

**Problems of utility and prospect theories. A ”certain-uncertain” inconsistency of the random-lottery incentive system**

*by*Harin, Alexander

**Determinants of International Tourism Demand for the Philippines: An Augmented Gravity Model Approach**

*by*Deluna, Roperto Jr & Jeon, Narae

**Probabilistic Opinion Pooling**

*by*Dietrich, Franz & List, Christian

**The laffer curve and the debt-growth link in low-income Sub-Saharan African economies**

*by*Megersa, kelbesa

**Is data interpretation in utility and prospect theories unquestionably correct?**

*by*Harin, Alexander

**Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates**

*by*Zhu, Ke & Li, Wai Keung & Yu, Philip L.H.

**Philippine Export Efficiency and Potential: An Application of Stochastic Frontier Gravity Model**

*by*Deluna, Roperto Jr & Cruz, Edgardo

**Golden Rule of Forecasting: Be conservative**

*by*Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas

**On various confidence intervals post-model-selection**

*by*Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl

**A new Pearson-type QMLE for conditionally heteroskedastic models**

*by*Zhu, Ke & Li, Wai Keung

**Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Why High-order Polynomials Should not be Used in Regression Discontinuity Designs**

*by*Andrew Gelman & Guido Imbens

**A Big Data Approach to Optimal Sales Taxation**

*by*Christian Baker & Jeremy Bejarano & Richard W. Evans & Kenneth L. Judd & Kerk L. Phillips

**Matching Methods in Practice: Three Examples**

*by*Guido Imbens

**Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions**

*by*Dominique Guegan & Bertrand K Hassani

**Stress Testing Engineering: the real risk measurement?**

*by*Dominique Guegan & Bertrand K Hassani

**A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: an Application to Risk Analysis**

*by*David Ardia & Lukasz Gatarek & Lennart F. hoogerheide

**Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik**

*by*Kugler, Franziska & Schwerdt, Guido & Woessmann, Ludger

**Divorcing Upon Retirement: A Regression Discontinuity Study**

*by*Stancanelli, Elena G. F.

**Return and volatility transmission between oil prices and oil-exporting and oil-importing countries**

*by*Khaled Guesmi & Salma Fattoum

**Conditional Correlations and Volatility Spillovers between Crude Oil and Oil- exporting and importing countries**

*by*Khaled Guesmi & Ilyes Abid & Olfa Kaabia

**Convergence rate of the Truncated Realized Covariance when prices have infinite variation jumps**

*by*Cecilia Mancini

**Persistent and Transient Productive Inefficiency: A Maximum Simulated Likelihood Approach**

*by*Massimo Filippini & William Greene

**Effects of wind strength and wave height on ship incident risk: regional trends and seasonality**

*by*Heij, C. & Knapp, S.

**Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences**

*by*Chang, C-L. & McAleer, M.J.

**A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis**

*by*David Ardia & Lukasz Gatarek & Lennart F. Hoogerheide

**Response Surface Methodology**

*by*Kleijnen, Jack P.C.

**Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)**

*by*Kleijnen, Jack P.C. & Mehdad, E.

**Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal**

*by*Ndiaye, Cheikh Tidiane & Bates, Samuel

**Discounting the Distant Future**

*by*J. Doyne Farmer & John Geanakoplos & Jaume Masoliver & Miquel Montero & Josep Perello

**Exploiting the Choice-Consumption Mismatch: A New Approach to Disentangle State Dependence and Heterogeneity**

*by*K. Sudhir & Nathan Yang

**Spatial Methods**

*by*Steve Gibbons & Henry G. Overman & Eleonora Patacchini

**Comparación entre algoritmo de ciclos y modelos de regime-switching, con aplicación a estrategias de inversión en derivados (opciones de venta)**

*by*Julián R. Siri & José P. Dapena

**A Synthesis of the Grossman and Becker-Murphy Models of Health and Addiction: Theoretical and Empirical Implications**

*by*Andrew Jones & Audrey Laporte & Nigel Rice & Eugenio Zucchelli

**On the Practice of Lagging Variables To Avoid Simultaneity**

*by*W. Robert Reed

**Testing for near I(2) trends when the signal-to-noise ratio is small**

*by*Juselius, Katarina

**Making leading indicators more leading: A wavelet-based method for the construction of composite leading indexes**

*by*Marco Gallegati

**Illegális tevékenységek a svéd, a holland és a magyar statisztika alapján**

*by*Sárkány, Péter

**Factores que influyen en la satisfacción laboral de una universidad ecuatoriana**

*by*Marco Flores-Calero & Cristina Manzano & Santiago López

**Burnout Research on Junior Administrative Police Officers in the Police Department**

*by*Hidayet Tiftik

**Selecting an Optimal Resource Allocation Model to Consumptions in Banks of Iran**

*by*Hooman Malek & Ghodratollah Emamverdi & Mina Saheb Kashani

**A Fast, Accurate Method for Value-at-Risk and Expected Shortfall**

*by*Jochen Krause & Marc S. Paolella

**A One Line Derivation of EGARCH**

*by*Michael McAleer & Christian M. Hafner

**Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach**

*by*Richard A. Ashley & Kwok Ping Tsang

**Bias-Correction in Vector Autoregressive Models: A Simulation Study**

*by*Tom Engsted & Thomas Q. Pedersen

**Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling**

*by*Dennis Fok & Richard Paap & Philip Hans Franses

**Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach**

*by*Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr.

**Issizlikte Histeri Etkisi: Turkiye Ornegi**

*by*Taha Bahadir SARAC

**Opaque financial reports and R2: Revisited**

*by*Datta, Sudip & Iskandar-Datta, Mai & Singh, Vivek

**From indications to indicators: Measuring regional leadership in the UN context**

*by*Drieskens, Edith & Van Genderen, Ruben & Reykers, Yf

**Validation of positive quadrant dependence**

*by*Ledwina, Teresa & Wyłupek, Grzegorz

**Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981–2003**

*by*Etile, Fabrice

**Likelihood inference in some finite mixture models**

*by*Chen, Xiaohong & Ponomareva, Maria & Tamer, Elie

**Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics**

*by*McElroy, Tucker S. & Politis, Dimitris N.

**Testing multiple inequality hypotheses: A smoothed indicator approach**

*by*Chen, Le-Yu & Szroeter, Jerzy

**Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence**

*by*Kim, Hyun Hak & Swanson, Norman R.

**Periodically collapsing Evans bubbles and stock-price volatility**

*by*Rotermann, Benedikt & Wilfling, Bernd

**Measurement error in the AFQT in the NLSY79**

*by*Schofield, Lynne Steuerle

**Empirical likelihood-based inference for the generalized entropy class of inequality measures**

*by*Mehdi, Tahsin & Stengos, Thanasis

**An alternative identification of nonlinear dynamic panel data models with unobserved covariates**

*by*Shiu, Ji-Liang

**Signs of impact effects in time series regression models**

*by*Pesaran, M. Hashem & Smith, Ron P.

**VaR-implied tail-correlation matrices**

*by*Mittnik, Stefan

**Return and volatility transmission between oil prices and oil-exporting and oil-importing countries**

*by*Guesmi, Khaled & Fattoum, Salma

**Quantification and Costing of Domestic Electricity Generation for Armidale, New South Wales, Australia Utilising Micro Wind Turbines**

*by*Yasser Maklad

**A Seasonal Analysis of Potential Wind Power for Armidale NSW, Australia**

*by*Yasser Maklad & Rex Glencross-Grant

**Nonparametric estimation of functional-coefficient partially linear dynamic panel data model with fixed effects**

*by*Kien C Tran

**Is there a stochastic convergence process in the West African economic and monetary union in presence of multiple structural breaks from 1960 to 2010?**

*by*Mohamed Siry Bah

**On the implicit uniform BIC prior**

*by*Richard Startz

**Shadow economy and tax revenue in Africa**

*by*Oasis Kodila-Tedika & Mihai Mutascu

**Sources of unemployment fluctuations in the USA and in the Euro Area in the last decade**

*by*Antonio Ribba

**Long-Run Validity of Purchasing Power Parity and Cointegration Analysis for Low Income African Countries**

*by*Ricky Chee Jiun Chia & Shiok Ye Lim & Sheue Li Ong

**Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal**

*by*Samuel Bates & Cheikh Tidiane Ndiaye

**A new smoothing technique for univariate time series: the endpoint problem**

*by*Olga Vasyechko & Michel Grun Rehomme

**Applications of Random Set Theory in Econometrics**

*by*Ilya Molchanov & Francesca Molinari

**Cost Structure Complexity And Stock Prices Volatility: An Analysis Of Possible Relationship Among Italian Listed Companies In The Period Of Crisis**

*by*Francesco PAOLONE

**A Nonstandard Empirical Likelihood for Time Series**

*by*Nordman, Daniel J. & Bunzel, Helle & Lahiri, Soumendra N.

**Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14**

*by*Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk

**Common risk factors in commodities**

*by*Chevallier, Julien & Ielpo, Florian & Boon, Ling-Ni

**An Introduction to Econometrics: A Self-Contained Approach**

*by*Westhoff, Frank

**Economic Evaluation of Human Losses from Disasters**

*by*B. Porfiriev.

**The Theory of Interhybridity: Socio-political Dimensions and Migration**

*by*Aliu, Armando

**US Corporate Bond Yield Spread. A default risk debate**

*by*Shah, Syed Noaman & Kebewar, Mazen

**VaR-implied tail-correlation matrices**

*by*Mittnik, Stefan

**A quasi-Monte Carlo comparison of developments in parametric and semi-parametric regression methods for heavy tailed and non-normal data: with an application to healthcare costs**

*by*Jones, A. M.; & Lomas, J.; & Moore, P.; & Rice, N.;

**Cognitive ability, stereotypes and gender segregation in the workplace**

*by*Diego Lubian & Anna Untertrifaller

**Adaptive Sticky Generalized Metropolis**

*by*Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino

**Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model**

*by*Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk

**Bayesian Markov Switching Stochastic Correlation Models**

*by*Roberto Casarin & Marco Tronzano & Domenico Sartore

**On the Probability that Nothing Happens**

*by*Guido Antonio Rossi

**How do individual sectors respond to macroeconomic shocks? A structural dynamic factor approach applied to Swiss data**

*by*Gregor Bäurle & Elizabeth Steiner

**The StoNED Age: The Departure Into a New Era of Efficiency Analysis? – A Monte Carlo Comparison of StoNED and the “Oldies” (SFA and DEA)**

*by*Mark Andor & Frederik Hesse

**Distributional vs. Quantile Regression**

*by*Roger Koenker & Samantha Leorato & Franco Peracchi

**Modelling the Trend: The Historical Origins of Some Modern Methods and Ideas**

*by*Terence Mills & Kerry Patterson

**Log-Periodogram Estimation of the Long-Memory Parameter: An Evaluation of Competing Estimators**

*by*Saeed Heravi & Kerry Patterson

**Regularized Extended Skew-Normal Regression**

*by*Shutes, Karl & Adcock, Chris

**Development indices, inequality, and applied development policy analysis: some issues for discussion**

*by*Mercado, Ruben

**The Impact of Minimum Wage on Average Earnings in the Caribbean using Two-Selected Countries, Trinidad and Tobago and Jamaica (1980-2011 and 1997-2011)**

*by*Bamikole, Oluwafemi

**Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests**

*by*Yang, Bill Huajian

**Etimating NAIRU: the Morocco case**

*by*El Alaoui, Aicha & Ezzahidi, Elhadj & Eladnani, Mohamed Jellal

**Modelling the Demand for Bank Loans by Private Business Sector in Pakistan**

*by*Hassan, Faiza & Qayyum, Abdul

**Sophisticated gambler’s ruin and survival chances**

*by*Mehta, Salil

**Nonlinearities and the nexus between inflation and inflation uncertainty in Egypt: New evidence from wavelets transform framework**

*by*Bouoiyour, Jamal & Selmi, Refk

**Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery**

*by*Schröder, Anna Louise & Fryzlewicz, Piotr

**A new Pearson-type QMLE for conditionally heteroskedastic models**

*by*Zhu, Ke & Li, Wai Keung

**Regularized Skew-Normal Regression**

*by*Shutes, Karl & Adcock, Chris

**Finance and growth: New evidence from Meta-analysis**

*by*Asongu, Simplice A

**Testing for the buffered autoregressive processes**

*by*Zhu, Ke & Yu, Philip L.H. & Li, Wai Keung

**Factor double autoregressive models with application to simultaneous causality testing**

*by*Guo, Shaojun & Ling, Shiqing & Zhu, Ke

**A bootstrapped spectral test for adequacy in weak ARMA models**

*by*Zhu, Ke & Li, Wai-Keung

**Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective**

*by*Liebl, Dominik

**Fundamental Equation of Economics**

*by*Wayne, James J.

**Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations**

*by*Chen, Min & Zhu, Ke

**Simple Fractional Dickey Fuller test**

*by*Bensalma, Ahmed

**Likelihood approach to dynamic panel models with interactive effects**

*by*Bai, Jushan

**Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects**

*by*Scorbureanu, Alexandrina Ioana

**Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Sparse Linear Models and Two-Stage Estimation in High-Dimensional Settings with Possibly Many Endogenous Regressors**

*by*Zhu, Ying

**A taxonomy of manufacturing and service firms in Luxembourg according to technological skills**

*by*El Joueidi, Sarah

**Financial Development and Poverty Reduction Nexus:A Cointegration and Causality Analysis in Bangladesh**

*by*Uddin, Gazi Salah & Shahbaz, Muhammad & AROURI, Mohamed El Hedi

**The Causal Nexus between Financial Development and Economic Growth in Kenya**

*by*Uddin, Gazi Salah & Sjö, Bo & Shahbaz, Muhammad

**The Role of Natural Gas Consumption and Trade in Tunisia’s Output**

*by*Farhani, Sahbi & Shahbaz, Muhammad & Arouri, Mohammed

**Exchange Volatility and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model**

*by*Bouoiyour, Jamal & Selmi, Refk

**Adapting the Hodrick-Prescott Filter for Very Small Open Economies**

*by*Grech, Aaron George

**Introduccion a la teoría del consumidor**

*by*Mora Rodriguez, Jhon James

**To the problem of evaluation of market risk of global equity index portfolio in global capital markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**年底发表的文章会遭受“影响力陷阱”？**

*by*Ma, Chao

**A non-zero dispersion leads to the non-zero bias of mean**

*by*Harin, Alexander

**Stability analysis of Uzawa-Lucas endogenous growth model**

*by*Barnett, William A. & Ghosh, Taniya

**Derivation of Quarterly GDP, Investment Spending, and Government Expenditure Figures from Annual Data: The Case of Pakistan**

*by*Rashid, Abdul & Jehan, Zanaib

**Okun’s Law as a Pi-to-1 ratio: A harmonic / trigonometric theory as to why Okun’s Law works**

*by*Albers, Scott

**Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions**

*by*Chen, Songxi & Peng, Liang & Yu, Cindy

**Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study**

*by*Chen, Songxi

**The impact of human capital accounting on the efficiency of English professional football clubs**

*by*Goshunova, Anna

**The distance-based approach to the quantification of the world convergences and imbalances - comparisons across countries and factors**

*by*Horvath, Denis & Sulikova, Veronika & Gazda, Vladimir & Sinicakova, Marianna

**A potential solution to problems in ordered choice models involving endogenous ordinal variables for self-reported questions**

*by*HASAN, HAMID & Rehman, Attiqur

**US Corporate Bond Yield Spread: A default risk debate**

*by*SHAH, Syed Muhammad Noaman Ahmed & KEBEWAR, mazen

**Does “Okun’s Law” state a Pi:1 ratio? Toward a harmonic interpretation of why Okun’s Law works**

*by*Albers, Scott & Albers, Andrew L.

**Una Aplicación de Métodos de Detección de Burbuja Inmobiliaria: Caso Chile**

*by*Idrovo Aguirre, Byron & Lennon S., Joaquín

**The Theory of Interhybridity: Socio-political Dimensions and Migration Experiences of Post-communist Western Balkan States**

*by*Aliu, Armando

**Socio-economic Determinants of Household Food Insecurity in Pakistan**

*by*Asghar, Zahid & Muhammad, Ahmed

**Hilbert's Sixth Problem: Descriptive Statistics as New Foundations for Probability: Lévy Processes**

*by*Johnson, Joseph F.

**Some Fallacies in Econometric Modelling of Climate Change**

*by*David Hendry & Felix Pretis

**New Zealand Households and the 2008/09 Recession**

*by*Christopher Ball & Michael Ryan

**What Are We Weighting For?**

*by*Gary Solon & Steven J. Haider & Jeffrey Wooldridge

**Household Consumption at Retirement: A Regression Discontinuity Study on French**

*by*Nicolas Moreau & Elena Stancanelli

**Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation**

*by*Daniel J. Henderson & Qi Li & Christopher F. Parmeter

**Fully Flexible Views in Multivariate Normal Markets**

*by*Attilio Meucci & David Ardia & Simon Keel

**Understanding Unemployment Hysteresis: A system-based econometric approach to changing equilibria and slow adjustment**

*by*Niels Framroze Møller

**Household Consumption at Retirement: A Regression Discontinuity Study on French Data**

*by*Moreau, Nicolas & Stancanelli, Elena G. F.

**T-DYMM : the treasury dynamic microsimulation model of the Italian pension system**

*by*Alessandra Caretta & Sara Flisi & Cecilia Frale & Michele Raitano & Simone Tedeschi

**An Appropriate Model for the Estimation of Consumer Time Expenditure Patterns on the Internet**

*by*Russel Cooper

**The Relation Between Global Migration and Trade Networks**

*by*Paolo Sgrignoli & Rodolfo Metulini & Stefano Schiavo & Massimo Riccaboni

**Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests**

*by*Timo Bettendorf & Wenjuan Chen & &

**Substitution Bias and External Validity: Why an Innovative Anti-poverty Program Showed no Net Impact**

*by*Morduch, Jonathan & Ravi, Shamika & Bauchet, Jonathan

**Testing the Statistical Significance of Microsimulation Results: Often Easier than You Think. A Technical Note**

*by*Tim Goedemé & Karel Van den Bosch & Lina Salanauskaite & Gerlinde Verbist

**Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc**

*by*Chang, C-L. & McAleer, M.J.

**Subject specific and population average models for binary longitudinal data: a tutorial**

*by*Camille Szmaragd & Paul Clarke & Fiona Steele

**Country of birth in the 2011 Census: a view of migration in London and English local authorities**

*by*Antoine Paccoud

**A multilevel simultaneous equations model for within-cluster dynamic effects, with an application to reciprocal parent–child and sibling effects**

*by*Fiona Steele & Jon Rasbash & Jennifer Jenkins

**Modeling and forecasting daily electricity load curves: a hybrid approach**

*by*Haeran Cho & Yannig Goude & Xavier Brossat & Qiwei Yao

**Advanced MCMC methods for sampling on diffusion pathspace**

*by*Alexandros Beskos & Konstantinos Kalogeropoulos & Erik Pazos

**A Note on Information Flows and Identification of News Shocks Models**

*by*Marco M. Sorge

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Simulation-Optimization via Kriging and Bootstrapping: A Survey (Revision of CentER DP 2011-064)**

*by*Kleijnen, Jack P.C.

**Bootstrapping and Conditional Simulation in Kriging: Better Confidence Intervals and Optimization**

*by*Mehdad, E. & Kleijnen, Jack P.C.

**Factor Sreening For Simulation With Multiple Responses: Sequential Bifurcation**

*by*Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue

**La régression quantile en pratique**

*by*P. GIVORD & X. DHAULTFOEUILLE

**Periodically collapsing Evans bubbles and stock-price volatility**

*by*Benedikt Rotermann & Bernd Wilfling

**Banking and the Macroeconomy in China: A Banking Crisis Deferred?**

*by*Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo

**Análisis de Deserción Estudiantil en la Pontificia Universidad Javeriana- Bogotá: Caracterización de la Población Estudiantil**

*by*Mary Berrío Norman & Martha Misas Arango & Stephany Santacruz Rincón & Edgar Villa Pérez

**Banking and the Macroeconomy in China: A Banking Crisis Deferred?**

*by*Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhigui

**What causes banking crises? An empirical investigation for the world economy**

*by*Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Ou, Zhirong

**A Note on the Practice of Lagging Variables to Avoid Simultaneity**

*by*W. Robert Reed

**A Replication of "The Political Determinants of Federal Expenditure at the State Level (Public Choice, 2005)**

*by*Stratford Douglas & W. Robert Reed

**REPLICATION STUDY: Hoover and Pecorino (Public Choice, 2005)**

*by*Stratford Douglas & W. Robert Reed

**REPLICATION STUDY: Toya and Skidmore (Economics Letters, 2007**

*by*W. Robert Reed & Robert Mercer

**Entwicklung eines Analysewerkzeugs zur Identifikation und Analyse von Präsenzlücken im Handel**

*by*Jürgen Wicht

**Multiple Change-Point Detection in Linear Regression Models via U-Statistic Type Processes**

*by*Burcu Kapar & William Pouliot

**Stock Market Development and Economic Growth. Some Evidence for Argentina**

*by*Luis Lanteri

**The Common Component of CPI: An Alternative Measure of Underlying Inflation for Canada**

*by*Mikael Khan & Louis Morel & Patrick Sabourin

**Finance and growth: New evidence from Meta-analysis**

*by*Asongu Simplice

**Finance and growth: Schumpeter might be wrong in our era. New evidence from Meta-analysis**

*by*Asongu Simplice

**Specification analysis of interest rates factors : an international perspective**

*by*Tiozzo Pezzoli, Luca

**Simulation Modelling Approach to Human Resources Management: Burnout Effect Case Study**

*by*Marjana Merkac Skok & Jovana Zoroja & Mirjana Pejic Bach

**Using Linear Programming in order to Optimize the Allocation of Resources for Investment**

*by*Rodica Gherghina & Ioana Duca

**The Contribution of Education to the Economic Development Process of the States**

*by*Rodica Gherghina & Ioana Duca

**Statistical Modeling Methods in Automobile Insurance**

*by*Elena BURLACU

**Computational Issues in the Estimation of the Spatial Probit Model: A Comparison of Various Estimators**

*by*Anna Gloria Billé

**Information Sources For Regional Analysis: Necessity, Availability, Flaws And Recommendations**

*by*Natalia IACHIMOV

**Economic Returns to Education in France: OLS and Instrumental Variable Estimations**

*by*Sajjad Haider Bhatti & Jean Bourdon & Muhammad Aslam

**Analysis of Variance (Anova) Used to Verify the Significance of the Development Regions in Characterizing the Standard of Living and Quality of Life**

*by*Claudia Gabriela Bentoiu & Emilia Gogu & Gratiela Ghic & Alexandra Moraru

**A survey of dynamic microsimulation models: uses, model structure and methodology**

*by*Jinjing Li & Cathal O'Donoghue

**Academic Rankings with RePEc**

*by*Christian Zimmermann

**Polynomial Regressions and Nonsense Inference**

*by*Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero

**Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc**

*by*Chia-Lin Chang & Michael McAleer

**The Geometric Meaning of the Notion of Joint Unpredictability of a Bivariate VAR(1) Stochastic Process**

*by*Umberto Triacca

**Structural Panel VARs**

*by*Peter Pedroni

**Parametric and Nonparametric Frequentist Model Selection and Model Averaging**

*by*Aman Ullah & Huansha Wang

**Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging**

*by*Naoya Sueishi

**Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments**

*by*Fei Jin & Lung-fei Lee

**Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator**

*by*Søren Johansen & Bent Nielsen

**Constructing U.K. Core Inflation**

*by*Terence C. Mills

**Forecasting Value-at-Risk Using High-Frequency Information**

*by*Huiyu Huang & Tae-Hwy Lee

**Ten Things You Should Know about the Dynamic Conditional Correlation Representation**

*by*Massimiliano Caporin & Michael McAleer

**On Diagnostic Checking of Vector ARMA-GARCH Models with Gaussian and Student-t Innovations**

*by*Yongning Wang & Ruey S. Tsay

**Consumption Inequality in China: Theory and Evidence from the China Health and Nutrition Survey**

*by*Kunyuan Qiao

**Heterogeneity in managerial strategies and internationalization of firms: the case of Italy**

*by*Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi

**A Note on Information Flows and Identification of News Shocks Models**

*by*Marco M. Sorge

**Estimating the returns to schooling: Implications from a dynamic discrete choice model**

*by*Ge, Suqin

**Financial freedom and bank efficiency: Evidence from the European Union**

*by*Chortareas, Georgios E. & Girardone, Claudia & Ventouri, Alexia

**Arbitrage risk and the turnover anomaly**

*by*Chou, Pin-Huang & Huang, Tsung-Yu & Yang, Hung-Jeh

**Mortality surface by means of continuous time cohort models**

*by*Jevtić, Petar & Luciano, Elisa & Vigna, Elena

**Testing for collusion in asymmetric first-price auctions**

*by*Aryal, Gaurab & Gabrielli, Maria F.

**A DEA approach to assess the efficiency of radiata pine logs to produce New Zealand structural grades**

*by*Alzamora, Rosa M. & Apiolaza, Luis A.

**The influence of government intervention on the trajectory of bank performance during the global financial crisis: A comparative study among Asian economies**

*by*Ding, Cherng G. & Wu, Chiu-Hui & Chang, Pao-Long

**Superconvergence of the finite element solutions of the Black–Scholes equation**

*by*Golbabai, A. & Ballestra, L.V. & Ahmadian, D.

**Testing the effect of defaults on the thermostat settings of OECD employees**

*by*Brown, Zachary & Johnstone, Nick & Haščič, Ivan & Vong, Laura & Barascud, Francis

**The causal relationship between energy use and economic growth in Switzerland**

*by*Baranzini, Andrea & Weber, Sylvain & Bareit, Markus & Mathys, Nicole A.

**The long-run causal relationship between transport energy consumption and GDP: Evidence from heterogeneous panel methods robust to cross-sectional dependence**

*by*Liddle, Brantley & Lung, Sidney

**On the characteristic function for asymmetric Student t distributions**

*by*Nadarajah, Saralees & Chan, Stephen & Afuecheta, Emmanuel

**Can you trust survey responses? Evidence using objective health measures**

*by*Suziedelyte, Agne & Johar, Meliyanni

**Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data**

*by*Xu, Zheng

**Are there bubbles in the Sterling-dollar exchange rate? New evidence from sequential ADF tests**

*by*Bettendorf, Timo & Chen, Wenjuan

**Female labour force participation and economic growth in the South Mediterranean countries**

*by*Tsani, Stella & Paroussos, Leonidas & Fragiadakis, Costas & Charalambidis, Ioannis & Capros, Pantelis

**Testing for nonlinearity and chaos in economic time series with noise titration**

*by*Caraiani, Petre

**Multivariate test for forecast rationality under asymmetric loss functions: Recent evidence from MMS survey of inflation–output forecasts**

*by*Ulu, Yasemin

**Partial identification and mergers**

*by*Hahn, Jinyong & Ridder, Geert & Snider, Connan

**Parity reversion in real interest rate in the Asian countries: Further evidence based on local-persistent model**

*by*Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Hamzah, Nor Aishah

**Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach**

*by*Sriananthakumar, Sivagowry

**Liquidity management of foreign exchange reserves in continuous time**

*by*Zhang, Dewei & Wang, Yiqi & Wang, Jingjing & Xu, Weidong

**Monetary regime change and business cycles**

*by*Cúrdia, Vasco & Finocchiaro, Daria

**Boom–bust cycle, asymmetrical fiscal response and the Dutch disease**

*by*Arezki, Rabah & Ismail, Kareem

**The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran**

*by*Akbar Komijani & Nadiya Gandali Alikhani & Esmaeil Naderi

**Analyzing the Feldstein-Horioka puzzle in continuous wavelet transform**

*by*Olaolu R Olayeni

**Erratum to “Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation”**

*by*Masato Okamoto

**Signaling over income smoothing and IFRS adoption by banks: a panel data analysis on MENA countries**

*by*Mouna Ben rejeb attia & Houda Sassi & Naima Lassoued

**Weighted empirical likelihood-based inference for quantiles under stratified random sampling**

*by*Tahsin Mehdi

**Combining information from Heckman and matching estimators: testing and controlling for hidden bias**

*by*Gerry H. Makepeace & Michael J. Peel

**Minimum LM unit root test with one structural break**

*by*Junsoo Lee & Mark C. Strazicich

**Income polarization in Brazil, 2001-2011: A distributional analysis using PNAD data**

*by*Fabio Clementi & Francesco Schettino

**Income inequality and economic development: evidence from sub-Saharan African countries**

*by*Cassandro Mendes & Olugbenga Adesida

**Pattern of fluctuations in the exchange rate change from fixed to floating, in Brazil, Argentina and Mexico**

*by*Marcus F. da Silva & Eder Johnson de Area LeÃ£o Pereira & IdaraÃ Santos de Santana & JosÃ© Garcia Vivas Miranda

**Is the US current-account deficit sustainable? The importance of structural breaks in testing sustainability**

*by*Dimitris Hatzinikolaou & Theodore Simos & Agathi Tsoka

**Testing the null of cointegration with a structural break: optimal kernel and bandwidth selection**

*by*Alexander Ludwig

**Financial development and economic growth: the case of ECOWAS and WAEMU**

*by*Komivi Afawubo & Vincent Fromentin

**Exchange rate misalignments and economic growth: A threshold panel approach**

*by*Nabil Aflouk & Jacques Mazier

**Sensitivity of assumptions in duration analysis**

*by*Hari S. Luitel

**Developing a two way error component estimation model with disturbances following a special autoregressive (4) for quarterly data**

*by*Marcel die Dama & Boniface ngah Epo & Galex syrie Soh

**Common risk factors in commodities**

*by*Julien Chevallier & Florian Ielpo & Ling-Ni Boon

**An Intervention Time Series Analysis: Specialization and Competitiveness in Sports”**

*by*Zuzana Janko & Janusz Kokoszewski

**The explanatory power of signed jumps for the risk-return tradeoff**

*by*Benoît Sévi & César Baena

**The Outside Good Bias in Logit Models of Demand with Aggregate Data**

*by*Dongling Huang & Christian Rojas

**An Improved Local-linear Estimator For Nonparametric Regression With Autoregressive Errors**

*by*Ke Yang

**Is there a nonlinear long-run relation in the U.S. interest rate and inflation?**

*by*Hwa-taek Lee & Venus khim-sen Liew & Gawon Yoon

**Statistical Approaches Concerning the Influences of the Exports and Imports over the Dynamics of the Informational Energy**

*by*Gabriela OPAIT

**The Architecture of the Territorial Indexes through the Standardisation Method**

*by*Gabriela OPAIT

**Incidencia de la certificación ISO 9001 en los indicadores de productividad y utilidad financiera de empresas de la zona industrial de Mamonal en Cartagena**

*by*José Morelos Gómez & Tomás José Fontalvo & Juan Carlos Vergara

**Tamaño óptimo del gasto público colombiano: una aproximación desde la teoría del crecimiento endógeno**

*by*Camilo Alvis & Cristian Castrillón

**Intellectual property rights as development determinants**

*by*Theo S. Eicher & Monique Newiak

**Econometric Analysis of Games with Multiple Equilibria**

*by*�ureo de Paula

**A theoretical intellectual capital model applied to cities**

*by*José Luis Alfaro Navarro & Víctor Raúl López Ruiz & Domingo Nevado Pena

**Distribuciones multivariadas**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Distribuciones de probabilidades**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Variables aleatorias**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Probabilidades**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Números índices**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Medidas estadísticas básicas**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Organización y representación de datos**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Introducción**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Estadística aplicada. Primera Parte**

*by*

**Student Solutions Manual to Accompany Health Economics**

*by*Sloan, Frank A. & Hsieh, Chee-Ruey

**In the Wake of the Crisis: Leading Economists Reassess Economic Policy**

*by*

**Economics After the Crisis**

*by*Turner, Adair

**Guardians of Finance: Making Regulators Work for Us**

*by*Barth, James R. & Caprio, Gerard Jr. & Levine, Ross

**The Economics of Collusion: Cartels and Bidding Rings**

*by*Marshall, Robert C. & Marx, Leslie M.

**The Continuing Evolution of Europe**

*by*

**The Craft of Economics: Lessons from the Heckscher-Ohlin Framework**

*by*Leamer, Edward E.

**Health Economics**

*by*Sloan, Frank A. & Hsieh, Chee-Ruey

**The Clash of Generations: Saving Ourselves, Our Kids, and Our Economy**

*by*Kotlikoff, Laurence J. & Burns, Scott

**Illicit Trade and the Global Economy**

*by*

**Competencia en el sector bancario chileno. Una aproximación dinámica**

*by*Flores, Yarela & Watts, David

**Assessing uncertainty in Europe and the US - Is there a common factor?**

*by*Sauter, Oliver

**Are there bubbles in the Sterling-dollar Exchange Rate? New evidence from Sequential ADF Tests**

*by*Bettendorf, Timo & Chen, Wenjuan

**Integration des Marktliquiditätsrisikos in das Risikoanalysekonzept des Value at Risk**

*by*Völker, Florian & Cremers, Heinz & Panzer, Christof

**The StoNED age: The departure into a new era of efficiency analysis? An MC study comparing StoNED and the "oldies" (SFA and DEA)**

*by*Andor, Mark & Hesse, Frederik

**Decomposing Differences in Cotinine Distribution between Children and Adolescents from Different Socioeconomic Backgrounds**

*by*Edoka, I.P.; &

**Sunk costs, extensive R&D subsidies and permanent inducement effects**

*by*Pere Arqué-Castells & Pierre Mohnen

**Fat-Tail Distributions and Business-Cycle Models**

*by*Guido Ascari & Giorgio Fagiolo & Andrea Roventini

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Misurare la povertà tra I bambini e gli adolescenti: Un nuovo quadro comparativo della povertà infantile in alcuni paesi a reddito medio-alto**

*by*Peter Adamson

**Mesurer la pauvreté des enfants : Nouveaux tableaux de classement de la pauvreté des enfants dans les pays riches**

*by*Peter Adamson & UNICEF Innocenti Research Centre

**Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011**

*by*Collard, Fabrice & Fève, Patrick

**Housing Prices and Transaction Volume**

*by*H. Cagri Akkoyun & Yavuz Arslan & Birol Kanik

**Fat-Tail Distributions and Business-Cycle Models**

*by*Guido Ascari & Giorgio Fagiolo & Andrea Roventini

**Is Collusion Proof Auction Expensive? Estimates from Highway Procurements**

*by*Aryal, Gaurab & Gabrielli, Maria F.

**Modeling of EAD and LGD: Empirical Approaches and Technical Implementation**

*by*Yang, Bill Huajian & Tkachenko, Mykola

**Modelling asymmetric consumer demand response: Evidence from scanner data**

*by*Vespignani, Joaquin L.

**A Re-examination of Incumbents’ Response to the Threat of Entry: Evidence from the Airline Industry**

*by*Gayle, Philip & Wu, Chi-Yin

**Herd behavior towards the market index: evidence from Romanian stock exchange**

*by*Pop, Raluca Elena

**Choosing between Order-of-Entry Assumptions in Empirical Entry Models: Evidence from Competition between Burger King and McDonald’s Restaurant Outlets**

*by*Gayle, Philip & Luo, Zijun

**The Application of GARCH and EGARCH in Modeling the Volatility of Daily Stock Returns During Massive Shocks: The Empirical Case of Egypt**

*by*Ezzat, Hassan

**International comparison of Environmental performance**

*by*Dubrocard, Anne & Prombo, Michel

**On Identification of Backward Blocks**

*by*Baruah, Joydeep

**Inclusive Growth under India's Neo-liberal Regime: Towards an Exposition**

*by*Baruah, Joydeep

**Test for Bandedness of High Dimensional Covariance Matrices with Bandwidth Estimation**

*by*Qiu, Yumou & Chen, Songxi

**Estimation in semiparametric models with missing data**

*by*Chen, Songxi

**Two Sample Tests for High Dimensional Covariance Matrices**

*by*Chen, Songxi

**Publication Activity of Russian Researches in Leading International Scientific Journals**

*by*Maxim, Kotsemir

**Identification of Liechtenstein's Historic Economic Growth and Business Cycles by Econometric Extensions of Data Series**

*by*Brunhart, Andreas

**Assessing Chinese currency regime (2012)**

*by*Alvi, Mohsin & Kamal, Usman

**Суб-Интервальный Анализ И Возможности Его Применения**

*by*Harin, Alexander

**Sub-interval analysis and possibilities of its use**

*by*Harin, Alexander

**A Study of the Effect of Macroeconomic Variables on Stock Market: Indian Perspective**

*by*Makan, Chandni & Ahuja, Avneet Kaur & Chauhan, Saakshi

**Allocating Commodities in Inflation Hedging Portfolios: A Core Driven Global Macro Strategy**

*by*Fulli-Lemaire, Nicolas

**Multiple Fractional Response Variables with Continuous Endogenous Explanatory Variables**

*by*Nam, Suhyeon

**A note on the impact evaluation of public policies: the counterfactual analysis**

*by*Loi, Massimo & Rodrigues, Margarida

**Forecasting 2012 United States Presidential election using Factor Analysis, Logit and Probit Models**

*by*Sinha, Pankaj & Thomas, Ashley Rose & Ranjan, Varun

**О Содержании Книги "Введение В Суб-Интервальный Анализ …"**

*by*Harin, Alexander

**О Содержании Книги "Введение В Суб-Интервальный Анализ И Его Приложения"**

*by*Harin, Alexander

**Rapid estimation of nonlinear DSGE models**

*by*Hall, Jamie

**Challenges for Romania’s employment policy in the Real Economy**

*by*Marinela, Simuţ Ramona & Lavinia, Delcea (Săutiuţ)

**Specification Tests with Weak and Invalid Instruments**

*by*Doko Tchatoka, Firmin Sabro

**Dealing with small samples and dimensionality issues in data envelopment analysis**

*by*Zervopoulos, Panagiotis

**Goodness of fit test for the multifractal model of asset returns**

*by*Bell, Peter

**Empirical analysis of the forecast error impact of classical and bayesian beta adjustment techniques**

*by*Sinha, Pankaj & Jayaraman, Prabha

**Gifts and sponsored trips for doctors matter more for sales of MNCs?(an application of censored regression)**

*by*Hasan, Syed Akif & Subhani, Muhammad Imtiaz & Osman, Ms. Amber

**Fat-Tail Distributions and Business-Cycle Models**

*by*Guido Ascari & Giorgio Fagiolo & Andrea Roventini

**Management Evaluation of Public Hospital -Approach from Factor Analysis-**

*by*Takako Nakajima & Kiheiji Nishida & Masashi Manabe

**Testing the Effect of Defaults on the Thermostat Settings of OECD Employees**

*by*Zack Brown & Nick Johnstone & Ivan Haščič & Laura Vong & Francis Barascud

**Estimating Dynamic Equilibrium Models with Stochastic Volatility**

*by*Jesus Fernandez-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez

**Financial Risk Measurement for Financial Risk Management**

*by*Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold

**Spouses' Retirement and Hours of Work Outcomes: Evidence from Twofold Regression Discontinuity**

*by*Elena Stancanelli

**A simple method to visualize results in nonlinear regression models**

*by*Daniel J. Henderson & Subal C. Kumbhakar & Christopher F. Parmeter

**Stationarity Test for Aggregate Outputs in the Presence of Structural Breaks**

*by*D.K. Srivastava & K.R. Shanmugam

**Spouses' Retirement and Hours Outcomes: Evidence from Twofold Regression Discontinuity with Differences-in-Differences**

*by*Stancanelli, Elena G. F.

**A Simple Method to Visualize Results in Nonlinear Regression Models**

*by*Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F.

**The Timing of Earnings Sampling over the Life-Cycle and IV Identification of the Return to Schooling**

*by*Belzil, Christian & Hansen, Jörgen

**Joint Leisure Before and After Retirement: A Double Regression Discontinuity Approach**

*by*Stancanelli, Elena G. F. & van Soest, Arthur

**Change in the Distribution of House Prices across Spanish Cities**

*by*Nicodemo, Catia & Raya, Josep M.

**Change in the Distribution of House Prices across Spanish Cities**

*by*Nicodemo, Catia & Raya, Josep M.

**Characterizing the Instrumental Variable Identifying Assumption as Sample Selection Conditions**

*by*Belzil, Christian & Hansen, Jörgen

**Characterizing the Instrumental Variable Identifying Assumption as Sample Selection Conditions**

*by*Belzil, Christian & Hansen, Jörgen

**Testing multiple inequality hypotheses: a smoothed indicator approach**

*by*Le-Yu Chen & Jerzy Szroeter

**Sunk costs, extensive R&D subsidies and permanent inducement effects**

*by*Pere Arqué-Castells & Pierre Mohnen

**Sur les Causes et les Effets en Macro-Economie : les Contributions de Sargent et Sims,Prix Nobel d'Economie 2011**

*by*Collard, Fabrice & Fève, Patrick

**Fat-tail Distributions and Business-Cycle Models**

*by*Guido Ascari & Giorgio Fagiolo & Andrea Roventini

**A Bayesian approach to estimate changes in condom use from limited HIV prevalence data**

*by*J. Dureau & K. Kalogeropoulos & P. Vickerman & M. Pickles & M. C. Boily

**Time to pregnancy: a computational method for using the duration of non-conception for predicting conception**

*by*Peter D. Sozou & Geraldine M. Hartshorne

**Factor modeling for high-dimensional time series: inference for the number of factors**

*by*Clifford Lam & Qiwei Yao

**Privacy protection from sampling and perturbation in survey microdata**

*by*Natalie Sholmo & Chris J. Skinner

**Estimating frequencies of frequencies in finite populations**

*by*Chris J. Skinner & N. Shlomo

**Conditional spatial policy dependence: theory and model specification**

*by*Eric Neumayer & Thomas Plümper

**Improved regression calibration**

*by*Anders Skrondal & Jouni Kuha

**Non-response biases in surveys of schoolchildren: the case of the English Programme for International Student Assessment (PISA) samples**

*by*John Micklewright & Sylke Schnepf & Chris J. Skinner

**Pairwise likelihood estimation for factor analysis models with ordinal data**

*by*Myrsini Katsikatsou & Irini Moustaki & Fan Yang-Wallentin & Karl G. Jöreskog

**Teaching mathematics and statistics: promoting students' engagement and interaction**

*by*Meena Kotecha

**Estimation of an indicator of the representativeness of survey response**

*by*Natalie Shlomo & Chris J. Skinner & Barry Schouten

**Liberalization of Trade in Services in Kazakhstan and Uzbekistan: Analysis of Formal and Informal Barriers**

*by*Vakulchuk Roman & Irnazarov Farrukh & Alexander Libman

**Fat-Tail Distributions and Business-Cycle Models**

*by*Guido Ascari & Giorgio Fagiolo & Andrea Roventini

**Convex and Monotonic Bootstrapped Kriging**

*by*Kleijnen, Jack P.C. & Mehdad, E. & Beers, W.C.M. van

**Kriging in Multi-response Simulation, including a Monte Carlo Laboratory (Replaced by 2014-012)**

*by*Kleijnen, Jack P.C. & Mehdad, E.

**Factor Screening for Simulation with Multiple Responses: Sequential Bifurcation**

*by*Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue

**EUAs and CERs : Interactions in a Markov regime-switching environment**

*by*Chevallier, Julien

**Cointegration between carbon spot and futures prices : from linear to nonlinear modeling**

*by*Chevallier, Julien

**Conditional stochastic dominance tests in dynamic settings**

*by*Jose Olmo & Jesus Gonzalo

**If we can simulate it, we can insure it: An application to longevity risk management**

*by*M. Martin Boyer & Lars Peter Stentoft

**Mortality Surface by Means of Continuous Time Cohort Models**

*by*Petar Jevtic & Elisa Luciano & Elena Vigna

**Determinants of corporate default: a BMA approach**

*by*Carlos González-Aguado & Enrique Moral-Benito

**Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009**

*by*Michel Lubrano & Abdoul Aziz Junior Ndoye

**Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors**

*by*Eric Hillebrand & Tae-Hwy Lee

**Modelling electricity day–ahead prices by multivariate Lévy semistationary processes**

*by*Almut E. D. Veraart & Luitgard A. M. Veraart

**Generalized Linear Models and Extensions, 3rd Edition**

*by*James W. Hardin & Joseph W. Hilbe

**An Empirical Analysis of Nonlinear Dynamics Relationship between the United States and Taiwan Stock Markets**

*by*Yen-Hsien Lee

**Foreign Financial Aid, Government Policies and Economic Growth: Does the Policy Setting in Developing Countries Matter?**

*by*Yusuf Tashrifov

**Subjectivity in inductive inference**

*by*Samuelson, Larry & Gilboa, Itzhak

**An Empirical Investigation of External Debt - Military Expenditure Nexus in Bangladesh**

*by*Khalid ZAMAN & Qazi Shujaat MAHMOOD & Muhammad Mushtaq KHAN & Awais RASHID & Mehboob AHMAD

**El comercio de los recursos naturales en América Latina : indicadores seleccionados**

*by*Instituto para la Integración de América Latina y el Caribe, INTAL

**Trade in Natural Resources in Latin America : selected indicators**

*by*Instituto para la Integración de América Latina y el Caribe, INTAL

**State Dependence in Self-Assessed Health in Spain**

*by*Sara Ayllón & Cristina Blanco-Perez

**Micro-econometric Analysis of Impact of Remittances on Household’s Welfare: Empirical Evidence from District Peshawar**

*by*Asmat Ullah & Syed Waqar Hussain & Zahoor Khan

**Change in the distribution of house prices across Spanish cities**

*by*Nicodemo, Catia & Raya, Josep Maria

**Cojumping: Evidence from the US Treasury bond and futures markets**

*by*Dungey, Mardi & Hvozdyk, Lyudmyla

**Modeling extreme dependence between European electricity markets**

*by*Lindström, Erik & Regland, Fredrik

**Estimation of elasticities for domestic energy demand in Mozambique**

*by*Arthur, Maria de Fátima S.R. & Bond, Craig A. & Willson, Bryan

**Assessing misspecified asset pricing models with empirical likelihood estimators**

*by*Almeida, Caio & Garcia, René

**Model selection in the presence of nonstationarity**

*by*Kim, Jae-Young

**A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters**

*by*Guggenberger, Patrik

**Measuring the economic value of loan advice**

*by*Taylor, Nicholas

**A simple method to visualize results in nonlinear regression models**

*by*Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F.

**US banking efficiency, 1984–1995**

*by*Kutlu, Levent

**A GEL-based AIC for model selection**

*by*Feng, Qiang

**Application of the simultaneous least squares-probit Nelson–Olson covariance estimator for stratified surveys**

*by*Lambert, D.M. & Cho, S.H. & Jung, S.

**Perfect classifiers in partial observability bivariate probit**

*by*Poirier, Dale J.

**Usage of an estimated coefficient as a dependent variable**

*by*Hornstein, Abigail S. & Greene, William H.

**Is the choice of (t−T) in Battese and Coelli (1992) type stochastic frontier models innocuous? Observations and generalisations**

*by*Wheat, Phill & Smith, Andrew

**Heteroskedasticity-robust inference in finite samples**

*by*Hausman, Jerry & Palmer, Christopher

**A note on the relation between local power and robustness to misspecification**

*by*Guggenberger, Patrik

**Identifying monotonic and non-monotonic relationships**

*by*Yitzhaki, Shlomo & Schechtman, Edna

**Structural correlation decompositions for business cycle analysis**

*by*Andrle, Michal

**Time varying CAPM betas and banking sector risk**

*by*Caporale, Tony

**The Oaxaca decomposition generalized to a continuous group variable**

*by*Ulrick, Shawn W.

**The effect of feedback consistency on success in markets with positive feedbacks**

*by*Lamberson, P.J. & Page, Scott E.

**News shocks or parametric indeterminacy? An observational equivalence result in linear rational expectations models**

*by*Sorge, Marco M.

**Methods matter: Improving causal inference in educational and social science research: A review article**

*by*Eide, Eric R. & Showalter, Mark H.

**The animal spirits hypothesis and the Benhabib–Farmer condition for indeterminacy**

*by*Guerrazzi, Marco

**Bank competition, financial reform, and institutions: The importance of being developed**

*by*Delis, Manthos D.

**How Can We Assess the Relation Between Equipment, Price and Electricity Demand in Tunisia?**

*by*Imen Gam & Jaleleddine Ben Rejeb

**The Effect of Changes in World Crude Oil Prices on U.S. Automobile Exports**

*by*Maksim Belenkiy & Stefan Osborne

**A Note on the Moments of the Skew-Normal Distribution**

*by*Markus Haas

**Multivariate Local Polynomial Regression With Autocorrelated Errors**

*by*Ke Yang

**The federal funds rate and the conduction of the international orchestra**

*by*Antonio Ribba

**The shock of domestic gold price on stock price indices-an evidence of india**

*by*Amalendu Bhunia

**On computing generalized least squares and maximum-likelihood estimates of error-components models with incomplete panels and correlated disturbances**

*by*Robert F. Phillips

**Evaluation of the goodness of fit of new statistical size distributions with consideration of accurate income inequality estimation**

*by*Masato Okamoto

**GDP per Capita among African Countries over the Period 1950–2008: Highlights of Convergence Clubs**

*by*Serge Rey & Florent Deisting

**Quantiles autocorrelation in stock markets returns**

*by*Paulo Sergio Ceretta & Marcelo Brutti Righi & Alexandre Silva Da costa & Fernanda Maria Muller

**Long Memory in Mergers and Acquisitions: Sectoral Evidence for an Emerging Economy**

*by*Marcelo Resende

**What motivates to participate in an employment guarantee programme in India? A logit model analysis**

*by*Shibananda Nayak

**Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity**

*by*Shigeyuki Hamori & Yoshihiro Hashiguchi

**Heteroskedastic Dynamic Factor Models: A Monte Carlo Study**

*by*Gijsbert Suren & Guilherme Moura

**On the limit of the variation of the explanatory variable in simple linear regression model**

*by*Umberto Triacca

**Investment and oil price volatility**

*by*Susan Sunila Sharma & Paresh Kumar Narayan

**Market conduct and competition effect on termination rate: econometric analysis of theTtunisian case**

*by*Sami Debbichi & Ahmde Ben khalifa

**Predicting the risk of global portfolios considering the non-linear dependence structures**

*by*Marcelo Brutti Righi & Paulo Sergio Ceretta

**A supremum-type RESET test for binary choice models**

*by*Esmeralda Ramalho & Joaquim Ramalho & Jose M.R. Murteira

**Testing the effects of the Japanese vehicle emission-control law on the international palladium futures market**

*by*Kentaka Aruga & Shunsuke Managi

**Consistently bounding parameter values with one instrument and two endogenous explanatory variables**

*by*Richard A Dunn

**Cointegration between carbon spot and futures prices: from linear to nonlinear modeling**

*by*Julien Chevallier

**Power of the KPSS test against shift in variance: a further investigation**

*by*Ahamada Ibrahim & Boutahar Mohamed

**The culture of corruption: A nonparametric analysis**

*by*George E. Halkos & Nickolaos G. Tzeremes

**The tests for the level moment conditions: GMM estimation in a linear dynamic panel data model**

*by*Takuya Hasebe

**The fractional integrated bi- parameter smooth transition autoregressive model**

*by*Ghassen El Montasser & Ahdi Noomen Ajmi

**Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes**

*by*Shuichi Nagata

**How does the Exchange Rate Movement Affect Macroeconomic Performance? A VAR Analysis with Sign Restriction Approach– Evidence from Turkey**

*by*Hakan M. Berument & Zulal S Denaux & Yeliz Yalcin

**EUAs and CERs: Interactions in a Markov regime-switching environment**

*by*Julien Chevallier

**Comparing the small sample properties of two break Lagrange Multiplier unit root tests**

*by*Paresh Kumar Narayan & Stephan Popp

**The Role of the Continuous Variables Indices in the Life -Testing Research**

*by*Gabriela OPAIT

**Indicators for the performance and for the effort in transport**

*by*Carp Doina

**Decision making based on single and double acceptance sampling plans for assessing quality of lots**

*by*Ksenija Dumičić & Berislav Žmuk

**Examining Of The Relationship Structure Between Job And Special Life (Nonwork) Satisfaction With Nonlinear Canonical Correlation Analysis**

*by*Sahamet Bulbul & Selay Giray

**Introduction to Sub-Interval Analysis and its Applications (Selected Chapters)**

*by*Harin, Alexander

**health econometrics**

*by*Andrew M. Jones

**Simulation Optimization via Bootstrapped Kriging: Tutorial (Replaced by CentER DP 2013-064)**

*by*Kleijnen, Jack P.C.

**Comandos básicos en Microsoft Excel**

*by*Arlette Beltrán

**Casos propuestos**

*by*Arlette Beltrán

**El costo de oprtunidad del capital (COK) para determinar RP**

*by*Arlette Beltrán

**El riesgo en la evaluación de proyectos**

*by*Arlette Beltrán

**Evaluación de préstamos**

*by*Arlette Beltrán

**Análisis de optimización de la rentabilidad de un proyecto**

*by*Arlette Beltrán

**Ranking de proyectos**

*by*Arlette Beltrán

**Índices de rentabilidad**

*by*Arlette Beltrán

**La construcción del flujo de caja del proyecto**

*by*Arlette Beltrán

**Ejercicios de evaluación privada de proyectos**

*by*

**Student Solutions Manual for Mathematics for Economics**

*by*Hoy, Michael & Livernois, John & McKenna, Chris & Rees, Ray & Stengos, Thanasis

**Money, Payments, and Liquidity**

*by*Nosal, Ed & Rocheteau, Guillaume

**Optimal Control Theory with Applications in Economics**

*by*Weber, Thomas A.

**A Monte Carlo simulation comparing DEA, SFA and two simple approaches to combine efficiency estimates**

*by*Andor, Mark & Hesse, Frederik

**Applying Beta-type Size Distributions to Healthcare Cost Regressions**

*by*Jones, A. & Lomas, J. & Rice, N.

**Forecasting Italian Electricity Zonal Prices with Exogenous Variables**

*by*Angelica Gianfreda & Luigi Grossi

**The Breadth of Child Poverty in Europe: An investigation into overlap and accumulation of deprivations**

*by*Geranda Notten & Keetie Roelen & UNICEF Innocenti Research Centre

**The Impact of the Food and Financial Crises on Child Mortality: The case of sub-Saharan Africa**

*by*Giovanni Andrea Cornia & Luca Tiberti & Stefano Rosignoli & UNICEF Innocenti Research Centre

**Bounding a linear causal effect using relative correlation restrictions**

*by*Brian Krauth &

**Antitrust market definition using statistical learning techniques and consumer characteristics**

*by*Willem H. Boshoff

**Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models**

*by*Xiangjin Shen & Hiroki Tsurumi

**In- and Out-of-Sample Specification Analysis of Spot Rate Models: Further Evidence for the Period 1982-2008**

*by*Norman R. Swanson & Lili Cai

**Money Demand and Inflation: A Cointegration Analysis for Canada**

*by*Lubello, Federico

**The first statement of the formula for the Normal Curve**

*by*Cantillo, Andres

**A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model**

*by*Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R.

**A Multifractal Detrended Fluctuation Analysis of the Moroccan Stock Exchange**

*by*Benbachir, Saâd & El Alaoui, Marwane

**On the Approximate Maximum Likelihood Estimation for Diffusion Processes**

*by*Chang, Jinyuan & Chen, Songxi

**Impact of calendar effects in the volatility of vale shares**

*by*Lúcio Godeiro, Lucas

**Research and Science Today No.1**

*by*DRĂGHICI, Alex andra & DAMIAN, Irina & DAN, Andreea Maria & POPA, Diana-Gabriela & EZARU, Elena Mihaela & PAICĂ, Ana Maria Roxana & MUREȘAN, Adriana Rodica & LUȚAI, Raluca & ŞERBAN, Ileana Daniela & CIOREI, Mihaela Andreea & MĂRCĂU, Flavius-Cristian

**A Micro-Econometric Approach to Deriving Use and Non-Use Values of in-situ Groundwater: The Vosvozis Case Study, Greece**

*by*Koundouri, Phoebe & Babalos, Vassilis & Stithou, Mavra & Anastasiou, Ioannis

**Robust Test for Spatial Error Model:Considering Changes of Spatial Layouts and Distribution Misspecification**

*by*Guo, Penghui & Liu, Lihu

**Housing prices and transaction volume**

*by*Arslan, Yavuz & Akkoyun, H. Cagri & Kanik, Birol

**Taxation and political stability**

*by*Mutascu, Mihai & Tiwari, Aviral & Estrada, Fernando

**An Intervention Analysis on the Tokyo Grain Exchange Non- Genetically Modified and Conventional Soybean Futures Market**

*by*Aruga, Kentaka

**Theorem of existence of ruptures for mean values on finite numerical segments. Discrete case**

*by*Harin, Alexander

**Agent-based computational economics and African modeling:perspectives and challenges**

*by*Nwaobi, Godwin

**Research Methodologies for Management Sciences & Interdisciplinary Research in Contemporary World**

*by*Hasan, Syed Akif & Subhani, Muhammad Imtiaz & Osman, Ms. Amber

**Relationship between exports, imports, and economic growth in France: evidence from cointegration analysis and Granger causality with using geostatistical models**

*by*Amiri, Arshia & Gerdtham, Ulf-G

**A meta-regression analysis of benchmarking studies on water utilities market structure**

*by*Carvalho, Pedro & Marques, Rui Cunha & Berg, Sanford

**Finance and growth: Schumpeter might be wrong in our era. New evidence from Meta-analysis**

*by*Simplice A, Asongu

**Introduction to the Macroeconomic Structure of Yemen**

*by*Mohamed, Issam A.W.

**Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen**

*by*Mohamed, Issam A.W.

**Detection and Forecasting of Islamic Calendar Effects in Time Series Data: Revisited**

*by*Bukhari, Syed Kalim Hyder & Abdul, Jalil & Rao, Nasir Hamid

**FDI in the Service Sector – Propagator of Growth for India?**

*by*Sen, Chitrakalpa

**Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics**

*by*Chun, So Yeon & Shapiro, Alexander & Uryasev, Stan

**Low-frequency components and the Weekend effect revisited: Evidence from Spectral Analysis**

*by*Francois-Éric Racicot

**Financial Risk Measurement for Financial Risk Management**

*by*Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold

**Forecasting breaks and forecasting during breaks**

*by*Jennifer Castle & David Hendry & Nicholas W.P. Fawcett

**Inference for VARs Identified with Sign Restrictions**

*by*Hyungsik Roger Moon & Frank Schorfheide & Eleonora Granziera & Mihye Lee

**Detrending Persistent Predictors**

*by*Christophe Boucher & Bertrand Maillet

**Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach**

*by*Dominique Guegan & Bertrand Hassani

**Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach**

*by*Dominique Guegan & Bertrand Hassani

**A New Correlation Coefficient for Bivariate Time-Series Data**

*by*Orhan Erdem & Elvan Ceyhan & Yusuf Varlı

**Money Illusion, Gorman And Lau**

*by*Scott J. Colby & Timothy A. Graciano & Jeffrey T. LaFrance & Rulon D. Pope

**Measuring the interaction between parents and children in Italian families: a structural equation approach**

*by*Anna Maccagnan

**Measuring the interaction between parents and children in Italian families: a structural equation approach**

*by*Anna Maccagnan

**Income Polarization, Convergence Tools and Mixture Analysis**

*by*Michele Battisti & Christopher F. Parmeter

**Normal Reference Bandwidths for the General Order, Multivariate Kernel Density Derivative Estimator**

*by*Daniel J. Henderson & Christopher F. Parmeter

**Beyond the DSGE Straitjacket**

*by*Pesaran, M. Hashem & Smith, Ron P.

**Beyond the DSGE Straitjacket**

*by*Pesaran, Hashem & Smith, Ron P.

**Energy Access Scenarios to 2030 for the Power Sector in Sub-Saharan Africa**

*by*Morgan Bazilian & Patrick Nussbaumer & Hans-Holger Rogner & Abeeku Brew-Hammond & Vivien Foster & Shonali Pachauri & Eric Williams & Mark Howells & Philippe Niyongabo & Lawrence Musaba & Brian Ó Gallachóir & Mark Radka & Daniel M. Kammen

**Retirement and home production : A regression discontinuity approach**

*by*Elena Stancanelli & Arthur Van Soest

**Using field process data to predict best times of contact conditioning on household and interviewer influences**

*by*Gabriele B. Durrant & Julia D'Arrigo & Fiona Steele

**Alternative approaches to multilevel modelling of survey non-contact and refusal**

*by*Fiona Steele & Gabriele B. Durrant

**Does mass drug administration for the integrated treatment of neglected tropical diseases really work?: assessing evidence for the control of schistosomiasis and soil-transmitted helminths in Uganda**

*by*Melissa Parker & Tim Allen

**More than just talk: the framing of transactional sex and its implications for vulnerability to HIV in Lesotho, Madagascar and South Africa**

*by*Kirsten Stoebenau & Stephanie A. Nixon & Clara Rubincam & Samantha Willan & Yanga Z.N. Zembe & Tumelo Tsikoane & Pius T. Tanga & Haruna M. Bello & Carlos F. Caceres & Loraine Townsend & Paul G. Rakotoarison & Violette Razafintsalama

**Trust in justice: topline results from round 5 of the European Social Survey**

*by*Jonathan Jackson & Tia Pooler & Katrin Hohl & Jouni Kuha & Ben Bradford & Mike Hough

**Research governance and ethics for adult social care research: procedures, practices and challenges**

*by*John Woolham

**The use of 'large scale datasets' in UK social care research**

*by*Shereen Hussein

**Inverse probability weighting for clustered nonresponse**

*by*Chris J. Skinner & Julia D'Arrigo

**Enhancing students’ engagement through effective feedback, assessment and engaging activities**

*by*Meena Kotecha

**Indicators for monitoring and improving representativeness of response**

*by*Barry Schouten & Natalie Shlomo & Chris J. Skinner

**Thick pen transformation for time series**

*by*Piotr Fryzlewicz & H. S. Oh

**Measuring subjective well-being for public policy**

*by*Paul Dolan & Richard Layard & Robert Metcalfe

**Pricing of Asian options on interest rates in the CIR model**

*by*Angelos Dassios & Jayalaxshmi Nagaradjasarma

**Brownian excursions outside a corridor and two-sided Parisian options**

*by*Angelos Dassios & Shanle Wu

**Brownian excursions in a corridor and related Parisian options**

*by*Angelos Dassios & Shanle Wu

**Barrier strategies with Parisian delay**

*by*Angelos Dassios & Shanle Wu

**Estimation of latent factors for high-dimensional time series**

*by*Clifford Lam & Qiwei Yao & Neil Bathia

**Dynamic Markov bridges motivated by models of insider trading**

*by*Luciano Campi & Umut Cetin & Albina Danilova

**Adjusting for selection effects in epidemiologic studies: why sensitivity analysis is the only “solution”**

*by*Sara Geneletti & Alexina Mason & Nicky Best

**News Shocks or Correlated Sunspots? An Observational Equivalence Result in Linear Rational Expectations Model**

*by*Marco M. Sorge

**Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62**

*by*Kleijnen, Jack P.C. & Beers, W.C.M. van & Nieuwenhuyse, I. van

**Detecting instability in the volatility of carbon prices**

*by*Chevallier, Julien

**Dynamics of Inductive Inference in a Unified Framework**

*by*Itzhak Gilboa & Larry Samuelson & David Schmeidler

**Evaluation of a Community-based Information Campaign on Health Demand in Mali : Results from a Natural Experiment**

*by*Pauline Givord & Lucile Romanello

**Inference for VARs Identified with Sign Restrictions**

*by*Granziera, Eleonora & Lee, Mihye & Moon, Hyungsik Roger & Schorfheide, Frank

**La distribución del ingreso: ¿Un problema resuelto, u olvidado?**

*by*Eduardo Antonelli

**Desarrollo del mercado accionario y crecimiento económico. Alguna evidencia para la Argentina**

*by*Luis N. Lanteri

**Regulación y bienestar económico: evaluación de la regulación de servicios públicos domiciliarios de acueducto y electricidad en Colombia**

*by*Andrés Ramirez Hassan & Luis Guillermo Vélez Álvarez & Liz Jeanneth Londoño Sierra & Yudy Elena Giraldo Pérez- Daniel Londoño Cano

**Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility**

*by*Jean-Marie Dufour & René Garcia & Abderrahim Taamouti

**When, where and how to perform efficiency estimation**

*by*Oleg Badunenko & Daniel J. Henderson & Subal C. Kumbhakar

**Beyond the DSGE straightjacket**

*by*Pesaran, M. H. & Smith, R. P.

**Is GDP or GDI a better measure of output? A statistical approach**

*by*Ryan Greenaway-McGrevy

**A Stochastic Volatility Model with Conditional Skewness**

*by*Bruno Feunou & Roméo Tedongap

**Testing for Collusion in Asymmetric First-Price Auctions**

*by*Gaurab Aryal & Maria F. Gabrielli

**Financial Valuation And Econometrics**

*by*Kian Guan Lim

**Теоремы О Существовании Разрывов На Числовых Отрезках И В Шкале Вероятностей И Некоторые Возможности Их Применения**

*by*Harin, Alexander

**Impact Of Crude Oil Price Volatility On World Equity Markets Beharviur**

*by*Rakesh KUMAR & Mohammad TAMIMI

**Nonlinear Stochastic Convergence Analysis of Regional Unemployment Rates in Poland**

*by*Joanna Tyrowicz & Piotr Wojcik

**Una revisión crítica para la construcción de indicadores sintéticos = A Critical Review to Construct Composite Indicators**

*by*Domínguez Serrano, Mónica & Blancas Peral, Francisco Javier & Guerrero Casas, Flor María & González Lozano, Mercedes

**Some Useful Information to Improve the Insertion of the Work Market Process to Students in “Statistics and Economic Foreseeing, and Economic Informatics”**

*by*Condrea Elena & Stanciu Anca Cristina & Mirea Marioara

**Regulation and Welfare: Assessing the Regulation of Electricity and Water Supply Utilities in Colombia During the 1990s. The Case of Empresas Públicas de Medellín**

*by*Luis Vélez & Andrés Ramírez & Liz Londoño & Yudy Giraldo & Daniel Londoño

**Avrupa Birligi'ne Uyelik Surecinde Etkili Faktorlerin Kosullu Lojistik Regresyon Modelleri ile Degerlendirilmesi**

*by*Yuksel Akay Unvan & Gamze Ozel

**The Volatility Spillover from the Market to Disaggregated Industry Stocks: The Case for the US and UK**

*by*Tomoe Moore

**Structural transformation of Portuguese exports and the role of foreign-owned firms: A descriptive analysis for the period 1995-2005**

*by*Miguel Lebre de Freitas & Ricardo Paes Mamede

**The price of pork: The seniority trap in the U.S. House**

*by*DeBacker, Jason

**Assessing the impact of US ethanol on fossil fuel markets: A structural VAR approach**

*by*McPhail, Lihong Lu

**The role of time-varying jump risk premia in pricing stock index options**

*by*Yun, Jaeho

**Testing for serial correlation and random effects in a two-way error component regression model**

*by*Wu, Jianhong & Zhu, Lixing

**Measuring stock market volatility in oecd economy**

*by*khaled GUESMI & Irfan Kazi & Farhan Akbar

**An analysis of the trend in economic capacity utilization and productivity growth of some energy intensive industries in india: 1979-80 to 2003-04**

*by*Sarbapriya Ray

**Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism**

*by*Julien Chevallier

**The relevance of the inflation targeting policy: a new analysis approach of the evolutionary spectral analysis**

*by*FTITI ZIED & Sahbi Saadi

**Brownian motion vs. pure-jump processes for individual stocks**

*by*Benoît Sévi & César Baena

**Stock Market Anomalies in South Africa and its Neighbouring Countries**

*by*Chia Ricky Chee-Jiun & Lim Shiok Ye

**Twist-of-the-Monday Effect: Evidence from United State and 18 Selected European Union Stock Markets**

*by*Chia Ricky Chee-Jiun & Lim Shiok Ye

**Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis**

*by*Marcelo Brutti Righi & Paulo Sergio Ceretta

**Inflation differentials in EMU: what can we learn from the time series evidence?**

*by*Thomai Filippeli

**Export and economic growth in Southeast Asia current Newly Industrialized Countries: Evidence from nonparametric approach**

*by*Shiok Ye Lim & Mohd Fahmi Ghazali & Chong Mun Ho

**Education and wage inequality in Europe**

*by*Marco Biagetti & Sergio Scicchitano

**Co2 emission, economic growth, energy consumption and foreign trade in pakistan: causality analysis**

*by*Muhammad Anees & Shaukat Amer & Ishfaq Ahmed

**Comparative performance of renewable and nonrenewable energy source on economic growth and CO2 emissions of Europe and Eurasian countries: A PVAR approach**

*by*Aviral Kumar Tiwari

**A simple method for variance shift detection at unknown time points**

*by*Loredana Ureche-Rangau & Franck Speeg

**Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach**

*by*Marcelo Brutti Righi & Paulo Sérgio Ceretta

**Consistency of the proposed additive measures of revealed comparative advantage**

*by*Ufuk gunes Bebek

**Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis**

*by*Dean Fantazzini

**Quantile Regression with Classical Additive Measurement Errors**

*by*Gabriel Montes-Rojas

**Can asymmetries account for the empirical failure of the Fisher effect in South Africa?**

*by*Andrew Phiri & Peter Lusanga

**Structural changes in exchange rate regimes in Brazil**

*by*Reginaldo Pinto Nogueira & Claudio Djissey Shikida & Ari Francisco de Araujo

**Earnings efficiency and poverty dominance analysis: a spatial approach**

*by*Somnath Chattopadhyay

**Wavelet packet transforms analysis applied to carbon prices**

*by*Julien Chevallier

**Investor behavior heterogeneity in the French stock market**

*by*Rania Guirat

**Asset price dynamic with heterogeneous agents**

*by*RANIA GUIRAT

**Equilibrium, Adverse Selection, and Statistical Distributions**

*by*Helton Saulo & Jeremias Leao

**Are domestic Asian markets integrated with the regional one? An empirical assessment**

*by*Khaled Guesmi

**Measuring the Impact of the GFC on European Equity Markets**

*by*George Milunovich

**Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures**

*by*Atsushi Maki & Kenji Wada

**Reducing the bias of the maximum likelihood estimator for the Poisson regression model**

*by*David E Giles & Hui Feng

**Exploring the inter-industry wage premia in Portugal along the wage distribution: evidence from EU-SILC data**

*by*Marco Biagetti & Sergio Scicchitano

**Impact of Returns Time Dependency on the Estimation of Extreme Market Risk**

*by*Wafa Snoussi & Mhamed ali El-aroui

**Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis**

*by*Yi-Chi Chen & Wei-Choun Yu

**Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model**

*by*Julien Chevallier

**Revisit Feldstein-Horioka puzzle: evidence from Malaysia**

*by*Chor Foon Tang & Hooi Hooi Lean

**Hurst's exponent behaviour, weak-form stock market efficiency and financial liberalization: the Tunisian case**

*by*Chaker Aloui & Ben hamida Hela

**Are Fruit and Vegetable Prices Non-linear Stationary? Evidence from Smooth Transition Autoregressive Models**

*by*Jhih-Hong Zeng & Chun-ping Chang & Chien-chiang Lee

**Zur Entwicklung der Einkommensverteilung unter älteren Menschen in Deutschland seit der Wiedervereinigung**

*by*Timm Bönke & Carsten Schröder & Katharina Schulte

**An Analysis of Spanish Accidents in Automobile Insurance: The Use of the Probit Model and Theoretical Potential of Other Econometric Tools**

*by*Jose Antonio Ordaz, Maria del Carmen Melgar, M. Kazim Khan

**Regulación y bienestar económico: Evaluación de la regulación de servicios públicos domiciliarios de acueducto y electricidad en Colombia en los noven**

*by*Vélez Álvarez, Luis Guillermo & Ramírez Hassan, Andrés & Londoño Sierra, Liz Jeanneth & Giraldo Pérez, Yudy Helena

**Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaced by CentER DP 2011-015**

*by*Kleijnen, Jack P.C. & Beers, W.C.M. van & Nieuwenhuyse, I. van

**A Simulation Model of a Tandem Coordinated Supply Chain**

*by*Cannella, S. & Ciancimino, E. & Ashayeri, J.

**Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data**

*by*Jeffrey M Wooldridge

**Econometric Analysis of Cross Section and Panel Data**

*by*Jeffrey M Wooldridge

**EUKLEED - An Establishment Level Comprehensive Data Base for Germany**

*by*Görzig, Bernd

**The ruptures in the probability scale and some problems of modelling**

*by*Harin, Alexander

**Application of epsilon method to modeling expectations in construction**

*by*Natalia Nehrebecka & Sylwia Grudkowska

**Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices**

*by*Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo

**Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06)**

*by*Dungey, Mardi & Hvozdyk, Lyudmyla

**Threshold Bipower Variation and the Impact of Jumps on Volatility Forecasting**

*by*Fulvio Corsi & Davide Pirino & Roberto Reno'

**Measuring Industry Relatedness and Corporate Coherence**

*by*Giulio Bottazzi & Davide Pirino

**Endogenizing Model Risk to Quantile Estimates**

*by*Carol Alexander & Jose Maria Sarabia

**Cojumping: Evidence from the US Treasury Bond and Futures Markets**

*by*Mardi Dungey & Lyudmyla Hvozdyk

**Naive Learning and Game Play in a Dual Social NetworkFramework**

*by*Kaddour Hadri

**What can we learn from primary commodity prices series which is useful to policymakers in resource-rich countries?**

*by*Kaddour Hadri

**Непараметрические Оценки Эффективности Российских Банков**

*by*Golovan, Sergei & Nazin, Vladimir & Peresetsky, Anatoly

**Foreign Direct Investments in Albanian Market as part of Global Market and Globalization**

*by*Kodhelaj, Mimoza & Molla, Jonida

**Comparisons of LSMS-ISA data collection and dissemination efforts in Central America**

*by*Zuniga Gonzalez, Carlos Alberto

**Time series models of GDP: a reappraisal**

*by*Marchese, Malvina

**A binomial tree to price European options**

*by*Brogi, Athos

**Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices**

*by*Liebl, Dominik

**Jump-Diffusion Calibration using Differential Evolution**

*by*Ardia, David & Ospina, Juan & Giraldo, Giraldo

**Modeling hourly Electricity Spot Market Prices as non stationary functional times series**

*by*Liebl, Dominik

**Global environment and factors affecting the salary of the CEO (chief executive officer) of a goods producing firm: an Econometric modeling approach using STATA**

*by*Aziz, Zohaib & Muhammad, Ahsanuddin & Hussain, Ghulam

**Looking behind Granger causality**

*by*Chen, Pu & Hsiao, Chih-Ying

**The ACEGES 1.0 Documentation: Simulated Scenarios of Conventional Oil Production**

*by*Voudouris, V & Di Maio, C

**Теорема О Существовании Разрывов В Шкале Вероятностей. Дискретный Случай**

*by*Harin, Alexander

**A Microstructure Model for Spillover Effects in Price Discovery: A Study for the European Bond Market**

*by*Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris

**Theorem of existence of ruptures in probability scale. Preliminary short version**

*by*Harin, Alexander

**Predicting Instability**

*by*Razzak, Weshah

**Теорема О Существовании Разрывов В Шкале Вероятностей. Ii**

*by*Harin, Alexander

**Regional expression of tourism development**

*by*Vaz, Margarida & Silva, João Albino & Manso, José Pires

**The flexibility penalty in a long-term perspective**

*by*Addabbo, Tindara & Favaro, Donata

**Теорема О Существовании Разрывов В Шкале Вероятностей**

*by*Harin, Alexander

**Attenuation Bias in Measuring the Wage Impact of Immigration**

*by*Abdurrahman Aydemir & George J. Borjas

**Econometric Methods for Research in Education**

*by*Costas Meghir & Steven G. Rivkin

**Clustering, Spatial Correlations and Randomization Inference**

*by*Thomas Barrios & Rebecca Diamond & Guido W. Imbens & Michal Kolesar

**Sensitivity to Missing Data Assumptions: Theory and An Evaluation of the U.S. Wage Structure**

*by*Patrick Kline & Andres Santos

**An efficient threshold choice for operational risk capital computation**

*by*Dominique Guegan & Bertrand Hassani & Cédric Naud

**Atmospheric Pollution, Environmental Justice and Mortality Rate : a Spatial Approach**

*by*Emmanuelle Lavaine

**A note on fair value and illiquid markets**

*by*Dominique Guegan & Chafic Merhy

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures**

*by*Firpo, Sergio

**Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures**

*by*Firpo, Sergio

**The Distinction between Dictatorial and Incentive Policy Interventions and its Implication for IV Estimation**

*by*Belzil, Christian & Hansen, Jörgen

**The Distinction between Dictatorial and Incentive Policy Interventions and its Implication for IV Estimation**

*by*Belzil, Christian & Hansen, Jörgen

**The Gravity Equation in International Economics and International Business Research: A Note**

*by*Michele Fratianni & Francesco Marchionne & Chang Hoon Oh

**Short-Term Congestion Forecasting in Wholesale Power Markets**

*by*Zhou, Qun & Tesfatsion, Leigh & Liu, Chen-Ching

**Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices**

*by*Bonomo, Marco & Garcia, René & Meddahi, Nour & Tédongap, Roméo

**The Impact of Improving Access to Justice on Conflict Resolution: Evidence from Peru**

*by*Yuri Suarez Dillon Soares & Maria Michaela Sviatschi & Raul Andrade & Jimena Montenegro

**The Impact of Modernization of Justice on Court Efficiency in Costa Rica**

*by*Yuri Suarez Dillon Soares & Maria Michaela Sviatschi

**Heterogeneity in Managerial Strategies and Internationalization of Firms: the case of Italy**

*by*Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi

**Monte Carlo-Based Tail Exponent Estimator**

*by*Jozef Barunik & Lukas Vacha

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Bian, G. & McAleer, M.J. & Wong, W.K.

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Bian, G. & McAleer, M.J. & Wong, W.K.

**Linearization variance estimation for generalized raking estimators in the presence of nonresponse**

*by*Julia D'Arrigo & Chris J. Skinner

**Assessing the protection provided by misclassification-based disclosure limitation methods for survey microdata**

*by*Natalie Shlomo & Chris J. Skinner

**Fitting log-linear models to contingency tables from surveys with complex sampling designs: an investigation of the Clogg-Eliason approach**

*by*Chris J. Skinner & L.-A. Vallet

**The Dantzig selector in Cox's proportional hazards model**

*by*Anestis Antoniadis & Piotr Fryzlewicz & Frédérique Letué

**Estimating linear dependence between nonstationary time series using the locally stationary wavelet model**

*by*Jean Sanderson & Piotr Fryzlewicz & M. W. Jones

**The explicit solution to a sequential switching problem with non-smooth data**

*by*Timothy C. Johnson & Mihail Zervos

**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

**The determinants of growth for SMEs. A longitudinal study from French manufacturing firms**

*by*Nadine Levratto & Luc Tessier & Messaoud Zouikri

**Full Screening Another View at One-Factor-at-a-Time Designs**

*by*Bettonvil, B.W.M.

**On the Significance of Demand and Inventory Smoothing Interventions in Supply Chain**

*by*Cannella, S. & Ciancimino, E. & Ashayeri, J.

**Variance Reduction Techniques in Monte Carlo Methods**

*by*Kleijnen, Jack P.C. & Ridder, A.A.N. & Rubinstein, R.Y.

**Conditional stochastic dominance tests in dynamic settings**

*by*Jesús Gonzalo & José Olmo

**Econometric Methods for Public Policies Evaluation**

*by*P. GIVORD

**The CPI, Mirror of the Cost of Living in France? Evidence based on the Engel Curves Analysis**

*by*M.-É. CLERC & É. COUDIN

**Mostly Pointless Spatial Econometrics?**

*by*Steve Gibbons & Henry G. Overman

**Robust Estimation and Forecasting of the Capital Asset Pricing Model**

*by*Guorui Bian & Michael McAleer & Wing-Keung Wong

**Market and Funding Liquidity Stress Testing of the Luxembourg Banking Sector**

*by*Francisco Nadal De Simone & Franco Stragiotti

**The Fisher BCPI: The Bank of Canada’s New Commodity Price Index**

*by*Ilan Kolet & Ryan Mcdonald

**Oracle Efficient Variable Selection in Random and Fixed Effects Panel Data Models**

*by*Anders Bredahl Kock

**Minimax Regression Quantiles**

*by*Stefan Holst Bache

**Modelling electricity forward markets by ambit fields**

*by*Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart

**Modelling energy spot prices by Lévy semistationary processes**

*by*Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart

**Ambit processes and stochastic partial differential equations**

*by*Ole E. Barndorff–Nielsen & Fred Espen Benth & Almut E. D. Veraart

**Разрывы В Шкале Вероятностей. Их Проявления В Экономике И Прогнозировании**

*by*Harin, Alexander

**Assessing The Quality Of Institutionsâ€™ Rankings Obtained Through Multilevel Linear Regression Models**

*by*Bruno ARPINO & Roberta VARRIALE

**The Firmâ€™S Patrimony Â€“ An International Approach**

*by*Elena DOVAL

**The Impact Of Organizational And Economic Factors On Tourism Development**

*by*BAHODIR TURAEV &

**Modelos de VAR alternativos para pronósticos (VAR bayesianos y FAVAR): el caso de las exportaciones argentinas**

*by*Luis N. Lanteri

**Market Response and Marketing Mix Models: Trends and Research Opportunities**

*by*Bowman, Douglas & Gatignon, Hubert

**The Economics of Occupational Safety and Health**

*by*Ruser, John & Butler, Richard

**Hedonic Wage Equilibrium: Theory, Evidence and Policy**

*by*Kniesner, Thomas J. & Leeth, John D.

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Koop, Gary & Korobilis, Dimitris

**On the Empirical Separability of News Shocks and Sunspots**

*by*Marco M. Sorge

**New composite indicator for the business tendency survey**

*by*Vasyechko Olga

**The first shall be last: Serial position effects in the case contestants evaluate each other**

*by*Stefan D. Haigner & Stefan Jenewein & Hans-Christian Müller & Florian Wakolbinger

**A model-based ranking of U.S. recessions**

*by*Ivan Jeliazkov & Rui Liu

**Recent evidence of the validity of the export-led growth hypothesis for Thailand**

*by*Komain Jiranyakul

**Testing the effects of crime on the Italian economy**

*by*Claudio Detotto & Pulina Manuela

**Educational efficiency in a dea-bootstrap approach**

*by*Francesca Giambona & Erasmo Vassallo & Elli Vassiliadis

**Does Migration Income Help Hometown Business? Evidences from Rural Households Survey in China**

*by*Jialu Liu

**On the power of modified Kapetanios-Snell-Shin (KSS) tests**

*by*Jen-je Su & Wai-kong (adrian) Cheung & Astrophel (kim) Choo

**The ruptures in the probability scale and some problems of modelling**

*by*Alexander Harin

**Relative Price Adjustment and the UK Phillips Curve**

*by*A. nazif Catik & Chris Martin

**The theorem of existence of ruptures in the probability scale**

*by*Alexander Harin

**Econometric Analysis of Fiscal Policy Budget Constraints in Endogenous Growth Models**

*by*Yoshihiko Tsukuda & Tatsuyoshi Miyakoshi

**Long Memory Features in Return and Volatility of the Malaysian Stock Market**

*by*Siow-Hooi Tan & Mohammad Tariqul Islam Khan

**Testing an autoregressive structure in binary time series models**

*by*Henri Nyberg

**Climate Risks, Seasonal Food Insecurity and Consumption Coping Strategies: Evidences from a Micro-level Study from Northern Bangladesh**

*by*Mazbahul Golam Ahamad & Rezai Karim Khondker

**Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests**

*by*Venus khim-sen Liew & Chin-hong Puah & Chee-keong Choong & Evan Lau

**Linearity and stationarity of G7 government bond returns**

*by*Venus Khim-Sen Liew & Zhuo Qiao & Wing-keung Wong

**Infant mortality situation in bangladesh in 2007: a district level analysis**

*by*Mazbahul Golam Ahamad

**Willingness to Pay for Digital Contents in Japan**

*by*Donghun Kim & Philip Sugai

**The relationship between the F-test and the Schwarz criterion: Implications for Granger-causality tests**

*by*Erdal Atukeren

**A Short Note on the Nowcasting and the Forecasting of Euro-area GDP Using Non-Parametric Techniques**

*by*Dominique Guégan & Patrick Rakotomarolahy

**Testing for an irrelevant regressor in a simple cointegration analysis**

*by*Daniel Ventosa-santaulària

**Long-run Validity of Export-Led Growth: An Empirical Reinvestigation from Linear and Nonlinear Cointegration Test**

*by*Shiok Ye Lim & Ricky Chee-Jiun Chia & Chong Mun Ho

**Financial Crises and Banking Deregulation: the Case of Tunisia**

*by*Ben m'barek Hassene & Ben romdhane Hager

**A Measure of Variability in Comovement for Economic Variables: a Time-Varying Coherence Function Approach**

*by*Essahbi Essaadi & Mohamed Boutahar

**A note on nonidentification in truncated sampling distribution estimation**

*by*William Barnett & Ousmane Seck

**Industry Concentration and Cash Flow at Risk**

*by*Yen-Chen Chiu

**A stochastic production frontier model with a translog specification using the generalized maximum entropy estimator**

*by*Pedro Macedo & Elvira Silva

**Implied volatility and risk aversion in a simple model with uncertain growth**

*by*Frederik Lundtofte

**Statistical Analysis Through Factors Path Method**

*by*Gabriela OPAIT

**The Statistical Analysis of the Factoryal Influences Concerning the Dynamic of the Average Level for the Social Productivity of the Work in Romania**

*by*Gabriela OPAIT

**The Application of Main Component Analysis Method on Indicators of Romanian National Authority for Consumers Protection Activities**

*by*Manuela Rozalia Gabor & Daniela Ştefănescu & Lia Codrina Conţiu

**Scenario Generation for Price Forecasting in Restructured Wholesale Power Markets**

*by*Zhou, Qun & Tesfatsion, Leigh S. & Liu, Chen-Ching

**Racino Gaming's Impact on Wages, Employment, Economic Diversity and Stability: Evidence from a Spatial Model of West Virginia**

*by*Michael J. Hicks

**Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence**

*by*Hui Feng & David E. Giles

**The USDA Graduate School: Government Training in Statistics and Economics, 1921-1945**

*by*Malcolm Rutherford

**A house price index defined in the potential outcomes framework**

*by*Nicholas Longford

**Spatial Contagion of Global Financial Crisis**

*by*Ari Tjahjawandita & Tito Dimas Pradono & Rullan Rinaldi

**Local Identification in Empirical Games of Incomplete Information**

*by*Florens, Jean-Pierre & Sbaï, Erwann

**Detrending and the Distributional Properties of U.S. Output Time Series**

*by*Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini

**Errors-in-Variables Estimation with No Instruments**

*by*Ramazan Gencay & Nikola Gradojevic

**Asymmetry of Information Flow Between Volatilities Across Time Scales**

*by*Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher

**Two important traditional prices' indices for the measurement of inflation and cost-of-living in Romania, during the last century**

*by*Gheorghe Savoiu

**On the random walk characteristics of stock returns in India**

*by*Hiremath, Gourishankar S & Bandi, Kamaiah

**BSFTDWithMultiJump Model and Pricing of Quanto FTD with FX Devaluation Risk**

*by*EL-Mohammadi, Rachid

**BSWithJump Model And Pricing Of Quanto CDS With FX Devaluation Risk**

*by*EL-Mohammadi, Rachid

**Socio-Economic Challenges Faced by Pakistan**

*by*Irfan, Mohammad & Muhammad Yasin, Hafiz

**How far are Portuguese prisons inefficient? A non-parametric approach**

*by*Marques, Rui & Simões, Pedro

**Un Modelo SARIMA para Predecir la Tasa de Desempleo de Chile**

*by*Idrovo Aguirre, Byron & Contreras, Javier

**Ruptures in the probability scale? Calculation of ruptures’ dimensions**

*by*Harin, Alexander

**Evidence of the role of the real exchange rate in the growth of the GDP in Argentina (1989-2007)**

*by*Saidón, Mariana

**Volatility Indexes seem to point to the Past**

*by*Schroeder, Gerhard

**Bubbles and contagion in English house prices**

*by*Fry, J. M.

**Improving Modeling of Extreme Events using Generalized Extreme Value Distribution or Generalized Pareto Distribution with Mixing Unconditional Disturbances**

*by*Suarez, Ronny

**Performance and Congestion Analysis of the Portuguese Hospital Services**

*by*Simões, Pedro & Cunha Marques, Rui

**Разрывы В Шкале Вероятностей. Расчет Величин Разрывов**

*by*Harin, Alexander

**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

**Impossibility Results for Nondifferentiable Functionals**

*by*Hirano, Keisuke & Porter, Jack

**The empirical saddlepoint likelihood estimator applied to two-step GMM**

*by*Sowell, Fallaw

**Methods versus Substance: Measuring the Effects of Technology Shocks on Hours**

*by*José-Víctor Ríos-Rull & Frank Schorfheide & Cristina Fuentes-Albero & Maxym Kryshko & Raül Santaeulàlia-Llopis

**Adoption Curves and Social Interactions**

*by*William A. Brock & Steven N. Durlauf

**Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology**

*by*Raymond Kan & Cesare Robotti & Jay Shanken

**Regression Discontinuity Designs in Economics**

*by*David S. Lee & Thomas Lemieux

**Understanding Markov-Switching Rational Expectations Models**

*by*Roger E.A. Farmer & Tao Zha & Daniel F. Waggoner

**A new algorithm for the loss distribution function with applications to Operational Risk Management**

*by*Dominique Guegan & Bertrand Hassani

**Child-Care and Participation in the Labor Market for Married Women in Mediterranean Countries**

*by*Nicodemo, Catia & Waldmann, Robert

**Child-Care and Participation in the Labor Market for Married Women in Mediterranean Countries**

*by*Nicodemo, Catia & Waldmann, Robert

**Dynamic Estimation of Health Expenditure: A new approach for simulating individual expenditure**

*by*Valerie Albouy & Laurent Davezies & Thierry Debrand

**Local Identification in Empirical Games of Incomplete Information**

*by*Florens, Jean-Pierre & Sbaï, Erwann

**Volatility Forecasting: The Jumps Do Matter**

*by*Fulvio Corsi & Davide Pirino & Roberto Reno

**Estimation of multivariate probit models by exact maximum likelihood**

*by*Jacques Huguenin & Florian Pelgrin & Alberto Holly

**Location, Internationalization and Performance of Firms in Italy: a Multilevel Approach**

*by*Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi

**Multilevel modelling of refusal and non-contact in household surveys: evidence from six UK Government surveys**

*by*Gabriele B. Durrant & Fiona Steele

**Optimal sample coordination using controlled selection**

*by*Alina Matei & Chris J. Skinner

**Analysing the impact of public capital stock using the NEG wage equation: a panel data approach**

*by*Bernard Fingleton & Miguel Gómez-Antonio

**Sparsistency and rates of convergence in large covariance matrix estimation**

*by*Clifford Lam & Jianqing Fan

**Finding an unknown number of multivariate outliers**

*by*Marco Riani & Anthony C. Atkinson & Andrea Cerioli

**Force and ambiguity: evaluating sources for cross-national research – the case of military interventions**

*by*Francisco Gutiérrez Sanín & Andrea González Peña

**The quandaries of coding and ranking: evaluating poor state performance indexes**

*by*Francisco Gutiérrez Sanín

**A sublinear-time approximation scheme for bin packing**

*by*Tugkan Batu & Petra Berenbrink & Christian Sohler

**Consistent classification of non-stationary time series using stochastic wavelet representations**

*by*Piotr Fryzlewicz & Hernando Ombao

**On determination of cointegration ranks**

*by*Qiaoling Li & Jiazhu Pan & Qiwei Yao

**Adaptive Experimental Design Using the Propensity Score**

*by*Jinyong Hahn & Keisuke Hirano & Dean Karlan

**Adaptive Experimental Design Using the Propensity Score**

*by*Jinyong Hahn & Keisuke Hirano & Dean Karlan

**Robust Optimization in Simulation: Taguchi and Krige Combined**

*by*Dellino, G. & Kleijnen, Jack P.C. & Meloni, C.

**Monotonicity-Preserving Bootstrapped Kriging Metamodels for Expensive Simulations**

*by*Kleijnen, Jack P.C. & Beers, W.C.M. van

**Methodology for Determining the Acceptability of Given Designs in Uncertain Environments**

*by*Kleijnen, J.P.C. & Pierreval, H. & Zhang, J.

**Sensitivity Analysis of Simulation Models**

*by*Kleijnen, J.P.C.

**Downside Risk Efficiency Under Market Distress**

*by*Jesús Gonzalo & José Olmo

**Methods versus Substance: Measuring the Effects of Technology Shocks on Hours**

*by*Fuentes-Albero, Cristina & Kryshko, Maxym & Ríos-Rull, José-Víctor & Santaeulàlia-Llopis, Raül & Schorfheide, Frank

**Neighbourhood effects and endogeneity issues**

*by*DUJARDIN, Claire & PEETERS, Dominique & THOMAS, Isabelle

**Causality Along Subspaces: Theory**

*by*Al-Sadoon, M.M.

**Análisis de las desviaciones presupuestarias aplicado al caso del presupuesto del Estado**

*by*Teresa Leal & Javier J. Pérez

**Response of the Argentine Soybean Sown Area to Prices**

*by*Luis Lanteri

**The multivariate supOU stochastic volatility model**

*by*Ole Eiler Barndorff-Nielsen & Robert Stelzer

**Stochastic volatility and stochastic leverage**

*by*Almut E. D. Veraart & Luitgard A. M. Veraart

**Meta-Analysis in Stata: An Updated Collection from the Stata Journal**

*by*

**An Introduction to Stata Programming**

*by*Christopher F Baum

**The Pre-Eminence of Theory versus the European CVAR Perspective in Macroeconometric Modeling**

*by*Spanos, Aris

**Indexes of Regional Economic Growth in Post-Accession Romania**

*by*Miron, Dumitru & Dima, Alina Mihaela & Vasilache, Simona

**Can Public Policy Help to Promote Micro-Enterprises Success in the Context of an Economic Downturn? The Case of Argentina**

*by*Héctor Gertel & Roberto Giuliodori & Leandra Bernard & Eugenia Meiners

**The Romanian Wheat Market And The Behavior Of The Individual Agricultural Producers – An Econometric Approach**

*by*Alexandru, Maria & Bucur, Carmen

**Modelos econométricos y capacidad tributaria municipal en México: ¿Pueden los municipios de México recaudar más?**

*by*Aguilar Gutiérrez, Genaro

**Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data**

*by*Vít Bubák & Filip Žikeš

**Testing for expected return and market price of risk in Chinese A and B share markets: A geometric Brownian motion and multivariate GARCH model approach**

*by*Zhu, Jie

**Income convergence in latin america in a smooth transition autoregressive framework: evidence from brazil, mexico, chile and costa rica**

*by*Ahmet Ozyigit

**Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga**

*by*Helena Veiga

**Detrending and the Distributional Properties of U.S. Output Time Series**

*by*Giorgio Fagiolo & Mauro Napoletano & Marco Piazza & Andrea Roventini

**A note on the variance of average treatment effects estimators**

*by*Gabriel Montes-Rojas

**A proxy-variable search procedure**

*by*Jaqueson K. Galimberti

**Uniform in Bandwidth Consistency of Smooth Varying Coefficient Estimators**

*by*Juan carlos Escanciano & David Jacho-chavez

**Dynamic and Structure of the Italian stock market based on returns and volume trading**

*by*Juan Gabriel Brida & W. Adrian Risso

**Co-movements of international equity markets: a large-scale factor model approach**

*by*Juliana Caicedo-llano & Catherine Bruneau

**Nonparametric estimation and specification testing of a two-factor interest rate model**

*by*Brennan S. Thompson

**Estimating income mobility using census data: a probabilistic approach**

*by*Erik A. Figueiredo & Flávio Ziegelmann

**Comparing shapes of engel curves**

*by*Andreas Chai & Alessio Moneta

**Is volume index of gdp per capita stationary in oecd countries? panel stationary tests with structural breaks**

*by*Tsangyao Chang & Gengnan Chiang & Yichun Zhang

**Non-Linear Catching-up and Long-Run Convergence in the Agricultural Productivity of US States**

*by*Christos Emmanouilides & Panos Fousekis

**Marginal effects in the double selection regression model: an illustration for the wages of women in Spain**

*by*José de Hevia & María Arrazola

**The Substitution of Worksharing and Short-Time Compensation in France: A Difference-in-differences Approach**

*by*Richard Duhautois & Emmanuelle Walkowiak & Oana Calavrezo

**Federal Funds Rate Stationarity: New Evidence**

*by*Frédérique Bec & Charbel Bassil

**Misspecified Markov Switching Model**

*by*Youngki Shin

**A Monte Carlo comparison of Bayesian testing for cointegration rank**

*by*Katsuhiro Sugita

**The Contribution Of Equipment Leasing In The Error-Correction Model Of Investment In Machinery And Equipment: Evidence From Italy**

*by*ZANIN, Luca

**The Geometrycal Interpretation of the Relations between the Laspeyres, Paasche, Fisher and Drobisch Indexes and a New Presentation of the Bortkiewicz Relation**

*by*Gabriela OPAIT

**Evaluación de políticas públicas para la reducción de la criminalidad en Medellín: una aproximación con dinámica de sistemas**

*by*Santiago Arango & John Jairo Prado & Isaac Dyner

**Economic Forecasts Based on Econometric Models Using EViews 5**

*by*Tomescu-Dumitrescu Cornelia

**E-Business Implications for Productivity and Competitiveness**

*by*Pece Mitrevski & Olivera Kostoska & Marjan Angeleski

**Economic Growth and Convergence in the European Union**

*by*Halmai Peter & Vasary Viktoria

**Changing Determinants of the Economic Growth – Theoretical Base and Specifics of the Empirics**

*by*Rossitsa Rangelova

**Exchange Rate Puzzles: A Review of the Recent Theoretical and Empirical Developments**

*by*Thabo Mokoena & Rangan Gupta & Renee van Eyden

**Análisis de regresión no lineal**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Análisis de regresión lineal múltiple**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Análisis de regresión y correlación lineal simple**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Estadística no paramétrica**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Inferencia estadística**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Distribuciones muestrales**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Muestreo aleatorio**

*by*Jorge Toma Inafuko & Jorge Luis Rubio Donet

**Estadística aplicada. Segunda Parte**

*by*

**Introduction to Statistical Decision Theory**

*by*John W. Pratt & Howard Raiffa & Robert Schlaifer

**The 'Pre-Eminence of Theory' versus the 'General-to-Specific' Cointegrated VAR Perspectives in Macro-Econometric Modeling**

*by*Spanos, Aris

**Volatility forecasting: the jumps do matter**

*by*Fulvio Corsi & Davide Pirino & Roberto Renò

**Small-area estimation with spatial similarity**

*by*Nicholas Longford

**Further Analysis of the Zipf Law: Does the Rank-Size Rule Really Exist?**

*by*Fungisai Nota & Shunfeng Song

**Do high-frequency measures of volatility improve forecasts of return distributions?**

*by*John M Maheu & Thomas H McCurdy

**Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns**

*by*Torben G. Andersen & Tim Bollerslev & Per Frederiksen & Morten Ørregaard Nielsen

**Divisia Second Moments**

*by*Barnett, William A. & Jones, Barry E. & Nesmith, Travis D.

**A new procedure for monitoring the range and standard deviation of a quality characteristic**

*by*Kiani, Mehdi & Panaretos, John & Psarakis, Stelios

**An Econometric Analysis of Aggregate Outbound Tourism Demand of Turkey**

*by*Halicioglu, Ferda

**Liquidity-Induced Dynamics in Futures Markets**

*by*Fagan, Stephen & Gencay, Ramazan

**Do we need time series econometrics?**

*by*Rao, B. Bhaskara & Singh, Rup & Kumar, Saten

**Investigating the effect of granted facilities by specialist banks to agriculture part on value added agriculture part of Iran**

*by*Lotfi, Habib & Ahmadzadeh Mashinchi, Sina

**Linearity and stationarity of G7 government bond returns**

*by*Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung

**A Meta-Analysis of the Relationship between Debt and Growth**

*by*Moore, Winston & Thomas, Chrystol

**Essays on the econometric theory of rank regressions**

*by*Subbotin, Viktor

**Correlates Of Inorganic Fertilizer Consumption Among Smallholder Farmers In Abia State, Nigeria**

*by*Ezeh, Chima Innocent & Onwuka, Onyema W & Nwachukwu, Ifeanyi Ndubuto

**Identification of relationship between housing difficulty and property values in urban areas**

*by*Montrone, Silvestro & Perchinunno, Paola & Torre, Carmelo M.

**AvaliaÃ§Ã£o de Empresas de Pequeno Porte no Brasil atravÃ©s da Metodologia Construtivista de Apoio Ã DecisÃ£o MCDA-C**

*by*Marcus Vinicius Andrade Lima & Leonardo Ensslin & Ana Lucia de Miranda Lopes & Ademar Dutra

**On the estimation of a binary response model in a selected population**

*by*Elena Stanghellini & Francesco Claudio Stingo & Rosa Capobianco

**Forecasting with Equilibrium-correction Models during Structural Breaks**

*by*Jennifer Castle & David Hendry & Nicholas W.P. Fawcett

**Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods**

*by*Raj Chetty

**Estimating Matching Games with Transfers**

*by*Jeremy T. Fox

**Efficiency bounds for missing data models with semiparametric restrictions**

*by*Bryan S. Graham

**Do Community Colleges provide a Viable Pathway to a Baccalaureate Degree?**

*by*Bridget Terry Long & Michal Kurlaender

**The Impact of Postsecondary Remediation Using a Regression Discontinuity Approach: Addressing Endogenous Sorting and Noncompliance**

*by*Juan Carlos Calcagno & Bridget Terry Long

**Estimating Derivatives in Nonseparable Models with Limited Dependent Variables**

*by*Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu

**Estimation of Random Coefficient Demand Models: Challenges, Difficulties and Warnings**

*by*Christopher R. Knittel & Konstantinos Metaxoglou

**Nonparametric Identification and Estimation in a Generalized Roy Model**

*by*Patrick Bayer & Shakeeb Khan & Christopher Timmins

**Is There Dowry Inflation in South Asia?**

*by*Raj Arunachalam & Trevon Logan

**Firms as bundles of discrete resources - towards an explanation of the exponential distribution of firm growth rates**

*by*Alex Coad

**Children Capabilities and Family Characteristics in Italy**

*by*Tindara Addabbo & Maria Laura Di Tommaso

**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

**Children capabilities and family characteristics in Italy**

*by*Tindara Addabbo & Maria Laura Di Tommaso

**Analisi di secondo livello del questionario E-Learning CTU**

*by*Stefano Maria IACUS & Ilia NEGRI

**Calibration and IV Estimation of a Wage Outcome Equation in a Dynamic Environment**

*by*Belzil, Christian & Hansen, Jörgen

**Calibration and IV Estimation of a Wage Outcome Equation in a Dynamic Environment**

*by*Belzil, Christian & Hansen, Jörgen

**Monitoring Processes with Changing Variances**

*by*J. Keith Ord

**Exponential smoothing and non-negative data**

*by*Muhammad Akram & Rob J Hyndman & J. Keith Ord

**Multilevel models for longitudinal data**

*by*Fiona Steele

**Assessing identification risk in survey microdata using log-linear models**

*by*Chris J. Skinner & Natalie Shlomo

**Testing the NEG model: further evidence from panel data**

*by*Bernard Fingleton

**Ruin probabilities of the Parisian type for small claims**

*by*Angelos Dassios & Shanle Wu

**Parisian ruin with exponential claims**

*by*Angelos Dassios & Shanle Wu

**The distribution of the interval between events of a Cox process with shot noise intensity**

*by*Angelos Dassios & Jiwook Jang

**Profile-kernel likelihood inference with diverging number of parameters**

*by*Clifford Lam & Jianqing Fan

**Estimation of large precision matrices through block penalization**

*by*Clifford Lam

**Normalized least-squares estimation in time-varying ARCH models**

*by*Piotr Fryzlewicz & Theofanis Sapatinas & Suhasini Subba Rao

**A wavelet-Fisz approach to spectrum estimation**

*by*Piotr Fryzlewicz & Guy P. Nason & Rainer von Sachs

**Data-driven wavelet-Fisz methodology for nonparametric function estimation**

*by*Piotr Fryzlewicz

**Bootstrap tests for simple structures in nonparametric time series regression**

*by*Jens-Peter Kreiss & Michael H. Neumann & Qiwei Yao

**Spatial smoothing, Nugget effect and infill asymptotics**

*by*Zudi Lu & Dag Tjostheim & Qiwei Yao

**Testing for multivariate volatility functions using minimum volume sets and inverse regression**

*by*Wolfgang Polonik & Qiwei Yao

**Modelling multiple time series via common factors**

*by*Jiazhu Pan & Qiwei Yao

**Modelling multivariate volatilities via conditionally uncorrelated components**

*by*Jianqing Fan & Mingjin Wang & Qiwei Yao

**Automobile replacement: a dynamic structural approach**

*by*Pasquale Schiraldi

**Zero returns to compulsory schooling in Germany: evidence and interpretation**

*by*Jorn-Steffen Pischke & Till von Wachter

**Sectoral Transformation Ratios (ISIC Revise 2 and Revise 3)**

*by*Ensar Yesilyurt

**Liquidity-Induced Dynamics in Futures Markets**

*by*Stephen Fagan & Ramazan Gencay

**Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects**

*by*Chen, Xiaohong & Hong, Han & Tarozzi, Alessandro

**Constrained Optimization in Simulation: A Novel Approach**

*by*Kleijnen, J.P.C. & Beers, W.C.M. van & Nieuwenhuyse, I. van

**Design of Experiments: An Overview**

*by*Kleijnen, J.P.C.

**Estimating Derivatives in Nonseparable Models with Limited Dependent Variables**

*by*Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu

**Estimating Derivatives in Nonseparable Models with Limited Dependent Variables**

*by*Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu

**Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects**

*by*Xiaohong Chen & Han Hong & Alessandro Tarozzi

**Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms**

*by*Jean-Marie Dufour & Abderrahim Taamouti

**Measuring causality between volatility and returns with high-frequency data**

*by*Jean-Marie Dufour & René García & Abderrahim Taamouti

**Testing downside risk efficiency under market distress**

*by*Jesus Gonzalo & Jose Olmo

**Short and long run causality measures: theory and inference**

*by*Jean-Marie Dufour & Abderrahim Taamouti

**Better to be rough and relevant than to be precise and irrelevant. Reddaway's Legacy to Economics**

*by*Ajit Singh

**Econometric Asset Pricing Modelling**

*by*Bertholon, H. & Monfort, A. & Pegoraro, F.

**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

**Economic Costs of Mass Violent Conflicts: Final Report for the Small Arms Survey, Geneva, Switzerland**

*by*Carlos Bozzoli & Tilman Brück & Thorsten Drautzburg & Simon Sottsas

**Labour Force Estimates for Small Geographical Domains in Italy: Problems, Data and Models**

*by*Nicola TORELLI & Matilde TREVISANI

**Small Area Estimation Methods for Socio-Economic Indicators in Household Surveys**

*by*Michele D'ALO' & Loredana DI CONSIGLIO & Stefano FALORSI & Fabrizio SOLARI

**Small Area Estimation: a Practitioner’s Appraisal**

*by*Dan HEDLIN

**Some Methods for Small Area Estimation**

*by*J.N.K. RAO

**A Biplot graphical tool to model the relationships between two sets of variables**

*by*Maura Vásquez & Guillermo Ramírez & Alberto Camardiel & Tomás Aluja

**Electoral Design and Voter Welfare from the U.S. Senate: Evidence from a Dynamic Selection Model**

*by*Gautam Gowrisankaran & Matthew F. Mitchell & Andrea Moro

**Examination of selected improvement approaches to Monte Carlo simulation in option pricing**

*by*Tomáš Tichý

**Causality between Energy Consumption and Economic Growth: The Case of Pakistan**

*by*Qazi Muhammad Adnan Hye & Sana Riaz

**21. YUZYILDA EKONOMETRININ KARSILASTIGI ZORLUKLAR (Tercume)**

*by*Muruvvet Pamuk

**An Investment Criterion Incorporating Real Options**

*by*Hirofumi SUTO & James ALLEMAN & Paul RAPPOPORT

**The impacts of Atlantic bonito rush and the avian influenza on meat products in Turkey**

*by*Sayed H. Saghaian & Gökhan Özertan & Aslihan D. Spaulding

**Foreign Aid, Growth, Policy And Reform**

*by*Debasri Mukherjee & Elias Shukralla & Eskander Alvi

**Does a change in debt structure matter in earnings management? the application of nonlinear panel threshold test**

*by*Yu-Shu Cheng & Yi-Pei Liu

**Purchasing power parity: A nonlinear multivariate perspective**

*by*Frédérique Bec & Anders Rahbek & Mélika Ben Salem

**Does nonlinear econometrics confirm the macroeconomic models of consumption?**

*by*JAWADI Fredj

**k nearest-neighbor estimation of inverse density weighted expectations**

*by*David Jacho-Chávez

**A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis**

*by*Naorayex K Dastoor

**A Distributional Analysis Of Treatment Effects In Randomized Experiments**

*by*Marcel Voia

**A Simple Gamma Random Number Generator for Arbitrary Shape Parameters**

*by*Hisashi Tanizaki

**Demarcating stable and turbulent regimes in Taiwan's stock market**

*by*Yu-Lieh Huang & Chia-Wen Ho

**Comparison of Panel Cointegration Tests**

*by*Deniz Dilan Karaman Örsal

**Bayesian analysis of a vector autoregressive model with multiple structural breaks**

*by*Katsuhiro Sugita

**A note on the relationship between the information matrx test and a score test for parameter constancy**

*by*Daisuke Nagakura

**Argentina’s Soybean Acreage Response to Changes in Price Incentives**

*by*Luis Lanteri

**Tendencies of the Gross Domestic Product at the level of the South-Western developing Region Oltenia**

*by*Ilie Murarita & Florin Cristian Ciurlau

**Management model of the correlation between the tax bites and the GDP**

*by*Radu Catalin Criveanu & Mirela Ganea

**Financial markets in continuous time**

*by*Jeanblanc, Monique & Dana, Rose-Anne

**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

**Learning Causal Relations in Multivariate Time Series Data**

*by*Chihying, Hsiao & Chen, Pu

**Using copulas to estimate reduced-form systems of equations**

*by*Casey Quinn

**Improving precision in cost-effectiveness analysis using copulas**

*by*Casey Quinn

**The health-economic applications of copulas: methods in applied econometric research**

*by*Casey Quinn

**Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence**

*by*Hui Feng & David E. Giles

**Further Analysis of the Zipf's Law: Does the Rank-Size Rule Really Exist?**

*by*Fungisai Nota & Shunfeng Song

**Türkiye’de Reel Ücretlerin TAR Modeli ile Analizi ve Birim Kök Sýnamasý**

*by*Elcin Aykac Alp

**Bayesian Variable Selection of Risk Factors in the APT Model**

*by*Robert Kohn & Rachida Ouysse

**Distribution-Preserving Statistical Disclosure Limitation**

*by*Simon D. Woodcock & Gary Benedetto

**We derive general distribution tests based on the method of Maximum Entropy density**

*by*Thanasis Stengos & Ximing Wu†

**Unit Root Tests with Wavelets**

*by*Gencay, Ramazan & Fan, Yanqin

**The Gender Pay Gap In Vietnam, 1993-2002: A Quantile Regression Approach**

*by*Pham, Hung T & Reilly, Barry

**The Taxes Impact On The Economic Growth: The Case Of European Union**

*by*Mutaşcu, Mihai Ioan & Crasneac, Alexandru Ocatavian & Dănuleţiu, Dan-Constantin

**Did F. A. Hayek Embrace Popperian Falsificationism? A Critical Comment About Certain Theses of Popper, Duhem and Austrian Methodology**

*by*van den Hauwe, Ludwig

**Confidence Sets Based on Sparse Estimators Are Necessarily Large**

*by*Pötscher, Benedikt M.

**The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn**

*by*Finger, Robert & Hediger, Werner

**Estimation of the Equilibrium Interest Rate: Case of CFA zone**

*by*Dramani, Latif & Laye, Oumy

**Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey**

*by*Cifter, Atilla & Ozun, Alper

**Rating philosophies: some clarifications**

*by*Varsanyi, Zoltan

**Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1)**

*by*K. K., Suresh & K., Pradeepa Veerakumari

**Do Instrumental Variables Belong in Propensity Scores?**

*by*Jay Bhattacharya & William B. Vogt

**Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test**

*by*Justin McCrary

**Default risk: Poisson mixture and the business cycle**

*by*Chiara Pederzoli

**Opening the Black Box: Structural Factor Models with Large Cross-Sections**

*by*Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin

**An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups**

*by*Nopo, Hugo

**An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups**

*by*Hugo Ñopo

**Dynamic and Structural Features of Intifada Violence: A Markov Process Approach**

*by*Ivan Jeliazkov & Dale J. Poirier

**Bayesian Likelihoods for Moment Condition Models**

*by*Giuseppe Ragusa

**In-work benefits for low wage jobs : can additional income hinder labor market integration?**

*by*Krug, Gerhard

**Trip-Level Analysis of Efficiency Changes in Oregon’s Deepwater Trawl Fishery**

*by*David Tomberlin & Garth Holloway

**Tests for Cointegration with Structural Breaks Based on Subsamples**

*by*James Davidson & Andrea Monticini

**Testing the EU fiscal surveillance: How sensitive is it to variations in output gap estimates?**

*by*Sven Langedijk & Martin Larch

**Battle in the planning office: biased experts versus normative statisticians**

*by*Marcel Boumans

**Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory**

*by*Zudi Lu & Dag Tjøstheim & Qiwei Yao

**Weighted least absolute deviations estimation for ARMA models with infinite variance**

*by*Jiazhu Pan & Hui Wang & Qiwei Yao

**Exploring spatial nonlinearity using additive approximation**

*by*Zudi Lu & Arvid Lundervold & Dag Tjøstheim & Qiwei Yao

**To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied**

*by*Jianqing Fan & Peter Hall & Qiwei Yao

**Optimal hitting time and perpetual option in a non-Lévy model: application to real options**

*by*Pauline Barrieu & N. Bellamy

**Discussion of J.F.Bjørnstad, ‘Non-Bayesian multiple imputation’**

*by*Chris J. Skinner

**Variance estimation in the analysis of clustered longitudinal survey data**

*by*Chris J. Skinner & Marcel de Toledo Vieira

**The probability of identification: applying ideas from forensic statistics to disclosure risk assessment**

*by*Chris J. Skinner

**The effect of school resources on pupil attainment: a multilevel simultaneous equation modelling approach**

*by*Fiona Steele & Anna Vignoles & Andrew Jenkins

**GOES-8 X-ray sensor variance stabilization using the multiscale data-driven Haar-Fisz transform**

*by*Piotr Fryzlewicz & V´eronique Delouille & Guy P. Nason

**Bivariate hard thresholding in wavelet function estimation**

*by*Piotr Fryzlewicz

**Unbalanced Haar technique for nonparametric function estimation**

*by*Piotr Fryzlewicz

**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

**From Transition to Competition: Dynamic Efficiency Analysis of Polish Electricity Distribution Companies**

*by*Astrid Cullmann & Christian von Hirschhausen

**Sealed-Bid Auction of Dutch Mussels: Statistical Analysis**

*by*Kleijnen, J.P.C. & Schaik, F.D.J. van

**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.

**Simulation Experiments in Practice: Statistical Design and Regression Analysis**

*by*Kleijnen, J.P.C.

**Screening Experiments for Simulation: A Review**

*by*Kleijnen, J.P.C.

**Kriging Metamodeling in Simulation: A Review**

*by*Kleijnen, J.P.C.

**Simulation Experiments in Practice: Statistical Design and Regression Analysis**

*by*Kleijnen, J.P.C.

**Attitudes and attributes: a field experiment with public officials and transfer recipients In Colombia**

*by*Juan Camilo Cárdenas & Rajiv Sethi

**Owner Motivations in the UK Speciality Food Sector**

*by*Andrew Bugg

**Empirical Determinants of Government Efficiency - Exploring the Data**

*by*Francisca Guedes de Oliveira

**An Econometric Analysis of the Banking Crises in Russia and Ukraine**

*by*Michele Meoli & Alexander Mertens & Giovanni Urga

**Switching VARMA Term Structure Models - Extended Version**

*by*Monfort, A. & Pegoraro, F.

**Multi-Lag Term Structure Models with Stochastic Risk Premia**

*by*Monfort, A. & Pegoraro, F.

**Pricing and Inference with Mixtures of Conditionally Normal Processes**

*by*Bertholon, H. & Monfort, A. & Pegoraro, F.

**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

**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

**Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility**

*by*Torben G. Andersen & Tim Bollerslev & Francis X. Diebold

**A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures**

*by*Torben G. Andersen & Tim Bollerslev & Xin Huang

**Learning Causal Relations in Multivariate Time Series Data**

*by*Chen, Pu & Chihying, Hsiao

**Équilibres multiples et poids de l’histoire: quelle responsabilité pour la politique économique?**

*by*Fabienne Bonetto

**Sulle distribuzioni dei tassi di crescita dell’output aggregato: un’analisi per Stati Uniti e Italia**

*by*G. FAGIOLO & M. NAPOLETANO & A. ROVENTINI

**Agreement measure in two faculty classifications**

*by*Luis Nava Puente & Surendra P. Sinha

**Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries**

*by*Juan Pablo Domínguez H.

**A Markov Chain Monte Carlo Approach to Estimate the Risks of Extremely Large Insurance Claims**

*by*Wan-Kai Pang & Shui-Hung Hou & Marvin D. Troutt & Wing-Tong Yu & Ken W. K. Li

**Technological Change and Catch-up and Capital Deepening: Relative Contributions to Growth and Convergence: Comment**

*by*Eiji Yamamura & Inyong Shin

**On the standard errors of Oaxaca-type decompositions for inter-industry gender wage differentials**

*by*Eric S. Lin

**Some implications of a quartic loss function**

*by*Kevin Aretz & David Peel

**Stock Prices and Dividends in Taiwan's Stock Market: Evidence Based on Time-Varying Present Value Model**

*by*Chi-Wei Su & Yahn-Shir Chen & Hsu-Ling Chang

**Conditional density estimation: an application to the Ecuadorian manufacturing sector**

*by*Kim Huynh & David Jacho-Chavez

**Least squares estimation of joint production functions by the differential evolution method of global optimization**

*by*Sudhanshu Mishra

**The asymptotic global power comparisons of the GMM overidentifying restrictions tests**

*by*Sheng-Kai Chang

**New trading risk indexes: application of the shapley value in finance**

*by*virginie terraza & stephane mussard

**Safety, profitability and the load factor for airlines in the USA**

*by*Dipendra Sinha

**Appreciations Regarding The Prediction Of The Gross Domestic Product In The Period After Romania’S Adherence To The Eu**

*by*Dorel Savulea

**Statistical Annalisys Of The Correlation Between Gdp, Productivity And Brute Investments At The Level Of Oltenia Region**

*by*Costel Ionascu

**The Intensity of using production factors in Romania. Estimates from Cobb-Douglas and CES Models**

*by*Gheorghe Zaman & Zizi Goschin

**Detrending and Output Growth-Rate Distributions**

*by*Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini

**Measurement with Minimal Theory**

*by*Ellen McGrattan

**Information-Theoretic Distribution Test with Application to Normality**

*by*Thanasis Stengos & Ximing Wu

**Sermaye yapısı bileşenleri: kantil regresyon modeli**

*by*Ebru ÇAĞLAYAN

**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

**Casualty and Error Correction in Markov Chain: Inflation in India Revisited**

*by*Vijayamohanan Pillai N.

**Sector concentration in loan portfolios and economic capital**

*by*Masschelein, Nancy & Düllmann, Klaus

**Alternative methods for estimating systems of (health) equations**

*by*Casey Quinn

**Joint change point estimation in regression coeffcients and variances of the errors of a linear model**

*by*Oleg Glouchakov

**Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?**

*by*Lothian, James R. & Taylor, Mark P.

**Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries**

*by*Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini

**Are output growth-rate distributions fat-tailed? Some evidence from OECD countries**

*by*Mauro Napoletano & Jackie Krafft & Andrea Roventini

**On Joint Modelling and Testing for Local and Global Spatial Externalities**

*by*Zhenlin Yang

**Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models**

*by*Cheng Hsiao & Siyan Wang

**Existence of bifurcation in macroeconomic dynamics: Grandmont was right**

*by*He, Yijun & Barnett, William A.

**Linkages Between Income, Education And Health: Case Of Rural Orissa**

*by*Himanshu Sekhar, Rout

**Multivariate Statistical Process Control Charts: An Overview**

*by*Bersimis, Sotiris & Psarakis, Stelios & Panaretos, John

**A note on the calculation of entropy from histograms**

*by*Wallis, Kenneth

**From Marginals to Array Structure with the Shuttle Algorithm**

*by*Buzzigoli, Lucia & Giusti, Antonio

**The bilateral J-Curve hypothesis between Turkey and her 9 trading partners**

*by*Kimbugwe, Hassan

**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

**Hurst exponents, Markov processes, and fractional Brownian motion**

*by*McCauley, Joseph L. & Gunaratne, Gemunu H. & Bassler, Kevin E.

**Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets**

*by*Bassler, Kevin E. & McCauley, Joseph L. & Gunaratne, Gemunu H.

**Band-Pass Filters**

*by*Everts, Martin

**Characteristic function approach to the sum of stochastic variables**

*by*Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio

**The Levy sections theorem revisited**

*by*Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio

**Эконометрический Анализ Модели Инвестиционного Акселератора**

*by*Deniss, Titarenko

**Predicting the Medal Wins by Country at the 2006 Winter Olympic Games: An Econometrics Approach**

*by*Pfau, Wade Donald

**Allocative Efficiency of Small-Holder Cocoyam Farmers in Anambra State, Nigeria**

*by*Okoye, B.C & Onyenweaku, C.E & Asumugha, G.N

**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

**As dimensões latentes da Inovação: o caso das regiões europeias**

*by*Pinto, Hugo & Guerreiro, Hugo

**Glass Ceilings and Sticky Floors: A Representation Index**

*by*Pendakur, Krishna & Pendakur, Ravi & Woodcock, Simon

**Asymptotics for statistical treatment rules**

*by*Hirano, Keisuke & Porter, Jack

**Evaluating Wireless Carrier Consolidation Using Semiparametric Demand Estimation**

*by*Patrick Bajari & Jeremy T. Fox & Stephen Ryan

**Assessing Structural VARs**

*by*Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson

**Estimating Static Models of Strategic Interaction**

*by*Patrick Bajari & Han Hong & John Krainer & Denis Nekipelov

**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

**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

**Regression Discontinuity Inference with Specification Error**

*by*David S. Lee & David Card

**Semiparametric Estimation of a Dynamic Game of Incomplete Information**

*by*Patrick Bajari & Han Hong

**Sector Concentration in Loan Portfolios and Economic Capital**

*by*Klaus Düllmann & Nancy Masschelein

**A Comparative Simulation Study of Fund Performance Measures**

*by*Zhangpeng Gao & Shahidur Rahman

**A New Direction of Fund Rating Based on the Finite Normal Mixture Model**

*by*Zhangpeng Gao & Shahidur Rahman

**Towards an explanation of the exponential distribution of firm growth rates**

*by*Alex Coad

**Persistence in Infant Mortality: Evidence for the Indian States**

*by*Wiji Arulampalam & Sonia Bhalotra

**Persistence in Infant Mortality: Evidence for the Indian States**

*by*Arulampalam, Wiji & Bhalotra, Sonia R.

**Econometrics: A Bird’s Eye View**

*by*John F. Geweke & Joel L. Horowitz & M. Hashem Pesaran

**Econometrics: A Bird's Eye View**

*by*Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem

**Sibling Death Clustering in India: State Dependence vs. Unobserved Heterogeneity**

*by*Wiji Arulampalam & Sonia Bhalotra

**Sibling Death Clustering in India: State Dependence vs. Unobserved Heterogeneity**

*by*Arulampalam, Wiji & Bhalotra, Sonia R.

**Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?**

*by*Elena Pesavento, Barbara Rossi

**Gaussian maximum likelihood estimation for ARMA models I: time series**

*by*Qiwei Yao & Peter J Brockwell

**Gaussian maximum likelihood estimation for ARMA models II: spatial processes**

*by*Qiwei Yao & Peter J Brockwell

**Quantiles of Lévy processes and applications in finance**

*by*Angelos Dassios

**The square-root process and Asian options**

*by*Angelos Dassios & Jayalaxshmi Nagaradjasarma

**Parametric modelling of thresholds across scales in wavelet regression**

*by*Anestis Antoniadis & Piotr Fryzlewicz

**Haar-Fisz estimation of evolutionary wavelet spectra**

*by*Piotr Fryzlewicz & Guy P. Nason

**A Haar-Fisz technique for locally stationary volatility estimation**

*by*Piotr Fryzlewicz & Theofanis Sapatinas & Suhasini Subba Rao

**Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?**

*by*Pesavento, Elena & Rossi, Barbara

**Desigualdad Salarial en el Gran Buenos Aires: Una Aplicación de Regresión por Cuantiles en Microdescomposiciones**

*by*Javier Alejo

**Generalized Response Surface Methodology: A New Metaheuristic**

*by*Kleijnen, J.P.C.

**Optimization of Simulated Inventory Systems: OptQuest and Alternatives**

*by*Kleijnen, J.P.C. & Wan, J.

**White Noise Assumptions Revisited: Regression Models and Statistical Designs for Simulation Practice**

*by*Kleijnen, J.P.C.

**Regression Models and Experimental Designs: A Tutorial for Simulation Analaysts**

*by*Kleijnen, J.P.C.

**Propuesta para la estimación del salario de reserva de los empleados en Colombia con el análisis de fronteras estocásticas**

*by*Juan Miguel VILLA LORA

**The Empirical Significance of Econometric Models**

*by*Thomas Mayer

**Econometrics: A Bird’s Eye View**

*by*Geweke, J. & Joel Horowitz & Pesaran, M.H.

**Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices**

*by*Jean-Marie Dufour & David Tessier

**Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns**

*by*Antonio Diez de los Rios & René Garcia

**Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events**

*by*Alejandro García & Ramazan Gençay

**An Introduction to Modern Econometrics using Stata**

*by*Christopher F Baum

**A Model to Forecast the Evolution of the Structure of a System of Economic Indicators**

*by*Andreica, Marin

**The Deterrent Effect of Capital Punishment: Evidence from a "Judicial Experiment"**

*by*Hashem Dezhbakhsh & Joanna M. Shepherd

**Procyclical Productivity in Manufacturing**

*by*Lucas Navarro & Raimundo Soto

**Model Dependency of the Digital Option Replication – Replication under an Incomplete Model (in English)**

*by*Tomáš Tichý

**Directed or Undirected? A New Index to Check for Directionality of Relations in Socio-Economic Networks**

*by*Giorgio Fagiolo

**Stock Market Interdependence and Trade Relations: A Correlation Test for the U.S. and Its Trading Partners**

*by*Steven Zongshin Liu & Sophia Meiying Lai & Kung-Cheng Lin

**Heteroskedasticity, the single crossing property and ordered response models**

*by*Andreas C. Drichoutis & Rodolfo M. Nayga, Jr. & Panagiotis Lazaridis

**Omitted Asymmetric Persistence and Conditional Heteroskedasticity**

*by*Luiz Lima & Breno Neri

**A Note on Polio Count: Some empirical evidence from India**

*by*Mukherjee, D.

**A Critical Approach To The Demographic Policy**

*by*Carmen Radu

**Co-evolution of bounded rational agents in adaptive social networks**

*by*Lugo, H. & Dalmagro & F. JimÃ©nez J.

**Volatility and realized quadratic variation of differenced returns**

*by*Esben Hoeg

**Incentives to Cooperate in Network Formation**

*by*HaydÃ©e Lugo

**The Experimetrics of Public Goods: Inferring Motivations from Contributions**

*by*Nicholas Bardsley & Peter Moffatt

**The Experimetrics of Public Goods: Inferring Motivations from Contributions**

*by*Nicholas Bardsley & Peter Moffatt

**Economics of Industrial Ecology: Materials, Structural Change, and Spatial Scales**

*by*

**Incorporating prediction and estimation risk in point-in-time credit portfolio models**

*by*Hamerle, Alfred & Knapp, Michael & Liebig, Thilo & Wildenauer, Nicole

**Generalisable regression methods for costeffectiveness using copulas**

*by*Casey Quinn

**The labour supply of nurses in the UK: evidence from the British Household Panel Survey**

*by*Nigel Rice

**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

**Crude Oil and Gasoline Prices in Fiji: Is the Relationship Asymmetric?**

*by*B Bhaskara Rao & Gyaneshwar Rao

**Testing Permanent Income Hypothesis for Fiji**

*by*B Bhaskara Rao

**A Cointegration And Error Correction Approach To Demand For Money In Fiji: 1971-2002**

*by*B Bhaskara Rao & Rup Singh

**Demand for Money in India: 1953-2003**

*by*B Bhaskara Rao & Singh Rup

**Alternative Temporal Cross-Section Specifications Of The Demand For Demand Deposits**

*by*Edgar L. Feige

**Expectations And Adjustments In The Monetary Sector**

*by*Edgar L. Feige

**How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria**

*by*Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi

**Estimating a third-order translog demand system using Canadian micro-data**

*by*Vik Singh

**M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data**

*by*Mehmet Caner

**Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis**

*by*Guido Travaglini

**Nonparametric estimation of concave production technologies by entropic methods**

*by*Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro

**A practical test for the choice of mixing distribution in a discrete choice model**

*by*Mogens Fosgerau & Michel Bierlaire

**The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation**

*by*Peter Ilmolelian

**Globalization and Regional Income Inequality--Evidence from within China**

*by*Guanghua Wan & Ming Lu & Zhao Chen

**‘‘Moving Median’’ A New Method Of Forecasting**

*by*Eleftherios Giovanis

**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

**‘‘Moving Median’’ A Method Of Autocorrelation Solution**

*by*Eleftherios Giovanis

**Propagation of Memory Parameter from Durations to Counts**

*by*Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang

**A Note On Influence Assessment In Score Tests**

*by*J.M.C. Santos Silva

**A fresh look at the topical interest of the Gini concentration ratio**

*by*Giovanni Maria Giorgi

**Bibliographic portrait of the Gini concentration ratio**

*by*Giovanni Maria Giorgi

**Production Functions Estimates for Soviet Industry and Some Implications**

*by*Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke

**Simulation des Einflusses der Planung auf die sowjetische Wirtschaft**

*by*Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz

**Directional Log-spline Distributions**

*by*José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel

**Economic Growth as a Nonlinear and Discontinuous Process**

*by*Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi

**Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models**

*by*Ekrem Kilic

**A Nonparametric Way of Distribution Testing**

*by*Ekrem Kilic

**What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth**

*by*Chen Pu & Hsiao Chihying

**Open Source Software Development Projects: Determinants of Project Popularity**

*by*Ravi

**Compositional Time Series: Past and Present**

*by*Juan M.C. Larrosa

**Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply**

*by*Ugo Colombino & Rolf Aaberge & Tom Wennemo

**Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators**

*by*MEHMET CANER

**Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics**

*by*MEHMET CANER

**Exponential Tilting with Weak Instruments: Estimation and Testing**

*by*MEHMET CANER

**Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases**

*by*MEHMET CANER

**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

**Estimating the Quality of Economic Governance: A Cross-Country Analysis**

*by*Sudip Ranjan Basu

**About a 'new' inequality index**

*by*Giovanni Maria Giorgi

**A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians**

*by*Giovanni Maria Giorgi

**From Fault Tree to Credit Risk Assessment: A Case Study**

*by*Hayette GATFAOUI

**Econometric Model for Cement demand and supply in Bolivia**

*by*Melitón Ramirez Mattos

**Regression with R**

*by*Miguel Rodrigues

**Total Factor Productivity Growth in Finland 1960 − 1999**

*by*Rana Bose

**Estimating Short and Long Run Relationships: A Guide to the Applied Economist**

*by*Bhaskara Rao

**Subsampling Cointegration Ranks in Large Systems**

*by*Chen Pu & Hsiao Chihying

**A maximal moment inequality for long range dependent time series with applications to estimation and model selection**

*by*Ching-Kang Ing & Ching-Zong Wei

**A Bootstrap Test for Single Index Models**

*by*Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca

**A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian**

*by*Isabel Proenca

**The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management**

*by*Feng Dai & Lin Liang

**Seasonally specific model analysis of UK cereals prices**

*by*Philip Kostov & John Lingard

**Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging**

*by*Feng Dai & Hui Liu & Ying Wang

**Regional Empirics for Economic Disparities in Italy: 1951-2001**

*by*Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli

**A proposal of poverty measures based on the Bonferroni inequality index**

*by*Giovanni Maria Giorgi & Michele Crescenzi

**Encounter with the Italian Statistical School: A conversation with Carlo Benedetti**

*by*Giovanni Maria Giorgi

**Sampling distribution of the Bonferroni inequality index from exponential population**

*by*Giovanni Maria Giorgi & Riccardo Mondani

**Bayesian estimation of the Bonferroni index from a Pareto-type I population**

*by*Giovanni Maria Giorgi & Michele Crescenzi

**Distribution-free estimation of the Gini inequality index: the kernel method approach**

*by*Pier Luigi Conti & Giovanni Maria Giorgi

**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

**A look at the Bonferroni inequality measure in a reliability framework**

*by*Giovanni Maria Giorgi & Michele Crescenzi

**Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units**

*by*Stefano Fachin

**A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra**

*by*Mehmet Dalkir

**Liberalisation and it’s effect on inequality in developing countries-A case study on India**

*by*Supreena Narayanan

**Structural change in Export and economics growth: Analysis for spain (1980-2001)**

*by*zaharey

**Inspiration About The Economy**

*by*ZhaoYuan Wang

**Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000**

*by*Gino Santarossa & Marie-Ève Brouard

**Another Look At What To Do With Time-Series Cross-Section Data**

*by*Xiujian Chen & Shu Lin & W. Robert Reed

**Adaptive Estimation of the Regression Discontinuity Model**

*by*Yixiao Sun

**The effect on retail charges of mergers in the GB electricity market**

*by*Evens SALIES

**Active versus Passive Sample Attrition: The Health and Retirement Study**

*by*Honggao Cao & Daniel H. Hill

**On Tail Index Estimation for Dependent, Heterogenous Data**

*by*Jonathan B. Hill

**Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S**

*by*Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon

**Does Format of Pricing Contract Matter?**

*by*Teck-Hua Ho & Juanjuan Zhang

**Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange**

*by*David Chappell & Theodore Panagiotidis

**Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series**

*by*Ching-Kang Ing

**Financing Constraints and Firm Inventory Investment: A Reexamination**

*by*John Tsoukalas

**Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited**

*by*Jonathan B. Hill

**Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis**

*by*Ozgen Sayginsoy

**Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach**

*by*Amjad D. Al-Nasser

**The Inflation In European Union**

*by*Giovanis Elephtherios

**The hunting in the Province of Elassona**

*by*Giovanis Elephtherios

**Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens**

*by*Giovanis Elephtherios

**Econometric Analysis for the rural sector in Greek economy**

*by*Giovanis Elephtherios

**Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications**

*by*Matteo M. Pelagatti

**Dynamic Conditional Correlation with Elliptical Distributions**

*by*Matteo M. Pelagatti & Stefania Rondena

**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

**Boating Against the Current: Cases, Concepts, Models and Development Power**

*by*feng dai

**A link between measures of Gross National Product, and measures of corruption**

*by*Mukti Diah Riani & Stuart Wattam

**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

**Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification**

*by*Cornelis A. Los

**Extraction of Common Signal from Series with Different Frequency**

*by*Edoardo Otranto

**Multivariate STAR Unemployment Rate Forecasts**

*by*Costas Milas & Phil Rothman

**Grinkevych's Model of forecasting**

*by*Dmitry

**Nonparametric Slope Estimators for Fixed-Effect Panel Data**

*by*Kusum Mundra

**Assessing Forecast Performance in a VEC Model: An Empirical Examination**

*by*Bragoudakis Zacharias

**Overlaying Time Scales in Financial Volatility Data**

*by*Eric Hillebrand

**Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View**

*by*Dubois

**GMM Estimation for Long Memory Latent Variable Volatility and Duration Models**

*by*Willa Chen & Rohit Deo

**Tracing the Source of Long Memory in Volatility**

*by*Rohit Deo & Mengchen Hsieh & Clifford Hurvich

**Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment**

*by*Rohit Deo & Clifford Hurvich & Yi Lu

**Technological change: An analysis of the diffusion and implications of e-business technologies**

*by*Philipp Koellinger

**Convergence towards a Steady State Distribution**

*by*Don J Webber & Paul White

**Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models**

*by*Loriano Mancini & Elvezio Ronchetti & Fabio Trojani

**The Financial Services Reform Act 2001: Impact on Systemic risk in Australia**

*by*Colin Beardsley & John R. O'Brien

**Forecasting Exchange Rate Volatility in the Presence of Jumps**

*by*Thomas Busch & Bent Jesper Christensen & Morten Ørregaard Nielsen

**The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices**

*by*Bent Jesper Christensen & Morten Ørregaard Nielsen

**Myths and Realities of Governance and Corruption**

*by*Kaufmann, Daniel

**On the Mechanics of Measuring the Production of Financial Institutions**

*by*Jayasinghe, Milan

**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

**An Examination of the Robustness to Non Normality of the EWMA Control Charts for the Dispersion**

*by*Maravelakis, Petros & Panaretos, John & Psarakis, Stelios

**On Certain Indices for Ordinal Data with Unequally Weighted Classes**

*by*Perakis, Michael & Maravelakis, Petros & Psarakis, Stelios & Xekalaki, Evdokia & Panaretos, John

**The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection**

*by*Panaretos, John & Psarakis, Stelios & Xekalaki, Evdokia & Karlis, Dimitris

**بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي**

*by*Sarfaraz, Leyla & Afsar, Amir

**The Determinants of Outsourcing from the U. S.: Evidence from Domestic Manufacturing Industries, 1972-2002**

*by*Maxim, Belenkiy

**Eventology of random-fuzzy events**

*by*Vorobyev, Oleg Yu.

**European Stock Market Dynamics Before and After the Introduction of the Euro**

*by*Joseph Friedman & Yochanan Shachmurove

**Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model**

*by*Wing-Keung Wong & Guorui Bian

**Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility**

*by*Torben G. Andersen & Tim Bollerslev & Francis X. Diebold

**The Role of Beliefs in Inference for Rational Expectations Models**

*by*Bruce N. Lehmann

**Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects**

*by*David S. Lee

**Measuring the Efficiency of an FCC Spectrum Auction**

*by*Patrick Bajari & Jeremy T. Fox

**Rising Wage Inequality: The Role of Composition and Prices**

*by*David H. Autor & Lawrence F. Katz & Melissa S. Kearney

**Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches**

*by*Mitchell A. Petersen

**Treatment Effect Bounds: An Application to Swan-Ganz Catheterization**

*by*Jay Bhattacharya & Azeem Shaikh & Edward Vytlacil

**Structural Equations, Treatment Effects and Econometric Policy Evaluation**

*by*James J. Heckman & Edward Vytlacil

**Volatility Forecasting**

*by*Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold

**Structural Equations, Treatment Effects and Econometric Policy Evaluation**

*by*James J. Heckman & Edward Vytlacil

**Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression**

*by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda

**Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression**

*by*DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda

**Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution**

*by*Wing-Keung Wong & Guorui Bian

**Un modèle MAcroDYNamique des économies des pays membres de l’UEMOA : MADYN**

*by*Nicolas Ponty

**Does One Size Fit All? The CPI and Canadian Seniors**

*by*Matthew Brzozowski

**A Note on Decompositions in Fixed Effects Models in the Presence of Time-Invariant Characteristics**

*by*Heitmueller, Axel

**A Note on Decompositions in Fixed Effects Models in the Presence of Time-Invariant Characteristics**

*by*Axel Heitmüller

**Supporting local data users in the UK academic community**

*by*Stuart Macdonald & Luis Martinez

**The disorder problem for compound Poisson processes with exponential jumps**

*by*Pavel V. Gapeev

**‘The frightful inadequacy of most of the statistics’: a critique of Collier and Hoeffler on causes of civil war**

*by*Laurie Nathan

**Approximating conditional distribution functions using dimension reduction**

*by*Peter Hall & Qiwei Yao

**The Advance in Partial Distribution: A New Mathematical Tool for Economic Management**

*by*Feng Dai & Ling Liang

**Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging**

*by*Feng Dai & Hui Liu & Ying Wang

**Statistical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization (Replaced by Discussion Paper 2007-45)**

*by*Bettonvil, B.W.M. & Castillo, E. del & Kleijnen, Jack P.C.

**Customized Sequential Designs for Random Simulation Experiments: Kriging Metamodelling and Bootstrapping**

*by*Beers, W.C.M. van & Kleijnen, J.P.C.

**Determinantes sectoriales del desempleo**

*by*Wilson Mayorga Mogollón

**Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression**

*by*Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf

**What Mean Impacts Miss:Distributional Effects of Welfare Reform Experiments**

*by*Hilary W. Hoynes & Marianne P Bitler & Jonah Gelbach

**The European Union GDP Forecast Rationality under Asymmetric Preferences**

*by*George A. Christodoulakis & Emmanuel C. Mamatzakis

**An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate**

*by*Ingrid Lo

**Permanent vs Transitory Components and Economic Fundamentals**

*by*Anthony Garratt & Donald Robertson & Stephen Wright

**Auswirkungen unterschiedlicher Assetkorrelationen in Mehr-Sektoren-Kreditportfoliomodellen**

*by*Hamerle, Alfred & Knapp, Michael & Wildenauer, Nicole

**Econometrics**

*by*Michael Creel

**Characterizing the Production Process: A Disaggregated Analysis of Italian Manufacturing Firms**

*by*Giulio Bottazzi & Marco Grazzi & Angelo Secchi

**Franco: una mente mai ferma**

*by*Paul A. Samuelson

**Franco: a mind never at rest**

*by*Paul A. Samuelson

**Franco: a mind never at rest**

*by*Paul A. Samuelson

**Income distribution dynamics across European regions**

*by*Theophile Azomahou & Thi Kim Cuong Pham & Phu Nguyen Van & Jalal El Ouardighi

**Threshold autoregressive testing procedures and structural change in cointegrating relationships**

*by*Steven Cook

**A New Variant of RESET for Distributed Lag Models**

*by*Dimitris Hatzinikolaou & Athanassios Stavrakoudis

**Simple Edgeworth approximations for semiparametric averaged derivatives**

*by*S. C. Goh

**Bayesian Estimation of A Distance Functional Weight Matrix Model**

*by*Kazuhiko Kakamu

**Is the earnings-schooling relationship linear? a semiparametric analysis**

*by*Lawrence Dacuycuy

**A consistent nonparametric estimation of spatial autocovariances**

*by*Théophile Azomahou & Dong Li

**Are credit constraints in Italy really more binding in the South?**

*by*Claudio Lupi

**Toward a unified approach to testing for weak separability**

*by*David Edgerton & Donald Dutkowsky & Thomas Elger & Barry Jones

**A note on the comparative performance of the Zheng and Elisson-Elisson tests for omitted variables in regression models**

*by*Lawrence Dacuycuy

**On Wesner's method of searching for chaos on low frequency**

*by*Marian Gidea & David Quaid

**Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator**

*by*Patrik Guggenberger

**Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model**

*by*Min-Hsien Chiang & Chihwa Kao

**Using Engel curves to estimate bias in the Canadian CPI as a cost of living index**

*by*Timothy Beatty & Erling Røed Larsen

**Market Structure and Multiple Equilibria in Airline Markets**

*by*Elie Tamer & Federico Ciliberto

**Point Estimation of Discrete Games**

*by*Han Hong & Patrick Bajari

**Inference in Difference in Difference Models**

*by*Christopher Taber & Timothy Conley

**Generalized Indirect Inference for Discrete Choice Models**

*by*Anthony A. Smith, Jr. & Michael Keane

**Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes**

*by*Marcel Rindisbacher & Jérôme Detemple & René Garcia

**Parameter Set Inference in a Class of Econometric Models**

*by*E. Tamer & V. Chernozhukov & H. Hong

**Inference of Structural Econometric Models: A Unified Approach**

*by*Tong Li

**Testing Unit Root Based on Partially Adaptive Estimation**

*by*Luiz Renato Lima & Zhijie Xiao

**The Announcement Effect of Bond and Equity Issues: Evidence from Chile**

*by*Augusto Castillo

**Time Series Behaviour of Stock Trading Volume:An Evidence from Indian Stock Market**

*by*Alok Kumar

**A Bayesian MCMC Algorithm for Markov Switching GARCH models**

*by*Dhiman Das & B.Hark Yoo

**Unpredictability and the Foundations of Economic Forecasting**

*by*David F. Hendry

**Impact Of The Oil Petrol Price Changes On The Romanian Gross Domestic Product Using The Method Of Principal Components**

*by*Nicolae, Mariana

**Realized beta: Persistence and predictability**

*by*Andersen, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Wu, Jin

**Sensitivity of the Chi-Squared Goodness-of-Fit Test to the Partitioning of Data**

*by*Boero, Gianna & Smith, Jeremy & Wallis, Kenneth F

**Arrangement Infringement Possibility Approach: Some Economic Features of Large-Scale Events**

*by*Alexander Harin

**Corruption, Governance and Security: Challenges for the Rich Countries and the World**

*by*Daniel Kaufmann

**El TLCAN y el Crecimiento Economico de la Frontera Norte de Mexico**

*by*Alejandro Diaz-Bautista

**Information Flow Structure in Large-Scale Product Development Organizational Networks**

*by*Dan Braha & Yaneer Bar-Yam

**International Asset Pricing and World Market Integration : Evidence from a Partially Integrated ICAPM with Asymmetric Effects**

*by*Arouri Mohamed El Hedi

**HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India**

*by*Puja Guha

**Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile**

*by*Dante Jara

**Asymptotics for Duration-Driven Long Range Dependent Processes**

*by*Mengchen Hsieh & Clifford Hurvich & Philippe Soulier

**Predictive Regressions: A Reduced-Bias Estimation Method**

*by*Yakov Amihud & Clifford Hurvich

**Semiparametric Estimation of Fractional Cointegrating Subspaces**

*by*Willa Chen & Clifford Hurvich

**Estimating Long Memory in Volatility**

*by*Clifford Hurvich & Eric Moulines & Philippe Soulier

**Threshold Cointegration between Stock Returns : An application of STECM Models**

*by*Jawadi Fredj & Koubaa Yousra

**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

**On the Estimation of Nonlinearly Aggregated Mixed Models**

*by*Tommaso Proietti

**The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts**

*by*Artur C. B. da Silva Lopes & Antonio Montañés

**Data-Driven Rate-Optimal Specification Testing In Regression Models**

*by*Emmanuel Guerre & Pascal Lavergne

**Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series**

*by*Guerre

**The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire**

*by*Cornelis A Los

**SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device**

*by*Ignacio Díaz-Emparanza

**TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl**

*by*Ignacio Díaz-Emparanza

**On the stability of recursive least squares in the Gauss-Markov model**

*by*Evens SALIES

**Modelling Directional Dispersion Through Hyperspherical Log- Splines**

*by*J.T.A.S. Ferreira & M.F.J. Steel

**Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este**

*by*Juan Miguel Villa

**A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data**

*by*Diana Weinhold

**Do Chinese stock markets share common information arrival processes?**

*by*Philip Kostov & Ziping Wu & Seamus McErlean

**Model Selection Uncertainty and Detection of Threshold Effecs**

*by*Jean-Yves Pitarakis

**On Describing Multivariate Skewness: A Directional Approach**

*by*J. T. A. S. Ferreira & M. F. J. Steel

**Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models**

*by*Chi-Young Choi & Nelson C. Mark & Donggyu Sul

**Application of Local Influence Diagnostics to the Linear Logistic Regression Models**

*by*MONZUR HOSSAIN & M. ATAHARUL ISLAM

**Testing The Significance Of Local Influence**

*by*MONZUR HOSSAIN & M. ATAHARUL ISLAM

**A model to distribute mark-up amongst quotation component item**

*by*David Cattell & Paul Bowen & Ammar Kaka

**How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia**

*by*Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov

**Evaluating Latent and Observed Factors in Macroeconomics and Financ**

*by*Jushan Bai & Serena Ng

**How much has labour taxation contributed to European structural unemployment?**

*by*Christophe Planas & Werner Roeger & Alessandro Rossi

**Simulation-based estimation of peer effects**

*by*Brian Krauth

**Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Bayesian measures of explained variance and pooling in multilevel (hierarchical) models**

*by*Andrew Gelman & Iain Pardoe

**Prior distributions for variance parameters in hierarchical models**

*by*Andrew Gelman

**On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation**

*by*Gioacchino Fazio & Olivier Hueber

**The Partial Distribution: Definition, Properties and Applications in Economy**

*by*feng dai

**A Constructive Representation of Univariate Skewed Distributions**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions**

*by*Jose T.A.S. Ferreira & Mark F.J. Steel

**Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures**

*by*Bakhodir A Ergashev

**Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View**

*by*Horst Entorf

**LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study**

*by*Jonathan B. Hill

**The Economic Growth Effects of NAFTA in the Northern Border of Mexico**

*by*Alejandro Diaz-Bautista

**Convergence across Spanish Provinces:Cross-section and Pairwise Evidence**

*by*Don J Webber & Paul White & Asier Minondo & David O Allen

**Incentives for Sabotage in Vertically Related Industries**

*by*David Mandy & David E. M. Sappington

**Estimating a Risky Term Structure of Uruguayan Sovereign Bonds**

*by*Serafín Frache & Gabriel Katz

**Modeling Firm-Size Distribution Using Box-Cox Heteroscedastic Regression**

*by*Zhenlin Yang & Yiu Kuen Tse

**The Effectiveness of Britain's Financial Service Authority: An Economic Analysis**

*by*Colin Beardsley & John R. O'Brien

**Corruption, Governance and Security: Challenges for the Rich Countries and the World**

*by*Kaufmann, Daniel

**A Binomial Distribution With Dependent Trials And Its Use in Stochastic Model Evaluation**

*by*Xekalaki, Evdokia & Panaretos, John

**EWMA Chart and Measurement Error**

*by*Maravelakis, Petros & Panaretos, John & Psarakis, Stelios

**Extreme Value Analysis of Teletraffic Data**

*by*Tsourti, Zoi & Panaretos, John

**Generalization of regression analysis to the spatial context**

*by*Mishra, SK

**Convergence Properties of the Likelihood of Computed Dynamic Models**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos

**Contingent Reserves Management: An Applied Framework**

*by*Ricardo J. Caballero & Stavros Panageas

**Identification and Estimation of Discrete Games of Complete Information**

*by*Patrick Bajari & Han Hong & Stephen Ryan

**Income distribution and inequality measurement : the problem of extreme values**

*by*Frank A. Cowell & Emmanuel Flachaire

**Asymptotic and bootstrap inference for inequality and poverty measures**

*by*Russell Davidson & Emmanuel Flachaire

**Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data**

*by*Bollinger, Christopher R. & Chandra, Amitabh

**Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data**

*by*Bollinger, Christopher R. & Chandra, Amitabh

**Causality and error correction in Markov chain: Inflation in India revisited**

*by*N. Vijayamohanan Pillai

**Resistant Nonparametric Analysis of the Short Term Rate**

*by*Rosario Dell'Aquila & Elvezio Ronchetti

**LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study**

*by*Jonathan B. Hill

**Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited**

*by*Jonathan B. Hill

**When can statistical theories be causally closed?**

*by*Balázs Gyenis & Miklós Rédei

**LARCH, leverage, and long memory**

*by*Liudas Giraitis & Remigijus Leipus & Peter M. Robinson & Donatas Surgailis

**Modeling credit risk with partial information**

*by*Umut Cetin & R. Jarrow & P. Protter & Y. Yildirim

**Smoothing the wavelet periodogram using the Haar-Fisz transform**

*by*Piotr Fryzlewicz & Guy P. Nason

**Nonparametric regression under dependent errors with infinite variance**

*by*Liang Peng & Qiwei Yao

**Two sides to every story: measuring the polarisation of work**

*by*Paul Gregg & Jonathan Wadsworth

**Globalisation, ICT and the nitty gritty of plant level datasets**

*by*Ralf Martin

**Statistical tests for Lyapunov exponents of deterministic systems**

*by*Rodney C. Wolff & Qiwei Yao & Howell Tong

**Prior distributions for variance parameters in hierarchical models**

*by*Andrew Gelman

**From Fault Tree to Credit Risk Assessment: A Case Study**

*by*Hayette Gatfaoui

**Bayesian measures of explained variance and pooling in multilevel (hierarchical) models**

*by*Andrew Gelman & Iain Pardoe

**Long-Run Structural Modelling**

*by*M Pesaran & Yongcheol Shin

**Asymmetry of Information Flow Between Volatilities Across Time Scales**

*by*Ramazan Gencay & Faruk Selcuk

**Bayesian Inference for Econometric Models using Empirical Likelihood Functions**

*by*Frank Schorfheide & Hyungsik Roger Moon

**China's Income Distribution and Inequality**

*by*Jeffrey M. Perloff & Ximing Wu

**Does Price Matter? Price and Non-price Competition in the Airline Industry**

*by*Philip G. Gayle

**A simple estimation method and finite-sample inference for a stochastic volatility model**

*by*Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal)

**Optimal Rules under Adjustment Cost and Infrequent Information**

*by*Rene Garcia & Marco Bonomo

**Short Memory and the PPP-puzzle**

*by*Deockhyun Ryu & Mahmoud A. El-Gamal

**Convergence Hypotheses are Ill-Posed:Non-stationarity of Cross-Country Income Distribution D**

*by*Deockhyun Ryu & Mahmoud A. El-Gamal

**Approximating the probability distribution of functions of random variables: A new approach**

*by*Eric Ghysels & Anders Eriksson Lars Forsberg

**Tests of Functional Form and Heteroscedasticity**

*by*Y. K. Tse & Z. L. Yang

**Tests of Functional Form and Heteroscedasticity**

*by*Z. L. Yang Y. K. Tse

**Some New Semiparametric Panel Stochastic Frontier Models**

*by*Gholamreza Hajargasht

**Recherche du premier emploi : l’éducation privée est- elle plus efficace que l’éducation publique ? Le cas de Madagascar**

*by*Arestoff, Florence

**Rule-Based and Case-Based Reasoning in Housing Prices**

*by*Gabrielle Gayer & Itzhak Gilboa & Offer Lieberman

**Empirical Similarity**

*by*Itzhak Gilboa & Offer Lieberman & David Schmeidler

**Analysis of the scientific research structures: taxonomy and strategical behaviour**

*by*Mario Coccia

**The Econometrics of Option Pricing**

*by*René Garcia & Eric Ghysels & Éric Renault

**Globalisation, ICT and the Nitty Gritty of Plant Level Datasets**

*by*Ralf Martin

**Two Sides to Every Story: Measuring the Polarisation of Work**

*by*Paul Gregg & Jonathan Wadsworth

**A Comparison of the Translog and Almost Ideal Demand Models**

*by*Clifford Attfield

**Stochastic Trends, Demographics and Demand Systems**

*by*Clifford Attfield

**Inequality in Infant Survival Rates in India: Identification of State-Dependence Effects**

*by*Wiji Arulampalam & Sonia Bhalotra

**On the Exploitation of Market Power in the Nordic Electricity Markets. The Case of Elsam**

*by*Svend Hylleberg

**Structural Breaks and the Normality of Stock Returns**

*by*Joshua Seungwook Bahng

**Random Walk as a Universal Test of Weak-Form Foreign Exchange Market Efficiency : A Proof**

*by*Edward E. Ghartey

**Traffic accidents: an econometric investigation**

*by*Tito Moreira & Adolfo Sachsida & Loureiro Paulo

**The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study**

*by*Valerie Mignon & Sandrine Lardic

**More on F versus t tests for unit roots when there is no trend**

*by*Peter E. Kennedy & John Elder

**Integrated volatility measuring from unevenly sampled observations**

*by*Taro Kanatani

**Effect of small-sample adjustments for Cox test under non-nested linear regression models**

*by*Taisuke Otsu

**Multicollinearity and maximum entropy leuven estimator**

*by*Sudhanshu Mishra

**Median as a weighted arithmetic mean of all sample observations**

*by*SK Mishra

**Median as a weighted arithmetic mean of all sample observations**

*by*SK Mishra

**Rational Expectation Hypothesis: An Application of the Blanchard and Khan Approach**

*by*Tito Moreira & Geraldo Souza & Charles Almeida

**The Johansen Test and the Transitivity Property**

*by*Montserrat Ferré

**The effects of additive outliers on stationarity tests: a monte carlo study**

*by*Olivier Darné

**Arrangement infringement possibility approach: some economic features of large-scale events**

*by*Alexander Harin

**The estimation of the elasticity of substitution of a CES production function : Case of Tunisia**

*by*haykel Hadj Salem

**Various methods of balancing of the macro SAM of Tunisia during the year 2000**

*by*HAYKEL HADJ SALEM

**Correct version of "Further evidence on the size and power of the Bierens and Johansen cointegration procedures" restored to the EB website**

*by*David O. Cushman

**Explaining Disparities between Actual and Hypothetical Stated Values: Further Investigation Using Meta-Analysis**

*by*Joseph Little & Robert Berrens

**A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate**

*by*AHAMADA IBRAHIM

**Searching for chaos on low frequency**

*by*Nicolas Wesner

**Growth-Inequality Relationship. An Analytical Approach and Some Evidence for Latin America**

*by*Alvargonzalez, M. & Lopez, A. & Perez, R.

**Valorisation économique des effets de la pollution atmosphérique**

*by*Olivier Chanel & Elsa Faugère & Ghislain Geniaux & Robert Kast & Stéphane Luchini & Pascale Scapecchi

**A Network Model of Market Prices and Trading Volume**

*by*Andrei Kirilenko

**A Guide to Econometrics, 5th Edition**

*by*Peter Kennedy

**The Laws of the Web: Patterns in the Ecology of Information**

*by*Bernardo A. Huberman

**Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data**

*by*Jeffrey M. Wooldridge

**Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility**

*by*Andersen, Torben G. & Bollerslev, Tim & Francis X. Diebold,

**Credit Risk Factor Modeling and the Basel II IRB Approach**

*by*Hamerle, Alfred & Liebig, Thilo & Rösch, Daniel

**From Fault Tree to Credit Risk Assessment: An Empirical Attempt**

*by*Hayette Gatfaoui

**Governance Matters III: Governance Indicators for 1996-2002**

*by*Daniel Kaufmann & Aart Kraay & Massimo Mastruzzi

**Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification**

*by*Jean-Yves Pitarakis

**Dating the Italian Business Cycle: A Comparison of Procedures**

*by*Giancarlo Bruno & Edoardo Otranto

**Spot price dynamics in deregulated power markets**

*by*Marina Resta & Davide Sciutti

**Testing for Stochastic Cointegration and Evidence for Present Value Models**

*by*Brendan McCabe & Stephen Leybourne & David Harris

**Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification**

*by*Steve Leybourne & Tae-Hwan Kim & Paul Newbold

**Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test**

*by*Steve Leybourne & Paul Newbold & Tae-Hwan Kim

**On Unit Root Tests and the Initial Observation**

*by*Steve Leybourne & David Harvey

**Panel Stationarity Tests with Cross-sectional Dependence**

*by*David Harris & Steve Leybourne & Brendan McCabe

**Mutual information: a dependence measure for nonlinear time series**

*by*Andreia Dionisio & Rui Menezes & Diana A. Mendes

**Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter**

*by*Roberto Iannaccone & Edoardo Otranto

**the Multi-State Markov Switching Model**

*by*Edoardo Otranto

**An Improved Panel Unit Root Test Using GLS-Detrending**

*by*Claude Lopez

**An Improved Panel Unit Root Test Using GLS-Detrending**

*by*Claude Lopez

**Central regions and dependency**

*by*K. Mosler

**Structural Equation Models in Human Behavior Genetics**

*by*Arthur S. Goldberger

**Strongly Consistent Determination of the Rank of Matrix**

*by*Zaka Ratsimalahelo

**Econometrics and Economic Policy**

*by*Gregory C. Chow

**Economic Effects of Political Movements in China: Lower Bound Estimates**

*by*Gregory C. Chow

**Estimating Economic Effects of Political Movements in China**

*by*Gregory C. Chow

**Parametric Estimation Of Diffusion Processes Sampled At First Exit Time**

*by*Jaime A. Londoño

**From Economic Activity to Understanding Spaces**

*by*Diego Iribarren

**Innovation And Technological Evolution In A Western European Country – The Case Of Portugal**

*by*Jose Ramos Pires Manso

**Asymptotic null distributions of stationarity and nonstationarity**

*by*Nunzio Cappuccio & Diego Lubian

**Wavelet Estimation of Integrated Volatility**

*by*Asger Lunde & Esben Hoeg

**Extreme Value Index Estimators and Smoothing Alternatives: A Critical Review**

*by*Tsourti, Zoi & Panaretos, John

**A Predictive Model Evaluation and Selection Approach - The Correlated Gamma Ratio Distribution**

*by*Xekalaki, Evdokia & Panaretos, John & Psarakis, Stelios

**The Use of Indices in Surveys**

*by*Maravelakis, Petros & Perakis, Michael & Psarakis, Stelios & Panaretos, John

**An empirical model of volatility of returns and option pricing**

*by*McCauley, Joseph L. & Gunaratne, Gemunu H.

**On the New Notion of the Set-Expectation for a Random Set of Events**

*by*Vorobyev, Oleg Yu. & Vorobyev, Alexey O.

**Estimation in semiparametric spatial regression**

*by*Gao, Jiti & Lu, Zudi & Tjostheim, Dag

**Realized Beta: Persistence and Predictability**

*by*Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu

**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

**Hedonic Price Indexes with Unobserved Product Characteristics, and Application to PC's**

*by*C. Lanier Benkard & Patrick Bajari

**What Happens After a Technology Shock?**

*by*Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson

**Hedging Sudden Stops and Precautionary Contractions**

*by*Ricardo J. Caballero & Stavros Panageas

**Maximum Likelihood Estimation of Latent Affine Processes**

*by*David S. Bates

**Common Sense and Simplicity in Empirical Industrial Organization**

*by*Ariel Pakes

**What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments**

*by*Marianne Bitler & Jonah Gelbach & Hilary Hoynes

**A Multiple Indicators Model for Volatility Using Intra-Daily Data**

*by*Robert F. Engle & Giampiero M. Gallo

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*DUFOUR, Jean-Marie

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*DUFOUR, Jean-Marie

**Using Evolutionary Spectra to Forecast Time Series**

*by*Elizabeth Ann Maharaj

**A possibilistic approach to latent structure analysis for symmetric fuzzy data**

*by*D'Urso, Pierpaolo & Giordani, Paolo

**A least squares approach to Principal Component Analysis for interval valued data**

*by*D'Urso, Pierpaolo & Giordani, Paolo

**How to (and How Not to) Analyze Deficient Height Samples**

*by*Komlos, John

**Improvements in Maximum Likelihood Estimators of Truncated Normal Samples with Prior Knowledge of σ**

*by*A'Hearn, Brian & Komlos, John

**Relaxing the Strict Exogeneity Assumption in a Dynamic Random Probit Model**

*by*Steen Winther Blindum

**History of Historical Statistics of the United States**

*by*Chiswick, Carmel U.

**History of Historical Statistics of the United States**

*by*Chiswick, Carmel U.

**Using State Administrative Data to Measure Program Performance**

*by*Mueser, Peter R. & Troske, Kenneth & Gorislavsky, Alexey

**Using State Administrative Data to Measure Program Performance**

*by*Mueser, Peter & Troske, Kenneth R. & Gorislavsky, Alexey

**Testing for the Monotone Likelihood Ratio Assumption**

*by*Jutta Roosen & David A. Hennessy

**Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong**

*by*Weshah A. Razzak

**Bio-Ecological Diversity vs. Socio-Economic Diversity: A Comparison of Existing Measures**

*by*Carole Maignan & Gianmarco Ottaviano & Dino Pinelli & Francesco Rullani

**Fact or fiction? Re-examination of Chinese premodern population statistics**

*by*Kent Deng

**Date tilting for time series**

*by*Peter Hall & Qiwei Yao

**Adaptive varying co-efficient linear models**

*by*Jianqing Fan & Qiwei Yao & Zongwu Cai

**Inference in ARCH and GARCH models with heavy-tailed errors**

*by*Peter Hall & Qiwei Yao

**Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction**

*by*Wenyang Zhang & Qiwei Yao & Howell Tong & Nils Chr Stenseth

**Least absolute deviations estimation for ARCH and GARCH models**

*by*Liang Peng & Qiwei Yao

**Denis Sargan: some perspectives**

*by*Peter M. Robinson

**Edgeworth expansions for semiparametric Whittle estimation of long memory**

*by*L. Giraitis & P.M. Robinson

**Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity**

*by*Angelos Dassios & Jiwook Jang

**Forecasting non-stationary time series by wavelet process modelling**

*by*Piotr Fryzlewicz & Sébastien van Bellegem & Rainer von Sachs

**Inference in components of variance models with low replication**

*by*Peter Hall & Qiwei Yao

**From Economic Activity to Understanding Spaces**

*by*Diego Iribarren

**Reducing Attrition Bias using Targeted Refreshment Sampling and Matching**

*by*Dolton, Peter

**Controlling Inventories in a Supply Chain**

*by*Eric Porras Musalem & Rommert Dekker

**Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions**

*by*Philip A. Haile & Han Hong & Matthew Shum

**Models For Measuring The Research Performance And Management Of The Public Labs**

*by*Mario Coccia

**Short Run and Long Run Causality in Time Series: Inference**

*by*Jean-Marie Dufour & Denis Pelletier & Éric Renault

**Identification, Weak Instruments and Statistical Inference in Econometrics**

*by*Jean-Marie Dufour

**Misinterpreting a Failure to Disconfirm as a Confirmation: A Recurrent Misreading of Significance Tests**

*by*Thomas Mayer

**A Frequent Misuse of Significance Tests**

*by*Thomas Mayer

**Sibling Death Clustering in India: Genuine Scarring vs Unobserved Heterogeneity**

*by*Wiji Arulampalam & Sonia Bhalotra

**L'approccio statistico delle disuguaglianze sociali**

*by*Alain Bihr

**Econometrics**

*by*Michael Creel

**Capitale sociale, associazionismo economico e istituzioni: indicatori statistici di sintesi**

*by*Alessandro Arrighetti & Andrea Lasagni & Gilberto Seravalli

**Is Africa Integrated in the Global Economy?**

*by*Arvind Subramanian & Natalia T. Tamirisa

**Scaling, self-similarity and multifractality in FX markets**

*by*Xu, Zhaoxia & Gençay, Ramazan

**Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density**

*by*AHAMADA IBRAHIM

**The properties of asymmetric unit root tests in the presence of mis-specified asymmetry**

*by*Steve Cook

**Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment**

*by*Boriss Siliverstovs

**The scaling function-based estimator of the long memory parameter: a comparative study**

*by*jérôme Fillol & Fabien Tripier

**A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms**

*by*Carsten Trenkler

**Trends in New Zealand Bank Efficiency over Time**

*by*Tripe, David

**Crecimiento y convergencia: a propósito de Quah**

*by*Jhon James Mora

**Identification, weak instruments, and statistical inference in econometrics**

*by*Jean-Marie Dufour

**Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy**

*by*Titus O. Awokuse & David A. Bessler

**Portfolio Optimization: which alternatives to standard gaussian model?**

*by*Marina Resta

**Graduate Econometrics Lecture Notes**

*by*Michael Creel

**A Markov Chain Model of Inflation in India**

*by*Vijayamohanan Pillai N

**A Markov Chain Model of Inflation in India**

*by*Vijayamohanan Pillai N

**Assessing Voluntary Commitments: Monitoring is Not Enough!**

*by*Böhringer, Christoph & Frondel, Manuel

**Detrending Time-Aggregated Data**

*by*David Aadland

**Detrending Time-Aggregated Data**

*by*David Aadland

**Fractional Reserve Banking as Economic Parasitism: A Scientific, Mathematical & Historical Expose, Critique, and Manifesto**

*by*Vladimir Z. Nuri

**Estimation and Inference in Social Experiments**

*by*Christopher Ferrall

**On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture**

*by*Gauthier Lanot

**Detrending Time-Aggregated Data**

*by*David Aadland

**Subjektive Daten in der empirischen Wirtschaftsforschung: Probleme und Perspektiven**

*by*Rainer Winkelmann

**Testing for Indeterminacy in Linear Rational Expectations Models**

*by*Thomas Lubik & Frank Schorfheide

**Identifying the Out of Control Variable in a Multivariate Control Chart**

*by*Maravelakis, Petros & Bersimis, Sotiris & Panaretos, John & Psarakis, Stelios

**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

**Modeling the Macro-Economy of Bangladesh**

*by*Lord, Montague J.

**Convergence and Stability in US Regional Employment**

*by*Andrew Glyn & Robert Rowthorn

**Factor Price Equalization in the UK?**

*by*Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson

**Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand**

*by*Nelson C. Mark & Donggyu Sul

**Parametric and Nonparametric Volatility Measurement**

*by*Torben G. Andersen & Tim Bollerslev & Francis X. Diebold

**Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market**

*by*George Hall & John Rust

**A Test for Correlation between Signal and Noise within the Errors in Variables Model**

*by*Ramses H. ABUL NAGA

**On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture**

*by*Gauthier Lanot

**School Effects and Labor Market Outcomes for Young Adults in the 1980s and 1990s**

*by*Constant, Amelie F. & Konstantopoulos, Spyros

**School Effects and Labor Market Outcomes for Young Adults in the 1980s and 1990s**

*by*Constant, Amelie & Konstantopoulos, Spyros

**Attribute Choices and Structural Econometrics of Price Elasticity of Demand**

*by*Fève, Frédérique & Fève, Patrick & Florens, Jean-Pierre

**Nonparametric estimation and symmetry tests for conditional density functions**

*by*Qiwei Yao & Rob J. Hyndman

**Prediction and nonparametric estimation for time series with heavy tails**

*by*Peter Hall & Liang Peng & Qiwei Yao

**Moving-maximum models for extrema of time series**

*by*Peter Hall & Liang Peng & Qiwei Yao

**Local primitive causality and the common cause principle in quantum field theory**

*by*Miklós Rédei & Stephen J. Summers

**Nonparametric estimation with aggregated data**

*by*Oliver Linton & Yoon-Jae Whang

**The effects of kin on child mortality in rural Gambia**

*by*Rebecca Sear & Fiona Steele & Ian A. McGregor & Ruth Mace

**Nonlinear time series modelling of highly fluctuating biological population over space - main results**

*by*Howell Tong & Nils Chr Stenseth & Qiwei Yao

**Sensitivity of inequality measures to extreme values**

*by*Frank Cowell & Emmanuel Flachaire

**Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency**

*by*Chang, Yoosoon

**Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking**

*by*Arcidiacono, Peter & Sieg, Holger & Sloan, Frank

**Response Surface Methodology's Steepest Ascent and Step Size Revisited**

*by*Kleijnen, J.P.C. & Hertog, D. den & Angun, M.E.

**Statistical Analysis of Random Simulations: Bootstrap Tutorial**

*by*Deflandre, D. & Kleijnen, J.P.C.

**Metrics of the public research lab performance and strategic behaviour**

*by*Mario Coccia

**An Introduction to Wavelets for Economists**

*by*Christoph Schleicher

**Filtering for Current Analysis**

*by*Simon van Norden

**Risk, Entropy, and the Transformation of Distributions**

*by*R. Mark Reesor & Don L. McLeish

**Econometrics for Summative Evaluations: An Introduction to Recent Developments**

*by*Deborah Cobb-Clark & Thomas Crossley

**Structural Inferences from First-Price Auction Experiments**

*by*Paul Pezanis-Christou & Andres Romeu

**Are there non linearities in US: Latin American real exchange behavior**

*by*Mark J.Holmes

**Generational Equality in Iceland**

*by*Ásta Herdís Hall & Sólveig Frída Jóhannsdóttir

**An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models**

*by*Elena Casquel & Ezequiel Uriel

**Markov chain approximation in bootstrapping autoregressions**

*by*Stanislav Anatolyev & Andrey Vasnev

**How Reliable are the Estimates of the Underground Economy?**

*by*Christopher Bajada

**The Dynamic Correlation Between Growth and Unemployment**

*by*Fabien Tripier

**On Plutocratic and Democratic CPIs**

*by*Eduardo Ley

**Fully restricted linear regression: A pedagogical note**

*by*Harry Haupt & Walter Oberhofer

**Quasi Monte Carlo methods for macroeconometric simulation**

*by*Jenny X. Li and Peter Winker

**Testing for Asymmetric Dynamic Oligopoly Models**

*by*Ralph Siebert and Christine Zulehner

**Simulated Specification Tests for Panel Multinomial Probit Models: Some Finite Sample Evidence**

*by*Jiahui Wang

**Inductive Inference: An Axiomatic Approach**

*by*Gilboa, I. & Schmeidler, D.

**Econometric Analysis of Cross Section and Panel Data**

*by*Jeffrey M. Wooldridge

**A Wavelet Exploration Of The Bvl Index**

*by*Paulo Brito

**Detrending Methods for Macroeconomic Variables: A Comparative View Patterns in Neighboring Areas**

*by*Marios Fridakis & Alexandra Livada

**Interpretation of Regressions with Multiple Proxies**

*by*Darren Lubotsky & Martin Wittenberg

**Lag Length Estimation in Large Dimensional Systems**

*by*Jesus Gonzalo & Jean-Yves Pitarakis

**Metagrowth 1.0, a computer program for robustness analysis**

*by*Heijungs, Reinout & Groot, Henri L. F. de & Florax, Raymond J.G.M.

**Does Charter School Attendance Improve Test Scores?: Comments and Reactions on the Arizona Achievement Study**

*by*Christopher Nelson & Kevin Hollenbeck

**The Network-Enabled Optimization System (NEOS) - a means of solving optimization problems over the Internet**

*by*Max E. Jerrell and Wendy A. Campione

**The Wild Bootstrap, Tamed at Last**

*by*Russell Davidson & Emmanuel Flachaire

**On Certain Indices for Ordinal Data with Unequally Weighted Classes**

*by*Perakis, Michael & Maravelakis, Petros & Psarakis, Stelios & Xekalaki, Evdokia & Panaretos, John

**Extreme Value Index Estimators and Smoothing Alternatives: Review and Simulation Comparison**

*by*Tsourti, Zoi & Panaretos, John

**On Some Bivariate Extensions of the Folded Normal and the Folded-T Distributions**

*by*Psarakis, Stelios & Panaretos, John

**Aspects of Estimation Procedures at Eurostat with Some Emphasis on Over-Space Harmonisation**

*by*Panaretos, John & Tzavidis, Nikolaos

**A Simulation Study on the Performance of Extreme-Value Index Estimators and Proposed Robustifying Modifications**

*by*Tsourti, Zoi & Panaretos, John

**Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange**

*by*Margiora, Philippa & Panaretos, John

**Effect of Estimation on the Univariate Control Charts for Process Dispersion**

*by*Maravelakis, Petros & Panaretos, John & Psarakis, Stelios

**Les algorithmes de la modélisation : une analyse critique pour la modélisation économique**

*by*Buda, Rodolphe

**Portfolio Analysis of Financial Market Risks by Random Set Tools**

*by*Vorobyev, Oleg Yu. & Novosyolov, Arcady A. & Simonov, Konstantin V. & Fomin, Andrew

**Capitale sociale, associazionismo economico e istituzioni: indicatori statistici di sintesi**

*by*A. Arrighetti & A. Lasagni & G. Seravalli

**Economic Forecasting: Some Lessons from Recent Research**

*by*David Hendry & Michael P. Clements

**Analyzing the Effects of Labor Standards on U.S. Export Performance: A Time Series Approach With Structural Change**

*by*Gabriel Rodriguez & Yiagadeesen Samy

**Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking**

*by*Peter Arcidiacono & Holger Sieg & Frank Sloan

**Modeling and Forecasting Realized Volatility**

*by*Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys

**Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach**

*by*Patrick Bajari & C. Lanier Benkard

**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

**The wild bootstrap, tamed at last**

*by*Russell Davidson & Emmanuel Flachaire

**Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters**

*by*Qiwei Yao & Wengyan Yang & Howell Tong

**Smoothing for discrete-valued time series**

*by*Zongwu Cai & Qiwei Yao & Wenyang Zhang

**Text mining methods: an answer to Chartier and Meunier**

*by*Saadi Lahlou

**Second-order approximation for adaptive regression estimators**

*by*Oliver Linton & Zhijie Xiao

**Narrow-band analysis of nonstationary processes**

*by*D. Marinucci & Peter M. Robinson

**Gaussian estimation of parametric spectral density with unknown pole**

*by*L Giraitis & J Hidalgo & Peter M. Robinson

**Sequential Regression: A Neodescriptive Approach to Multicollinearity**

*by*Norman Fickel

**Regression Quantiles for Unstable Autoregressive Models**

*by*Ling, S. & McAleer, M.

**Metagrowth 1.0, a computer program for robustness analysis**

*by*Heijungs, Reinout & Groot, Henri L. F. de & Florax, Raymond J.G.M.

**Optimal Predictive Tests and a Simulation Study**

*by*Alain Guay

**Testing for Structural Change in the Presence of Auxiliary Models**

*by*Eric Ghysels & Alain Guay

**Does ICT boost Dutch productivity growth?**

*by*Henry van der Wiel

**Testing for Structural Change in the Presence of Auxiliary Models**

*by*Eric Ghysels & Alain Guay

**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

**Asymmetric Smiles, Leverage Effects and Structural Parameters**

*by*René Garcia & Richard Luger & Éric Renault

**Overnight Borrowing, Interest Rates and Extreme Value Theory**

*by*Faruk Selcuk & Ramazan Gencay

**articles: Modelling the geography of economic activities on a continuous space**

*by*Giuseppe Arbia

**The impact of health on wages: Evidence from the British Household Panel Survey**

*by*(*), Nigel Rice & Paul Contoyannis

**Least Median Squares: A Robust Regression Techique**

*by*Ozlem ONDER

**Testing for asymmetry in Okun's law: A cross-country comparison**

*by*Brian Silverstone & Richard Harris

**Nonparametric density estimation: A comparative study**

*by*Teruko Takada

**Asymmetric unit root tests in the presence of structural breaks under the null**

*by*Steven Cook

**F versus t tests for unit roots**

*by*Peter E. Kennedy & John Elder

**Prior Information: The Mixed Prediction Approach**

*by*Harry Haupt & Walter Oberhofer

**Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors**

*by*Aman Ullah & Shalabh & Debasri Mukherjee

**Le statut changeant de la corrélation en économétrie (1910-1944)**

*by*Michel Armatte

**Quelques possibilites d'amelioration du traitement des creances souveraines aux fins du calcul du ratio de capitalisation des banques**

*by*Leroux, F. & Menif, B.

**Sequential Regression: A Neodescriptive Approach to Multicollinearity**

*by*Norman Fickel

**Quantitative methods to evaluate geographically-targeted economic development programs**

*by*Bondonio, Daniele

**Social and Educational Impact from the Introduction of National Exams in Greek High Schools: First Findings**

*by*Panaretos, John

**Growth Economics and Reality**

*by*William A. Brock & Steven N.Durlauf

**Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools**

*by*Joseph G. Altonji & Todd E. Elder & Christopher R. Taber

**Interactions-Based Models**

*by*William Brock & Steven N. Durlauf

**The Correlation Between Husband's and Wife's Education: Canada, 1971-1996**

*by*Lonnie Magee & John Burbidge & Les Robb

**The Correlation Between Husband's and Wife's Education: Canada, 1971-1996**

*by*Lonnie Magee & John Burbidge & Les Robb

**IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample**

*by*Bender, Stefan & Haas, Anette & Klose, Christoph

**IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample**

*by*Bender, Stefan & Haas, Anette & Klose, Christoph

**Estimation in a Duration Model for Evaluating Educational Programs**

*by*Brännäs, Kurt

**Estimation in a Duration Model for Evaluating Educational Programs**

*by*Brännäs, Kurt

**Common structure in panels of short time series**

*by*Qiwei Yao & Howell Tong & Bärbel Finkenstädt & Nils Chr Stenseth

**Nonparametric estimation of ratios of noise to signal in stochastic regression**

*by*Howell Tong & Qiwei Yao

**Functional-coefficient regression models for nonlinear time series**

*by*Zongwu Cai & Jianqing Fan & Qiwei Yao

**Conditional minimum volume predictive regions for stochastic processes**

*by*Wolfgang Polonik & Qiwei Yao

**Financial markets survey written for encyclopedia EOLSS**

*by*Jeanblanc, Monique & Dana, Rose-Anne

**Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors**

*by*Jean-Marie Dufour & Joanna Jasiak

**Demand Systems With Nonstationary Prices**

*by*Arthur Lewbel & Serena Ng

**Growth economics and reality**

*by*Brock,W.A. & Durlauf,S.N.

**Qué hacer y no hacer para mejorar las notas? Un caso aplicado al curso de Econometría I**

*by*Nupia Oscar Andrés & Cristina Arango, Martín Bermudez, Juana Paola Bustamante & Ana María Cadena, Camilo Dominguez, Ana Carolina Duque & Mariana Fajardo, Daniel Gómez, Diana Hernández, Luisa Valdes, Carolina Zuluaga

**A Bayesian Exploration of Growth and Convergence**

*by*Landon-Lane, J.S. & Quinn, J.A.

**Les methodes du bootstrap dans les modeles de regression**

*by*Flachaire, E.

**Les methodes du bootstrap dans les modeles de regression**

*by*Flachaire, E.

**The Wild Bootstrap, Tamed at Last**

*by*Davidson, R. & Flachaire, E.

**The Wild Bootstrap, Tamed at Last**

*by*Davidson, R. & Flachaire, E.

**A Comment on a Paper of Cribari-Neto and Zarkos**

*by*Flachaire, E.

**Artificial Regressions**

*by*Davidson, R. & MacKinnon & J.G.

**The impact of the use of forecasts in information sets**

*by*Gallo, Giampiero M. & Granger, Clive William John & Jeon, Yongil

**Multiproduct Competition, Learning by Doing and Price-Cost Margins over the Product Life Cycle: Evidence from the DRAM Industry**

*by*Ralph Siebert

**A Heisenberg Bound for Stationary Time Series**

*by*Eric Blankmeyer

**L-scaling**

*by*Eric Blankmeyer

**Best Log-linear Index Numbers: Extensions and Applications**

*by*Eric Blankmeyer

**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

**Worst-case bounds for the logarithmic loss of predictors**

*by*Nicolò Cesa Bianchi & Gábor Lugosi

**A sharp concentration inequality with applications**

*by*Stéphane Boucheron & Gábor Lugosi & Pascal Massart

**Almost sure testability of classes of densities**

*by*Luc Devroye & Gábor Lugosi

**An Analysis of the Evolution of the Skill Premium**

*by*Ingram, Beth & Neumann, George

**Some Statistical Analysis of Greek Crime Data**

*by*Tsiamtsouri, Alexandra & Panaretos, John

**Control Charts for the Lognormal Distribution**

*by*Maravelakis, Petros & Panaretos, John & Psarakis, Stelios

**Analysis and Comparison of Greek Parliamentary Electoral Systems of the Period 1974-1999**

*by*Kalogirou, Aikaterini & Panaretos, John

**A Correspondence Analysis of Labour Market Institutions**

*by*Autiero, Giuseppina & Bruno, Bruna & Mazzotta, Fernanda

**A Heuristic Method for Extracting Smooth Trends from Economic Time Series**

*by*Julio J. Rotemberg

**The Band Pass Filter**

*by*Lawrence J. Christiano & Terry J. Fitzgerald

**Estimating Returns to Schooling When Schooling is Misreported**

*by*Thomas J. Kane & Cecilia Elena Rouse & Douglas Staiger

**Unit Root Tests Are Useful for Selecting Forecasting Models**

*by*Francis X. Diebold & Lutz Kilian

**The Art of Labormetrics**

*by*Daniel S. Hamermesh

**Equiality of Opportunity and Kernel Density Estimation: An Application to Intergenerational Mobility**

*by*Donal O'Neill & Olive Sweetman & Dirk van de gaer

**Equiality of Opportunity and Kernel Density Estimation: An Application to Intergenerational Mobility**

*by*Donal O'Neill & Olive Sweetman & Dirk van de gaer

**Causality and Comovement between Tax Rate and Budget Deficits: Further Evidence from Developing Countries**

*by*Aka, F.B. & Decaluwé, B.

**Methods for estimating a conditional distribution function**

*by*Peter Hall & Rodney C. L. Wolff & Qiwei Yao

**Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels**

*by*Peter M. Robinson & M. Henry

**The existence and asymptotic properties of a backfitting projection algorithm under weak conditions**

*by*Oliver Linton & E. Mammen & J. Nielsen

**A better way to bootstrap pairs**

*by*FLACHAIRE, Emmanuel

**Latent Variable Models for Stochastic Discount Factors**

*by*René Garcia & Éric Renault

**Stochastic Volatility: Univariate and Multivariate Extensions**

*by*Éric Jacquier & Nicholas G. Polson & Peter E. Rossi

**Non-nested Hypothesis Testing: An Overview**

*by*Pesaran, M. H. & Weeks, M.

**Turning from Crime: A Dynamic Perspective**

*by*Robin C. Sickles & Jenny Williams

**Zufall und Quasi-Monte Carlo Ansätze, Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie**

*by*Peter Winker & Kai-Tai Fang

**Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM**

*by*Neely, C.J. & Roy, A. & Whiteman, C.H.

**Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance**

*by*Surajit, R. & Ravikumar, B. & Savin, N.E.

**(Fractional) Beta Convergence**

*by*Michelacci, C. & Zaffaroni, P.

**Reseaux de neurones, lissage de la fonction d'actualisation et prevision des OAT demembrees: une etude empirique**

*by*Bolgot, S. & Meyfredi, J.-C.

**Internet Economics**

*by*

**Numerical Methods in Economics**

*by*Kenneth L. Judd

**Bayesian and Classical Approaches to Instrumental Variables Regression**

*by*Frank Kleibergen & Eric Zivot

**An Approximate Wavelet MLE of Short and Long Memory Parameters**

*by*Mark J. Jensen

**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

**Extreme Value Theory and its Applications to Financial Risk Management**

*by*Tsevas, G. & Panaretos, John

**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

**Assessment of School Effectiveness in Greece using Multilevel Models**

*by*Kosmopoulou, Anna & Panaretos, John

**On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems**

*by*Panaretos, John & Psarakis, Stelios & Xekalaki, Evdokia

**The forward rate unbiasedness hypothesis in inflation-targeting regimes**

*by*W A Razzak

**Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors**

*by*DUFOUR, Jean-Marie & JASIAK, Joanna

**A bootstrap detection for operational determinism**

*by*Qiwei Yao & Howell Tong

**Linearity testing using local polynominal approximation**

*by*Vidar Hjellvik & Qiwei Yao & Dag Tjostheim

**Efficient estimation of conditional variance functions in stochastic regression**

*by*Jianqing Fan & Qiwei Yao

**Cross-validatory bandwidth selection for regression estimation based on dependent data**

*by*Howell Tong & Qiwei Yao

**On a semiparametric survival model with flexible covariate effect**

*by*Jens P. Nielsen & Oliver Linton & Peter J. Bickel

**Measuring income mobility with dirty data**

*by*Frank Cowell & Christian Schluter

**Structural Change Tests for Simulated Method of Moments**

*by*Eric Guysels & Alain Guay

**Structural Change Tests for Simulated Method of Moments**

*by*Eric Ghysels & Alain Guay

**Risk Aversion, Intertemporal Substitution, and Option Pricing**

*by*René Garcia & Éric Renault

**Uncertainty and Multiple Paradigms of the Transmission Mechanism**

*by*Engert, Walter & Selody, Jack

**A Discussion of the Reliability of Results Obtained with Long-Run Identifying Restrictions**

*by*St-Amant, P. & Tessier, D.

**Band Spectral Regression with Trending Data**

*by*Corbae, D. & Ouliaris, S. & Phillips, P.C.B.

**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**

*by*Zivot, E & Startz, R & Nelson, C-R

**Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization**

*by*Kim, C-J & Nelson, C-R

**Asymptotic Results for Cointegration Tests in Non-Stable Cases**

*by*Nielsen, B

**The Kuznets U-Curve Hypothesis: Some Panel Data Evidence**

*by*Matyas, L. & Konya, L. & Macquarie, L.

**Analytic Small Sample Bias and Standard Error Calculations for Tests of Serial Correlation in Market Returns**

*by*Smith, M. & Naik, N.Y.

**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**

*by*Zivot, E & Startz, R & Nelson, C-R

**Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization**

*by*Kim, C-J & Nelson, C-R

**A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring**

*by*Gurler, Y & Gijbels, I

**Bootstrap Tests of Nonnested Linear Regression Models**

*by*Davidson, R. & Mackinnon, J.G.

**The Size and Power of Bootstrap Tests**

*by*Mackinnon, J-G

**Dynamic Labour Market Behaviour in the British Household Panel Survey : The Effects of Recall Bias and Panel Attrition**

*by*Paull, G

**The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models**

*by*Sentana, E.

**Bootstrap Testing in Nonlinear Models**

*by*Davidson, R. & Mackinnon, J.G.

**Unemployment Insurance in Theory and Practice**

*by*Holmlund, B.

**Welfare - Vol. 2: Measuring Social Welfare**

*by*Dale W. Jorgenson

**An estimator for the road freight handling factor**

*by*Thomas Cool

**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

**The Angular Distribution of Asset Returns in Delay Space**

*by*Roger Koppl & Carlo Nardone

**Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings**

*by*Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo

**Nonlinear and Complex Dynamics in Economics**

*by*William A. Barnett & Alfredo Medio & Apostolos Serletis

**On the Estimation and Inference of a Cointegrated Regression in Panel Data**

*by*Chihwa Kao & Min-Hsien Chiang

**Nonparametric Least Squares Regression and Testing in Economic Models**

*by*Adonis Yatchew & Len Bos

**Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics**

*by*Keane, Michael & Wolpin, Kenneth

**Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters**

*by*Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis

**Prediction and sufficiency in the model factor analysis**

*by*Ramses H. Abul Naga

**Large-sample inference for nonparametric regression with dependent errors**

*by*Peter M. Robinson

**Parametric and non-parametric approaches to price and tax reform**

*by*Angus Deaton & Serena Ng

**Comparative Statics under Uncertainty : Single Crossing Properties and Log-Supermodularity**

*by*Athey, S

**A Multicriteria Approach to Model Specification and Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**A Nonlinear Alternative for Approximable Maps : A Simple Proof**

*by*Ben-El-Mechaiekh, H & Chebbi, S & Florenzano, M

**A Genetic Algorithm for Solving (UN) Weighted Independent Set, Vertex Covering, Set Packing and Clique Problems**

*by*Hifi, M

**The A Algorithm for Orthogonal Rectanfular Packing and Strip Packing Problems**

*by*Hifi, M & Ouafi, R

**Lyapounov Exponents and Hamiltonian Oscillations**

*by*Cherif, F

**Logarithmic Stock Returns : Leptokustosis, Heteroskedasticity and Change-Points**

*by*Weiner, C

**Testing Monotonicity of Regression**

*by*Bowman, A-W & Jones, M-C & Gijbels, I

**Central Limit Theorem for Degenerate U-Statistics of Absolutely Regular Processes with Applications to model Specification Testing**

*by*Fan, Y & Li, Q

**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.

**Measuring Productivity Differences in Equilibrium Search Models**

*by*Lanot, G & Neumann, G-R

**The Econometric Analysis of Economic Policy**

*by*Banerjee, A & Hendry, D-F & Mizon, G-E

**Selecting the Number of Replications in a Simulation Study**

*by*Ignacio Dmaz-Emparanza

**Bootstrap Methods For Covariance Structures**

*by*Joel L. Horowitz

**Stochastic Volatility: Likelihood Inference And Comparison With Arch Models**

*by*Sangjoon Kim & Neil Shephard & Siddhartha Chib

**Bootstrap Methods for Median Regression Models**

*by*Joel L. Horowitz

**Posterior Simulation and Bayes Factors in Panel Count Data Models**

*by*Siddhartha Chib & Edward Greenberg & Rainer Winkelmann

**Bayesian Analysis of Multivariate Probit Models**

*by*Siddhartha Chib & Edward Greenberg

**A Spline Analysis of the Small Firm Effect: Does Size Really Matter?**

*by*Joel L. Horowitz & Tim Loughran & N. E. Savin

**Measuring Productivity Differences in Equilibrium Search Models**

*by*Gathier Lanot & George Neumann

**The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models**

*by*N.E. Savin & Allan Wurtz

**Power of Tests in Binary Response Models**

*by*N.E. Savin & Allan Wurtz

**Real and Spurious Long Memory Properties of Stock Market Data**

*by*I.N. Lobato & N.E. Savin

**The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market**

*by*Francisco F. R. Ramos

**Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures**

*by*Simon van Norden & Robert Vigfusson

**Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator**

*by*Joel L. Horowitz

**Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable**

*by*Tue Gorgens & Joel L. Horowitz

**Bootstrap Methods in Econometrics: Theory and Numerical Performance**

*by*Joel L. Horowitz

**Search Models and Duration Data**

*by*George Neumann

**Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations**

*by*Joel L. Horowitz & Charles F. Manski

**Fitting Equilibrium Search Models to Labor Market Data**

*by*Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann

**The Size and Power of Bootstrap Tests**

*by*Russell Davidson & James G. MacKinnon

**Asymptotics for GMM Estimators with Weak Instruments**

*by*James H. Stock & Jonathan Wright

**Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models**

*by*Francis X. Diebold & Til Schuermann

**Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems**

*by*Jianqing Fan & Qiwei Yao & Howell Tong

**Conditional boundary crossing probabilities and two-stage tests for a change-point**

*by*Qiwei Yao

**Asymmetric least squares regression estimation: a nonparametric approach**

*by*Qiwei Yao & Howell Tong

**Likelihood Analysis of Non-Gaussian Parameter-Driven Models**

*by*Shephard, N. & Pitt, M.K.

**Initial Conditions and Moment Restrictions in Dynamic Panel Data Models**

*by*Blundell, R. & Bond, S.

**Bootstrap Tests of Nonnested Linear Regression Models**

*by*Davidson, R. & Mackinnon, J. G.

**The Canadian Experience with Weighted Monetary Aggregates**

*by*David Longworth & Joseph Atta-Mensah

**Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions**

*by*Alain DeSerres & Alain Guay

**Further investigation of the uncertain unit root in GNP**

*by*Yin-Wong Cheung & Menzie Chinn

**Improved Score Tests for One-parameter Exponential Family Models**

*by*Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto

**On Bartlett and Bartlett-Type Corrections**

*by*F. Cribari-Neto & G.M. Cordeiro

**A Score Test for Seasonal Fractional Integration and Cointegration**

*by*Param Silvapulle

**Observed Choice, Estimation, and Optimism About Policy Changes**

*by*Eric Rasmusen

**Improved Test Statistics for Multivariate Regression**

*by*Francisco Cribari-Neto & Spyros Zarkos

**OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels**

*by*Mark J. Jensen

**Bartlett Corrections for One-Parameter Exponential Family Models**

*by*G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari

**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

**A Frontier Model for Landscape Ecology: The Tapir in Honduras**

*by*Kevin Flesher & Eduardo Ley

**Unit Root Tests and the Burden of Proof**

*by*Robert A. Amano & Simon van Norden

**Fads or Bubbles?**

*by*Simon van Norden & Huntley Schaller & )

**Speculative Behaviour, Regime-Switching, and Stock Market Crashes**

*by*Simon van Norden & Huntley Schaller & )

**Regime Switching in Stock Market Returns**

*by*Simon van Norden & Huntley Schaller & )

**Regime Switching as a Test for Exchange Rate Bubbles**

*by*Simon van Norden

**A Multicriteria Approach to Model Specification and Estimation**

*by*Robert Kalaba & Leigh Tesfatsion

**Bayesian Analysis of Long Memory and Persistence using ARFIMA Models**

*by*Gary Koop

**Replenishing Stock Under Uncertainty**

*by*Xekalaki, Evdokia & Panaretos, John

**Dynamic Equilibrium Economies: A Framework for Comparing Models and Data**

*by*Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz

**Measuring Volatility Dynamics**

*by*Francis X. Diebold & Jose A. Lopez

**On initial-condition sensitivity and prediction in nonlinear stochastic systems**

*by*Qiwei Yao & Howell Tong

**Bootstrap Estimation for Nonparametric Efficiency Estimates**

*by*WILSON, Paul & SIMAR, Leopold

**A Guide to Applied Modern Macroeconometrics**

*by*Alain Paquet

**Are there Psychological Barriers in the Dow-Jones Index?**

*by*Eduardo Ley & Hal R. Varian

**Using Expectations Data to Study Subjective Income Expectations**

*by*Jeff Dominitz & Charles F. Manski

**Eliciting Student Expectations Of The Returns To Schooling**

*by*Jeff Dominitz & Charles F. Manski

**Testing the null of stationarity in the presence of structural breaks for multiple time series**

*by*Ahn & Byung Chul

**Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition**

*by*Joel L. Horowitz & Charles F. Manski

**Simultaneity With Downward Sloping Demand**

*by*Charles F. Manski

**Wavelets in Econometrics: An Application to Outlier Testing**

*by*Seth A. Greenblatt

**Markov Chain Monte Carlo Simulation Methods in Econometrics**

*by*Siddhartha Chib & Edward Greenberg

**The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation**

*by*Robert A. Amano & Tony S. Wirjanto

**A Further Analysis of Exchange Rate Targeting in Canada**

*by*Robert A. Amano & Tony S. Wirjanto

**Wavelet Analysis of Fractionally Integrated Processes**

*by*Mark J. Jensen

**Goodness-of-Fit for Revealed Preference Tests**

*by*Hal R. Varian

**Natural and Quasi- Experiments in Economics**

*by*Bruce D. Meyer

**Comparing Predictive Accuracy**

*by*Francis X. Diebold & Robert S. Mariano

**Interpreting Tests of the Convergence Hypothesis**

*by*Andrew B. Bernard & Steven N. Durlauf

**On prediction and chaos in stochastic systems**

*by*Howell Tong & Qiwei Yao

**On subset selection in non-parametric stochastic regression**

*by*Qiwei Yao & Howell Tong

**Comment on X-L Meng, ‘multiple-imputation inferences with uncongenial sources of input’**

*by*Chris J. Skinner

**Quantifying the influence of initial values on nonlinear prediction**

*by*Qiwei Yao & Howell Tong

**Classical Estimation Methods for LDV Models Using Simulation**

*by*V.A. Hajivassiliou & P. A. Ruud

**Nonparametric Multivariate Regression Subject to Constraint**

*by*S. M. Goldman & P. A. Ruud

**A Predictive Approach to Model Selection and Multicollinearity**

*by*Edward Greenberg & Robert P. Parks

**A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies**

*by*Walter Teets & Robert P. Parks

**Using Geographic Variation in College Proximity to Estimate the Return to Schooling**

*by*David Card

**Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes**

*by*Lars Peter Hansen & Jose Alexandre Scheinkman

**A Multicriteria Approach to Dynamic Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh

**Linear and Nonlinear Associative Memories for Parameter Estimation**

*by*Kalaba, Robert E. & Lichtenstein, Z. & Simchony, T. & Tesfatsion, Leigh S.

**A Computer-based System for the Management of Field Crop Pests**

*by*Bhatti, S. A. & Hameed, N. & C., Inayatullah

**A Unified Approach to Dynamic Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Work by Robert Kalaba on Multicriteria Estimation**

*by*Tesfatsion, Leigh S.

**Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Sunspot equilibrium as a game theoretical solution concept**

*by*Forges, Françoise

**On a Testing Procedure for Model Selection**

*by*Panaretos, John & Psarakis, Stelios

**Estimating demand and supply of edible oil in Pakistan**

*by*Haq, Rashida

**An Organizing Principle for Dynamic Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**U.S. Money Demand Instability: A Flexible Least Squares Approach**

*by*Tesfatsion, Leigh S. & Veitch, J.

**A Further Note on Flexible Least Squares and Kalman Filtering**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Flexible Least Squares for Approximately Linear Systems**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**On the Duality of Certain Characterizations of the Exponential and the Geometric Distributions**

*by*Panaretos, John

**The Folded t Distribution**

*by*Psarakis, Stelios & Panaretos, John

**Sequential Nonlinear Estimation With Nonaugmented Priors**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Time-Varying Linear Regression Via Flexible Least Squares**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares**

*by*Kalaba, Robert E. & Rasakhoo, N. & Tesfatsion, Leigh S.

**Some Properties and Applications of the Stuttering Generalized Waring Distribution**

*by*Panaretos, John

**On the Evolution of Surnames**

*by*Panaretos, John

**A Probability Model Involving the Use of the Zero-Truncated Yule Distribution for Analysing Surname Data**

*by*Panaretos, John

**A Probability Distribution Associated With Events With Multiple Occurrences**

*by*Panaretos, John & Xekalaki, Evdokia

**On Some Distributions Arising in Inverse Cluster Sampling**

*by*Xekalaki, Evdokia & Panaretos, John

**What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987**

*by*Lallmahomed, Naguib & Taubert, Peter

**Het gebruik van een parametrische en een semi-parametrische schattingsmethode voor het binaire keuzemodel: Probit Maximum Likelihood versus Maximum Score**

*by*Peeters, H.M.M.

**Exact Sequential Filtering, Smoothing, and Prediction for Nonlinear Systems**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**The Flexible Least Squares Approach to Time-Varying Linear Regression**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Onderzoek naar samenhangen tussen fysieke kenmerken en exploitatiekosten van Rooms-Katholieke kerken**

*by*Franssen, M.M.E. & Peeters, H.M.M.

**On a Functional Equation for the Generating Function of the Logarithmic Series Distribution**

*by*Panaretos, John

**The Stuttering Generalized Waring Distribution**

*by*Panaretos, John & Xekalaki, Evdokia

**On Some Distributions Arising from Certain Generalized Sampling Schemes**

*by*Panaretos, John & Xekalaki, Evdokia

**On Generalized Binomial and Multinomial Distributions and Their Relation to Generalized Poisson Distributions**

*by*Panaretos, John & Xekalaki, Evdokia

**Partial Independence and Finite Distributions**

*by*Panaretos, John

**A Search for Business Cycles with Spectral Analysis**

*by*Dale, Charles

**A Generating Model Involving Pascal and Logarithmic Series Distributions**

*by*Panaretos, John

**Identifiability of Compound Poisson Distributions**

*by*Xekalaki, Evdokia & Panaretos, John

**On Moran's Property of the Poisson Distribution**

*by*Panaretos, John

**Unique Properties of Some Distributions and Their Applications**

*by*Panaretos, John

**On a Structural Property of Finite Distributions**

*by*Panaretos, John

**An Extension of the Damage Model**

*by*Panaretos, John

**On Characterizing Some Discrete Distributions Using an Extension of the Rao-Rubin Theorem**

*by*Panaretos, John

**Morbidity and pollution: model specification analysis for time-series data on hospital admissions**

*by*Krumm, Ronald J. & Graves, Philip E.

**Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons**

*by*Kalaba, Robert E. & Spingarn, K. & Tesfatsion, Leigh S.

**On the Relationship between the Conditional and Unconditional Distribution of a Random Variable**

*by*Panaretos, John

**A Characterization of the Negative Multinomial Distribution**

*by*Panaretos, John

**On the Joint Distribution of Two Discrete Random Variables**

*by*Panaretos, John

**A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**G-Inverses of matrix products**

*by*Werner,Hans-Joachim

**The travelling salesman problem for unbounded random points**

*by*Schuerger,Klaus

**A dynamic model of the financial–real interaction as a model selection criterion for nonparametric stock market prediction**

*by*Peter Woehrmann

**Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models**

*by*Peter Woehrmann & Willi Semmler & Martin Lettau

**Boundary Distributions in Testing Inequality Hypotheses**

*by*Fathali Firoozi

**RNS e l’informazione statistica oltre la scala e la risoluzione dei dati**

*by*Gianluigi Salvucci & Valerio Vitale & Edoardo Patruno

**The StoNED age: The Departure Into a New Era of Efficiency Analysis? An MC study Comparing StoNED and the "Oldies" (SFA and DEA)**

*by*Mark Andor & Frederik Hesse

**A Monte Carlo Simulation comparing DEA, SFA and two simple approaches to combine efficiency estimates**

*by*Mark Andor & Frederik Hesse

**The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange**

*by*Timotheos Angelidis & Alexandros Benos

**Nonlinear Effects of Inflation on Growth: Comment**

*by*Richard C.K. Burdekin & Arthur T. Denzau & Manfred W. Keil & Thitithep Sitthiyot & Thomas D. Willett

**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

**Probability Theory with Economic Applications**

*by*Efe A. Ok

**A Course of Econometrics**

*by*D.S.G. Pollock

**Estrategias de Marketing para la gestión público-privada del comercio de Guipúzcoa. Un modelo basado en el análisis cluster**

*by*Elizagarate Gutiérrez, Victoria & Mediano Serrano, Lucía & Domingo Prieto, Maite

**Cluster analisiaren aplikazio bat ekonomian Donostiako auzoen ikerketa**

*by*Zubia Zubiaurre, Marian