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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods 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:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 2014 More than a Feeling: Personality and Congressional Behavior
    by Hollibaugh, Gary & Klingler, Jonathan & Ramey, Adam
  • 2014 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
  • 2014 Testing for near I(2) trends when the signal to noise ratio is small
    by Juselius, Katarina
  • 2014 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.;
  • 2014 Health econometric evaluation of the effects of a continuous treatment: a machine learning approach
    by Kreif, N.; & Grieve, R.; & Díaz, I.; & Harrison, D.;
  • 2014 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.;
  • 2014 A Replication of "The Political Determinants of Federal Expenditure at the State Level" (Public Choice, 2005)
    by Stratford Douglas & W. Robert Reed
  • 2014 Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets
    by Roberto Casarin & Monica Billio & Anthony Osuntuyi
  • 2014 Psychological Skills, Education, and Longevity of High-Ability Individuals
    by Peter A. Savelyev
  • 2014 Testing for Neglected Nonlinearity Using Artificial Neural Networks with Many Randomized Hidden Unit Activations
    by Tae-Hwy Lee & Zhou Xi & Ru Zhang
  • 2014 The known unknowns of governance
    by Rodolphe Desbordes & Gary Koop
  • 2014 Semiiparametric Selection Models with Binary Outcomes
    by Roger Klein & Chan Shen & Francis Vella
  • 2014 Big Data: Google Searches Predict Unemployment in Finland
    by Tuhkuri, Joonas
  • 2014 Evaluación de la eficiencia comparativa de empresas y entidades productivas: Indicadores y técnicas de análisis
    by Vergés, Joaquim
  • 2014 On various confidence intervals post-model-selection
    by Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl
  • 2014 Effects of innovation on employment in low-income countries: A mixed-method systematic review
    by Ugur, Mehmet & Mitra, Arup
  • 2014 Selected Macroeconomic Variables and Stock Market Movements: Empirical evidence from Thailand
    by Forson, Joseph Ato & Janrattanagul, Jakkaphong
  • 2014 Re-Visiting Financial Development and Economic Growth Nexus: The Role of Capitalization in Bangladesh
    by Shahbaz, Muhammad & Rehman, Ijaz ur & Ahmed Taneem, Muzaffar
  • 2014 The Nexus Between Financial Development and Economic Growth in Lao PDR
    by Kyophilavong, Phouphet & Salah Uddin, Gazi & Shahbaz, Muhammad
  • 2014 A Note on Nominal and Real Devaluation in Laos
    by Kyophilavong, Phouphet & Shahbaz, Muhammad & Salah Uddin, Gazi
  • 2014 Bayesian Survival Modelling of University Outcomes
    by Vallejos, Catalina & Steel, Mark F. J.
  • 2014 Investigating potential output using the Hodrick-Prescott filter: an application for Malta
    by Grech, Aaron George
  • 2014 On the winning virtuous strategies for ultra high frequency electronic trading in foreign currencies exchange markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2014 Monetary Policy and Inequality in Mexico
    by Villarreal, Francisco G.
  • 2014 The Effect of Green Taxation and Economic Growth on Environment Hazards: The Case of Malaysia
    by Nanthakumar, Loganathan & Shahbaz, Muhammad & Taha, Roshaiza
  • 2014 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
  • 2014 Model-based pricing for financial derivatives
    by Zhu, Ke & Ling, Shiqing
  • 2014 Spillover Effects of Homicides across Mexican Municipalities: A Spatial Regime Model Approach
    by Flores, Miguel & Rodriguez-Oreggia, Eduardo
  • 2014 Sign-based specification tests for martingale difference with conditional heteroscedasity
    by Chen, Min & Zhu, Ke
  • 2014 On the Estimation of Supply and Demand Elasticities of Agricultural Commodites
    by Santeramo, Fabio Gaetano
  • 2014 Impact of Oil Price and Shocks on Economic Growth of Pakistan: Multivariate Analysis
    by Nazir, Sidra & Qayyum, Abdul
  • 2014 Testing the hockey-stick hypothesis by statistical analyses of a large dataset of proxy records
    by Travaglini, Guido
  • 2014 A Minimax Bias Estimator for OLS Variances under Heteroskedasticity
    by Ahmed, Mumtaz & Zaman, Asad
  • 2014 Problems of utility and prospect theories. A ”certain-uncertain” inconsistency of the random-lottery incentive system
    by Harin, Alexander
  • 2014 Determinants of International Tourism Demand for the Philippines: An Augmented Gravity Model Approach
    by Deluna, Roperto Jr & Jeon, Narae
  • 2014 Probabilistic Opinion Pooling
    by Dietrich, Franz & List, Christian
  • 2014 The laffer curve and the debt-growth link in low-income Sub-Saharan African economies
    by Megersa, kelbesa
  • 2014 Is data interpretation in utility and prospect theories unquestionably correct?
    by Harin, Alexander
  • 2014 Buffered autoregressive models with conditional heteroscedasticity: An application to exchange rates
    by Zhu, Ke & Li, Wai Keung & Yu, Philip L.H.
  • 2014 Philippine Export Efficiency and Potential: An Application of Stochastic Frontier Gravity Model
    by Deluna, Roperto Jr & Cruz, Edgardo
  • 2014 Golden Rule of Forecasting: Be conservative
    by Armstrong, J. Scott & Green, Kesten C. & Graefe, Andreas
  • 2014 On various confidence intervals post-model-selection
    by Leeb, Hannes & Pötscher, Benedikt M. & Ewald, Karl
  • 2014 A new Pearson-type QMLE for conditionally heteroskedastic models
    by Zhu, Ke & Li, Wai Keung
  • 2014 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.
  • 2014 Why High-order Polynomials Should not be Used in Regression Discontinuity Designs
    by Andrew Gelman & Guido Imbens
  • 2014 A Big Data Approach to Optimal Sales Taxation
    by Christian Baker & Jeremy Bejarano & Richard W. Evans & Kenneth L. Judd & Kerk L. Phillips
  • 2014 Matching Methods in Practice: Three Examples
    by Guido Imbens
  • 2014 Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions
    by Dominique Guegan & Bertrand K Hassani
  • 2014 Stress Testing Engineering: the real risk measurement?
    by Dominique Guegan & Bertrand K Hassani
  • 2014 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
  • 2014 Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik
    by Kugler, Franziska & Schwerdt, Guido & Woessmann, Ludger
  • 2014 Divorcing Upon Retirement: A Regression Discontinuity Study
    by Stancanelli, Elena G. F.
  • 2014 Return and volatility transmission between oil prices and oil-exporting and oil-importing countries
    by Khaled Guesmi & Salma Fattoum
  • 2014 Conditional Correlations and Volatility Spillovers between Crude Oil and Oil- exporting and importing countries
    by Khaled Guesmi & Ilyes Abid & Olfa Kaabia
  • 2014 Convergence rate of the Truncated Realized Covariance when prices have infinite variation jumps
    by Cecilia Mancini
  • 2014 Persistent and Transient Productive Inefficiency: A Maximum Simulated Likelihood Approach
    by Massimo Filippini & William Greene
  • 2014 Effects of wind strength and wave height on ship incident risk: regional trends and seasonality
    by Heij, C. & Knapp, S.
  • 2014 Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences
    by Chang, C-L. & McAleer, M.J.
  • 2014 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
  • 2014 Response Surface Methodology
    by Kleijnen, Jack P.C.
  • 2014 Multivariate Versus Univariate Kriging Metamodels for Multi-Response Simulation Models (Revision of 2012-039)
    by Kleijnen, Jack P.C. & Mehdad, E.
  • 2014 Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal
    by Ndiaye, Cheikh Tidiane & Bates, Samuel
  • 2014 Discounting the Distant Future
    by J. Doyne Farmer & John Geanakoplos & Jaume Masoliver & Miquel Montero & Josep Perello
  • 2014 Exploiting the Choice-Consumption Mismatch: A New Approach to Disentangle State Dependence and Heterogeneity
    by K. Sudhir & Nathan Yang
  • 2014 Spatial Methods
    by Steve Gibbons & Henry G. Overman & Eleonora Patacchini
  • 2014 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
  • 2014 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
  • 2014 On the Practice of Lagging Variables To Avoid Simultaneity
    by W. Robert Reed
  • 2014 Testing for near I(2) trends when the signal-to-noise ratio is small
    by Juselius, Katarina
  • 2014 Making leading indicators more leading: A wavelet-based method for the construction of composite leading indexes
    by Marco Gallegati
  • 2014 Illegális tevékenységek a svéd, a holland és a magyar statisztika alapján
    by Sárkány, Péter
  • 2014 Factores que influyen en la satisfacción laboral de una universidad ecuatoriana
    by Marco Flores-Calero & Cristina Manzano & Santiago López
  • 2014 Burnout Research on Junior Administrative Police Officers in the Police Department
    by Hidayet Tiftik
  • 2014 Selecting an Optimal Resource Allocation Model to Consumptions in Banks of Iran
    by Hooman Malek & Ghodratollah Emamverdi & Mina Saheb Kashani
  • 2014 A Fast, Accurate Method for Value-at-Risk and Expected Shortfall
    by Jochen Krause & Marc S. Paolella
  • 2014 A One Line Derivation of EGARCH
    by Michael McAleer & Christian M. Hafner
  • 2014 Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach
    by Richard A. Ashley & Kwok Ping Tsang
  • 2014 Bias-Correction in Vector Autoregressive Models: A Simulation Study
    by Tom Engsted & Thomas Q. Pedersen
  • 2014 Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling
    by Dennis Fok & Richard Paap & Philip Hans Franses
  • 2014 Referee Bias and Stoppage Time in Major League Soccer: A Partially Adaptive Approach
    by Katherine G. Yewell & Steven B. Caudill & Franklin G. Mixon, Jr.
  • 2014 Issizlikte Histeri Etkisi: Turkiye Ornegi
    by Taha Bahadir SARAC
  • 2014 Opaque financial reports and R2: Revisited
    by Datta, Sudip & Iskandar-Datta, Mai & Singh, Vivek
  • 2014 From indications to indicators: Measuring regional leadership in the UN context
    by Drieskens, Edith & Van Genderen, Ruben & Reykers, Yf
  • 2014 Validation of positive quadrant dependence
    by Ledwina, Teresa & Wyłupek, Grzegorz
  • 2014 Education policies and health inequalities: Evidence from changes in the distribution of Body Mass Index in France, 1981–2003
    by Etile, Fabrice
  • 2014 Likelihood inference in some finite mixture models
    by Chen, Xiaohong & Ponomareva, Maria & Tamer, Elie
  • 2014 Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
    by McElroy, Tucker S. & Politis, Dimitris N.
  • 2014 Testing multiple inequality hypotheses: A smoothed indicator approach
    by Chen, Le-Yu & Szroeter, Jerzy
  • 2014 Forecasting financial and macroeconomic variables using data reduction methods: New empirical evidence
    by Kim, Hyun Hak & Swanson, Norman R.
  • 2014 Periodically collapsing Evans bubbles and stock-price volatility
    by Rotermann, Benedikt & Wilfling, Bernd
  • 2014 Measurement error in the AFQT in the NLSY79
    by Schofield, Lynne Steuerle
  • 2014 Empirical likelihood-based inference for the generalized entropy class of inequality measures
    by Mehdi, Tahsin & Stengos, Thanasis
  • 2014 An alternative identification of nonlinear dynamic panel data models with unobserved covariates
    by Shiu, Ji-Liang
  • 2014 Signs of impact effects in time series regression models
    by Pesaran, M. Hashem & Smith, Ron P.
  • 2014 VaR-implied tail-correlation matrices
    by Mittnik, Stefan
  • 2014 Return and volatility transmission between oil prices and oil-exporting and oil-importing countries
    by Guesmi, Khaled & Fattoum, Salma
  • 2014 Quantification and Costing of Domestic Electricity Generation for Armidale, New South Wales, Australia Utilising Micro Wind Turbines
    by Yasser Maklad
  • 2014 A Seasonal Analysis of Potential Wind Power for Armidale NSW, Australia
    by Yasser Maklad & Rex Glencross-Grant
  • 2014 Nonparametric estimation of functional-coefficient partially linear dynamic panel data model with fixed effects
    by Kien C Tran
  • 2014 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
  • 2014 On the implicit uniform BIC prior
    by Richard Startz
  • 2014 Shadow economy and tax revenue in Africa
    by Oasis Kodila-Tedika & Mihai Mutascu
  • 2014 Sources of unemployment fluctuations in the USA and in the Euro Area in the last decade
    by Antonio Ribba
  • 2014 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
  • 2014 Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal
    by Samuel Bates & Cheikh Tidiane Ndiaye
  • 2014 A new smoothing technique for univariate time series: the endpoint problem
    by Olga Vasyechko & Michel Grun Rehomme
  • 2014 Applications of Random Set Theory in Econometrics
    by Ilya Molchanov & Francesca Molinari
  • 2014(XXIV) Cost Structure Complexity And Stock Prices Volatility: An Analysis Of Possible Relationship Among Italian Listed Companies In The Period Of Crisis
    by Francesco PAOLONE
  • 2013 A Nonstandard Empirical Likelihood for Time Series
    by Nordman, Daniel J. & Bunzel, Helle & Lahiri, Soumendra N.
  • 2013 Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14
    by Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk
  • 2013 Common risk factors in commodities
    by Chevallier, Julien & Ielpo, Florian & Boon, Ling-Ni
  • 2013 An Introduction to Econometrics: A Self-Contained Approach
    by Westhoff, Frank
  • 2013 Economic Evaluation of Human Losses from Disasters
    by B. Porfiriev.
  • 2013 The Theory of Interhybridity: Socio-political Dimensions and Migration
    by Aliu, Armando
  • 2013 US Corporate Bond Yield Spread. A default risk debate
    by Shah, Syed Noaman & Kebewar, Mazen
  • 2013 VaR-implied tail-correlation matrices
    by Mittnik, Stefan
  • 2013 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.;
  • 2013 Cognitive ability, stereotypes and gender segregation in the workplace
    by Diego Lubian & Anna Untertrifaller
  • 2013 Adaptive Sticky Generalized Metropolis
    by Fabrizio Leisen & Roberto Casarin & David Luengo & Luca Martino
  • 2013 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
  • 2013 Bayesian Markov Switching Stochastic Correlation Models
    by Roberto Casarin & Marco Tronzano & Domenico Sartore
  • 2013 On the Probability that Nothing Happens
    by Guido Antonio Rossi
  • 2013 How do individual sectors respond to macroeconomic shocks? A structural dynamic factor approach applied to Swiss data
    by Gregor Bäurle & Elizabeth Steiner
  • 2013 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
  • 2013 Distributional vs. Quantile Regression
    by Roger Koenker & Samantha Leorato & Franco Peracchi
  • 2013 Modelling the Trend: The Historical Origins of Some Modern Methods and Ideas
    by Terence Mills & Kerry Patterson
  • 2013 Log-Periodogram Estimation of the Long-Memory Parameter: An Evaluation of Competing Estimators
    by Saeed Heravi & Kerry Patterson
  • 2013 Regularized Extended Skew-Normal Regression
    by Shutes, Karl & Adcock, Chris
  • 2013 Development indices, inequality, and applied development policy analysis: some issues for discussion
    by Mercado, Ruben
  • 2013 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
  • 2013 Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests
    by Yang, Bill Huajian
  • 2013 Etimating NAIRU: the Morocco case
    by El Alaoui, Aicha & Ezzahidi, Elhadj & Eladnani, Mohamed Jellal
  • 2013 Modelling the Demand for Bank Loans by Private Business Sector in Pakistan
    by Hassan, Faiza & Qayyum, Abdul
  • 2013 Sophisticated gambler’s ruin and survival chances
    by Mehta, Salil
  • 2013 Nonlinearities and the nexus between inflation and inflation uncertainty in Egypt: New evidence from wavelets transform framework
    by Bouoiyour, Jamal & Selmi, Refk
  • 2013 Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery
    by Schröder, Anna Louise & Fryzlewicz, Piotr
  • 2013 A new Pearson-type QMLE for conditionally heteroskedastic models
    by Zhu, Ke & Li, Wai Keung
  • 2013 Regularized Skew-Normal Regression
    by Shutes, Karl & Adcock, Chris
  • 2013 Finance and growth: New evidence from Meta-analysis
    by Asongu, Simplice A
  • 2013 Testing for the buffered autoregressive processes
    by Zhu, Ke & Yu, Philip L.H. & Li, Wai Keung
  • 2013 Factor double autoregressive models with application to simultaneous causality testing
    by Guo, Shaojun & Ling, Shiqing & Zhu, Ke
  • 2013 A bootstrapped spectral test for adequacy in weak ARMA models
    by Zhu, Ke & Li, Wai-Keung
  • 2013 Modeling and Forecasting Electricity Spot Prices: A Functional Data Perspective
    by Liebl, Dominik
  • 2013 Fundamental Equation of Economics
    by Wayne, James J.
  • 2013 Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations
    by Chen, Min & Zhu, Ke
  • 2013 Simple Fractional Dickey Fuller test
    by Bensalma, Ahmed
  • 2013 Likelihood approach to dynamic panel models with interactive effects
    by Bai, Jushan
  • 2013 Multi-Index Evaluation of Alternative Assets Funds. Time Lagged Effects and Linear Factors Capturing Non-linear Effects
    by Scorbureanu, Alexandrina Ioana
  • 2013 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.
  • 2013 Sparse Linear Models and Two-Stage Estimation in High-Dimensional Settings with Possibly Many Endogenous Regressors
    by Zhu, Ying
  • 2013 A taxonomy of manufacturing and service firms in Luxembourg according to technological skills
    by El Joueidi, Sarah
  • 2013 Financial Development and Poverty Reduction Nexus:A Cointegration and Causality Analysis in Bangladesh
    by Uddin, Gazi Salah & Shahbaz, Muhammad & AROURI, Mohamed El Hedi
  • 2013 The Causal Nexus between Financial Development and Economic Growth in Kenya
    by Uddin, Gazi Salah & Sjö, Bo & Shahbaz, Muhammad
  • 2013 The Role of Natural Gas Consumption and Trade in Tunisia’s Output
    by Farhani, Sahbi & Shahbaz, Muhammad & Arouri, Mohammed
  • 2013 Exchange Volatility and Export Performance in Egypt: New Insights from Wavelet Decomposition and Optimal GARCH Model
    by Bouoiyour, Jamal & Selmi, Refk
  • 2013 Adapting the Hodrick-Prescott Filter for Very Small Open Economies
    by Grech, Aaron George
  • 2013 Introduccion a la teoría del consumidor
    by Mora Rodriguez, Jhon James
  • 2013 To the problem of evaluation of market risk of global equity index portfolio in global capital markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2013 年底发表的文章会遭受“影响力陷阱”?
    by Ma, Chao
  • 2013 A non-zero dispersion leads to the non-zero bias of mean
    by Harin, Alexander
  • 2013 Stability analysis of Uzawa-Lucas endogenous growth model
    by Barnett, William A. & Ghosh, Taniya
  • 2013 Derivation of Quarterly GDP, Investment Spending, and Government Expenditure Figures from Annual Data: The Case of Pakistan
    by Rashid, Abdul & Jehan, Zanaib
  • 2013 Okun’s Law as a Pi-to-1 ratio: A harmonic / trigonometric theory as to why Okun’s Law works
    by Albers, Scott
  • 2013 Parameter Estimation and Model Testing for Markov Processes via Conditional Characteristic Functions
    by Chen, Songxi & Peng, Liang & Yu, Cindy
  • 2013 Mann-Whitney Test with Adjustments to Pre-treatment Variables for Missing Values and Observational Study
    by Chen, Songxi
  • 2013 The impact of human capital accounting on the efficiency of English professional football clubs
    by Goshunova, Anna
  • 2013 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
  • 2013 A potential solution to problems in ordered choice models involving endogenous ordinal variables for self-reported questions
    by HASAN, HAMID & Rehman, Attiqur
  • 2013 US Corporate Bond Yield Spread: A default risk debate
    by SHAH, Syed Muhammad Noaman Ahmed & KEBEWAR, mazen
  • 2013 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.
  • 2013 Una Aplicación de Métodos de Detección de Burbuja Inmobiliaria: Caso Chile
    by Idrovo Aguirre, Byron & Lennon S., Joaquín
  • 2013 The Theory of Interhybridity: Socio-political Dimensions and Migration Experiences of Post-communist Western Balkan States
    by Aliu, Armando
  • 2013 Socio-economic Determinants of Household Food Insecurity in Pakistan
    by Asghar, Zahid & Muhammad, Ahmed
  • 2013 Hilbert's Sixth Problem: Descriptive Statistics as New Foundations for Probability: Lévy Processes
    by Johnson, Joseph F.
  • 2013 Some Fallacies in Econometric Modelling of Climate Change
    by David Hendry & Felix Pretis
  • 2013 New Zealand Households and the 2008/09 Recession
    by Christopher Ball & Michael Ryan
  • 2013 What Are We Weighting For?
    by Gary Solon & Steven J. Haider & Jeffrey Wooldridge
  • 2013 Household Consumption at Retirement: A Regression Discontinuity Study on French
    by Nicolas Moreau & Elena Stancanelli
  • 2013 Gradient Based Smoothing Parameter Selection for Nonparametric Regression Estimation
    by Daniel J. Henderson & Qi Li & Christopher F. Parmeter
  • 2013 Fully Flexible Views in Multivariate Normal Markets
    by Attilio Meucci & David Ardia & Simon Keel
  • 2013 Understanding Unemployment Hysteresis: A system-based econometric approach to changing equilibria and slow adjustment
    by Niels Framroze Møller
  • 2013 Household Consumption at Retirement: A Regression Discontinuity Study on French Data
    by Moreau, Nicolas & Stancanelli, Elena G. F.
  • 2013 T-DYMM : the treasury dynamic microsimulation model of the Italian pension system
    by Alessandra Caretta & Sara Flisi & Cecilia Frale & Michele Raitano & Simone Tedeschi
  • 2013 An Appropriate Model for the Estimation of Consumer Time Expenditure Patterns on the Internet
    by Russel Cooper
  • 2013 The Relation Between Global Migration and Trade Networks
    by Paolo Sgrignoli & Rodolfo Metulini & Stefano Schiavo & Massimo Riccaboni
  • 2013 Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests
    by Timo Bettendorf & Wenjuan Chen & &
  • 2013 Substitution Bias and External Validity: Why an Innovative Anti-poverty Program Showed no Net Impact
    by Morduch, Jonathan & Ravi, Shamika & Bauchet, Jonathan
  • 2013 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
  • 2013 Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
    by Chang, C-L. & McAleer, M.J.
  • 2013 Subject specific and population average models for binary longitudinal data: a tutorial
    by Camille Szmaragd & Paul Clarke & Fiona Steele
  • 2013 Country of birth in the 2011 Census: a view of migration in London and English local authorities
    by Antoine Paccoud
  • 2013 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
  • 2013 Modeling and forecasting daily electricity load curves: a hybrid approach
    by Haeran Cho & Yannig Goude & Xavier Brossat & Qiwei Yao
  • 2013 Advanced MCMC methods for sampling on diffusion pathspace
    by Alexandros Beskos & Konstantinos Kalogeropoulos & Erik Pazos
  • 2013 A Note on Information Flows and Identification of News Shocks Models
    by Marco M. Sorge
  • 2013 Robust Estimation and Forecasting of the Capital Asset Pricing Model
    by Guorui Bian & Michael McAleer & Wing-Keung Wong
  • 2013 Simulation-Optimization via Kriging and Bootstrapping: A Survey (Revision of CentER DP 2011-064)
    by Kleijnen, Jack P.C.
  • 2013 Bootstrapping and Conditional Simulation in Kriging: Better Confidence Intervals and Optimization
    by Mehdad, E. & Kleijnen, Jack P.C.
  • 2013 Factor Sreening For Simulation With Multiple Responses: Sequential Bifurcation
    by Shi, W. & Kleijnen, Jack P.C. & Liu, Zhixue
  • 2013 La régression quantile en pratique
    by P. GIVORD & X. DHAULTFOEUILLE
  • 2013 Periodically collapsing Evans bubbles and stock-price volatility
    by Benedikt Rotermann & Bernd Wilfling
  • 2013 Banking and the Macroeconomy in China: A Banking Crisis Deferred?
    by Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhiguo
  • 2013 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
  • 2013 Banking and the Macroeconomy in China: A Banking Crisis Deferred?
    by Le, Vo Phuong Mai & Matthews, Kent & Meenagh, David & Minford, Patrick & Xiao, Zhigui
  • 2013 What causes banking crises? An empirical investigation for the world economy
    by Le, Vo Phuong Mai & Meenagh, David & Minford, Patrick & Ou, Zhirong
  • 2013 A Note on the Practice of Lagging Variables to Avoid Simultaneity
    by W. Robert Reed
  • 2013 A Replication of "The Political Determinants of Federal Expenditure at the State Level (Public Choice, 2005)
    by Stratford Douglas & W. Robert Reed
  • 2013 REPLICATION STUDY: Hoover and Pecorino (Public Choice, 2005)
    by Stratford Douglas & W. Robert Reed
  • 2013 REPLICATION STUDY: Toya and Skidmore (Economics Letters, 2007
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  • 2001 Regression Quantiles for Unstable Autoregressive Models
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  • 2001 Optimal Predictive Tests and a Simulation Study
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  • 2001 Prior Information: The Mixed Prediction Approach
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  • 2001 Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors
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  • 2001 Le statut changeant de la corrélation en économétrie (1910-1944)
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  • 2000 Sequential Regression: A Neodescriptive Approach to Multicollinearity
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  • 2000 Quantitative methods to evaluate geographically-targeted economic development programs
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  • 2000 Social and Educational Impact from the Introduction of National Exams in Greek High Schools: First Findings
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  • 2000 Growth Economics and Reality
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  • 2000 Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools
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  • 2000 Interactions-Based Models
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  • 2000 The Correlation Between Husband's and Wife's Education: Canada, 1971-1996
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  • 2000 The Correlation Between Husband's and Wife's Education: Canada, 1971-1996
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  • 2000 IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample
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  • 2000 IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample
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  • 2000 Estimation in a Duration Model for Evaluating Educational Programs
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  • 2000 Estimation in a Duration Model for Evaluating Educational Programs
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  • 2000 Common structure in panels of short time series
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  • 2000 Nonparametric estimation of ratios of noise to signal in stochastic regression
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  • 2000 Functional-coefficient regression models for nonlinear time series
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  • 2000 Conditional minimum volume predictive regions for stochastic processes
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  • 2000 Financial markets survey written for encyclopedia EOLSS
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  • 2000 Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
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  • 2000 Demand Systems With Nonstationary Prices
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  • 2000 Growth economics and reality
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  • 2000 Qué hacer y no hacer para mejorar las notas? Un caso aplicado al curso de Econometría I
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  • 1999 A Bayesian Exploration of Growth and Convergence
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  • 1999 Les methodes du bootstrap dans les modeles de regression
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  • 1999 Les methodes du bootstrap dans les modeles de regression
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  • 1999 The Wild Bootstrap, Tamed at Last
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  • 1999 The Wild Bootstrap, Tamed at Last
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  • 1999 A Comment on a Paper of Cribari-Neto and Zarkos
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  • 1999 Artificial Regressions
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  • 1999 The impact of the use of forecasts in information sets
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  • 1999 Multiproduct Competition, Learning by Doing and Price-Cost Margins over the Product Life Cycle: Evidence from the DRAM Industry
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  • 1999 A Heisenberg Bound for Stationary Time Series
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  • 1999 L-scaling
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  • 1999 Best Log-linear Index Numbers: Extensions and Applications
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  • 1999 Lower Risk Bounds and Properties of Confidence Sets For Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots,and Estimation of Long Memory Parameters
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  • 1999 Worst-case bounds for the logarithmic loss of predictors
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  • 1999 A sharp concentration inequality with applications
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  • 1999 Almost sure testability of classes of densities
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  • 1999 An Analysis of the Evolution of the Skill Premium
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  • 1999 Some Statistical Analysis of Greek Crime Data
    by Tsiamtsouri, Alexandra & Panaretos, John
  • 1999 Control Charts for the Lognormal Distribution
    by Maravelakis, Petros & Panaretos, John & Psarakis, Stelios
  • 1999 Analysis and Comparison of Greek Parliamentary Electoral Systems of the Period 1974-1999
    by Kalogirou, Aikaterini & Panaretos, John
  • 1999 A Correspondence Analysis of Labour Market Institutions
    by Autiero, Giuseppina & Bruno, Bruna & Mazzotta, Fernanda
  • 1999 A Heuristic Method for Extracting Smooth Trends from Economic Time Series
    by Julio J. Rotemberg
  • 1999 The Band Pass Filter
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  • 1999 Estimating Returns to Schooling When Schooling is Misreported
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  • 1999 Unit Root Tests Are Useful for Selecting Forecasting Models
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  • 1999 The Art of Labormetrics
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  • 1999 Equiality of Opportunity and Kernel Density Estimation: An Application to Intergenerational Mobility
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  • 1999 Equiality of Opportunity and Kernel Density Estimation: An Application to Intergenerational Mobility
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  • 1999 Causality and Comovement between Tax Rate and Budget Deficits: Further Evidence from Developing Countries
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  • 1999 Methods for estimating a conditional distribution function
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  • 1999 Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels
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  • 1999 The existence and asymptotic properties of a backfitting projection algorithm under weak conditions
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  • 1999 Latent Variable Models for Stochastic Discount Factors
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  • 1999 Stochastic Volatility: Univariate and Multivariate Extensions
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  • 1999 Non-nested Hypothesis Testing: An Overview
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  • 1999 Turning from Crime: A Dynamic Perspective
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  • 1999 Zufall und Quasi-Monte Carlo Ansätze, Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie
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  • 1998 Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM
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  • 1998 Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance
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  • 1998 (Fractional) Beta Convergence
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  • 1998 Reseaux de neurones, lissage de la fonction d'actualisation et prevision des OAT demembrees: une etude empirique
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  • 1998 Internet Economics
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  • 1998 An Approximate Wavelet MLE of Short and Long Memory Parameters
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  • 1998 Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance
    by Surajit Ray & B. Ravikumar & N. Eugene Savin
  • 1998 Extreme Value Theory and its Applications to Financial Risk Management
    by Tsevas, G. & Panaretos, John
  • 1998 A Comparative Study of Test Procedures uses in Assessing the Forecasting Ability of Linear Models with Applications to Crop Yield Data
    by Linardis, Apostolis & Panaretos, John
  • 1998 Assessment of School Effectiveness in Greece using Multilevel Models
    by Kosmopoulou, Anna & Panaretos, John
  • 1998 On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems
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  • 1998 The forward rate unbiasedness hypothesis in inflation-targeting regimes
    by W A Razzak
  • 1998 Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors
    by DUFOUR, Jean-Marie & JASIAK, Joanna
  • 1998 A bootstrap detection for operational determinism
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  • 1998 Linearity testing using local polynominal approximation
    by Vidar Hjellvik & Qiwei Yao & Dag Tjostheim
  • 1998 Efficient estimation of conditional variance functions in stochastic regression
    by Jianqing Fan & Qiwei Yao
  • 1998 Cross-validatory bandwidth selection for regression estimation based on dependent data
    by Howell Tong & Qiwei Yao
  • 1998 On a semiparametric survival model with flexible covariate effect
    by Jens P. Nielsen & Oliver Linton & Peter J. Bickel
  • 1998 Measuring income mobility with dirty data
    by Frank Cowell & Christian Schluter
  • 1998 Structural Change Tests for Simulated Method of Moments
    by Eric Guysels & Alain Guay
  • 1998 Structural Change Tests for Simulated Method of Moments
    by Eric Ghysels & Alain Guay
  • 1998 Risk Aversion, Intertemporal Substitution, and Option Pricing
    by René Garcia & Éric Renault
  • 1998 Uncertainty and Multiple Paradigms of the Transmission Mechanism
    by Engert, Walter & Selody, Jack
  • 1998 A Discussion of the Reliability of Results Obtained with Long-Run Identifying Restrictions
    by St-Amant, P. & Tessier, D.
  • 1997 Band Spectral Regression with Trending Data
    by Corbae, D. & Ouliaris, S. & Phillips, P.C.B.
  • 1997 Valid Confidence Intervals and Inference in the Presence of Weak Instruments
    by Zivot, E & Startz, R & Nelson, C-R
  • 1997 Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization
    by Kim, C-J & Nelson, C-R
  • 1997 Asymptotic Results for Cointegration Tests in Non-Stable Cases
    by Nielsen, B
  • 1997 The Kuznets U-Curve Hypothesis: Some Panel Data Evidence
    by Matyas, L. & Konya, L. & Macquarie, L.
  • 1997 Analytic Small Sample Bias and Standard Error Calculations for Tests of Serial Correlation in Market Returns
    by Smith, M. & Naik, N.Y.
  • 1997 Valid Confidence Intervals and Inference in the Presence of Weak Instruments
    by Zivot, E & Startz, R & Nelson, C-R
  • 1997 Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization
    by Kim, C-J & Nelson, C-R
  • 1997 A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring
    by Gurler, Y & Gijbels, I
  • 1997 Bootstrap Tests of Nonnested Linear Regression Models
    by Davidson, R. & Mackinnon, J.G.
  • 1997 The Size and Power of Bootstrap Tests
    by Mackinnon, J-G
  • 1997 Dynamic Labour Market Behaviour in the British Household Panel Survey : The Effects of Recall Bias and Panel Attrition
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  • 1997 The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models
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  • 1997 Bootstrap Testing in Nonlinear Models
    by Davidson, R. & Mackinnon, J.G.
  • 1997 Unemployment Insurance in Theory and Practice
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  • 1997 Welfare - Vol. 2: Measuring Social Welfare
    by Dale W. Jorgenson
  • 1997 An estimator for the road freight handling factor
    by Thomas Cool
  • 1997 Editorial Policy and Editorial, to appear at the front of the first issue of the new Cambridge University Press journal, Macroeconomic Dynamics
    by William A. Barnett
  • 1997 The Angular Distribution of Asset Returns in Delay Space
    by Roger Koppl & Carlo Nardone
  • 1997 Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings
    by Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo
  • 1997 Nonlinear and Complex Dynamics in Economics
    by William A. Barnett & Alfredo Medio & Apostolos Serletis
  • 1997 On the Estimation and Inference of a Cointegrated Regression in Panel Data
    by Chihwa Kao & Min-Hsien Chiang
  • 1997 Nonparametric Least Squares Regression and Testing in Economic Models
    by Adonis Yatchew & Len Bos
  • 1997 Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics
    by Keane, Michael & Wolpin, Kenneth
  • 1997 Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters
    by Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis
  • 1997 Prediction and sufficiency in the model factor analysis
    by Ramses H. Abul Naga
  • 1997 Large-sample inference for nonparametric regression with dependent errors
    by Peter M. Robinson
  • 1997 Parametric and non-parametric approaches to price and tax reform
    by Angus Deaton & Serena Ng
  • 1996 Comparative Statics under Uncertainty : Single Crossing Properties and Log-Supermodularity
    by Athey, S
  • 1996 A Multicriteria Approach to Model Specification and Estimation
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1996 A Nonlinear Alternative for Approximable Maps : A Simple Proof
    by Ben-El-Mechaiekh, H & Chebbi, S & Florenzano, M
  • 1996 A Genetic Algorithm for Solving (UN) Weighted Independent Set, Vertex Covering, Set Packing and Clique Problems
    by Hifi, M
  • 1996 The A Algorithm for Orthogonal Rectanfular Packing and Strip Packing Problems
    by Hifi, M & Ouafi, R
  • 1996 Lyapounov Exponents and Hamiltonian Oscillations
    by Cherif, F
  • 1996 Logarithmic Stock Returns : Leptokustosis, Heteroskedasticity and Change-Points
    by Weiner, C
  • 1996 Testing Monotonicity of Regression
    by Bowman, A-W & Jones, M-C & Gijbels, I
  • 1996 Central Limit Theorem for Degenerate U-Statistics of Absolutely Regular Processes with Applications to model Specification Testing
    by Fan, Y & Li, Q
  • 1996 On the Comparative Behaviour of Kelley's Cutting Plane Method and the Analytic Center Cutting Plane Method
    by Merle, O & Goffin, J-L & Vial, J-Ph.
  • 1996 Measuring Productivity Differences in Equilibrium Search Models
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  • 1996 The Econometric Analysis of Economic Policy
    by Banerjee, A & Hendry, D-F & Mizon, G-E
  • 1996 Selecting the Number of Replications in a Simulation Study
    by Ignacio Dmaz-Emparanza
  • 1996 Bootstrap Methods For Covariance Structures
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  • 1996 Stochastic Volatility: Likelihood Inference And Comparison With Arch Models
    by Sangjoon Kim & Neil Shephard & Siddhartha Chib
  • 1996 Bootstrap Methods for Median Regression Models
    by Joel L. Horowitz
  • 1996 Posterior Simulation and Bayes Factors in Panel Count Data Models
    by Siddhartha Chib & Edward Greenberg & Rainer Winkelmann
  • 1996 Bayesian Analysis of Multivariate Probit Models
    by Siddhartha Chib & Edward Greenberg
  • 1996 A Spline Analysis of the Small Firm Effect: Does Size Really Matter?
    by Joel L. Horowitz & Tim Loughran & N. E. Savin
  • 1996 Measuring Productivity Differences in Equilibrium Search Models
    by Gathier Lanot & George Neumann
  • 1996 The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models
    by N.E. Savin & Allan Wurtz
  • 1996 Power of Tests in Binary Response Models
    by N.E. Savin & Allan Wurtz
  • 1996 Real and Spurious Long Memory Properties of Stock Market Data
    by I.N. Lobato & N.E. Savin
  • 1996 The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market
    by Francisco F. R. Ramos
  • 1996 Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures
    by Simon van Norden & Robert Vigfusson
  • 1996 Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator
    by Joel L. Horowitz
  • 1996 Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable
    by Tue Gorgens & Joel L. Horowitz
  • 1996 Bootstrap Methods in Econometrics: Theory and Numerical Performance
    by Joel L. Horowitz
  • 1996 Search Models and Duration Data
    by George Neumann
  • 1996 Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations
    by Joel L. Horowitz & Charles F. Manski
  • 1996 Fitting Equilibrium Search Models to Labor Market Data
    by Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann
  • 1996 The Size and Power of Bootstrap Tests
    by Russell Davidson & James G. MacKinnon
  • 1996 Asymptotics for GMM Estimators with Weak Instruments
    by James H. Stock & Jonathan Wright
  • 1996 Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models
    by Francis X. Diebold & Til Schuermann
  • 1996 Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
    by Jianqing Fan & Qiwei Yao & Howell Tong
  • 1996 Conditional boundary crossing probabilities and two-stage tests for a change-point
    by Qiwei Yao
  • 1996 Asymmetric least squares regression estimation: a nonparametric approach
    by Qiwei Yao & Howell Tong
  • 1995 Likelihood Analysis of Non-Gaussian Parameter-Driven Models
    by Shephard, N. & Pitt, M.K.
  • 1995 Initial Conditions and Moment Restrictions in Dynamic Panel Data Models
    by Blundell, R. & Bond, S.
  • 1995 Bootstrap Tests of Nonnested Linear Regression Models
    by Davidson, R. & Mackinnon, J. G.
  • 1995 The Canadian Experience with Weighted Monetary Aggregates
    by David Longworth & Joseph Atta-Mensah
  • 1995 Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions
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  • 1995 Further investigation of the uncertain unit root in GNP
    by Yin-Wong Cheung & Menzie Chinn
  • 1995 Improved Score Tests for One-parameter Exponential Family Models
    by Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto
  • 1995 On Bartlett and Bartlett-Type Corrections
    by F. Cribari-Neto & G.M. Cordeiro
  • 1995 A Score Test for Seasonal Fractional Integration and Cointegration
    by Param Silvapulle
  • 1995 Observed Choice, Estimation, and Optimism About Policy Changes
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  • 1995 Improved Test Statistics for Multivariate Regression
    by Francisco Cribari-Neto & Spyros Zarkos
  • 1995 OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels
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  • 1995 Bartlett Corrections for One-Parameter Exponential Family Models
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  • 1995 Second and Third Order Bias Reduction for One-Parameter Family Models
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  • 1995 A Frontier Model for Landscape Ecology: The Tapir in Honduras
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  • 1995 Unit Root Tests and the Burden of Proof
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  • 1995 Fads or Bubbles?
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  • 1995 Speculative Behaviour, Regime-Switching, and Stock Market Crashes
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  • 1995 Regime Switching in Stock Market Returns
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  • 1995 Regime Switching as a Test for Exchange Rate Bubbles
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  • 1995 A Multicriteria Approach to Model Specification and Estimation
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  • 1995 Bayesian Analysis of Long Memory and Persistence using ARFIMA Models
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  • 1995 Replenishing Stock Under Uncertainty
    by Xekalaki, Evdokia & Panaretos, John
  • 1995 Dynamic Equilibrium Economies: A Framework for Comparing Models and Data
    by Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz
  • 1995 Measuring Volatility Dynamics
    by Francis X. Diebold & Jose A. Lopez
  • 1995 On initial-condition sensitivity and prediction in nonlinear stochastic systems
    by Qiwei Yao & Howell Tong
  • 1995 Bootstrap Estimation for Nonparametric Efficiency Estimates
    by WILSON, Paul & SIMAR, Leopold
  • 1994 A Guide to Applied Modern Macroeconometrics
    by Alain Paquet
  • 1994 Are there Psychological Barriers in the Dow-Jones Index?
    by Eduardo Ley & Hal R. Varian
  • 1994 Using Expectations Data to Study Subjective Income Expectations
    by Jeff Dominitz & Charles F. Manski
  • 1994 Eliciting Student Expectations Of The Returns To Schooling
    by Jeff Dominitz & Charles F. Manski
  • 1994 Testing the null of stationarity in the presence of structural breaks for multiple time series
    by Ahn & Byung Chul
  • 1994 Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition
    by Joel L. Horowitz & Charles F. Manski
  • 1994 Simultaneity With Downward Sloping Demand
    by Charles F. Manski
  • 1994 Wavelets in Econometrics: An Application to Outlier Testing
    by Seth A. Greenblatt
  • 1994 Markov Chain Monte Carlo Simulation Methods in Econometrics
    by Siddhartha Chib & Edward Greenberg
  • 1994 The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation
    by Robert A. Amano & Tony S. Wirjanto
  • 1994 A Further Analysis of Exchange Rate Targeting in Canada
    by Robert A. Amano & Tony S. Wirjanto
  • 1994 Wavelet Analysis of Fractionally Integrated Processes
    by Mark J. Jensen
  • 1994 Goodness-of-Fit for Revealed Preference Tests
    by Hal R. Varian
  • 1994 Natural and Quasi- Experiments in Economics
    by Bruce D. Meyer
  • 1994 Comparing Predictive Accuracy
    by Francis X. Diebold & Robert S. Mariano
  • 1994 Interpreting Tests of the Convergence Hypothesis
    by Andrew B. Bernard & Steven N. Durlauf
  • 1994 On prediction and chaos in stochastic systems
    by Howell Tong & Qiwei Yao
  • 1994 On subset selection in non-parametric stochastic regression
    by Qiwei Yao & Howell Tong
  • 1994 Comment on X-L Meng, ‘multiple-imputation inferences with uncongenial sources of input’
    by Chris J. Skinner
  • 1994 Quantifying the influence of initial values on nonlinear prediction
    by Qiwei Yao & Howell Tong
  • 1993 Classical Estimation Methods for LDV Models Using Simulation
    by V.A. Hajivassiliou & P. A. Ruud
  • 1993 Nonparametric Multivariate Regression Subject to Constraint
    by S. M. Goldman & P. A. Ruud
  • 1993 A Predictive Approach to Model Selection and Multicollinearity
    by Edward Greenberg & Robert P. Parks
  • 1993 A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies
    by Walter Teets & Robert P. Parks
  • 1993 Using Geographic Variation in College Proximity to Estimate the Return to Schooling
    by David Card
  • 1993 Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes
    by Lars Peter Hansen & Jose Alexandre Scheinkman
  • 1993 A Multicriteria Approach to Dynamic Estimation
    by Kalaba, Robert E. & Tesfatsion, Leigh
  • 1992 Linear and Nonlinear Associative Memories for Parameter Estimation
    by Kalaba, Robert E. & Lichtenstein, Z. & Simchony, T. & Tesfatsion, Leigh S.
  • 1992 A Computer-based System for the Management of Field Crop Pests
    by Bhatti, S. A. & Hameed, N. & C., Inayatullah
  • 1991 A Unified Approach to Dynamic Estimation
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1991 Work by Robert Kalaba on Multicriteria Estimation
    by Tesfatsion, Leigh S.
  • 1991 Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1991 Sunspot equilibrium as a game theoretical solution concept
    by Forges, Françoise
  • 1991 On a Testing Procedure for Model Selection
    by Panaretos, John & Psarakis, Stelios
  • 1991 Estimating demand and supply of edible oil in Pakistan
    by Haq, Rashida
  • 1990 An Organizing Principle for Dynamic Estimation
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1990 U.S. Money Demand Instability: A Flexible Least Squares Approach
    by Tesfatsion, Leigh S. & Veitch, J.
  • 1990 A Further Note on Flexible Least Squares and Kalman Filtering
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1990 Flexible Least Squares for Approximately Linear Systems
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1990 On the Duality of Certain Characterizations of the Exponential and the Geometric Distributions
    by Panaretos, John
  • 1990 The Folded t Distribution
    by Psarakis, Stelios & Panaretos, John
  • 1989 Sequential Nonlinear Estimation With Nonaugmented Priors
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1989 Time-Varying Linear Regression Via Flexible Least Squares
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1989 A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares
    by Kalaba, Robert E. & Rasakhoo, N. & Tesfatsion, Leigh S.
  • 1989 Some Properties and Applications of the Stuttering Generalized Waring Distribution
    by Panaretos, John
  • 1989 On the Evolution of Surnames
    by Panaretos, John
  • 1989 A Probability Model Involving the Use of the Zero-Truncated Yule Distribution for Analysing Surname Data
    by Panaretos, John
  • 1989 A Probability Distribution Associated With Events With Multiple Occurrences
    by Panaretos, John & Xekalaki, Evdokia
  • 1989 On Some Distributions Arising in Inverse Cluster Sampling
    by Xekalaki, Evdokia & Panaretos, John
  • 1989 What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987
    by Lallmahomed, Naguib & Taubert, Peter
  • 1989 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.
  • 1988 Exact Sequential Filtering, Smoothing, and Prediction for Nonlinear Systems
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1988 The Flexible Least Squares Approach to Time-Varying Linear Regression
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1988 Onderzoek naar samenhangen tussen fysieke kenmerken en exploitatiekosten van Rooms-Katholieke kerken
    by Franssen, M.M.E. & Peeters, H.M.M.
  • 1987 On a Functional Equation for the Generating Function of the Logarithmic Series Distribution
    by Panaretos, John
  • 1986 The Stuttering Generalized Waring Distribution
    by Panaretos, John & Xekalaki, Evdokia
  • 1986 On Some Distributions Arising from Certain Generalized Sampling Schemes
    by Panaretos, John & Xekalaki, Evdokia
  • 1986 On Generalized Binomial and Multinomial Distributions and Their Relation to Generalized Poisson Distributions
    by Panaretos, John & Xekalaki, Evdokia
  • 1984 Partial Independence and Finite Distributions
    by Panaretos, John
  • 1984 A Search for Business Cycles with Spectral Analysis
    by Dale, Charles
  • 1983 A Generating Model Involving Pascal and Logarithmic Series Distributions
    by Panaretos, John
  • 1983 Identifiability of Compound Poisson Distributions
    by Xekalaki, Evdokia & Panaretos, John
  • 1983 On Moran's Property of the Poisson Distribution
    by Panaretos, John
  • 1982 Unique Properties of Some Distributions and Their Applications
    by Panaretos, John
  • 1982 On a Structural Property of Finite Distributions
    by Panaretos, John
  • 1982 An Extension of the Damage Model
    by Panaretos, John
  • 1982 On Characterizing Some Discrete Distributions Using an Extension of the Rao-Rubin Theorem
    by Panaretos, John
  • 1982 Morbidity and pollution: model specification analysis for time-series data on hospital admissions
    by Krumm, Ronald J. & Graves, Philip E.
  • 1981 Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems
    by Kalaba, Robert E. & Tesfatsion, Leigh S.
  • 1981 A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons
    by Kalaba, Robert E. & Spingarn, K. & Tesfatsion, Leigh S.
  • 1981 On the Relationship between the Conditional and Unconditional Distribution of a Random Variable
    by Panaretos, John
  • 1981 A Characterization of the Negative Multinomial Distribution
    by Panaretos, John
  • 1981 On the Joint Distribution of Two Discrete Random Variables
    by Panaretos, John
  • 1980 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