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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC1: Econometric and Statistical Methods: GeneralC13: Estimation
This topic is covered by the following reading lists: SOEP based publications
2009 Eigenvectors of some large sample covariance matrices ensembles by Olivier Ledoit & Sandrine Péché [Downloadable!] 2009 Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach by Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten [Downloadable!] 2009 Stress testing German banks in a downturn in the automobile industry by Düllmann, Klaus & Erdelmeier, Martin [Downloadable!] 2009 Dominating estimators for the global minimum variance portfolio by Frahm, Gabriel & Memmel, Christoph [Downloadable!] 2009 Efficient estimation of forecast uncertainty based on recent forecast errors by Knüppel, Malte [Downloadable!] 2009 The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey by Dinghai Xu [Downloadable!] 2009 Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited by David E. Giles & Hui Feng [Downloadable!] 2009 Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates by Qian Chen & David E. Giles [Downloadable!] 2009 Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates by Qian Chen & David E. Giles [Downloadable!] 2009 Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution by David E. Giles & Hui Feng [Downloadable!] 2009 Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution by David E. Giles [Downloadable!] 2009 Poor identification and estimation problems in panel data models with random effects and autocorrelated errors by Giorgio Calzolari & Laura Magazzini [Downloadable!] 2009 Option trading strategies based on semi-parametric implied volatility surface prediction by Francesco Audrino & Dominik Colangelo [Downloadable!] 2009 Treatment evaluation in the presence of sample selection by Martin Huber [Downloadable!] 2009 A house price index defined in the potential outcomes framework by Nicholas Longford [Downloadable!] 2009 Functional Coefficient Estimation with Both Categorical and Continuous Data by Ye Chen & Liangjun Su & Aman Ullah [Downloadable!] 2009 Non Parametric Estimation of a Polarization Measure by Gordon Anderson & Oliver Linton & Yoon-Jae Wang [Downloadable!] 2009 This paper investigates cost and profit efficiency of German hospitals. More specifically, it deals with the question how hospital efficiency varies with ownership, patient structure and other exogenous factors, which are neither inputs nor outputs of the production process. We conduct a Stochastic Frontier Analysis (SFA) on a multifaceted administrative German dataset combined with the balance sheets of 374 hospitals for the years 2002 to 2005.The results indicate that private (for-profit) and (private) non-profit hospitals are on average less cost efficient but more profit efficient than publicly owned hospitals by Annika Herr & Hendrik Schmitz & Boris Augurzky [Downloadable!] 2009 Analyzing Firm Performance Heterogeneity: The Relative Effect Of Business Definition by N. HOUTHOOFD & S. DESMIDT & G. FIDALGO [Downloadable!] 2009 Regression with Imputed Covariates:a Generalized Missing Indicator Approach by Valentino Dardanoni & Salvatore Modica & Franco Peracchi [Downloadable!] 2009 Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous Regressors by David Powell [Downloadable!] 2009 Do monetary rewards crowd out intrinsic motivations of volunteers? Some empirical evidence for Italian volunteers by Damiano Fiorillo [Downloadable!] 2009 Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions by Rangan Gupta & Alain Kabundi [Downloadable!] 2009 The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us by Sonali Das & Rangan Gupta & Alain Kabundi 2009 Marginal and Interaction Effects in Ordered Response Models by Mallick, Debdulal [Downloadable!] 2009 A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated by Caner, Mehmet & Sandler Morrill, Melinda [Downloadable!] 2009 Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application by Aguirregabiria, Victor [Downloadable!] 2009 Economic forecasts with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn by Bušs, Ginters [Downloadable!] 2009 Capital social y eficiencia técnica de los pequeños agricultores de trigo de la Región del Bío Bío by Jaime, Mónica M. & Salazar , César A. [Downloadable!] 2009 Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy by Greselin, Francesca & Pasquazzi, Leo & Zitikis, Ricardas [Downloadable!] 2009 Macro-Prudential Monitoring Indicators for CEMAC Banking System by Kamgna, Severin Yves & Tinang, Nzesseu Jules & Tsombou, Kinfak Christian [Downloadable!] 2009 Generalized Impulse Response Analysis: General or Extreme? by Hyeongwoo, Kim [Downloadable!] 2009 Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach by Bušs, Ginters [Downloadable!] 2009 Subjective Well-Being as Welfare Measure: Concepts and Methodology by Fischer, Justina AV [Downloadable!] 2009 Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC by KAMGNA, Severin Yves & TINANG, Nzesseu Jules & TSOMBOU, Kinfak Christian [Downloadable!] 2009 Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions by Sinha, Pankaj & Jayaraman, Prabha [Downloadable!] 2009 GMM estimation of spatial panels by Moscone, Francesco & Tosetti, Elisa [Downloadable!] 2009 Impossibility Results for Nondifferentiable Functionals by Hirano, Keisuke & Porter, Jack [Downloadable!] 2009 Poverty and disability among Indian elderly: evidence from household survey by Pandey, Manoj K. [Downloadable!] 2009 Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models by Francq, Christian & Zakoian, Jean-Michel [Downloadable!] 2009 Merits and drawbacks of variance targeting in GARCH models by Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel [Downloadable!] 2009 Rating philosophy and dynamic properties of internal rating systems: A general framework and an application to backtesting by Cornaglia, Anna & Morone, Marco [Downloadable!] 2009 Bartlett's formula for a general class of non linear processes by Francq, Christian & Zakoian, Jean-Michel [Downloadable!] 2009 Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses by Mishra, SK [Downloadable!] 2009 A note on the ordinal canonical correlation analysis of two sets of ranking scores by Mishra, SK [Downloadable!] 2009 The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization by Mishra, SK [Downloadable!] 2009 Nonlinear Dynamics in Welfare and the Evolution of World Inequality by Davide Fiaschi - Marzia Romanelli [Downloadable!] 2009 Point Decisions for Interval-Identified Parameters by Kyungchul Song [Downloadable!] 2009 Rationalizable Counterfactual Choice Probabilities in Dynamic Binary Choice Processes by Xun Tang [Downloadable!] 2009 MEDEA: A DSGE Model for the Spanish Economy by Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez [Downloadable!] 2009 The Econometrics of DSGE Models by Jesús Fernández-Villaverde [Downloadable!] 2009 Poverty and Disability among Indian Elderly: Evidence from Household Survey by Manoj K. Pandey [Downloadable!] 2009 Real-time conditional forecasts with Bayesian VARs: An application to New Zealand by Chris Bloor & Troy Matheson [Downloadable!] 2009 Matching on the Estimated Propensity Score by Alberto Abadie & Guido W. Imbens [Downloadable!] 2009 A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples by James J. Heckman & Petra E. Todd [Downloadable!] 2009 Job Loss: Eat, drink and try to be merry? by Partha Deb & William T. Gallo & Padmaja Ayyagari & Jason M. Fletcher & Jody L. Sindelar [Downloadable!] 2009 Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology by Raymond Kan & Cesare Robotti & Jay Shanken [Downloadable!] 2009 Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable by Jeffrey E. Harris & Sandra G. Sosa-Rubi [Downloadable!] 2009 A Martingale Representation for Matching Estimators by Alberto Abadie & Guido Imbens [Downloadable!] 2009 The Econometrics of DSGE Models by Jesús Fernández-Villaverde [Downloadable!] 2009 Volatility Models : from GARCH to Multi-Horizon Cascades by Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova [Downloadable!] 2009 A Risk Management Approach for Portfolio Insurance Strategies by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent [Downloadable!] 2009 D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ? by Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet [Downloadable!] 2009 Breaks or long memory behaviour : An empirical investigation by Lanouar Charfeddine & Dominique Guegan [Downloadable!] 2009 Wavelet method for locally stationary seasonal long memory processes by Dominique Guegan & Zhiping Lu [Downloadable!] 2009 Crime, Corruption and Institutions by Ishita Chatterjee & Ranjan Ray [Downloadable!] 2009 Does the Evidence on Corruption Depend on how it is measured? Results from a Cross Country Study on Micro Data sets by Ishita Chatterjee & Ranjan Ray [Downloadable!] 2009 Global Income Distribution and Inequality: 1993 and 2000 by Duangkamon Chotikapanich & William E Griffiths & D.S. Prasada Rao & Vicar Valencia [Downloadable!] 2009 A Generalized Asymmetric Student-T Distribution With Application To Financial Econometrics by John Galbraith & Dongming Zhu [Downloadable!] 2009 A Note on the Application of EC2SLS and EC3SLS Estimators in Panel Data Models by Badi H. Baltagi & Long Liu [Downloadable!] 2009 Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009) by Badi H. Baltagi & Qu Feng & Chihwa Kao [Downloadable!] 2009 The Intertemporal Relation between Expected Return and Risk on Currency by Turan Bali & Kamil Yilmaz [Downloadable!] 2009 Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data by Flores, Carlos A. & Mitnik, Oscar A. [Downloadable!] 2009 Identification and Estimation of Causal Mechanisms and Net Effects of a Treatment under Unconfoundedness by Flores, Carlos A. & Flores-Lagunes, Alfonso [Downloadable!] 2009 A Martingale Representation for Matching Estimators by Abadie, Alberto & Imbens, Guido W. [Downloadable!] 2009 Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country by López Bóo, Florencia & Madrigal, Lucia & Pagés, Carmen [Downloadable!] 2009 Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences by de Luna, Xavier & Johansson, Per [Downloadable!] 2009 On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers If Identification Is Weak by Jaeger, David A. & Parys, Juliane [Downloadable!] 2009 A sensitivity analysis of poverty definitions by Longford, Nicholas Tibor & Nicodemo, Catia [Downloadable!] 2009 On the Identification of Fiscal Policy Behavior by Bing Li [Downloadable!] 2009 The Evolution of Loan Rate Stickiness Across the Euro Area by Jouchi Nakajima & Yuki Teranishi [Downloadable!] 2009 Panel VAR Models with Spatial Dependence by Mutl, Jan [Downloadable!] 2009 Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through by Bonnet, CéLine & Dubois, Pierre & Villas Boas, Sofia B. [Downloadable!] 2009 Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country by Florencia Lopez Boo & Lucia Madrigal & Carmen Pages [Downloadable!] 2009 IV-Schätzung eines linearen Panelmodells mit stochastisch überlagerten Betriebs- und Unternehmensdaten by Elena Biewen & Gerd Ronning & Martin Rosemann [Downloadable!] 2009 Effectiveness of One-Euro-Jobs: Do programme characteristics matter? by Hohmeyer, Katrin [Downloadable!] 2009 Short-term training variety for welfare recipients: the effects of different training types by Kopf, Eva [Downloadable!] 2009 Generalized single-index models: The EFM approach by Xia Cui & Wolfgang Karl Härdle & Lixing Zhu [Downloadable!] 2009 CDO and HAC by Barbara Choroś & Wolfgang Härdle & Ostap Okhrin [Downloadable!] 2009 De copulis non est disputandum - Copulae: An Overview by Wolfgang Härdle & Ostap Okhrin [Downloadable!] 2009 Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator by Yingcun Xia & Wolfgang Härdle & Oliver Linton [Downloadable!] 2009 Spectral estimation of the fractional order of a Lévy process by Denis Belomestny [Downloadable!] 2009 New recipes for estimating default intensities by Alexander Baranovski & Carsten von Lieres & André Wilch [Downloadable!] 2009 Bayesian Estimation of Unknown Regression Error Heteroscedasticity by Hiroaki Chigira & Tsunemasa Shiba [Downloadable!] 2009 A simple improvement of the IV estimator for the classical errors-in-variables problem by Andersson, Jonas & Møen, Jarle [Downloadable!] 2009 Testing for a Unit Root in a Random Coefficient Panel Data Model by Westerlund, Joakim & Larsson, Rolf [Downloadable!] 2009 Myths and Facts about Panel Unit Root Tests by Westerlund, Joakim & Breitung, Jörg [Downloadable!] 2009 Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden by Zeebari, Zangin & Shukur, Ghazi [Downloadable!] 2009 Value chain analysis Methodologies in the context of environment and trade research by Faße, Anja & Grote, Ulrike & Winter, Etti [Downloadable!] 2009 How well the balance-of- payments constraint approach explains the Portuguese growth performance: empirical evidence for the 1965-2008 period by Micaela Antunes & Elias Soukiazis [Downloadable!] 2009 Adaptive Experimental Design Using the Propensity Score by Jinyong Hahn & Keisuke Hirano & Dean Karlan [Downloadable!] 2009 An Empirical Glimpse on MSEs Four MENA Countries by Weshah Razzak [Downloadable!] 2009 On the GCC Currency Union by Weshah Razzak [Downloadable!] 2009 Libéralisme Économique et Croissance: Le Cas de Six Pays Méditerranéens by Rami Abdelkafi & Hatem Derbel & Ali Chkir [Downloadable!] 2009 Copulas and bivariate risk measures : an application to hedge funds by Rihab Bedoui & Makram Ben Dbadis [Downloadable!] 2009 Unification of the Fréchet and Weibull Distribution by Peter ter Berg [Downloadable!] 2009 The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models by Maurice J.G. Bun & Frank Windmeijer [Downloadable!] 2009 Stochastic environmental effects, demographic variation, and economic growth by Azomahou, Theophile & Mishra, Tapas [Downloadable!] 2009 A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models by Krajina, A. [Downloadable!] 2009 Generalized Methods of Trimmed Moments by Cizek, P. [Downloadable!] 2009 Nonparametric Estimation of a Polarization Measure by Gordon Anderson & Oliver Linton & Yoon-Jae Whang [Downloadable!] 2009 A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression by Peter C.B. Phillips & Liangjun Su [Downloadable!] 2009 Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor by Peter C.B. Phillips & Liangjun Su [Downloadable!] 2009 Nonparametric estimation of a polarization measure by Gordon Anderson & Oliver Linton & Yoon-Jae Whang [Downloadable!] 2009 Estimation of tail thickness parameters from GJR-GARCH models by Emma M. Iglesias & Oliver Linton [Downloadable!] 2009 Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed by Campbell, Rachel & Graddy, Kathryn & Hamilton, Jonathan [Downloadable!] 2009 MEDEA: A DSGE Model for the Spanish Economy by Burriel, Pablo & Fernández-Villaverde, Jesús & Rubio-Ramirez, Juan Francisco [Downloadable!] 2009 The Econometrics of DSGE Models by Fernández-Villaverde, Jesús [Downloadable!] 2009 Nonlinearity and Temporal Dependence by Xiaohong Chen & Lars P. Hansen & Marine Carrasco [Downloadable!] 2009 A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics by Dongming Zhu & John Galbraith [Downloadable!] 2009 Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models by Esmeralda A. Ramalho & Joaquim J. S. Ramalho [Downloadable!] 2009 Alternative estimating and testing empirical strategies for fractional regression models by Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira [Downloadable!] 2009 Panel Regression with Random Noise by Gerd Ronning & Hans Schneeweiss [Downloadable!] 2009 Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models by Harald Badinger & Peter Egger [Downloadable!] 2009 Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically by J. M. C. Santos Silva & Silvana Tenreyro [Downloadable!] 2009 Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator by J. M. C. Santos Silva & Silvana Tenreyro [Downloadable!] 2009 On the Existence of the Maximum Likelihood Estimates for Poisson Regression by J. M. C. Santos Silva & Silvana Tenreyro [Downloadable!] 2009 A Correction Function Approach to Solve the Incidental Parameter Problem by Li, GuangJie & Leon-Gonzalez, Roberto [Downloadable!] 2009 Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect by Li, GuangJie [Downloadable!] 2009 Comment on ``Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom'' by Zisimos Koustas & Jean-Francois Lamarche [Downloadable!] 2009 Identification of Causal Effects on Binary Outcomes Using Structural Mean Models by Paul Clarke & Frank Windmeijer [Downloadable!] 2009 More Reliable Inference for Segregation Indices by Rebecca Allen & Simon Burgess & Frank Windmeijer [Downloadable!] 2009 Instrumental Variable Estimators for Binary Outcomes by Paul Clarke & Frank Windmeijer [Downloadable!] 2009 Conditional Quantile Estimation for GARCH Models by Zhijie Xiao & Roger Koenker [Downloadable!] 2009 Inference in Mixed Proportional Hazard Models with K Random Effects by Guillaume Horny. [Downloadable!] 2009 Are disaggregate data useful for factor analysis in forecasting French GDP? by Barhoumi, K. & Darné, O. & Ferrara, L. [Downloadable!] 2009 Nonlinear dynamics in welfare and the evolution of world inequality by Davide Fiaschi & Marzia Romanelli [Downloadable!] 2009 Assessing Indexation-Based Calvo Inflation Models by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian [Downloadable!] 2009 Structural Inflation Models with Real Wage Rigidities: The Case of Canada by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian [Downloadable!] 2009 SNM Guide by Michael Creel & Dennis Kristensen [Downloadable!] 2009 Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments by Michael Creel & Dennis Kristensen [Downloadable!] 2009 Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models by Tue Gørgens & Christopher L. Skeels & Allan H. Würtz [Downloadable!] 2009 Unstable volatility functions: the break preserving local linear estimator by Isabel Casas & Irene Gijbels [Downloadable!] 2009 Understanding limit theorems for semimartingales: a short survey by Mark Podolskij & Mathias Vetter [Downloadable!] 2009 Semiparametric Modelling and Estimation: A Selective Overview by Dennis Kristensen [Downloadable!] 2009 Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models by Dennis Kristensen [Downloadable!] 2009 A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility by Eduardo Rossi & Paolo Santucci de Magistris [Downloadable!] 2009 Tails, Fears and Risk Premia by Tim Bollerslev & Viktor Todorov [Downloadable!] 2009 Stochastic volatility of volatility in continuous time by Ole E. Barndorff-Nielsen & Almut E. D. Veraart [Downloadable!] 2009 Testing Conditional Factor Models by Dennis Kristensen & Andrew Ang [Downloadable!] 2009 On IGARCH and convergence of the QMLE for misspecified GARCH models by Anders Tolver Jensen & Theis Lange [Downloadable!] 2009 First and second order non-linear cointegration models by Theis Lange [Downloadable!] 2009 Prediction of a Small Area Mean for an Infinite Population when the Variance Components Are Random by Stefan, Marius 2009 Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution by Necula, Ciprian [Downloadable!] 2009 Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods by Monika Oleksiak [Downloadable!] 2009 Some Notes About Decentralization Process Implications On Public Administration Corruption In Romania by Tudorel Andrei & Ani Matei & Stelian Stancu & Bogdan Oancea [Downloadable!] 2009 Métodos de imputación para el tratamiento de datos faltantes: aplicación mediante R/Splus = Imputation methods to handle the problem of missing data: an application using R/Splus by Muñoz Rosas, Juan Francisco & Alvarez Verdejo, Encarnación [Downloadable!] 2009 Production and stochastic efficiency: An application to the Colombian footwear and leather industry by Jorge Barrientos Marín & David Tobón & Alderid Gutiérrez [Downloadable!] 2009 Macroeconomic efault Modeling and Stress Testing by Dietske Simons & Ferdinand Rolwes [Downloadable!] 2009 Crash Testing German Banks by Klaus Duellmann & Martin Erdelmeier [Downloadable!] 2009 Basel II sermaye yeterliliği uzlaşısı’nın bankalar ve KOBİ’ler üzerine etkileri by Mert URAL & Erhan DEMİRELİ 2009 Informal care provision and Alzheimer’s discase: economic valuation and study of the variability of time by Berta Rivera & Bruno Casal & Luis Currais [Downloadable!] 2009 Visitando vizinhos: uma análise da série histórica de produção de bens de capital no Brasil utilizando diagramas de recorrência by Bueno, Newton Paulo [Downloadable!] 2009 Time-series Tests of Stochastic Earnings Convergence across US Nonmetropolitan Counties, 1969-2004 by Ismail H. GENC & Anil RUPASINGHA [Downloadable!] 2009 Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation by Emma M. Iglesias [Downloadable!] 2009 The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing by John Driffill & Turalay Kenc & Martin Sola & Fabio Spagnolo [Downloadable!] 2008 EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry by Oberndorfer, Ulrich [Downloadable!] 2008 Returns and Volatility of Eurozone Energy Stocks by Oberndorfer, Ulrich [Downloadable!] 2008 Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation by Hillebrand, Martin & Böcker, Klaus [Downloadable!] 2008 Estimating asset correlations from stock prices or default rates: which method is superior? by Düllmann, Klaus & Kunisch, Michael & Küll, Jonathan [Downloadable!] 2008 Stochastic frontier analysis by means of maximum likelihood and the method of moments by Behr, Andreas & Tente, Sebastian [Downloadable!] 2008 Income-related inequalities in self-assessed health: comparisons of alternative measurements of health by Tubeuf, S [Downloadable!] 2008 New prospects in the analysis of inequalities in health: a measurement of health encompassing several dimensions of health by Sandy Tubeuf & Marc Perronnin [Downloadable!] 2008 Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators by Arulampalam, Wiji & Stewart, Mark B. [Downloadable!] 2008 Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters by Dinghai Xu & John Knight [Downloadable!] 2008 Urn-based models for dependent credit risks and their calibration through EM algorithm by Riccardo Gusso & Uwe Schmock [Downloadable!] 2008 Finite-Sample Moments of the MLE for the Binary Logit Model by Qian Chen & David E. Giles [Downloadable!] 2008 Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process by Francesco Audrino & Marcelo C. Medeiros [Downloadable!] 2008 Infinitesimal Robustness for Diffusions by Davide La Vecchia & Fabio Trojani [Downloadable!] 2008 Modeling Tick-by-Tick Realized Correlations by Fulvio Corsi & Francesco Audrino [Downloadable!] 2008 Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects by Fulvio Corsi & Francesco Audrino [Downloadable!] 2008 Small-area estimation with spatial similarity by Nicholas Longford [Downloadable!] 2008 Inference with the lognormal distribution by Nicholas Longford [Downloadable!] 2008 Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach by Francisco Peñaranda & Enrique Sentana [Downloadable!] 2008 Simple Model for a Small Open Economy: An Application to the ASEAN-5 Countries by Arief Ramayandi [Downloadable!] 2008 Regime switching models of hedge fund returns by Szabolcs Blazsek & Anna Downarowicz [Downloadable!] 2008 Crude Oil and Stock Markets: Stability, Instability, and Bubbles by J. Isaac Miller & Ronald Ratti [Downloadable!] 2008 Structural Threshold Regression by Andros Kourtellos & Thanasis Stengos & Chih Ming Tan [Downloadable!] 2008 A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data by Marco Bee & Giuseppe Espa [Downloadable!] 2008 Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors by Martin Burda & Roman Liesenfeld & Jean-Francois Richard [Downloadable!] 2008 Value at Risk (VaR) and the alpha-stable distribution by John C. Frain [Downloadable!] 2008 Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices by John C. Frain [Downloadable!] 2008 Estimating Hedonic Prices for Stellenbosch wine by Sanja Lutzeyer [Downloadable!] 2008 Simulated Maximum Likelihood using Tilted Importance Sampling by Christian N. Brinch [Downloadable!] 2008 Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study by Terje Skjerpen [Downloadable!] 2008 Les Determinants Economiques de la Performance Olympique by Madeleine Andreff & Wladimir Andreff & Sandrine Poupaux [Downloadable!] 2008 Défis du financement agricole et rural, rôle pour la microfinance et implications pour les politiques publiques en Afrique subsaharienne. Pistes de recherche basées sur le cas du Burundi by Ephrem Niyongazabo [Downloadable!] 2008 Modified Fast Double Sieve Bootstraps for ADF Tests by Patrick Richard [Downloadable!] 2008 Smooth Minimum Distance Estimation and Testing in Conditional Moment Restrictions Models: Uniform in Bandwidth Theory by Pascal Lavergne & Valentin Patilea [Downloadable!] 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models by Thomas Flury & Neil Shephard [Downloadable!] 2008 On estimating the conditional expected shortfall by Franco Peracchi & Andrei V. Tanase [Downloadable!] 2008 Discrete time-series models when counts are unobservable by T M Christensen & A. S. Hurn & K A Lindsay [Downloadable!] 2008 The Devil is in the Detail: Hints for Practical Optimisation by T M Christensen & A S Hurn & K A Lindsay [Downloadable!] 2008 Forecasting with Dynamic Models using Shrinkage-based Estimation by Andrea Carriero & George Kapetanios & Massimiliano Marcellino [Downloadable!] 2008 Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments by George Kapetanios & Massimiliano Marcellino [Downloadable!] 2008 A Shrinkage Instrumental Variable Estimator for Large Datasets by Andrea Carriero & George Kapetanios & Massimiliano Marcellino [Downloadable!] 2008 Sequential Estimation of Structural Models with a Fixed Point Constraint by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2008 Could We Have Predicted The Recent Downturn In The South African Housing Market? by Sonali Das & Rangan Gupta & Alain Kabundi 2008 Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models by Rangan Gupta & Alain Kabundi 2008 Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs by Rangan Gupta & Alain Kabundi [Downloadable!] 2008 A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa by Rangan Gupta & Alain Kabundi [Downloadable!] 2008 Is a DFM Well-Suited in Forecasting Regional House Price Inflation? by Sonali Das & Rangan Gupta & Alain Kabundi 2008 A goodness-of-fit test for copulas by Prokhorov, Artem [Downloadable!] 2008 Robust Two-Stage Least Squares: some Monte Carlo experiments by Mishra, SK [Downloadable!] 2008 Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia [Downloadable!] 2008 Estimating the Gravity Equation when Zero Trade Flows are Frequent by Martin, Will & Pham, Cong S. [Downloadable!] 2008 A new method of robust linear regression analysis: some monte carlo experiments by Mishra, SK [Downloadable!] 2008 Inference regarding multiple structural changes in linear models estimated via two stage least squares by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia [Downloadable!] 2008 On construction of robust composite indices by linear aggregation by Mishra, SK [Downloadable!] 2008 Confidence sets based on penalized maximum likelihood estimators by Pötscher, Benedikt M. & Schneider, Ulrike [Downloadable!] 2008 On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing by Luati, Alessandra & Proietti, Tommaso [Downloadable!] 2008 On The dynamic of search, matching and productivity in New Zealand and Australia by Razzak, Weshah [Downloadable!] 2008 Spurious long-range dependence: evidence from Malaysian equity markets by chin, wencheong [Downloadable!] 2008 Parametrix approximations for non constant coefficient parabolic PDEs by Foschi, Paolo & Pieressa, Luca & Polidoro, Sergio [Downloadable!] 2008 Social effect and female genital mutilation (FGM) by OUEDRAOGO, Salmata [Downloadable!] 2008 Comment: The Identification Power of Equilibrium in Simple Games by Aguirregabiria, Victor [Downloadable!] 2008 Forward-Looking Beta Estimates:Evidence from an Emerging Market by Onour, Ibrahim [Downloadable!] 2008 Nyquist Frequency in Sequentially Sampled Data by Faghih, Nezameddin & Faghih, Ali [Downloadable!] 2008 Network Externalities and Critical Mass in the Mobile Telephone Network: a Panel Data Estimation by Baraldi, A. Laura [Downloadable!] 2008 Estimation with Inequality Constraints on Parameters and Truncation of the Sampling Distribution by Barnett, William A. & Seck, Ousmane [Downloadable!] 2008 A note on the estimation of long-run relationships in dependent cointegrated panels by Di Iorio, Francesca & Fachin, Stefano [Downloadable!] 2008 Simulated maximum likelihood for general stochastic volatility models: a change of variable approach by Kleppe, Tore Selland & Skaug, Hans J. [Downloadable!] 2008 Credit market and prediction of its future development by Vodová, Pavla [Downloadable!] 2008 Which Output Gap Measure Matters for the Arab Gulf Cooperation Council Countries (AGCC): The Overall GDP Output Gap or the Non-Oil Sector Output Gap? by Osman, Mohammad & Louis, Rosmy & Balli, Faruk [Downloadable!] 2008 Hedonic demand for rented house in Kohima, Nagaland by Mishra, SK & Ngullie, ML [Downloadable!] 2008 Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns by Francois-Éric Racicot & Raymond Théoret [Downloadable!] 2008 Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators by Dayton M. Lambert & Raymond J.G.M. Florax & Seong-Hoon Cho [Downloadable!] 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models by Thomas Flury & Neil Shephard [Downloadable!] 2008 Parameter estimation in nonlinear AR-GARCH models by Mika Meitz & Pentti Saikkonen [Downloadable!] 2008 What Drives the NAIRU? Evidence from a Panel of OECD Countries by Christian Gianella & Isabell Koske & Elena Rusticelli & Olivier Chatal [Downloadable!] 2008 Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand by Chris Bloor & Troy Matheson [Downloadable!] 2008 Constrainted Optimization Approaches to Estimation of Structural Models by Che-Lin Su & Kenneth L. Judd [Downloadable!] 2008 Market Dominance and Barriers to Competition in Financial Trading Venues by Ricardo Ribeiro [Downloadable!] 2008 Estimating Welfare in Insurance Markets Using Variation in Prices by Liran Einav & Amy Finkelstein & Mark R. Cullen [Downloadable!] 2008 School Nutrition Programs and the Incidence of Childhood Obesity by Daniel L. Millimet & Rusty Tchernis & Muna Husain [Downloadable!] 2008 Nonparametric Identification and Estimation in a Generalized Roy Model by Patrick Bayer & Shakeeb Khan & Christopher Timmins [Downloadable!] 2008 A Maximum Likelihood Method for the Incidental Parameter Problem by Marcelo Moreira [Downloadable!] 2008 Evaluating The Distributional Implications Of Price Movements: Methodology, Application And Australian Evidence by Aaron Nicholas & Ranjan Ray & Rebecca Valenzuela [Downloadable!] 2008 Confidence Intervals for Estimates of Elasticities by J. G. Hirschberg, J. N. Lye & D. J. Slottje [Downloadable!] 2008 Learning-by-Doing and Productivity Dynamics in Manufacturing Industries by Andrew Clarke [Downloadable!] 2008 Methodological overview of Rasch model and application in customer satisfaction survey data by Francesca DE BATTISTI & Giovanna NICOLINI & Silvia SALINI [Downloadable!] 2008 Household Wealth and Heterogeneous Impacts of a Market-Based Training Program: The Case of PROJOVEN in Peru by Jose Galdo & Miguel Jaramillo & Veronica Montalva [Downloadable!] 2008 Economies of scale and efficiency measurement in Switzerland's Nursing homes by Medhi Farsi & Massimo Filippini & Diego Lunati [Downloadable!] 2008 Nonlinear Panel Estimation Of Time-Varying Effects Of Import Quotas by Joseph Francois & Julia Woerz [Downloadable!] 2008 Estimation of Parameters in the Presence of Model misspecification and Measurement Error by P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall & George Hondroyiannis [Downloadable!] 2008 Stochastic FDH/DEA estimators for Frontier Analysis by Leopold Simar & Valentin Zelenyuk [Downloadable!] 2008 Inconsistencies in Reported Employment Characteristics among Employed Stayers by Bassi, Francesca & Padoan, Alessandra & Trivellato, Ugo [Downloadable!] 2008 Adding Rungs to the Exporting Ladder: Plant-Level Exporting Dynamics and Total Factor Productivity Growth by Voicu, Alexandru [Downloadable!] 2008 Identification of Treatment Effects on the Treated with One-Sided Non-Compliance by Frölich, Markus & Melly, Blaise [Downloadable!] 2008 Quantile Treatment Effects in the Regression Discontinuity Design by Frölich, Markus & Melly, Blaise [Downloadable!] 2008 Work-Life Balance Practices and the Gender Gap in Job Satisfaction in the UK: Evidence from Matched Employer-Employee Data by Asadullah, Niaz & Fernández, Rosa M. [Downloadable!] 2008 Public Sector Pay Gap in France: New Evidence Using Panel Data by Bargain, Olivier & Melly, Blaise [Downloadable!] 2008 Impact of Reforms on Plant-Level Productivity and Technical Efficiency: Evidence from the Indian Manufacturing Sector by Bhaumik, Sumon K. & Kumbhakar, Subal C. [Downloadable!] 2008 Unconditional Quantile Treatment Effects under Endogeneity by Frölich, Markus & Melly, Blaise [Downloadable!] 2008 Evaluating the German (New Keynesian) Phillips Curve by Rolf Scheufele [Downloadable!] 2008 A multiobjective approach using consistent rate curves to the calibration of a Gaussian Heath-Jarrow-Morton model by Antonio Falcó & Juan Nave & Lluís Navarro [Downloadable!] 2008 Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions by Giuseppe Ragusa [Downloadable!] 2008 Determinantes de la Inversión en Paraguay by Juan Eduardo Coeymans. [Downloadable!] 2008 Determinantes del Desempleo en Paraguay by Juan Eduardo Coeymans. 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En undersøgelse af stordrifts- og samdriftsfordele i det danske sygehusvæsen by Kristensen, Troels & Møller Pedersen, Kjeld & Rose Olsen, Kim [Downloadable!] 2008 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates by Queijo von Heideken, Virginia [Downloadable!] 2008 Proxying ability by family background in returns to schooling estimations is generally a bad idea by Mellander, Erik & Sandgren-Massih, Sofia [Downloadable!] 2008 Metropolis-Hastings prefetching algorithms by Strid, Ingvar [Downloadable!] 2008 Fourth order pseudo maximum likelihood methods by Alberto Holly & Alain Montfort & Michael Rockinger [Downloadable!] 2008 Little’s Law and Business Entropy by Michael Louis George [Downloadable!] 2008 Log Cycle Time as a Predictor of Cost Reduction by Michael Louis George [Downloadable!] 2008 What is Business Entropy by Michael Louis George [Downloadable!] 2008 Uma análise do capital humano sobre o nível de renda dos estados brasileiros: MRW versus Mincer by Ricardo Corrêa Cangussu & Márcio A. Salvato & Luciano Nakabashi [Downloadable!] 2008 Valuation of Convexity Related Derivatives by Jiří Witzany [Downloadable!] 2008 Parameter Estimation in Nonlinear AR-GARCH Models by Mika Meitz & Pentti Saikkonen [Downloadable!] 2008 Federal Funds Rate Stationarity: New Evidence by Frédérique BEC, Charbel BASSIL [Downloadable!] 2008 Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments by Chen, Xiaohong & Pouzo, Demian [Downloadable!] 2008 Large Bayesian VARs by Marta Banbura & Domenico Giannone & Lucrezia Reichlin [Downloadable!] 2008 A New Hausmann Type Test to Detect the Presence of Influential Outliers by Catherine Dehon & Marjorie Gassner & Vincenzo Verardi [Downloadable!] 2008 Les spams boursiers : Etude empirique sur le marché des penny stocks by Taoufik Bouraoui [Downloadable!] 2008 The effects of economic freedom components on economic growth: an analysis with a threshold model by Rami Abdelkafi & Hatem Derbel [Downloadable!] 2008 Une décomposition de l'effet de la liberté économique sur la croissance dans les pays en développement by Rami Abdelkafi & Hatem Derbel [Downloadable!] 2008 Publication Selection Bias in Minimum-Wage Research? A Meta-Regression Analysis by Hristos Doucouliagos & T.D. Stanley [Downloadable!] 2008 Support Vector Machines (SVM) as a Technique for Solvency Analysis by Laura Auria & Rouslan A. Moro [Downloadable!] 2008 Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach by Jonas Schreyögg & Markus M. Grabka [Downloadable!] 2008 Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach by Jonas Schreyögg & Markus M. Grabka [Downloadable!] 2008 Spline Smoothing over Difficult Regions by Siem Jan Koopman & Soon Yip Wong [Downloadable!] 2008 Complex Evolutionary Systems in Behavioral Finance by Cars Hommes & Florian Wagener [Downloadable!] 2008 Likelihood Functions for State Space Models with Diffuse Initial Conditions by Marc K. Francke & Siem Jan Koopman & Aart de Vos [Downloadable!] 2008 Seasonality with Trend and Cycle Interactions in Unobserved Components Models by Siem Jan Koopman & Kai Ming Lee [Downloadable!] 2008 A Comparison of Two Averaging Techniques with an Application to Growth Empirics by Magnus, J.R. & Powell, O.R. & Prüfer, P. [Downloadable!] 2008 Semiparametric Robust Estimation of Truncated and Censored Regression Models by Cizek, P. [Downloadable!] 2008 The Shorth Plot by Einmahl, J.H.J. & Gantner, M. & Sawitzki, G. [Downloadable!] 2008 Optimal Bandwidth Choice for Interval Estimation in GMM Regression by Yixiao Sun & Peter C.B. Phillips [Downloadable!] 2008 Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood by Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang [Downloadable!] 2008 Nonlinearity and Temporal Dependence by Xiaohong Chen & Lars P. Hansen & Marine Carrasco [Downloadable!] 2008 Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals by Xiaohong Chen & Demian Pouzo [Downloadable!] 2008 Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments by Xiaohong Chen & Demian Pouzo [Downloadable!] 2008 Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels by Nikolay Gospodinov & Masayuki Hirukawa [Downloadable!] 2008 Local GMM Estimation of Time Series Models with Conditional Moment Restrictions by Nikolay Gospodinov & Taisuke Otsu [Downloadable!] 2008 The Econometrics Of Mean-Variance Efficiency Tests: A Survey by Enrique Sentana [Downloadable!] 2008 A Comparison Of Mean-Variance Efficiency Tests by Enrique Sentana & Dante Amegual [Downloadable!] 2008 Efficiency in Large Dynamic Panel Models with Common Factor by Patrick GAGLIARDINI & Christian GOURIEROUX [Downloadable!] 2008 Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias by Eric Jondeau [Downloadable!] 2008 Sequential Estimation of Structural Models with a Fixed Point Constraint by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2008 Forecasting Euro Area Real GDP: Optimal Pooling of Information by Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser [Downloadable!] 2008 GM Estimation of Higher Order Spatial Autoregressive Processes in Panel Data Error Component Models by Harald Badinger & Peter Egger [Downloadable!] 2008 On The Cyclicality of Real Wages and Wage Differentials by Otrok, Christopher & Pourpourides, Panayiotis M. 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Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard [Downloadable!] 2008 Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution by Jean Jacod & Mark Podolskij & Mathias Vetter [Downloadable!] 2008 Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood by Dennis Kristensen & Yongseok Shin [Downloadable!] 2008 Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances by Almut E. D. Veraart [Downloadable!] 2008 Maximum likelihood estimation of fractionally cointegrated systems by Katarzyna Lasak [Downloadable!] 2008 Optimal inference in dynamic models with conditional moment restrictions by Bent Jesper Christensen & Michael Sørensen [Downloadable!] 2008 Mean Reversion in US and International Short Rates by Charlotte Christiansen [Downloadable!] 2008 Semiparametric Inference in a GARCH-in-Mean Model by Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias [Downloadable!] 2008 The limiting behavior of the estimated parameters in a misspecified random field regression model by Christian M. Dahl & Yu Qin [Downloadable!] 2008 The cyclical component factor model by Christian M. Dahl & Henrik Hansen & John Smidt [Downloadable!] 2008 The limiting properties of the QMLE in a general class of asymmetric volatility models by Christian M. Dahl & Emma M. Iglesias [Downloadable!] 2008 New tests for jumps: a threshold-based approach by Mark Podolskij & Daniel Ziggel [Downloadable!] 2008 Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter by Martin Møller Andreasen [Downloadable!] 2008 Parameter estimation in nonlinear AR-GARCH models by Mika Meitz & Pentti Saikkonen [Downloadable!] 2008 Bipower-type estimation in a noisy diffusion setting by Mark Podolskij & Mathias Vetter [Downloadable!] 2008 Determinants of Birthweight Outcomes: Quantile Regressions Based on Panel Data by Stefan Holst Bache & Christian M. Dahl & Johannes Tang [Downloadable!] 2008 Inference for the jump part of quadratic variation of Itô semimartingales by Almut Veraart [Downloadable!] 2008 A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments by Sudhanshu Kumar MISHRA [Downloadable!] 2008 The Determinants of Health Care Utilization in Portugal: An Approach with Count Data Models by João Cotter Salvado [Downloadable!] 2008 Economies of Scale and Efficiency Measurement in Switzerland's Nursing Homes by Mehdi Farsi & Massimo Filippini & Diego Lunati [Downloadable!] 2008 Food Stamp Program Participation of Refugees and Immigrants by Christopher R. Bollinger & Paul Hagstrom 2008 Hierarchical Bayesian Estimation of the Number of Visits to the Generalist in 2002/2003 French Health Survey by Stefan, Marius [Downloadable!] 2008 Trends in Structural Changes and Convergence in EU by Albu, Lucian Liviu [Downloadable!] 2008 Measuring the Correlation of Shocks Between the UK and the Core of Europe by Hall, S.G. & Yhap, B. [Downloadable!] 2008 On Estimation Of Volatility Of Financial Time Series For Pricing Derivatives by Michal Černý [Downloadable!] 2008 Procesos Poisson-Gaussianos para el Análisis de Rendimientos en el Mercado Accionarial en México by NÚÑEZ MORA, J. Antonio & SEGUNDO VALDÉS, Alejandro & DE LA CRUZ GALLEGOS, J. Luis [Downloadable!] 2008 Determining Factors of the Use of Public Instruments for Risk Management in the Chilean Wine Industry: A binomial Logit Model by Germán Lobos & Jean-Laurent Viviani [Downloadable!] 2008 Duzgunlestirilmis Fonksiyonel Ana Bilesenler Analizi Ile Imkb Verilerinin Incelenmesi by Kadir Ertas & Istem Koymen Keser [Downloadable!] 2008 Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances by Michalis Petrides & Alex Karagrigoriou [Downloadable!] 2008 Inflation Forecasts and the New Keynesian Phillips Curve by Sophocles N. Brissimis & Nicholas S. Magginas [Downloadable!] 2008 An Empirical Evaluation of Structural Credit-Risk Models by Nikola A. Tarashev [Downloadable!] 2008 Statistical Methods for Market Researches: the Flexible Segmentation by Paola Maddalena Chiodini [Downloadable!] 2008 Sobre la convergencia del modelo GARCH(1,1)-M al movimiento geométrico browniano con reversión a la media by Francisco Venegas-Martínez & Francisco J. Sánchez-Torres [Downloadable!] 2008 The Devil is in the Detail: Hints for Practical Optimisation by Christensen, T.M. & Hurn, A.S. & Lindsay, K.A. [Downloadable!] 2008 Minimum distance estimation of the spatial panel autoregressive model by Théophile Azomahou [Downloadable!] 2007 The Returns to Pencil Use Revisited by Spitz-Oener, Alexandra [Downloadable!] 2007 New insights on unemployment duration and post unemployment earnings in Germany : censored Box-Cox quantile regression at work by Fitzenberger, Bernd & Wilke, Ralf A. [Downloadable!] 2007 Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models by Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B. [Downloadable!] 2007 Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance by Herwartz, Helmut & Golosnoy, Vasyl [Downloadable!] 2007 Modelling dynamic portfolio risk using risk drivers of elliptical processes by Schmidt, Rafael & Schmieder, Christian [Downloadable!] 2007 A note on the coefficient of determination in regression models with infinite-variance variables by Loretan, Michael Stanislaus & Kurz-Kim, Jeong-Ryeol [Downloadable!] 2007 Cross-section data, disequilibrium situations and estimated coefficients: evidence from car ownership demand by Anna Matas & Josep-Lluis Raymond [Downloadable!] 2007 Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments by Danny Campbell & W. George Hutchinson & Riccardo Scarpa [Downloadable!] 2007 A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle by Qian Chen & David E. Giles [Downloadable!] 2007 On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty by Judith A. Clarke [Downloadable!] 2007 Forecasting Implied Volatility Surfaces by Francesco Audrino & Dominik Colagelo [Downloadable!] 2007 A Note on the Relation of Weighting and Matching Estimators by Michael Lechner [Downloadable!] 2007 Regression discontinuity design with covariates by Markus Frölich [Downloadable!] 2007 A general multivariate threshold GARCH model with dynamic conditional correlations by Francesco Audrino & Fabio Trojani [Downloadable!] 2007 Splines for Financial Volatility by Francesco Audrino & Peter Bühlmann [Downloadable!] 2007 Realized Correlation Tick-by-Tick by Fulvio Corsi & Francesco Audrino [Downloadable!] 2007 Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error by J. Isaac Miller [Downloadable!] 2007 An Information Theoretic Approach to Flexible Stochastic Frontier Models by Douglas Miller [Downloadable!] 2007 Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior by Victor Aguirregabiria [Downloadable!] 2007 Estimating DSGE Models under Partial Information by Paul Levine & Joseph Pearlman & George Perendia [Downloadable!] 2007 Forecasting key macroeconomic variables from a large number of predictors: A state space approach by Arvid Raknerud, Terje Skjerpen and Anders Rygh Swensen [Downloadable!] 2007 A Method for Improved Capital Measurement by Combining Accounts and Firm Investment Data. A revised version by Arvid Raknerud, Dag Rønningen and Terje Skjerpen [Downloadable!] 2007 Instrumental Variable Quantile Estimation of Spatial Autoregressive Models by Zhenlin Yang & Liangjun Su [Downloadable!] 2007 GLS Bias Correction for Low Order ARMA models by Patrick Richard [Downloadable!] 2007 Estimating DSGE Models under Partial Information by Paul Levine & Joseph Pearlman & George Perendia [Downloadable!] 2007 Cost and Technical Efficiency of German Hospitals – A Stochastic Frontier Analysis by Annika Frohloff [Downloadable!] 2007 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks by Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana [Downloadable!] 2007 On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models by Gabriele Fiorentini & Enrique Sentana [Downloadable!] 2007 Forecasting Large Datasets with Reduced Rank Multivariate Models by Andrea Carriero & George Kapetanios & Massimiliano Marcellino [Downloadable!] 2007 Boosting Estimation of RBF Neural Networks for Dependent Data by George Kapetanios & Andrew P. Blake [Downloadable!] 2007 Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence by George Kapetanios & Zacharias Psaradakis [Downloadable!] 2007 Nonparametric Identification and Estimation of Multivariate Mixtures by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2007 Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test by Yu Ren & Katsumi Shimotsu [Downloadable!] 2007 Impact du commerce extérieur sur la productivité au sein des secteurs en Tunisie : cas de l’industrie manufacturière by Derbel, Hatem & Abdelkafi, Rami & Chkir, Ali [Downloadable!] 2007 On the distribution of the adaptive LASSO estimator by Pötscher, Benedikt M. & Schneider, Ulrike [Downloadable!] 2007 The Application of the Econometric Models with Qualitative Variables in the Analysis of the Non Academic Behaviors at the Level of the Romanian Higher Education System by Andrei, Tudorel & Teodorescu, Daniel & Iacob, Andreea Iluzia E. S. & Stancu, Stelian [Downloadable!] 2007 Tendencies in the Romania's Regional Economic Development during the Period 1991-2004 by Andrei, Tudorel & Iacob, Andreea Iluzia & Vlad, Liviu Bogdan [Downloadable!] 2007 In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback by Razzak, W A [Downloadable!] 2007 Is The Sample Coefficient Of Variation A Good Estimator For The Population Coefficient Of Variation? by Mahmoudvand, Rahim & Hassani, Hossein & Wilson, Rob [Downloadable!] 2007 Inference for stochastic volatility model using time change transformations by Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros [Downloadable!] 2007 Likelihood-based inference for correlated diffusions by Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O. [Downloadable!] 2007 On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding by Pötscher, Benedikt M. & Leeb, Hannes [Downloadable!] 2007 Estimation and decomposition of downside risk for portfolios with non-normal returns by Boudt, Kris & Peterson, Brian & Croux, Christophe [Downloadable!] 2007 GMM Estimation of the Number of Latent Factors by Perez, Marcos & Ahn, Seung Chan [Downloadable!] 2007 Least squares estimation of joint production functions by the Differential Evolution method of global optimization by Mishra, SK [Downloadable!] 2007 A note on least squares fitting of signal waveforms by Mishra, SK [Downloadable!] 2007 Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves by Mishra, SK [Downloadable!] 2007 The pronouncements of paranoid politicians by Guido, Cataife [Downloadable!] 2007 A model to estimate informal economy at regional level: Theoretical and empirical investigation by Albu, Lucian-Liviu [Downloadable!] 2007 Reconsidering the logit: the risk of individual names by Zoltan, Varsanyi [Downloadable!] 2007 Estimation of the Equilibrium Interest Rate: Case of CFA zone by Dramani, Latif & Laye, Oumy [Downloadable!] 2007 Deterministic and stochastic trends in the time series models: A guide for the applied economist by Rao, B. Bhaskara [Downloadable!] 2007 An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model by Vitek, Francis [Downloadable!] 2007 Testing for a common latent variable in a linear regression by Wittenberg, Martin [Downloadable!] 2007 The competitive advantage in The Middle East. An empirical approach by Scorbureanu, Alexandrina Ioana [Downloadable!] 2007 Параллельное Программирование В Matlab М Его Приложения by Оленев, Н.Н. & Печенкин, Р.В. & Чернецов, А.М. [Downloadable!] 2007 ¿Son las escuelas particulares subvencionadas mejores que las municipales? Estimación de la ecuación de logro escolar para Chile by Idrovo Aguirre, Byron [Downloadable!] 2007 Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan by Faheem Jehangir Khan & Yaser Javed [Downloadable!] 2007 A Note on Leisure Inequality in the US: 1965-2003 by Jose Ignacio Gimenez Nadal & Almudena Sevilla Sanz [Downloadable!] 2007 Crowding Out or Complementarity in the Telecommunications Market? by Ricardo Ribeiro & João Vareda & [Downloadable!] 2007 A New Approach to Drawing States in State Space Models by William J. McCausland & Shirley Miller & Denis Pelletier [Downloadable!] 2007 The Welfare Cost of Asymmetric Information: Evidence from the U.K. Annuity Market by Liran Einav & Amy Finkelstein & Paul Schrimpf [Downloadable!] 2007 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev [Downloadable!] 2007 Cointegration and Consumption Risks in Asset Returns by Ravi Bansal & Robert Dittmar & Dana Kiku [Downloadable!] 2007 Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents by Xavier Gabaix & Rustam Ibragimov [Downloadable!] 2007 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev [Downloadable!] 2007 Risk and Predictability of Singapore’s Direct Residential Real Estate Market by Qin Xiao & Weihong Huang [Downloadable!] 2007 Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models by Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle [Downloadable!] 2007 An Assessment of Alternative State Space Models for Count Time Series by Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin [Downloadable!] 2007 Hierarchical forecasts for Australian domestic tourism by George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman [Downloadable!] 2007 Semiparametric estimation of the dependence parameter of the error terms in multivariate regression by Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle [Downloadable!] 2007 Which is the best model for the US inflation rate : a structural changes model or a long memory by Lanouar Charfeddine & Dominique Guégan [Downloadable!] 2007 The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance by Davide Ferrari & Sandra Paterlini [Downloadable!] 2007 Money and Monetary Policy in DSGE Models by Arnab Bhattacharjee & Christoph Thoenissen [Downloadable!] 2007 Explaining the gaps in labour productivity in some developed countries by Weshah Razzak [Downloadable!] 2007 Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets by Mathias Drehmann & Steffen Sorensen & Marco Stringa [Downloadable!] 2007 Ordinary Least Squares Bias and Bias Corrections for iid Samples by Lonnie Magee [Downloadable!] 2007 Ordinary Least Squares Bias and Bias Corrections for iid Samples by Lonnie Magee [Downloadable!] 2007 Properties And Estimation Of Asymmetric Exponential Power Distribution by Victoria Zinde-Walsh & Dongming Zhu [Downloadable!] 2007 Copula-Based Tests for Cross-Sectional Independence in Panel Models by Hong-Ming Huang & Chihwa Kao & Giovanni Urga [Downloadable!] 2007 Testing for Instability in Factor Structure of Yield Curves by Dennis Philip & Chihwa Kao & Giovanni Urga [Downloadable!] 2007 Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend by Chihwa Kao & Lorenzo Trapani & Giovanni Urga [Downloadable!] 2007 Panel Cointegration with Global Stochastic Trends by Jushan Bai & Chihwa Kao & Serena Ng [Downloadable!] 2007 Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions by Alain Guay & Florian Pelgrin [Downloadable!] 2007 Nonparametric Density Estimation for Multivariate Bounded Data by Taoufik Bouezmarni & Jeroen V.K. Rombouts [Downloadable!] 2007 Semiparametric Multivariate Density Estimation for Positive Data Using Copulas by Taoufik Bouezmarni & Jeroen V.K. Rombouts [Downloadable!] 2007 Total factor productivity estimation: A practical review by Ilke Van Beveren [Downloadable!] 2007 Bounding ATE with ITT by Ito, Seiro [Downloadable!] 2007 The NAFTA Tide: Lifting the Larger and Better Boats by Angel Calderon-Madrid & Alexandru Voicu [Downloadable!] 2007 Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data by Jose Galdo & Jeffrey Smith & Dan Black [Downloadable!] 2007 Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators by Wiji Arulampalam & Mark B. Stewart [Downloadable!] 2007 Regression Discontinuity Design with Covariates by Markus Frölich [Downloadable!] 2007 The Returns to Pencil Use Revisited by Alexandra Spitz-Oener [Downloadable!] 2007 A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function by Atanas Christev & Allen Featherstone [Downloadable!] 2007 Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach by Marco Caliendo & Alexander S. Kritikos [Downloadable!] 2007 New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work by Bernd Fitzenberger & Ralf A. Wilke [Downloadable!] 2007 The Part-Time Wage Penalty in European Countries: How Large Is It for Men? by Síle O’Dorchai & Robert Plasman & François Rycx [Downloadable!] 2007 The “deeper” and the “wider” EU strategies of trade integration.An empirical evaluation of EU Common Commercial Policy effects by Roberta De Santis & Claudio Vicarelli [Downloadable!] 2007 Unconditional quantile treatment effects under endogeneity by Markus Frölich & Blaise Melly [Downloadable!] 2007 Estimating average marginal effects in nonseparable structural systems by Susanne Schennach & Halbert White & Karim Chalak [Downloadable!] 2007 Maximal uniform convergence rates in parametric estimation problems by Walter Beckert & Daniel McFadden [Downloadable!] 2007 Regression discontinuity design with covariates by Markus Frölich [Downloadable!] 2007 Instrumental variable estimation with heteroskedasticity and many instruments by Jerry Hausman & Whitney Newey & Tiemen Woutersen & John Chao & Norman Swanson [Downloadable!] 2007 The weak instrument problem of the system GMM estimator in dynamic panel data models by Maurice Bun & Frank Windmeijer [Downloadable!] 2007 To Bind or Not to Bind Collectively? Decomposition of Bargained Wage Differences Using Counterfactual Distributions by Wolf Dieter Heinbach & Markus Spindler [Downloadable!] 2007 A fistful of Euros: Does One-Euro-Job participation lead means-tested benefit recipients into regular jobs and out of unemployment benefit II receipt? by Hohmeyer, Katrin & Wolff, Joachim [Downloadable!] 2007 Does short-term training activate means-tested unemployment benefit recipients in Germany? by Wolff, Joachim & Jozwiak, Eva [Downloadable!] 2007 A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access by Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas [Downloadable!] 2007 Enhanced routines for instrumental variables/GMM estimation and testing by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!] 2007 Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs by Volodymyr Perederiy [Downloadable!] 2007 Estimation with the Nested Logit Model: Specifications and Software Particularities by Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt [Downloadable!] 2007 To Bind or Not to Bind Collectively? Decomposition of Bargained Wage Differences Using Counterfactual Distributions by Wolf Dieter Heinbach & Markus Spindler [Downloadable!] 2007 Assessing Bond Market Integration in Asia by Ip-wing Yu & Laurence Fung & Chi-sang Tam [Downloadable!] 2007 Assessing Financial Market Integration In Asia - Equity Markets by Ip-wing Yu & Laurence Fung & Chi-sang Tam [Downloadable!] 2007 Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM) by Carling, Kenneth & Alam, Moudud [Downloadable!] 2007 A Convolution Estimator for the Density of Nonlinear Regression Observations by Støve, Bård & Tjøstheim, Dag [Downloadable!] 2007 Some new bivariate IG and NIG-distributions for modelling covariate nancial returns by Lillestøl, Jostein [Downloadable!] 2007 Os efeitos do câmbio e juros na balança comercial paranaense by Luciano Nakabashi & Marcio José Vargas da Cruz [Downloadable!] 2007 Efeitos do câmbio e juros sobre as exportações da indústria brasileira by Luciano Nakabashi & Marcio José Vargas da Cruz & Fábio Dória Scatolin [Downloadable!] 2007 Working Paper 10-07 - Foreign trade in Modtrim by Bart De Ketelbutter & Ludovic Dobbelaere & Filip Vanhorebeek [Downloadable!] 2007 How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing by Karl H. Schlag [Downloadable!] 2007 Entry into motherhood: The effect of wages by Alfredo Ariza & Arantza Ugidos [Downloadable!] 2007 Development and Validation of Credit-Scoring Models by Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik [Downloadable!] 2007 The part-time wage penalty in European countries:How large is it for men? by Sîle O'DOrchai & Robert Plasman & François Rycx [Downloadable!] 2007 Is Entrepreneurial Success Predictable?: An Ex-ante Analysis of the Character-Based Approach by Marco Caliendo & Alexander S. Kritikos [Downloadable!] 2007 Lohnungleichheit innerhalb und zwischen Bevölkerungsgruppen in Deutschland und den USA by Heiko Peters [Downloadable!] 2007 Mean and Bold? by Kristof De Witte & Elbert Dijkgraaf [Downloadable!] 2007 Are Firms That Received R&D Subsidies More Innovative? by Mohnen, Pierre & Bérubé, Charles [Downloadable!] 2007 Efficient Robust Estimation of Time-Series Regression Models by Cizek, P. [Downloadable!] 2007 Efficient Robust Estimation of Regression Models (Revision of DP 2006-08) by Cizek, P. [Downloadable!] 2007 Asymptotics for the Hirsch Index by Beirlant, J. & Einmahl, J.H.J. [Downloadable!] 2007 A Method of Moments Estimator of Tail Dependence by Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J. [Downloadable!] 2007 How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters by Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M. [Downloadable!] 2007 General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1) by Cizek, P. [Downloadable!] 2007 Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models by Cizek, P. & Haerdle, W. & Spokoiny, V. [Downloadable!] 2007 Efficient Estimation of Autoregression Parameters and Innovation Distributions for Semiparametric Integer-Valued AR(p) Models (Subsequently replaced by DP 2008-53) by Drost, F.C. & Akker, R. van den & Werker, B.J.M. 2007 Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models by Cizek, P. [Downloadable!] 2007 General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaced by DP 2007-65) by Cizek, P. 2007 Efficient importance sampling for ML estimation of SCD models by Luc, BAUWENS & Fausto Galli [Downloadable!] 2007 Bayesian VARs with Large Panels by Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia [Downloadable!] 2007 Understanding Index Option Returns by Broadie, Mark & Chernov, Mikhail & Johannes, Michael [Downloadable!] 2007 On The Efficiency And Consistency Of Likelihood Estimation In Multivariate Conditionally Heteroskedastic Dynamic Regression Models by Enrique Sentana & Gabriele Fiorentini [Downloadable!] 2007 Immigration, Information, and Trade Margins by Shan (Victor) Jiang [Downloadable!] 2007 A Specification Test For Nonparametric Instrumental Variable Regression by Patrick Gagliardini & Olivier Scaillet [Downloadable!] 2007 Cointegration Analysis with Mixed-Frequency Data by Byeongchan Seong & Sung K. Ahn & Peter A. Zadrozny [Downloadable!] 2007 Efficient Estimation of the SemiparametricSpatial Autoregressive Model by Peter M Robinson [Downloadable!] 2007 Income Distribution and Inequality by Frank A Cowell [Downloadable!] 2007 Distributional Orderings: An Approach with Seven Flavours by Yoram Amiel & Frank A Cowell & Wulf Gaertner [Downloadable!] 2007 Human Capital and Economic Growth: Pakistan, 1960-2003 by Abbas, Qaisar & Foreman-Peck, James [Downloadable!] 2007 Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison by Theodoridis, Konstantinos [Downloadable!] 2007 Identification and Estimation in an Incoherent Model of Contagion by Massacci, D. [Downloadable!] 2007 The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models by Maurice J.G. Bun & Frank Windmeijer [Downloadable!] 2007 An Extended Class of Instrumental Variables for the Estimation of Causal Effects by Karim Chalak & Halbert White [Downloadable!] 2007 Estimating average marginal effects in nonseparable structural systems by Susanne Schennach & Halbert White & Karim Chalak [Downloadable!] 2007 Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved by Yingyao Hu & Arthur Lewbel [Downloadable!] 2007 Enhanced routines for instrumental variables/GMM estimation and testing by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!] 2007 Les méthodes micro-économétriques d’évaluation by Fougère, D. [Downloadable!] 2007 The asymptotic theories used to estimate the integrated variance using realised variance or multipower variation suggest that returns should be sampled at the highest possible frequency. This leads to a bias problem due to market microstructure effects that can completely invalidate the theory. There is a trade-off between bias and variance when choosing the sample frequency. There is an urgent need for estimators of integrated variance that are unbiased and efficient under these effects. In this paper, multipower variation is studied under this perspective and alternative estimators are defined using the subsampling and averaging method by Carla Ysusi [Downloadable!] 2007 Do the World Trade Organization and the Generalized System of Preferences foster bilateral trade? by Bernhard Herz & Marco Wagner [Downloadable!] 2007 On the Solution of Stochastic Input Output-Models by Hartmut Kogelschatz [Downloadable!] 2007 Spatial Persistence of Demographic Shocks and Economic Growth by Théophile Azomahou & Claude Diebolt & Tapas Mishra [Downloadable!] 2007 Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9 by Jean Jacod & Yingying Li & Per A. Mykland & Mark Podolskij & Mathias Vetter [Downloadable!] 2007 Power variation for Gaussian processes with stationary increments by Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij [Downloadable!] 2007 Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps by Mark Podolskij & Mathias Vetter [Downloadable!] 2007 Structural estimation of jump-diffusion processes in macroeconomics by Olaf Posch [Downloadable!] 2007 Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks by Viktor Todorov & Tim Bollerslev [Downloadable!] 2007 Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models by Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B. [Downloadable!] 2007 Self-Employment in Chile, long run trends and education and age structures changes by Esteban Puentes & Dante Contreras & Claudia Sanhueza [Downloadable!] 2007 Testing for Heteroskedasticity on the Bucharest Stock Exchange by Radu Lupu & Iulia Lupu [Downloadable!] 2007 Thinking about instrumental variables (in Russian) by Christopher A. Sims [Downloadable!] 2007 Turkiye'de Calisan Kadinlarin Cocuk Bakim Tercihleri by Hulya KAKICI & Asst. Prof. Hamdi EMEC & Prof.Dr.Senay UCDOGRUK [Downloadable!] 2007 Satisfacción laboral y tipo de contrato en España by Carlos Gamero Burón [Downloadable!] 2007 La ley de Okun: una relectura para México, 1970-2004 by Eduardo Loría & Manuel G. Ramos. [Downloadable!] 2007 La infraestructura y el crecimiento económico en México by Noriega, Antonio & Fontenla, Matías 2007 Los acervos de capital de México. Una estimación, 1980.I-2004.IV by Loría, Eduardo & de Jesús, Leobardo 2007 A Perspective on Unit Root and Cointegration in Applied Macroeconomics by W A Razzak [Downloadable!] 2007 Explaining The Gaps In Labour Productivity In Some Developed Countries: New Zealand, Australia, The United States And Canada, 1988-2004 by RAZZAK, W.A. [Downloadable!] 2007 Inflation and Economic Growth in Kuwait: 1985-2005. Evidence from Co-Integration and Error Correction Model by Saaed, A.A.J. [Downloadable!] 2007 Fractionally Integrated Long Horizon Regressions by Jin Lee [Downloadable!] 2007 Clusters – Characteristics and Structure by Nedko Mintchev [Downloadable!] 2007 Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal? by Agostinho S. Rosa [Downloadable!] 2006 Resampling vs. Shrinkage for Benchmarked Managers by Michael Wolf [Downloadable!] 2006 Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components? by De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia [Downloadable!] 2006 Output fluctuations persistence: Do cyclical shocks matter? by Silvestro Di Sanzo [Downloadable!] 2006 Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2006 Statistical Treatment Choice: An Application to Active Labour Market Programmes by Markus Frölich [Downloadable!] 2006 A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables by Markus Frölich [Downloadable!] 2006 Minimum Distance Estimation of stationary and non-stationary ARFIMA Processes by Laura Mayoral [Downloadable!] 2006 Revisiting Budget and Trade Deficits in Lebanon: A Critique by Marashdeh, Hazem & Saleh, Ali Salman [Downloadable!] 2006 A Further Look into the Demography-based GDP Forecasting Method by Tapas K. Mishra [Downloadable!] 2006 Returns to schooling in Uruguay by Graciela Sanromán [Downloadable!] 2006 Do the World Trade Organization and the Generalized System of Preferences foster bilateral trade? by Bernhard Herz & Marco Wagner [Downloadable!] 2006 EU Merger Remedies: A Preliminary Empirical Assessment by Tomaso Duso & Klaus Gugler & Burcin Yurtoglu [Downloadable!] 2006 A quoi réagit le marchés des obligations privées? by Marie Brière & Aurélie Cohen [Downloadable!] 2006 Semiparametric Estimation of Signaling Games by Kyoo il Kim [Downloadable!] 2006 Set Inference for Semiparametric Discrete Games by Kyoo il Kim [Downloadable!] 2006 Inference in GARCH when some coefficients are equal to zero by Christian Francq & Jean-Michel Zakoïan [Downloadable!] 2006 On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics by Elena Kalotychou & Ana-Maria Fuertes [Downloadable!] 2006 Fiscal Policy in an estimated open-economy model for the EURO area by Ratto Marco & Roeger Werner & Veld Jan [Downloadable!] 2006 Estimation of Industry Distribution of Statistical Discrepancy in National Accounts by Baoline Chen 2006 Approximately Exact Inference in Dynamic Panel Models by Simon Broda & Marc Paolella & Yianna Tchopourian 2006 Using genetic algorithms to improve the term structure of interest rates fitting by Ricardo Gimeno & Juan M. Nave 2006 The Econometrics of the Old and New Phillips Curve by Romulo A. Chumacero 2006 Re-examining the Structural and the Persistence Approach by Tino Berger & Gerdie Everaert 2006 Semiparametric estimation in perturbed long memory series by Josu Arteche [Downloadable!] 2006 Back to square one: identification issues in DSGE models by Fabio Canova & Luca Sala [Downloadable!] 2006 Structural Estimation and Evaluation of Calvo-Style Inflation Models by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian 2006 Spurious regression and econometric trends by Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-Santaulà ria & School of Economics, University of Guanajuato 2006 Subsampling realised kernels by Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard [Downloadable!] 2006 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise by Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard [Downloadable!] 2006 An Extension of the Blinder-Oaxaca Decomposition to Non-Linear Models by Thomas Bauer & Mathias Sinning [Downloadable!] 2006 Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage by Sen Dong [Downloadable!] 2006 Control Function Corrections for Unobserved Factors in Differentiated Product Models by Amil Petrin & Kenneth Train 2006 The Empirical Content of Models with Multiple Equilibria by Alberto Bisin & Andrea Moro & Giorgio Topa [Downloadable!] 2006 Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices by Carol Alexander & Andreas Kaeck [Downloadable!] 2006 Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions by Hugo Kruiniger [Downloadable!] 2006 Panels with Nonstationary Multifactor Error Structures by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata [Downloadable!] 2006 GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data by Hugo Kruiniger [Downloadable!] 2006 Simple (but effective) tests of long memory versus structural breaks by Katsumi Shimotsu [Downloadable!] 2006 Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2006 Moments of IV and JIVE Estimators by Russell Davidson & James G. MacKinnon [Downloadable!] 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models by Hiroyuki Kasahara & Katsumi Shimotsu [Downloadable!] 2006 Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach by Vitek, Francis [Downloadable!] 2006 Параллельные Вычисления В Математическом Моделировании Региональной Экономики // Параллельные Вычислительные Технологии - 2007. Труды Первой Международной Научной Конференции. Челябинск: Изд-Во Южно-Уральского Государственного Университета, 2007. C.140-151 by Olenev, Nicholas [Downloadable!] 2006 The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation by Pötscher, Benedikt M. [Downloadable!] 2006 Explaining the gaps in labour productivity for some developed countries by Razzak, Weshah [Downloadable!] 2006 Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization by Mishra, SK [Downloadable!] 2006 The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model by Barnett, William A. & Usui, Ikuyasu [Downloadable!] 2006 Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions by Barnett, William A. & Duzhak, Evgeniya [Downloadable!] 2006 A dynamic model to estimate the long-run trends in potential GDP by Albu, Lucian-Liviu [Downloadable!] 2006 Metodologia - O Sector Informal em Moçambique: Resultados do Primeiro Inquérito Nacional (2005) by Calzaroni, Manlio & Cappiello, Antonio & Della Rocca, Giorgio & Di Zio, Marco & Martelli, Cristina & Pieraccini, Guido & Profili, Francesco & Tembe, Cirilo [Downloadable!] 2006 The Empirical Saddlepoint Approximation for GMM Estimators by Sowell, Fallaw [Downloadable!] 2006 A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model by Mynbaev, Kairat & Ullah, Aman [Downloadable!] 2006 Econometric Assessment of the Trend in Cocoyam Production in Nigeria, 1960/61-2003/2006 by Okoye, B.C & Asumugha, G.N & Okezie, C.A & Tanko, L & Onyenweaku, C.E [Downloadable!] 2006 Allocative Efficiency of Small-Holder Cocoyam Farmers in Anambra State, Nigeria by Okoye, B.C & Onyenweaku, C.E & Asumugha, G.N [Downloadable!] 2006 systemfit: A Package to Estimate Simultaneous Equation Systems in R by Henningsen, Arne & Hamann, Jeff [Downloadable!] 2006 Decomposing violence: terrorist murder in the twentieth century in the U.S by Gomez-Sorzano, Gustavo [Downloadable!] 2006 A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited by Alain Coen & Francois-Éric Racicot [Downloadable!] 2006 Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors by Francois-Éric Racicot & Raymond Théoret & Alain Coen [Downloadable!] 2006 Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators by Sule Alan & Orazio Attanasio & Martin Browning [Downloadable!] 2006 Subsampling realised kernels by Neil Shephard & Ole E. Barndorff-Nielsen & Asger Lunde [Downloadable!] 2006 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise by Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde [Downloadable!] 2006 Subsampling realised kernels by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard [Downloadable!] 2006 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard [Downloadable!] 2006 Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik [Downloadable!] 2006 Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles by Qin Xiao & Randolph Gee Kwang Tan [Downloadable!] 2006 Modelling and forecasting Australian domestic tourism by George Athanasopoulos & Rob J. Hyndman [Downloadable!] 2006 The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation by Giovanni Forchini [Downloadable!] 2006 Reduced-Dimension Control Regression by John Galbraith & Victoria Zinde-Walsh [Downloadable!] 2006 Asymptotics For Estimation Of Truncated Infinite-Dimensional Quantile Regressions by Serguei Zernov & Victoria Zindle-Walsh & John Galbraith [Downloadable!] 2006 The Asymptotics for Panel Models with Common Shocks by Chihwa Kao & Lorenzo Trapani & Giovanni Urga [Downloadable!] 2006 Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables? by Chris Heaton & Victor Solo [Downloadable!] 2006 Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle by Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara [Downloadable!] 2006 Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior by Georges Dionne & Claude Fluet & Denise Desjardins [Downloadable!] 2006 A Note on the Correlated Random Coefficient Model by Christophe Kolodziejczyk [Downloadable!] 2006 Retirement and Fixed Costs to Work: An Empirical Analysis by Christophe Kolodziejczyk [Downloadable!] 2006 Methodology of Correcting Nonresponse Bias: Introducing Another Bias? The Case of the Swiss Innovation Survey 2002 by Nora Sydow [Downloadable!] 2006 Returns to Schooling in Kazakhstan: OLS and Instrumental Variables Approach by G. Reza Arabsheibani & Altay Mussurov [Downloadable!] 2006 Panels with Nonstationary Multifactor Error Structures by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata [Downloadable!] 2006 Does the Quality of Training Programs Matter? Evidence from Bidding Processes Data by Alberto Chong & Jose Galdo [Downloadable!] 2006 Statistical Treatment Choice: An Application to Active Labour Market Programmes by Markus Frölich [Downloadable!] 2006 A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables by Markus Frölich [Downloadable!] 2006 Una Revisión Sobre Los Métodos De Estudio Y Evaluación En Las Políticas Activas De Empleo by F. Alfonso Arellano Espinar [Downloadable!] 2006 Modeling The Euro Overnight Rate by Ángel León & Francis Benito & Juan Nave [Downloadable!] 2006 International Trade Efficiency, the Gravity Equation, and the Stochastic Frontier by Heejoon Kang & Michele Fratianni [Downloadable!] 2006 Supply response of Indian farmers: Pre and post reforms by G. Mythili [Downloadable!] 2006 No Linealidades en la Regla de Política Monetaria del Banco Central de Chile: Una Evidencia Empírica by Pablo Gonzalez & Mauricio Tejada [Downloadable!] 2006 The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics? by Wagner, Martin [Downloadable!] 2006 Exploring the Environmental Kuznets Hypothesis. 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Saqib [Downloadable!] 2006 O Brother, Where Art Thou?: The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes by Helmut Rainer & Thomas Siedler [Downloadable!] 2006 The Data Quality Concept of Accuracy in the Context of Public Use Data Sets by Carsten Kuchler & Martin Spieß [Downloadable!] 2006 Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series by Siem Jan Koopman & Soon Yip Wong [Downloadable!] 2006 Comparative Advantage, the Rank-size Rule, and Zipf's Law by Jeroen Hinloopen & Charles van Marrewijk [Downloadable!] 2006 Tail Probabilities for Regression Estimators by Thomas Mikosch & Casper G. de Vries [Downloadable!] 2006 Wake me up before you GO-GARCH by H. Peter Boswijk & Roy van der Weide [Downloadable!] 2006 The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations by Jan F. Kiviet & Jerzy Niemczyk [Downloadable!] 2006 Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk by Andre Monteiro & Georgi V. Smirnov & Andre Lucas [Downloadable!] 2006 Assessing the effects of using demand parameters estimates in inventory control by Janssen, Elleke & Strijbosch, Leo & Brekelmans, Ruud [Downloadable!] 2006 Records in athletics through extreme-value theory by Einmahl, John H.J. & Magnus, Jan R. [Downloadable!] 2006 Efficient robust estimation of regression models by Cizek, Pavel 2006 Rare events, temporal dependence, and the extremal index by Segers, Johan [Downloadable!] 2006 Statistics of extremes under random censoring by Einmahl, John H.J. & Fils-Villetard, Amelie & Guillou, Armelle [Downloadable!] 2006 Local asymptotic normality and efficient estimation for inar (P) models by Drost, Feike C. & Akker, Ramon van den & Werker, Bas J.M. 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PAOLELLA [Downloadable!] 2006 Nonparametric Instrumental Variable Estimators of Structural Quantile Effects by Victor Chernozhukov & Patrick Gagliardini & Olivier Scaillet [Downloadable!] 2006 Robust Subsampling by Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani [Downloadable!] 2006 Local Transformation Kernel Density Estimation of Loss Distributions by J. Gustafsson & M. Hagmann & J.P. Nielsen & O. Scaillet [Downloadable!] 2006 Tikhonov Regularization for Functional Minimum Distance Estimators by P. Gagliardini & O. Scaillet [Downloadable!] 2006 The Quality of Public Information and The Term Structure of Interest Rates by Frederik Lundtofte [Downloadable!] 2006 Portfolio Optimization wehn Risk Factors are Conditionally Varying and Heavy Tailed by Toker Doganoglu & Christoph Hartz & Stefan Mittnik [Downloadable!] 2006 Panels with Nonstationary Multifactor Error Structures by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata [Downloadable!] 2006 Inequality: Measurement by Frank A Cowell [Downloadable!] 2006 To Be or not To Be Involved:A Questionnaire-Experimental View on Harsanyi’sUtilitarian Ethics by Yoram Amiel & Frank A Cowell & Wulf Gaertner [Downloadable!] 2006 The Impact of Hurricanes Katrina, Rita and Wilma on Business Establishments: A GIS Approach by Javier Miranda & Ron Jarmin [Downloadable!] 2006 Panels with Nonstationary Multifactor Error Structures by Kapetanios, G. & Pesaran, M.H. & Yamagata, T. [Downloadable!] 2006 A Bias-Adjusted LM Test of Error Cross Section Independence by Pesaran, M.H. & Ullah, A. & Yamagata. T. [Downloadable!] 2006 Sample Covariance Shrinkage for High Dimensional Dependent Data by Sancetta, A. [Downloadable!] 2006 GMM for panel count data models by Frank Windmeijer [Downloadable!] 2006 Technical and Allocative Efficiency in European Banking by Sophocles N. Brissimis & Matthaios D. Delis & Efthymios G. Tsionas [Downloadable!] 2006 Inflation Forecasts and the New Keynesian Phillips Curve by Sophocles N. Brissimis & Nicholas S. Magginas [Downloadable!] 2006 Identification and Nonparametric Estimation of a Transformed Additively Separable Model by David Jacho-Chavez & Arthur Lewbel & Oliver Linton [Downloadable!] 2006 Macro factors in the term structure of credit spreads by Maurizio Luisi & Jeffery D. Amato [Downloadable!] 2006 Estimating Integrated Volatility Using Absolute High-Frequency Returns by Carla Ysusi [Downloadable!] 2006 Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks by Antonio E. Noriega & Daniel Ventosa-Santaulària [Downloadable!] 2006 Spurious Regression and Econometric Trends by Antonio E. 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Thomsen [Downloadable!] 2006 Endogenous Sampling and Matching Method in Duration Models by Takeshi Amemiya & Xinghua Yu [Downloadable!] 2006 No linealidades en la regla de política monetaria del Banco Central de Chile: una evidencia empírica by Pablo Gonzalez & Mauricio Tejada [Downloadable!] 2006 Sermaye yapısı bileşenleri: kantil regresyon modeli by Ebru ÇAĞLAYAN 2006 Turkey as a candidate country for full membership in the European Union: A comparison with Maastricht criteria by Kılıç SÜLEYMAN BİLGİN & Mehmet Fatih CİN & Kenan LOPCU 2006 Aplicación de procesos con raíz unitaria estocástica a índices bursátiles by Román Mínguez Salido & Eduardo Morales Martínez [Downloadable!] 2006 Driving Forces of Inflation in New EU Countries (in English) by Emil STAVREV [Downloadable!] 2006 A Non-Parametric Test of the Conditional CAPM for the Mexican Economy by Jorge H. del Castillo-Spíndola [Downloadable!] 2006 Output Growth and Monetary Policy Interaction in a Common Monetary Area: Forecasting with VEC Models in Namibia, Lesotho, South Africa and Swaziland, 1981-2004 by Khamfula, Y. 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Pelagatti [Downloadable!] 2005 A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria by Victor Aguirregabiria & Pedro Mira [Downloadable!] 2005 Measuring Customer Value and Market Dynamics for New Products of a Firm:An Analytical Construct for Gaining Competitive Advantage by Rajagopal [Downloadable!] 2005 Estimation of mis-specified long memory models by Willa Chen & Rohit Deo [Downloadable!] 2005 Has New Zealand benefited from its investments in research & development? by Robin Johnson & W A Razzak & Steve Stillman [Downloadable!] 2005 Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation by Silvia Ferrini & Riccardo Scarpa [Downloadable!] 2005 The Bias of Inequality Measures in Very Small Samples: Some Analytic Results by David E. Giles [Downloadable!] 2005 Efficient Derivative Pricing by Extended Method of Moments by Patrick Gagliardini & C. Gourieroux & E. Renault [Downloadable!] 2005 A general multivariate threshold GARCH model with dynamic conditional correlations by Fabio Trojani & Francesco Audrino [Downloadable!] 2005 Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models by Loriano Mancini & Elvezio Ronchetti & Fabio Trojani [Downloadable!] 2005 Extracting a Common Stochastic Trend:Theories with Some Applications by J. Isaac Miller & Yoosoon Chang & Joon Y. Park [Downloadable!] 2005 Investigating Nonlinearity: A Note on the Estimation of Hamilton’s Random Field Regression Model by D. Bond & M.J. Harrision & E.J. O, Brien [Downloadable!] 2005 Investigating Nonlinearity: A Note on the Estimation of Hamilton’s Random Field Regression Model by D. Bond & M.J. Harrision & E.J. O, Brien [Downloadable!] 2005 Investigating Nonlinearity: A Note on the Estimation of Hamilton’s Random Field Regression Model by D. Bond & M.J. Harrision & E.J. O, Brien [Downloadable!] 2005 Lumpy Investments, Factor Adjustments and Productivity by Øivind A. Nilsen, Arvid Raknerud, Marina Rybalka and Terje Skjerpen [Downloadable!] 2005 Non-Bayesian Multiple Imputation by Jan F. Bjørnstad [Downloadable!] 2005 Constructing Panel Data Estimators by Aggregation: A General Moment Estimator and a Suggested Synthesis by Erik Biørn [Downloadable!] 2005 Estimation of the Stylized Facts of a Stochastic Cascade Model by Céline Azizieh & Wolfgang Breymann [Downloadable!] 2005 Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process by Cheng Hsiao & Siyan Wang [Downloadable!] 2005 An estimated open-economy model for the EURO area by Marco Ratto & Werner Roeger [Downloadable!] 2005 Estimating Single Factor Jump Diffusion Interest Rate Models by Ghulam Sorwar [Downloadable!] 2005 Measuring Inflation Persistence: A Structural Time Series Approach by Maarten Dossche & Gerdie Everaert [Downloadable!] 2005 User-Friendly Parallel Computations with Econometric Examples by Michael Creel [Downloadable!] 2005 Worst-case estimation and asymptotic theory for models with unobservables by Jose M. Vidal-Sanz & Mercedes Esteban-Bravo [Downloadable!] 2005 Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models by Kai Christoffel 2005 Numerical Integration Filters for Maximum Likelihood Estimation of Asymmetric Stochastic Volatility Models by Hiroyuki Kawakatsu 2005 O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes by Helmut Rainer & Thomas Siedler [Downloadable!] 2005 Money and Monetary Policy in Stochastic General Equilibrium Models by Arnab Bhattacharjee & Christoph Thoenissen [Downloadable!] 2005 Vector Autoregressions and Reduced Form Representations of DSGE Models by Federico Ravenna [Downloadable!] 2005 Why Are Private Schools Small? School Location, Returns to Scale, and Size by Margaret Ledyard 2005 Risk Sharing by Martin Gervais & Paul Klein [Downloadable!] 2005 Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset by George Kapetanios & Elias Tzavalis [Downloadable!] 2005 Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns by George Kapetanios & M. Hashem Pesaran [Downloadable!] 2005 Macro Determinants of Total Factor Productivity in Pakistan by Khan, Safdar Ullah Khan [Downloadable!] 2005 Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ? by Leeb, Hannes & Pötscher, Benedikt M. [Downloadable!] 2005 بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي by Sarfaraz, Leyla & Afsar, Amir [Downloadable!] 2005 Real Financial Integration among the East Asian Economies: A SURADF Panel Approach by Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi & Lau, Evan [Downloadable!] 2005 Explaining the gaps in labour productivity in some developed countries by Razzak, Weshah [Downloadable!] 2005 Has New Zealand benefited from its investments in research & development? by Razzak, Weshah & Stillman, Steve & Johnson, Robin [Downloadable!] 2005 The determinants of the Harare Stock Exchange (HSE) market capitalisation by Ilmolelian, Peter [Downloadable!] 2005 Modelling catastrophe claims with left-truncated severity distributions (extended version) by Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal [Downloadable!] 2005 Local and global rank tests for multivariate varying-coefficient models by Stephen G. Donald & Natércia Fortuna & Vladas Pipiras [Downloadable!] 2005 On rank estimation in symmetric matrices: the case of indefinite matrix estimators by Stephen G. Donald & Natércia Fortuna & Vladas Pipiras [Downloadable!] 2005 Employment Differences, Convergences and Similarities in Italian Provinces by Flavio Angelini & Stefano Herzel [Downloadable!] 2005 The Timing of Movie Releases: Evidence from the Home Video Industry by Lesley Chiou [Downloadable!] 2005 Elasticities of Regional and Local Administrations Expenditures - the Portuguese case by Paulo Reis Mourão [Downloadable!] 2005 Regime-Switching Behavior of the Term Structure of Forward Markets by Elena Tchernykh & William H. Branson [Downloadable!] 2005 Integrating Industry and National Economic Accounts: First Steps and Future Improvements by Ann M. Lawson & Brian C. Moyer & Sumiye Okubo & Mark A. Planting [Downloadable!] 2005 Edgeworth Expansions for Realized Volatility and Related Estimators by Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia [Downloadable!] 2005 An international analysis of earnings, stock prices and bond yields by Alain Durré & Pierre Giot [Downloadable!] 2005 Measuring inflation persistence: a structural time series approach by Maarten Dossche & Gerdie Everaert [Downloadable!] 2005 Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis by DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral [Downloadable!] 2005 Minimum Variance Unbiased Maximum Likelihood Estimation of the Extreme Value Index by Roger Gay [Downloadable!] 2005 Regime switching models : real or spurious long memory ? by Dominique Guegan & Stéphanie Rioublanc [Downloadable!] 2005 Small Concentration Asymptotics and Instrumental Variables Inference by D.S. Poskitt & C.L. Skeels [Downloadable!] 2005 Estimating and Combining National Income Distributions using Limited Data by Duangkamon Chotikapanich & William E. Griffiths & D.S. Prasada Rao [Downloadable!] 2005 Exploring the Use of a Nonparametrically Generated Instrumetal Variable in the Estimation of a Linear Parametric Equation by Frank T. Denton [Downloadable!] 2005 Discounting the distant future: How much does model selection affect the certainty equivalent rate? by Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis [Downloadable!] 2005 Declining Discount Rates: Evidence from the UK by Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis [Downloadable!] 2005 Simulation-Based Two-Step Estimation with Endogenous Regressors by Kamhon Kan & Chihwa Kao [Downloadable!] 2005 On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence by Jushan Bai & Chihwa Kao [Downloadable!] 2005 Une application expérimentale de la méthode de minimisation de l'entropie croisée: l'estimation des flux d'échanges interrégionaux au Québec by Jean Dubé & André Lemelin [Downloadable!] 2005 Productividad y rentabilidad de las infraestructuras regionales a partir de estimaciones por máxima entropía by RODRIGUEZ VALEZ, JORGE [Downloadable!] 2005 Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators by Sule Alan & Orazio Attanasio & Martin Browning [Downloadable!] 2005 Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables by Alfonso Miranda & Sophia Rabe-Hesketh [Downloadable!] 2005 O Brother, Where Art Thou? 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Free trade agreements in the “enlarged” European Union by Luca De Benedictis & Roberta De Santis & Claudio Vicarelli [Downloadable!] 2005 Theil, Inequality Indices and Decomposition by Frank Cowell [Downloadable!] 2005 Autoregressive Approximations of Multiple Frequency I(1) Processes by Bauer, Dietmar & Wagner, Martin [Downloadable!] 2005 Booms and busts: consumption, house prices and expectations by Orazio Attanasio & Laura Blow & Robert Hamilton & Andrew Leicester [Downloadable!] 2005 GMM with many weak moment conditions by Whitney Newey & Frank Windmeijer [Downloadable!] 2005 Local GEL methods for conditional moment restrictions by Richard Smith [Downloadable!] 2005 Efficient information theoretic inference for conditional moment restrictions by Richard Smith [Downloadable!] 2005 Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura by Richard Smith [Downloadable!] 2005 Maximal uniform convergence rates in parametric estimation problems by Walter Beckert & Daniel McFadden [Downloadable!] 2005 Individual employment effects of job creation schemes in Germany with respect to sectoral heterogeneity by Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L. [Downloadable!] 2005 Identifying effect heterogeneity to improve the efficiency of job creation schemes in Germany by Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L. [Downloadable!] 2005 A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function by Atanas Christev & Allen Featherstone [Downloadable!] 2005 Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration by Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle [Downloadable!] 2005 Dynamics of State Price Densities by Wolfgang Härdle & Zdenek Hlavka [Downloadable!] 2005 A two state model for noise-induced resonance in bistable systems with delay by Markus Fischer & Peter Imkeller [Downloadable!] 2005 Common functional component modelling by Michal Benko & Alois Kneip [Downloadable!] 2005 Common Functional Implied Volatility Analysis by Michal Benko & Wolfgang Härdle [Downloadable!] 2005 Modelling High Frequency Financial Count Data by Quoreshi, Shahiduzzaman [Downloadable!] 2005 Bivariate Time Series Modelling of Financial Count Data by Quoreshi, Shahiduzzaman [Downloadable!] 2005 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents by Amilon, Henrik [Downloadable!] 2005 The variance of some common estimators and its components under nonresponse by Tångdahl, Sara [Downloadable!] 2005 Transition Variables in the Markov-switching Model: Some Small Sample Properties by Erlandsson, Ulf [Downloadable!] 2005 Can An ”Estimation Factor” Help Explain Cross-Sectional Returns? by Lundtofte, Frederik [Downloadable!] 2005 Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy by Lundtofte, Frederik [Downloadable!] 2005 Comparative analysis of the returns to education in Germany and Hungary (2000) by Szilvia Hamori [Downloadable!] 2005 Empirical likelihood confidence intervals for the mean of a long-range dependent process by Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N. [Downloadable!] 2005 A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER [Downloadable!] 2005 Testing for Stochastic Dominance Efficiency by Olivier Scaillet & Nikolas Topaloglou [Downloadable!] 2005 Robust Mean-Variance Portfolio Selection by Cédric Perret-Gentil & Maria-Pia Victoria-Feser [Downloadable!] 2005 Are European Corporate Bond and Default Swap Markets Segmented? by Didier Cossin & Hongze Lu [Downloadable!] 2005 Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available by Joaquim J.S. Ramalho & Esmeralda A. Ramalho [Downloadable!] 2005 Goodness of Fit Tests for Moment Condition Models by Joaquim J.S. Ramalho & Richard J. Smith [Downloadable!] 2005 Inflação e Défice Orçamental: Que Relação em Portugal? by Agostinho S. Rosa [Downloadable!] 2005 Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling by Joaquim J.S. Ramalho & Esmeralda Ramalho [Downloadable!] 2005 Bootstrap bias-adjusted GMM estimators by Joaquim J.S. Ramalho [Downloadable!] 2005 Autoregressive Approximations of Multiple Frequency I(1) Processes by Dietmar Bauer & Martin Wagner [Downloadable!] 2005 Hub-and-Spoke or Else? Free Trade Agreements in the Enlarged EU - A Gravity Model Estimate by Luca De Benedictis & Roberta De Santis & Claudio Vicarelli [Downloadable!] 2005 Extracting a Common Stochastic Trend: Theories with Some Applications by Chang, Yoosoon & Miller, J. Isaac & Park, Joon Y. [Downloadable!] 2005 Partial Identification of Probability Distributions with Misclassified Data by Molinari, Francesca [Downloadable!] 2005 Forecasting the yield curve in a data-rich environment - a no-arbitrage factor-augmented VAR approach by Emanuel Mönch [Downloadable!] 2005 An international analysis of earnings, stock prices and bond yields by Alain Durré & Pierre Giot [Downloadable!] 2005 A trend-cycle(-season) filter by Matthias Mohr [Downloadable!] 2005 Measuring inflation persistence - a structural time series approach by Maarten Dossche & Gerdie Everaert [Downloadable!] 2005 Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models by Jan F. Kiviet [Downloadable!] 2005 Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series by Siem Jan Koopman & Kai Ming Lee [Downloadable!] 2005 Inverse probability weighted generalised empirical likelihood estimators : firm size and R&D revisited by Inkmann, Joachim [Downloadable!] 2005 Assessing confidence intervals for the tail index by Edgeworth expansions for the Hill estimator by Haeusler, Erich & Segers, Johan [Downloadable!] 2005 Unbiased tail estimation by an extension of the generalized Pareto distribution by Beirlant, Jan & Joossens, Elisabeth & Segers, Johan [Downloadable!] 2005 Projection estimates of constrained functional parameters by Fils-Villetard, Amelie & Guillou, Armelle & Segers, Johan [Downloadable!] 2005 Trimmed likelihood-based estimation in binary regression models by Cizek, Pavel [Downloadable!] 2005 Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood by Taisuke Otsu & Yoon-Jae Whang [Downloadable!] 2005 A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations by Peter C.B. Phillips & Jun Yu [Downloadable!] 2005 Improved HAR Inference by Peter C.B. Phillips & Yixiao Sun & Sainan Jin [Downloadable!] 2005 Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments by Donald W.K. Andrews & Vadim Marmer [Downloadable!] 2005 The Log of Gravity by Santos Silva, Joao & Tenreyro, Silvana [Downloadable!] 2005 Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian [Downloadable!] 2005 Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns by George Kapetanios & M. Hashem Pesaran [Downloadable!] 2005 Modified Whittle Estimation of Multilateral Models on a Lattice by Peter M Robinson & J Vidal Sanz [Downloadable!] 2005 The Log of Gravity by Joao Santos Silva & Silvana Tenreyro [Downloadable!] 2005 Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns by Kapetanios, G. & Pesaran, M.H. [Downloadable!] 2005 Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects by Jinyong Hahn & Jerry Hausman & Guido Kuersteiner [Downloadable!] 2005 A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria by VICTOR AGUIRREGABIRIA & PEDRO MIRA [Downloadable!] 2005 The pricing of unexpected credit losses by Jeffery D. Amato & Eli M Remolona [Downloadable!] 2005 Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian [Downloadable!] 2005 Likelihood Estimation for Censored Random Vectors by Wendelin Schnedler [Downloadable!] 2005 User-Friendly Parallel Computations with Econometric Examples by Michael Creel [Downloadable!] 2005 Progress in Service Sector Productivity Measurement: Review Article on "Productivity in the U.S. Services Sector: New Sources of Economic Growth" by Erwin Diewert [Downloadable!] 2005 Combining The Forecasts Using A Statistical Approach by Dospinescu, Andrei Silviu 2005 Introduction To Time Series Modeling: State Space Models And Kalman Filter by Michal Slavík [Downloadable!] 2005 Determinants Of Growth And Convergence In Transitive Economies In The 1990s: Empirical Evidence From A Panel Data by Menbere T. Workie [Downloadable!] 2005 Financial Contagion between Economies: an Exploratory Spatial Analysis/Contagio financiero entre economías: Un análisis exploratorio espacial by VILLAR FREXEDAS, OSCAR & VAYÁ, ESTHER [Downloadable!] 2005 Holding Period Return-Risk Modeling :The Importance of Dividends by HALLERBACH, WINFRIED G.. [Downloadable!] 2005 Hub-and-Spoke or else? Free trade agreements in the 'enlarged' European Union by Luca De Benedictis & Roberta De Santis & Claudio Vicarelli [Downloadable!] 2005 Microdata Disclosure Control by Resampling - Effects on Regression Results by Sandra Gottschalk [Downloadable!] 2005 The Effect of Microaggregation Procedures on the Estimation of Linear Models: A Simulation Study by Matthias Schmid & Hans Schneeweiss [Downloadable!] 2005 Why heavily indebted poor countries have failed to pay back their debt? An empirical investigation (in English) by Menbere Workie Tiruneh [Downloadable!] 2005 Flotar o dolarizar: ¿Qué nos dice la evidencia? by Larraín B., Felipe 2005 Elasticities of Regional and Local Administrations Expenditures: the Portuguese case by Mourao, P. R. [Downloadable!] 2005 A `long march' perspective on tobacco use in Canada by Nikolay Gospodinov & Ian Irvine [Downloadable!] 2005 Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches by Melvin J. Hinich & Eduardo M. Mendes & Lewi Stone [Downloadable!] 2005 Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test by Erdem Basci & Mehmet Caner [Downloadable!] 2005 Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model by Derek Bond & Michael J. Harrison & Edward J. O'Brien [Downloadable!] 2005 Inflation Dynamics of Turkey: A Structural Estimation by M. Ege Yazgan & Hakan Yilmazkuday [Downloadable!] 2005 Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices by Daniela Hristova [Downloadable!] 2005 Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures by Joaquim J.S. Ramalho [Downloadable!] 2005 Trade Potentials in Gravity Panel Data Models by Luca De Benedictis & Claudio Vicarelli [Downloadable!] 2005 Bounding Treatment Effects with Contaminated and Censored Data: Assessing the Impact of Early Childbearing on Children by Charles H. Mullin [Downloadable!] 2004 A Note on Implementing Box-Cox Quantile Regression by Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan [Downloadable!] 2004 Evaluation der Eingliederungseffekte von Arbeitsbeschaffungsmaßnahmen in reguläre Beschäftigung für Teilnehmer in Deutschland by Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L. [Downloadable!] 2004 Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures by Düllmann, Klaus & Trapp, Monika [Downloadable!] 2004 Business Cycle Transmission from the US to Germany : a Structural Factor Approach by Eickmeier, Sandra [Downloadable!] 2004 Cross-section Regression with Common Shocks by Donald W.K. Andrews [Downloadable!] 2004 Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction by John C. Chao & Norman Rasmus Swanson [Downloadable!] 2004 Consistent Estimation with a Large Number of Weak Instruments by John C. Chao & Norman Rasmus Swanson [Downloadable!] 2004 Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation by Peter C.B. Phillips & Sainan Jin & Yixiao Sun [Downloadable!] 2004 Tests of Independence in Separable Econometric Models by Donald J. Brown [Downloadable!] 2004 Le taux de chômage et d'équilibre : Discussion empirique et évaluation empirique by Odile Chagny & Frédéric Reynès & Henri Sterdyniak [Downloadable!] 2004 Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing by André Kurmann [Downloadable!] 2004 Sequential Estimation of Dynamic Discrete Games by Victor Aguirregabiria & Pedro Mira [Downloadable!] 2004 Towards Building A New Consensus About New Zealand’s Productivity by W A Razzak [Downloadable!] 2004 Calibration of Interest Rate Models - Transition Market Case by Martin Vojtek [Downloadable!] 2004 GARCH Option Pricing Under Skew by Sofiane ABOURA [Downloadable!] 2004 Return-Volume Dependence and Extremes in International Equity Markets by Terry A. Marsh & Niklas Wagner [Downloadable!] 2004 Arguing A Case For The Cobb-Douglas Production Function by K V Bhanu Murthy [Downloadable!] 2004 Surprise Volume and Heteroskedasticity in Equity Market Returns by Niklas Wagner & Terry A. Marsh [Downloadable!] 2004 Econometric Estimation of Parameters of Preservation of Perishable Goods in Cold Logistic Chains by Miroslav Verbic [Downloadable!] 2004 Nonparametric Identification of Behavioral Responses to Counterfactual Policy Interventions in Dynamic Discrete Decision Processes by Victor Aguirregabiria [Downloadable!] 2004 Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach by Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho [Downloadable!] 2004 Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots by Ricardo Gonçalves Silva [Downloadable!] 2004 Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems by Victor Aguirregabiria [Downloadable!] 2004 Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes by Niklas Wagner & Terry A. Marsh [Downloadable!] 2004 Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications by Markus Junker & Alexander Szimayer & Niklas Wagner [Downloadable!] 2004 Block-diagonal representation of a dualistic agricultural economy and its application in formal modelling: the case of Bulgaria by Philip Kostov & John Lingard [Downloadable!] 2004 Continuous Time Model Estimation by Carl Chiarella & Shenhuai Gao [Downloadable!] 2004 The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics? by Martin Wagner & Georg Müller-Fürstenberger [Downloadable!] 2004 Currency Futures and Currency Crises by Andreas Röthig [Downloadable!] 2004 Two-Stage Sampling from a Prediction Point of View by Jan F. Bjørnstad and Elinor Ytterstad [Downloadable!] 2004 Does the CPI Mirror Costs-of-Living? Engel's Law Suggests Not in Norway by Erling Røed Larsen [Downloadable!] 2004 Un système de demandes AIDS dans un contexte EGC microsimulation pour l'analyse de pauvreté et des inégalités by Luc Savard [Downloadable!] 2004 Generalized Mixed Estimation Of A Multinomial Discretecontinuous Choice Model For Electricity Demand by Pene Kalulumia & Denis Bolduc [Downloadable!] 2004 Estimating threshold vector error-correction models with multiple cointegrating relationships by Jamie Gascoigne [Downloadable!] 2004 Random Coefficient Panel Data Models by Cheng Hsiao & M. Hashem Pesaran [Downloadable!] 2004 Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices by Daniela Hristova [Downloadable!] 2004 Wake me up before you GO-GARCH by Roy van der Weide 2004 Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters by Giuliano De Rossi 2004 Density Estimation and Combination under Model Ambiguity by Stefania D'Amico [Downloadable!] 2004 The New Keynesian Phillips Curve: An Empirical Assessment by Florian PELGRIN & GUAY Alain & LUGER Richard 2004 Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise by OLE E. BARNDORFF-NIELSEN & PETER REINHARD HANSEN & ASGER LUNDE & NEIL SHEPHARD [Downloadable!] 2004 Consistent Estimation with a Large Number of Weak Instruments by John Chao & Norman Swanson [Downloadable!] 2004 Bootstrap Based Bias Correction for Homogeneous Dynamic²² Panels by G. EVERAERT & L. POZZI [Downloadable!] 2004 Another Look at the Income Elasticity of Non-Point Source Air Pollutants: A Semiparametric Approach by Nilanjana Roy & G. Cornelis van Kooten [Downloadable!] 2004 Methods to Estimate Dynamic Stochastic General Equilibrium Models by Francisco J. Ruge-Murcia 2004 Estimating Default Risk Premia from Default Swap Rates and EDFs by Antje Berndt & Rohan Douglas 2004 On Black/White Intermarriage Patterns by Linda Y. Wong & Jose Victor Rios-Rull 2004 The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks by George Kapetanios & Elias Tzavalis [Downloadable!] 2004 Is there a flight to quality due to inflation uncertainty? by Guler, Bulent & Ozlale, Umit [Downloadable!] 2004 La Fissazione della International Poverty Line: una nuova proposta applicata al Vietnam by Pansini, Rosaria Vega [Downloadable!] 2004 A new distribution-based test of self-similarity by Bianchi, Sergio [Downloadable!] 2004 Discriminant Analysys of Default Risk by Aragon, Aker [Downloadable!] 2004 Local rank tests in a multivariate nonparametric relationship by Natércia Fortuna [Downloadable!] 2004 Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez [Downloadable!] 2004 Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez [Downloadable!] 2004 Estimating a New Zealand NAIRU by Kam Leong Szeto & Melody Guy [Downloadable!] 2004 Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure by Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val [Downloadable!] 2004 Robustness of Productivity Estimates by Johannes Van Biesebroeck [Downloadable!] 2004 Volatility Comovement: A Multifrequency Approach by Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson [Downloadable!] 2004 Time Reversibility of Stationary Regular Finite State Markov Chains by McCausland, William [Downloadable!] 2004 Time Reversibility of Stationary Regular Finite State Markov Chains by McCAUSLAND, William [Downloadable!] 2004 Exploring the Use of a Nonparametrically Generated Instrumental Variable in the Estimation of a Linear Parametric Equation by Frank T. Denton [Downloadable!] 2004 Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing by André Kurmann [Downloadable!] 2004 'Institutional Profiles' : Presentation and Analysis of an Original Database of the Institutional Characteristics of Developing, in Transition and Developed Countries by BERTHELIER, Pierre & DESDOIGTS, Alain & OULD AOUDIA , Jacques [Downloadable!] 2004 Factor Analysis Regression by Reinhold Kosfeld & Jorgen Lauridsen [Downloadable!] 2004 Do Financial Incentives Promote the Employment of the Disabled? by Verick, Sher [Downloadable!] 2004 General Diagnostic Tests for Cross Section Dependence in Panels by Pesaran, M. Hashem [Downloadable!] 2004 Random Coefficient Panel Data Models by Hsiao, Cheng & Pesaran, M. Hashem [Downloadable!] 2004 Do a Few Months of Compulsory Schooling Matter? The Education and Labour Market Impact of School Leaving Rules by Del Bono, Emilia & Galindo-Rueda, Fernando [Downloadable!] 2004 Autoregressive Conditional Volatility, Skewness And Kurtosis by Ángel León & Gonzalo Rubio & Gregorio Serna [Downloadable!] 2004 Multivariate Arch Models: Finite Sample Properties Of Ml Estimators And An Application To An Lm-Type Test by Emma M. Iglesias & Garry D.A. Phillips [Downloadable!] 2004 Trade Potentials In Gravity Panel Data Models by Luca De Benedictis & Claudio Vicarelli [Downloadable!] 2004 GEL Criteria for Moment Condition Models by Richard Smith [Downloadable!] 2004 Automatic positive semi-definite HAC covariance matrix and GMM estimation by Richard Smith [Downloadable!] 2004 Inverse probability weighted estimation for general missing data problems by Jeffrey M. Wooldridge [Downloadable!] 2004 Does trading volume really explain stock returns volatility? by Thierry Ané & Loredana Ureche-Rangau [Downloadable!] 2004 Is more data better? by Kaushik Mitra [Downloadable!] 2004 Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks by Brännäs, Kurt & Quoreshi, Shahiduzzaman [Downloadable!] 2004 Nonresponse bias for some common estimators and its change over time in the data collection process by Tångdahl, Sara 2004 Estimating the finite population total under Frame imperfections by Ängsved, Marianne 2004 Reconnecting the Markov Switching Model with Economic Fundamentals by Erlandsson, Ulf [Downloadable!] 2004 Some Statistical Pitfalls In Copula Modeling For Financial Applications by Jean-David FERMANIAN & Olivier SCAILLET [Downloadable!] 2004 Uma Estimação da Curva de Phillips para Portugal by Agostinho S. Rosa [Downloadable!] 2004 A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models by Laura Serlenga & Yongcheol Shin & Andy Snell [Downloadable!] 2004 Testing for a Unit Root against Nonlinear STAR Models by George Kapetanios & Yongcheol Shin [Downloadable!] 2004 Testing for a Linear Unit Root against Nonlinear Threshold Stationarity by George Kapetanios & Yongcheol Shin [Downloadable!] 2004 Structural analysis of vector error correction models exogenous i(1) variables by M Pesaran & R Smith & Yongcheol Shin [Downloadable!] 2004 Pooled mean group estimation of dynamic heterogeneous panels by M Pesaran & Yongcheol Shin & Ron P Smith [Downloadable!] 2004 Unit Root Tests in Three-Regime SETAR Models by George Kapetanios & Yongcheol Shin [Downloadable!] 2004 Not All Rivals Look Alike: An Empirical Model for Discrete Games with Asymmetric Rivals by Liran Einav (Stanford University) [Downloadable!] 2004 Endogeneity in Nonlinear Regressions with Integrated Time Series by Joon Y. Park & Yoosoon Chang 2004 Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments by Norman R. Swanson & John C. Chao 2004 Finite-Sample Inference Methods for Quantile Regression Models by Christian Hansen & Victor Chernozhukov 2004 Estimation of Average Treatment Effects With Misclassification by Arthur Lewbel [Downloadable!] 2004 Which Extreme Values are Really Extremes? by Jose Olmo & Jesus Gonzalo [Downloadable!] 2004 Jackknifing Bond Option Prices by Jun Yu & Peter Phillips [Downloadable!] 2004 Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models by Susanne M. Schennach [Downloadable!] 2004 Quasi Empirical Likelihood Estimation of Moment Condition Models by Shane M. Sherlund [Downloadable!] 2004 Wavelet transform for regression estimation of non-stationary fractional time series by Jin Lee 2004 The New Keynesian Phillips Curve: An empirical assessment by Florian PELGRIN & Alain GUAY & Richard LUGER [Downloadable!] 2004 A Dynamic Stochastic Ananlysis of International Patent Application and Renewal Processes by Yi Deng 2004 The Impact of Measurement Error on Evaluation Methods Based on Strong Ignorability by Andrew Chesher & Erich Battistin [Downloadable!] 2004 PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS by Paolo Zaffaroni & Peter M. Robinson 2004 Cointegration versus Spurious Regression in Heterogeneous Panels by Giovanni Urga & Lorenzo Trapani [Downloadable!] 2004 Estimating Dynamic Treatment Effects from Project STAR by Steven Lehrer & Weili Ding [Downloadable!] 2004 A simple estimation method and finite-sample inference for a stochastic volatility model by Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal) [Downloadable!] 2004 The estimation of simultaneous equation models under conditional heteroscedasticity by Garry Phillips & Emma Iglesias [Downloadable!] 2004 Testing Unit Root Based on Partially Adaptive Estimation by Luiz Renato Lima & Zhijie Xiao 2004 Stopping Tests in the Sequential Estimation for Multiple Structural Breaks by Giovanni Urga & Christian de Peretti [Downloadable!] 2004 Social Interactions in a Synchronization Game by Aureo de Paula [Downloadable!] 2004 Investigación y Desarrollo, Innovación y Productividad: un análisis econométrico a nivel de la firma by José Miguel Benavente 2004 How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations by Soosung Hwang & Steve E. Satchell & Pedro L. Valls Pereira [Downloadable!] 2004 Comparing Nonparametric Regression Quantiles by Cristian Huse [Downloadable!] 2004 Wavelet transform for log periodogram regression in long memory stochastic volatility model by Jin Lee [Downloadable!] 2004 Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments by Norman R. Swanson & John C. Chao 2004 Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space by Junji Shimada & Yoshihiko Tsukuda [Downloadable!] 2004 On weak exogeneity of the student's t and elliptical linear regression models by Jiro Hodoshima [Downloadable!] 2004 Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR by Takayuki Morimoto [Downloadable!] 2004 Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances by Garry Phillips & Emma Iglesias [Downloadable!] 2004 Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects by Peter Schmidt & Chirok Han & Luis Orea 2004 Indirect Estimation of Long Memory Volatility Models by Nigel Wilkins [Downloadable!] 2004 Nonlinearity in the Term Structure by Dong Heon Kim [Downloadable!] 2004 Ill-posed Problems and Instruments' Weakness by Grant Hillier & Giovanni Forchini [Downloadable!] 2004 Robustness of a semiparametric estimator of a copula by Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle [Downloadable!] 2004 Forward looking information in S&P 500 options by Scott I White & Ralf Becker & Adam E Clements [Downloadable!] 2004 Confidence bounds for the extremum determined by a quadratic regression by Jenny Lye & Joe Hirschberg [Downloadable!] 2004 Estimating and Combining National Income Distributions using Limited Data by D.S. Prasada Rao & Duangkamon Chotikapanich & William E. Griffiths [Downloadable!] 2004 Generalized Reduced Rank Tests using the Singular Value Decomposition by Richard Paap & Frank Kleibergen [Downloadable!] 2004 Forecasting euro area inflation using dynamic factor measures of underlying inflation by Gonzalo Camba-Méndez & George Kapetanios [Downloadable!] 2004 A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets by Rob van den Goorbergh [Downloadable!] 2004 Consumer Search and Oligopolistic Pricing: An Empirical Investigation by Maarten C.W. Janssen & José Luis Moraga-González & Matthijs R. Wildenbeest [Downloadable!] 2004 Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks by Agnes S. Joseph & Jan F. Kiviet [Downloadable!] 2004 Non-parametric inference for bivariate extreme-value copulas by Segers, J.J.J. [Downloadable!] 2004 A mixed model for double checking fallible auditors by Raats, V.M. & Moors, J.J.A. & Genugten, B.B. van der [Downloadable!] 2004 Asymptotics of multivariate regression with consecutively added dependent variables by Raats, V.M. & Genugten, B.B. van der & Moors, J.J.A. [Downloadable!] 2004 Asymptotics of least trimmed squares regression by Cizek, P. [Downloadable!] 2004 General trimmed estimation: robust approach to nonlinear and limited dependent variable models by Cizek, P. [Downloadable!] 2004 Mandelbrot's extremism by Beirlant, J. & Schoutens, W. & Segers, J.J.J. [Downloadable!] 2004 Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter by Offer Lieberman & Peter C.B. Phillips [Downloadable!] 2004 Regression Asymptotics Using Martingale Convergence Methods by Rustam Ibragimov & Peter C.B. Phillips [Downloadable!] 2004 A Quantilogram Approach to Evaluating Directional Predictability by Oliver Linton & Yoon-Jae Whang [Downloadable!] 2004 Smoothed Empirical Likelihood Methods for Quantile Regression Models by Yoon-Jae Whang [Downloadable!] 2004 Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations by Dietmar Bauer [Downloadable!] 2004 Two Views of Inequality Over the Life-Cycle by Heathcote, Jonathan & Storesletten, Kjetil & Violante, Giovanni L [Downloadable!] 2004 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach by Peñaranda, Francisco & Sentana, Enrique [Downloadable!] 2004 The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching by Lechner, Michael & Vazquez-Alvarez, Rosalia [Downloadable!] 2004 Sequential Estimation Of Dynamic Discrete Games by Victor Aguirregabiria & Pedro Mira [Downloadable!] 2004 Spanning Tests In Return And Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach by Francisco Peñaranda & Enrique Sentana [Downloadable!] 2004 Indirect Estimation Of Conditionally Heteroskedastic Factor Models by Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini [Downloadable!] 2004 A Note on Costly Sequential Search and Oligopoly Pricing by Maarten C. W. Janssen & José Luis Moraga-González & Matthijs R. Wildenbeest [Downloadable!] 2004 Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure by M. Hashem Pesaran [Downloadable!] 2004 Consumer Search and Oligopolistic Pricing: An Empirical Investigation by Maarten C. W. Janssen & José Luis Moraga-González & Matthijs R. Wildenbeest [Downloadable!] 2004 Random Coefficient Panel Data Models by Cheng Hsiao & M. Hashem Pesaran [Downloadable!] 2004 General Diagnostic Tests for Cross Section Dependence in Panels by M. Hashem Pesaran [Downloadable!] 2004 Calibration of Interest Rate Models - Transition Market Case by Martin Vojtek [Downloadable!] 2004 Who's Afraid of Reduced-Rank Parameterizations of Multivariate Models? Theory and Example by Scott Gilbert & Petr Zemcik [Downloadable!] 2004 How to Estimate Unbiased and Consistent input-output Multipliers on the Basis of use and Make Matrices by Thijs ten Raa & José Manuel Rueda Cantuche [Downloadable!] 2004 Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias by Sancetta, A. & Satchell, S.E. [Downloadable!] 2004 ‘General Diagnostic Tests for Cross Section Dependence in Panels’ by Pesaran, M.H. [Downloadable!] 2004 ‘Random Coefficient Panel Data Models’ by Hsiao, C. & Pesaran, M.H. [Downloadable!] 2004 The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee by Marco Moscadelli [Downloadable!] 2004 The U.S. New Keynesian Phillips Curve: An Empirical Assessment by Alain Guay & Florian Pelgrin [Downloadable!] 2004 Estimating New Keynesian Phillips Curves Using Exact Methods by Lynda Khalaf & Maral Kichian [Downloadable!] 2004 Maximal Uniform Convergence Rates in Parametric Estimation Problems by Walter Beckert & Daniel McFadden [Downloadable!] 2004 O Papel Da Oferta De Trabalho No Comportamento Dos Retornos À Educação No Brasil by Alexandre Augusto Seijas de Andrade & Naércio Aquino Menezes-Filho [Downloadable!] 2004 Identification of Covariance Structures by Riccardo LUCCHETTI [Downloadable!] 2004 The Unexplored Effect of Skills and Technology on Firms' Performance by Silvia Rita Sedita [Downloadable!] 2004 Precios de productos almacenables: implicaciones del modelo de inventarios by Eugenio S.A.Bodenrieth H. [Downloadable!] 2004 An Empirical Investigation Into The Determinants Of External Indebtedness by Menbere Workie Tiruneh [Downloadable!] 2004 Convergence in the OECD: Transitional Dynamics or Narrowing Steady-State Differences? by Javier Andrés & José E. Boscá & Rafael Doménech [Downloadable!] 2004 Desagregación espacial para pequeñas áreas. Un modelo bayesiano normal-gamma by ROJO GARCÍA, J.L. & SANZ GÓMEZ, J.A. [Downloadable!] 2004 Diseño de preferencias declaradas para analizar la demanda de viajes by ESPINO ESPINO, R. & DE DIOS ORTÚZAR SALAS, J. & ROMÁN GARCÍA, C. [Downloadable!] 2004 El precio medio del metro cuadrado de la vivienda libre: Una aproximación metodológica desde la perspectiva de la Geoestadística by MONTERO LORENZO, JOSÉ MARÍA [Downloadable!] 2004 Deserción estudiantil universitaria: una aplicación de modelos de duración by Elkin Castaño Vélez & Santiago Gallón Gómez & Karoll Gómez Portilla & Johanna Vásquez Velásquez [Downloadable!] 2004 Rate of Economic Growth, Level of Development, and Income Inequality: Rejoinder to the Reply by Edwards and McGuirk by Jih Y Chang & Rati Ram [Downloadable!] 2004 Reply to Chang and Ram: Statistical Adequacy and the Reliability of Inference by Jeff Edwards & Anya McGuirk [Downloadable!] 2004 Response to Edwards and McGuirk: Income Level, Economic Growth, and Inequality: Flawed Methodology and Inaccurate Inference by Jih Y Chang & Rati Ram [Downloadable!] 2004 Kuznets Curveball: Missing the Regional Strike Zone by Jeff Edwards & Anya McGuirk [Downloadable!] 2004 The Eficiency Effects of Bank Mergers and Acquisitions in a Developing Economy: Evidence from Malaysia by Sufian, F. [Downloadable!] 2004 Asymmetry in Okun's law by Paramsothy Silvapulle & Imad Moosa & Mervyn Silvapulle [Downloadable!] 2004 Relationship between Local and Global Nonparametric Estimators Measures of Fitting and Smoothing by Estela Bee Dagum & Alessandra Luati [Downloadable!] 2003 Microdata Disclosure by Resampling : Empirical Findings for Business Survey Data by Gottschalk, Sandra [Downloadable!] 2003 Estimation of Some Omani Macroeconomic Parameters - A Discussion by Ananth Rao [Downloadable!] 2003 The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework by Erdinc Altay [Downloadable!] 2003 A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange by Cumhur Ekinci [Downloadable!] 2003 Smoothed Empirical Likelihood Methods for Quantile Regression Models by Yoon-Jae Whang [Downloadable!] 2003 Strongly Consistent Determination of the Rank of Matrix by Zaka Ratsimalahelo [Downloadable!] 2003 Rank Test Based On Matrix Perturbation Theory by Zaka Ratsimalahelo [Downloadable!] 2003 Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime by Rafal Weron [Downloadable!] 2003 Identification with averaged data and implications for hedonic regression studies by J.A.F. Machado & J.M.C. Santos Silva [Downloadable!] 2003 Quantiles for Counts by J.A.F. Machado & J. M. C. Santos Silva [Downloadable!] 2003 Metrics for Comparing Credit Migration Matrices by Yusuf Jafry & Til Schuermann [Downloadable!] 2003 Maximization by Parts in Likelihood Inference by Peter X.-K. Song & Yanqin Fan & John D. Kalbfleisch [Downloadable!] 2003 Estimation of an Adaptive Stock Market Model with Heterogeneous Agents by Henrik Amilon [Downloadable!] 2003 The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching by Michael Lechner & Rosalia Vazquez-Alvarez [Downloadable!] 2003 Anchoring Bias and Covariate Nonresponse by Rosalia Vazquez-Alvarez [Downloadable!] 2003 Honey, I Shrunk the Sample Covariance Matrix by Olivier Ledoit & Michael Wolf [Downloadable!] 2003 On Polynomial Cointegration in the State Space Framework by Dietmar Bauer & Martin Wagner [Downloadable!] 2003 A Canonical Form for Unit Root Processes in the State Space Framework by Dietmar Bauer & Martin Wagner [Downloadable!] 2003 The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study by Dietmar Bauer & Martin Wagner [Downloadable!] 2003 Statistical Nonlinearities in the Business Cycle by Diego Valderrama [Downloadable!] 2003 Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction by John Chao & Norman Swanson [Downloadable!] 2003 Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments by John C. Chao & Norman R. Swanson [Downloadable!] 2003 Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands by M. DUMONT & G. RAYP & P. WILLEMÉ & O. THAS [Downloadable!] 2003 The Present, Future and Imperfect of Financial Risk Management by Carol Alexandra [Downloadable!] 2003 Testing for Cointegration in Nonlinear STAR Error Correction Models by George Kapetanios & Yongcheol Shin & Andy Snell [Downloadable!] 2003 Using Extraneous Information and GMM to Estimate Threshold Parameters in TAR Models by George Kapetanios [Downloadable!] 2003 On Volatility Spillovers and Dominant Effects in East Asian: Before and After the 911 by Chan, Tze-Haw & Hooy, Chee Wooi [Downloadable!] 2003 A Perspective on Unit Root and Cointegration in Applied Macroeconomics by Razzak, Weshah [Downloadable!] 2003 Analysis of dependencies in low frequency financial data sets by Ardia, David [Downloadable!] 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models by RUGE-MURCIA, Francisco J. [Downloadable!] 2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models by RUGE-MURCIA, Francisco J. [Downloadable!] 2003 Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves by Peter G. Hall & Rob J. Hyndman & Yanan Fan [Downloadable!] 2003 «Institutional profiles» : presentation and analysis of an original database of the institutional characteristics of developing, in transition and developed countries by Pierre Berthelier & Alain Desdoigts & Jacques Ould Aoudia [Downloadable!] 2003 Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary by Viktor Várpalotai [Downloadable!] 2003 Poverty and Income Distribution in a CGE-Household Micro-Simulation Model: Top-Down/Bottom Up Approach by Luc Savard [Downloadable!] 2003 Poverty, Income Distribution and CGE Modeling: Does the Functional Form of Distribution Matter? by Dorothée Boccanfuso & Bernard Decaluwé & Luc Savard [Downloadable!] 2003 Measuring Output Gap in Latvia by Dainis Stikuts [Downloadable!] 2003 The Diffusion Process of Mobile Telephony in Europe by DONES, MILAGROS & PEREZ-GARCIA, JULIAN [Downloadable!] 2003 Testing for unit roots in panels by using a mixture model by Edith Madsen [Downloadable!] 2003 The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching by Lechner, Michael & Vazquez-Alvarez, Rosalia [Downloadable!] 2003 What You Always Wanted to Know About Censoring But Never Dared to Ask Parameter Estimation for Censored Random Vectors by Schnedler, Wendelin [Downloadable!] 2003 New Evidence on the Effects of Job Creation Schemes in Germany – A Matching Approach with Threefold Heterogeneity by Hujer, Reinhard & Caliendo, Marco & Thomsen, Stephan [Downloadable!] 2003 Measuring deprivation in Spain by Perez-Mayo, Jesus [Downloadable!] 2003 Errors in survey reports of consumption expenditures by Erich Battistin [Downloadable!] 2003 Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters by Whitney K. Newey & Joaquim J. S. Ramalho & Richard Smith [Downloadable!] 2003 Higher order properties of GMM and generalised empirical likelihood estimators by Whitney Newey & Richard Smith [Downloadable!] 2003 Die Elastizität des zu versteuernden Einkommens. Messung und erste Ergebnisse zur empirischen Evidenz für die Bundesrepublik Deutschland by Peter Gottfried & Hannes Schellhorn [Downloadable!] 2003 The Estimation of Stochastic Cost Functions of Malaysian Commercial Banks and Its Policy Implications to Bank Restructuring by Okuda, Hidenobu & Hashimoto, Hidetoshi & Murakami, Michiko [Downloadable!] 2003 Temporal Aggregation of the Returns of a Stock Index Series by Brännäs, Kurt [Downloadable!] 2003 Bayes Estimators of the Cointegration Space by Villani, Mattias [Downloadable!] 2003 Feasible Estimation in Cointegrated Panels by Westerlund, Joakim 2003 On the problem of optimal inference for time heterogeneous data with error components regression structure by Jonsson, Robert [Downloadable!] 2003 Biasing Factors of the Consumer Price Index by Ilona Kovacs [Downloadable!] 2003 Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators by Matthias HAGMANN & Olivier SCAILLET [Downloadable!] 2003 On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities by Olivier RENAULT & Olivier SCAILLET [Downloadable!] 2003 Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures and Instrumental Variables by Joaquim Ramalho [Downloadable!] 2003 Inflação Portuguesa: pelos custos ou monetária? by Agostinho S. Rosa [Downloadable!] 2003 A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter by Whitney K. Newey & Joaquim J.S. Ramalho & Richard J. Smith [Downloadable!] 2003 Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models by Joaquim Ramalho [Downloadable!] 2003 Asymptotic Results for GMM Estimators of Stochastic Volatility Models by Geert Dhaene & Olivier Vergote [Downloadable!] 2003 Autorregresive conditional volatility, skewness and kurtosis by Angel León & Gonzalo Rubio & Gregorio Serna [Downloadable!] 2003 Strongly Consistent Determination of the Rank of Matrix by Zaka Ratsimalahelo [Downloadable!] 2003 Estimating Average Economic Growth in Time Series Data with Persistency by Xiao, Qifang & Xiao, Zhijie 2003 Nonlinearity in the Fed's Monetary Policy Rule by Kim, Dong Heon & Denise R Osborn & Marianne Sensier [Downloadable!] 2003 Multicointegration in US Consumption Data by Boriss Siliverstovs [Downloadable!] 2003 Time Series Modelling using TSMod 3.24 by Charles S. Bos [Downloadable!] 2003 Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices by M. Angeles Carnero & Siem Jan Koopman & Marius Ooms [Downloadable!] 2003 Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area by Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua [Downloadable!] 2003 Measuring Synchronisation and Convergence of Business Cycles by Siem Jan Koopman & Joao Valle e Azevedo [Downloadable!] 2003 Convergence in European GDP Series by Rob Luginbuhl & Siem Jan Koopman [Downloadable!] 2003 How to measure Corporate Bond Liquidity? by Patrick Houweling & Albert Mentink & Ton Vorst [Downloadable!] 2003 Valuing Euro Rating-Triggered Step-Up Telecom Bonds by Patrick Houweling & Albert Mentink & Ton Vorst [Downloadable!] 2003 Approximate distributions of clusters of extremes by Segers, J. [Downloadable!] 2003 Edgeworth expansions for the distribution function of the hill estimator by Segers, J. & Cuntz, A. & Haeusler, E. [Downloadable!] 2003 An experimental comparison of four methods for assessing judgemental distributions by Moors, J.J.A. & Strijbosch, L.W.G. & Groenendaal, W.J.H. van & Schuld, M.H. & Mathijssen, A.C.A. [Downloadable!] 2003 On Theil's errors by Magnus, J.R. & Sinha, A.K. [Downloadable!] 2003 Generalized reduced rank tests using the singular value decomposition by F. Kleibergen & R. Paap [Downloadable!] 2003 Cross-section Regression with Common Shocks by Donald W.K. Andrews [Downloadable!] 2003 Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction by John Chao & Norman R. Swanson [Downloadable!] 2003 Consistent Estimation with a Large Number of Weak Instruments by Chao, John Chao & Norman R. Swanson [Downloadable!] 2003 Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation by Peter C.B. Phillips & Yixiao Sun & Sainan Jin [Downloadable!] 2003 Tests of Independence in Separable Econometric Models: Theory and Application by Donald J. Brown & Rahul Deb & Marten H. Wegkamp [Downloadable!] 2003 Tests of Independence in Separable Econometric Models: Theory and Application by Donald J. Brown & Rahul Deb & Marten H. Wegkamp [Downloadable!] 2003 Tests of Independence in Separable Econometric Models by Donald J. Brown & Marten H. Wegkamp [Downloadable!] 2003 Jackknifing Bond Option Prices by Peter C.B. Phillips & Jun Yu [Downloadable!] 2003 Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy by Frederik Lundtofte [Downloadable!] 2003 Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence by M. Hashem Pesaran [Downloadable!] 2003 Estimation of Semiparametric Models when the Criterion Function is not Smooth by Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom [Downloadable!] 2003 Perceptions of Risk: an Experimental Approach using Internet Questionnaires by Frank A Cowell & Guillermo Cruces [Downloadable!] 2003 Strategy-Proof Estimators for Simple Regression by Javier Perote Peña & Juan Perote Peña [Downloadable!] 2003 Firm Data Analysis in Linked Employer-Employees Datasets by Roberto Leombruni [Downloadable!] 2003 Estimation in Hazard Regression Models under Ordered Departures from Proportionality by Bhattacharjee, A. [Downloadable!] 2003 Bayesian Estimation of Risk-Premia in an APT Context by Darsinos, T. & Satchell, S.E. [Downloadable!] 2003 Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence by Pesaran, H.M. [Downloadable!] 2003 What you always wanted to know about censoring but never dared to ask by Wendelin Schnedler [Downloadable!] 2003 What you always wanted to know about censoring but never dared to ask by Wendelin Schnedler [Downloadable!] 2003 Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models by Arthur Lewbel [Downloadable!] 2003 Consumer Durables and Risky Borrowing: the Effects of Bankruptcy Protection by Marina Pavan [Downloadable!] 2003 Estimation of Average Treatment Effects With Misclassification by Arthur Lewbel [Downloadable!] 2003 Use Of The Almon Model To Determine The Delay In The Propagation Shocks - Generated By Changes In Some Inflation Components – In The Consumer Price Index by Nicolae, Mariana 2003 ENHANCED USER FLASH ESTIMATES OF QUARTER - ON-QUARTER CHANGES IN gross domestic product OF THE Czech Republic AT CONSTANT PRICES by Jaroslav Jílek & Miloš Vojta [Downloadable!] 2003 Bank Of Slovenia Adjustment Policy To Surges In Capital Flows by Žan Oplotnik [Downloadable!] 2003 Exchange Rates, Currency Crises and Recessions - Introduction by Felipe Larraín [Downloadable!] 2003 A Cross-Country Estimation of the Elasticity of Substitution between Labor and Capital in Manufacturing Industries by Sebastián Claro [Downloadable!] 2003 Extreme Value Theory and Value at Risk by Viviana Fernandez [Downloadable!] 2003 An Information Theoretic Approach for Estimating Nonlinear Dynamic Models by Amos Golan [Downloadable!] 2003 Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series by Ralph D. Snyder & Catherine S. Forbes [Downloadable!] 2003 Problems of the Exactness of the Statistical Evaluation in the Dichotomic Case of the Audit Check by Margarita Lambova [Downloadable!] 2002 Anonymisierung von Unternehmensdaten : ein Überblick und beispielhafte Darstellung anhand des Mannheimer Innovationspanels by Gottschalk, Sandra [Downloadable!] 2002 Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology by Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey [Downloadable!] 2002 Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates by Iain Fraser & William C. Horrace [Downloadable!] 2002 Value Creation and Profit Optimization by K. Tobias Winther [Downloadable!] 2002 The Geometry of Payoff Spaces by Marcel Hendrickx [Downloadable!] 2002 Time-Varying Arrival Rates of Informed and Uninformed Trades by David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu [Downloadable!] 2002 Parametric Estimation of Quadratic Term Structure Models of Interest Rate by Li Chen & H. Vincent Poor [Downloadable!] 2002 Confidence Statements for Efficiency Estimates from Stochastic Frontier Models by William C. Horrace & Peter Schmidt [Downloadable!] 2002 Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming by Viliam Druska & William C. Horrace [Downloadable!] 2002 New Wine in Old Bottles: A Sequential Estimation Technique for the LPM by William C. Horrace & Ronald L. Oaxaca [Downloadable!] 2002 An information-theoretic extension to structural VAR modelling by Nikolaus A. Siegfried [Downloadable!] 2002 Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models by Pavel Cizek [Downloadable!] 2002 Efficient Estimation of Semiparametric Multivariate Copula Models by Xiaohong Chen & Yanqin Fan & Victor Tsyrennifov [Downloadable!] 2002 Type I Spurious Regression in Econometrics by Carl Chiarella & S. Gao [Downloadable!] 2002 Nonparametric IV estimation of local average treatment effects with covariates by Markus Froelich [Downloadable!] 2002 Programme Evaluation with Multiple Treatments by Markus Froelich [Downloadable!] 2002 A generalization of the balancing property of the propensity score by Markus Froelich [Downloadable!] 2002 What is the value of knowing the propensity score for estimating average treatment effects? by Markus Froelich [Downloadable!] 2002 The Importance of Individual Heterogeneity in the Decomposition of Measures of Socioeconomic Inequality in Health: An Approach Based on Quantile Regression by Andrew M. Jones & Ángel López-Nicolás [Downloadable!] 2002 The Importance of Individual Heterogeneity in the Decomposition of Measures of Socioeconomic Inequality in Health: An Approach Based on Quantile Regression by Andrew M. Jones & Ángel López-Nicolás [Downloadable!] 2002 Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searches by Stella M. Salvatierra [Downloadable!] 2002 Application of the European Customer Satisfaction Index to Postal Services. Structural Equation Models versus Partial Least Squares by O'Loughlin, Christina & Coenders, Germà [Downloadable!] 2002 A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis by Martin Wagner [Downloadable!] 2002 Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes by Dietmar Bauer & Martin Wagner [Downloadable!] 2002 Identification, Estimation and Testing in Panel Data Models with Attrition: The Role of the Missing at Random Assumption by Arvid Raknerud [Downloadable!] 2002 Nonlinear estimation algorithms in econometric packages: a comparative analysis by Giuseppe Bruno 2002 A New Class of Multivariate skew Densities, with Application to GARCH Models by Luc Bauwens & Sébastien Laurent 2002 Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence by Noriega, A., & L.M. Soria 2002 Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions by Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran 2002 Are There Multiple Regimes in Financial Volatility? by Marcelo C. Medeiros & Alvaro Veiga 2002 The Alpha-Quantile Distribution Function and its Applications to Financial Modeling by Ivana Komunjer 2002 An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models by Aaron D. Smallwood & Paul M. Beaumont [Downloadable!] 2002 Pairwise Comparison Estimation of Censored Transformation Models by Shakeeb Khan & Elie Tamer [Downloadable!] 2002 Disturbing Extremal Behavior of Spot Rate Dynamics by Turan G. Bali & Salih N. Neftci [Downloadable!] 2002 Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset by George Kapetanios [Downloadable!] 2002 Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks by George Kapetanios [Downloadable!] 2002 A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models by George Kapetanios [Downloadable!] 2002 Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting by George Kapetanios [Downloadable!] 2002 Unit Root Tests in Three-Regime SETAR Models by George Kapetanios & Yongcheol Shin [Downloadable!] 2002 Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects by Hugo Kruiniger [Downloadable!] 2002 Origins of scaling in FX markets by Mercik, Szymon & Weron, Rafal [Downloadable!] 2002 Underground economy quantitative models. Some applications to Romania’s case by Albu, Lucian-Liviu & Daianu, Daniel & Pavelescu, Florin-Marius [Downloadable!] 2002 Modeling long-range dependent Gaussian processes with application in continuous-time financial models by Gao, Jiti [Downloadable!] 2002 Monetary policy and forecasting inflation with and without the output gap by W A Razzak [Downloadable!] 2002 Maximum Likelihood Estimation of ARMA Model with Error Processes for Replicated Observations by Wing-Keung Wong & Robert B. Miller & Keshab Shrestha [Downloadable!] 2002 How Much Should We Trust Differences-in-Differences Estimates? by Marianne Bertrand & Esther Duflo & Sendhil Mullainathan [Downloadable!] 2002 Simple and Bias-Corrected Matching Estimators for Average Treatment Effects by Alberto Abadie & Guido W. Imbens [Downloadable!] 2002 Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns by G.C. Lim & G.M. Martin & V.L. Martin [Downloadable!] 2002 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices by C.S. Forbes & G.M. Martin & J. Wright [Downloadable!] 2002 Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series by Ralph D. Snyder & Catherine S. Forbes [Downloadable!] 2002 An Improved Method for Bandwidth Selection when Estimating ROC Curves by Peter Hall & Rob J. Hyndman [Downloadable!] 2002 Local Linear Forecasts Using Cubic Smoothing Splines by Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah [Downloadable!] 2002 Parametric Pricing of Higher Order Moments in S&P500 Options by G.C. Lim & G.M. Martin & V.L. Martin [Downloadable!] 2002 Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory by D.S. Poskitt & C.L. Skeels [Downloadable!] 2002 Parametric Inference for Diffusion Processes Observed at Discrete Points in Time: a Survey by Helle Sørensen [Downloadable!] 2002 Testing the Semiparametric Box-Cox Model with Bootstrap by N.E. Savin & Allan H. Würtz [Downloadable!] 2002 Nonparametric IV Estimation of Local Average Treatment Effects with Covariates by Frölich, Markus [Downloadable!] 2002 What is the Value of Knowing the Propensity Score for Estimating Average Treatment Effects? by Frölich, Markus [Downloadable!] 2002 Programme Evaluation with Multiple Treatments by Frölich, Markus [Downloadable!] 2002 Regional Convergence in Italy 1951-199: A Spatial Econometric Perspective by Giuseppe Arbia & Roberto Basile & Mirella Salvatore [Downloadable!] 2002 Quantiles for counts by Jose A. F. Machado & J. M. C. Santos Silva [Downloadable!] 2002 ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data by Frank Windmeijer [Downloadable!] 2002 Inverse probability weighted M-estimators for sample selection, attrition and stratification by Jeffrey M. Wooldridge [Downloadable!] 2002 The growth of cities: Does agglomeration matter? by Elisabet Viladecans Marsal [Downloadable!] 2002 Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish by Brännäs, Kurt & Brännäs, Eva [Downloadable!] 2002 Count Data Modelling and Tourism Demand by Hellström, Jörgen [Downloadable!] 2002 An information-theoretic extension to structural VAR modelling by Nikolaus A. Siegfried [Downloadable!] 2002 The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries by Odile Chagny & Frédéric Reynès & Henri Sterdyniak [Downloadable!] 2002 Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models by Josu Arteche [Downloadable!] 2002 Accounting for dependence among study results in Meta-Analysis: methodology and applications to the valuation and use of natural resources by Florax, R.J.G.M. [Downloadable!] 2002 The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models by Maurice J.G. Bun & Jan F. Kiviet [Downloadable!] 2002 On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias by Maurice J.G. Bun & Jan F. Kiviet [Downloadable!] 2002 Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic by Frank Kleibergen [Downloadable!] 2002 How Large is Average Economic Growth? Evidence from a Robust Method by H. Peter Boswijk & Philip Hans Franses [Downloadable!] 2002 Two-step sequential sampling for gamma distributions by Moors, J.J.A. & Strijbosch, L.W.G. [Downloadable!] 2002 Estimation of the mean of a univariate normal distribution when the variance is not known by Danilov, D. [Downloadable!] 2002 Estimating mean and variance through quantiles: : an experimental comparison of different methods by Moors, J.J.A. & Strijbosch, L.W.G. & Groenendaal, W.J.H. van [Downloadable!] 2002 Multivariate regression with monotone missing observation of the dependent variables by Raats, V.M. & Genugten, B.B. van der & Moors, J.J.A. [Downloadable!] 2002 A general model for repeated audit controls using monotone subsampling by Raats, V.M. & Genugten, B.B. van der & Moors, J.J.A. [Downloadable!] 2002 Adaptive Local Polynomial Whittle Estimation of Long-range Dependence by Donald W.K. Andrews & Yixiao Sun [Downloadable!] 2002 Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes by Donald W.K. Andrews & Offer Lieberman [Downloadable!] 2002 Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market by George Hall & John Rust [Downloadable!] 2002 Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems by Steven Berry & Oliver Linton & Ariel Pakes [Downloadable!] 2002 The Block-block Bootstrap: Improved Asymptotic Refinements by Donald W.K. Andrews [Downloadable!] 2002 Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes by Yixiao Sun & Peter C.B. Phillips [Downloadable!] 2002 Efficient Regression in Time Series Partial Linear Models by Peter C.B. Phillips & Binbin Guo & Zhijie Xiao [Downloadable!] 2002 Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series by Donald W.K. Andrews & Offer Lieberman [Downloadable!] 2002 Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process by Offer Lieberman & Judith Rousseau & David M. Zucker [Downloadable!] 2002 The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia [Downloadable!] 2002 Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area? by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia [Downloadable!] 2002 Handling the measurement error problem by means of panel data: Moment methods applied on firm data by Erik Biørn [Downloadable!] 2002 Asymptotics for random effects models with serial correlation by Jimmy Skoglund & Sune Karlsson [Downloadable!] 2002 The timing and the probability of FDI: an application to the US multinational enterprises by de Brito, José Brandão & de Mello Sampayo, Felipa [Downloadable!] 2002 Individual Behavior of First-Price Sealed-Bid Auctions: The Importance of Information Feedback in Experimental Markets by Tibor Neugebauer & Reinhard Selten [Downloadable!] 2002 Instrumental variables and GMM: Estimation and testing by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!] 2002 Ordered Response Threshold Estimation by Arthur Lewbel [Downloadable!] 2002 Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models by Shakeeb Khan & Arthur Lewbel [Downloadable!] 2002 Bootstrap bias-correction procedure in estimating long-run relationships from dynamic panels, with an application to money demand in the euro area by Dario Focarelli [Downloadable!] 2002 Ajuste Estacional e Integración en Variables Macroeconómicas by Raimundo Soto [Downloadable!] 2002 Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data by Carl Chiarella & Willi Semmler & Stefan Mittnik & Peiyuan Zhu [Downloadable!] 2001 Flexible Term Structure Estimation: Which Method Is Preferred? by Andrew Mark Jeffrey & Oliver B. Linton [Downloadable!] 2001 Consistent Estimation of Shape-Restricted Functions and Their Derivatives by Pok Man Chak & Neal Madras & J. Barry Smith [Downloadable!] 2001 An Empirical Comparison of Default Swap Pricing Models by Patrick Houweling & Ton Vorst [Downloadable!] 2001 On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths by Joel Huber & Kenneth Train [Downloadable!] 2001 Identification and Estimation with Contaminated Data: When Does Covariate Data Sharpen Inference? by Charles H. Mullin [Downloadable!] 2001 Return Interval, Dependence Structure and Multivariate Normality by Thierry Ané & Chiraz Labidi 2001 Improved Estimation of the Covariance Matrix of Stock Returns with an Application to Portofolio Selection by Olivier Ledoit & Michael Wolf [Downloadable!] 2001 Flexible Multivariate GARCH Modeling with an Application to International Stock Markets by Olivier Ledoit & Pedro Santa Clara & Michael Wolf [Downloadable!] 2001 Estimating Parliamentary Composition through Electoral Polls by Frederic Udina & Pedro Delicado [Downloadable!] 2001 Efficient Estimation of Spatial Autoregressive Models by Théophile AZOMAHOU [Downloadable!] 2001 Modeling Binary Panel Data with Nonresponse by Jan F. Bjørnstad and Dag Einar Sommervoll [Downloadable!] 2001 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration by Michael Binder, Cheng Hsiao, and M. Hashem Pesaran [Downloadable!] 2001 Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market by George Hall and John Rust, Yale University [Downloadable!] 2001 Diagnosing Failure: When is an Estimation Problem Too Large for a PC? by B. D. McCullough and H. D. Vinod 2001 Nonparametric Likelihood Methods for Estimation and Inference in Moment Condition Models with Weak Instruments by Nikolay Gospodinov 2001 A recursive algorithm for solving SUR models by Erricos J. Kontoghiorghes and Paolo Foschi 2001 G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models by S»bastien Laurent and Jean-Philippe Peters [Downloadable!] 2001 The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression by John Landon-Lane [Downloadable!] 2001 Returns to Schooling in Spain. How Reliable Are IV Estimates? by Empar Pons & Maria Teresa Gonzalo [Downloadable!] 2001 The strengths and weaknesses of L2 approximable regressors by Mynbaev, Kairat [Downloadable!] 2001 Extração da Volatilidade do Ibovespa by Souza-Sobrinho, Nelson [Downloadable!] 2001 Money in the era of inflation targeting by W A Razzak [Downloadable!] 2001 Does Observation Influence Learning? by Olivier Armantier [Downloadable!] 2001 An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices by Ravi Jagannathan & Andrew Kaplin & Steve Guoqiang Sun [Downloadable!] 2001 A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation by Daniel A. Ackerberg [Downloadable!] 2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects by Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I. 2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects by DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas [Downloadable!] 2001 Estimating Lorenz Curves Using a Dirichlet Distribution by Chotikapanich, D. & Griffiths, W. [Downloadable!] 2001 On Calculation of the Extended Gini Coefficient by Chotikapanich, D. & Griffiths, W. [Downloadable!] 2001 Sample Size Requirements for Estimation in SUR Models by Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L. [Downloadable!] 2001 Price Dynamics in Latvia - Experience and Future Prospects by Martins Bitans & Dace Slakota & Ivars Tillers [Downloadable!] 2001 Overtime Work, Dual Job Holding and Taxation by Frederiksen, Anders & Graversen, Ebbe Krogh & Smith, Nina [Downloadable!] 2001 Projection estimators for autoregressive panel data models by Steve Bond & Frank Windmeijer [Downloadable!] 2001 Dismissal of Employees in the Swedish Manufacturing Industry by Norén, Ronny [Downloadable!] 2001 Characterizing the degree of stability of non-linear dynamic models by Bask, Mikael & de Luna, Xavier 2001 How is generalized least squares related to within and between estimators in unbalanced panel data? by Biorn,E. [Downloadable!] 2001 A simple efficient GMM estimator of GARCH models by Skoglund, Jimmy [Downloadable!] 2001 Specification and estimation of random effects models with serial correlation of general form by Skoglund, Jimmy & Karlsson, Sune [Downloadable!] 2001 Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation by Skoglund, Jimmy & Karlsson, Sune [Downloadable!] 2001 Overtime work, dual job holding and taxation by Frederiksen, Anders & Graversen, Ebbe Krogh & Smith, Nina [Downloadable!] 2001 On the Method of Calculating Regional Prices Differentials with Illustrative Evidence from India by Coondoo, D. & Majumder, A. & Ray, E, 2001 Tests of Income Pooling on Household Budget Data: The Australian Evidence by Lancaster, G. & Ray, R. 2001 Bootstrap Bandwidth Selection in Kernel Density Estimation from a Contaminated Sample by Delaigle, A. & Gijbels, I. 2001 Estimation in Discrete Parameter Models by Choirat, C. & Seri, R. 2001 Structure Adaptative Approach for Dimension Reduction by Hristache, M. & Juditsky, A. & Polzehl, J. & Spokoiny, V. 2001 A Nonparametric Simulated Maximum Likelihood Estimation Method by Fermanian, J.D. & Salanie, B. 2001 Nonparametric Estimation of Competing Risks Models with Covariates by Fermanian, J.-D. 2001 Potential Output: Measurement Methods, "New" Economy Influences and Scenarios for 2001-2010. A Comparison of the EU15 and the US by McMorrow, K. & Roeger, W. 2001 The Performance of Sample Selection Estimators to Control for Attrition Bias by Grasdal, A. 2001 Overtime Work, Dual Job Holding and Taxation by Frederiksen, A. & Graversen, E.K. & Smith, N. 2001 Poverty and Expenditure Differentiation of the Russian Population by Aivazian Sergey & Kolenikov Stanislav [Downloadable!] 2001 Rank Test Based On Matrix Perturbation Theory by Zaka Ratsimalahelo [Downloadable!] 2001 Testing for differences in the tails of stock-market returns by ROCKINGER, Michael & JONDEAU, Eric [Downloadable!] 2001 New Extreme-Value Dependance Measures and Finance Applications by POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan [Downloadable!] 2001 Bias Correction in a Stable AD(1,1) Model by Noud P.A. van Giersbergen [Downloadable!] 2001 On the harm that pretesting does by Danilov, D.L. & Magnus, J.R. [Downloadable!] 2001 Asymptotic Theory for Multivariate GARCH Processes by F. Comte & Offer Lieberman [Downloadable!] 2001 Penalised Maximum Likelihood Estimation for Fractional Guassian Processes by Offer Lieberman [Downloadable!] 2001 Higher-order Improvements of the Parametric Bootstrap for Markov Processes by Donald W.K. Andrews [Downloadable!] 2001 Local Polynomial Whittle Estimation of Long-range Dependence by Donald W.K. Andrews & Yixiao Sun [Downloadable!] 2001 Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels by Olivier SCAILLET [Downloadable!] 2001 New Extreme-Value Dependence Measures and Finance Applications by Poon, Ser-Huang & Rockinger, Michael & Tawn, Jonathan [Downloadable!] 2001 Detecting Mutiple Breaks in Financial Market Volatility Dynamics by Elena Andreou & Eric Ghysels [Downloadable!] 2001 Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models by Pavel Cizek [Downloadable!] 2001 Improving the Estimates of the Risk Premia - Application in the UK Financial Market by M. Pitsillis & S. Satchell [Downloadable!] 2001 The Timing of FDI Under Uncertainty: An Application to the US Multinational Enterprises by Sampayo, F.D.M. 2001 articles: Target search of burglars: A revised economic model by Yochanan Shachmurove & George F. Rengert & Simon Hakim [Downloadable!] 2001 Quantile regression with sample selection: Estimating women's return to education in the U.S by Moshe Buchinsky [Downloadable!] 2001 Asymmetric labor supply by Eduardo Pontual Ribeiro [Downloadable!] 2001 Wealth and Consumption - A Multicointegrated Model for the Unified Germany by Uwe Hassler [Downloadable!] 2001 A theoretical and Empirical Analysis of Convergence and Catch-Up Patterns in Neighboring Areas by Catherine Mounet 2000 Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss by David E. A. Giles [Downloadable!] 2000 Bayesian Target Zones by Catherine S. Forbes & Paul Kofman 2000 Revenue Management under General Discrete Choice Model of Consumer Behavior by Kalyan Talluri & Garrett van Ryzin [Downloadable!] 2000 Model Selection and Error Estimation by Peter L. Bartlett & Stéphane Boucheron & Gábor Lugosi [Downloadable!] 2000 Strategies for Sequential Prediction of Stationary Time Series by László Györfi & Gábor Lugosi [Downloadable!] 2000 A Zero-delay Sequential Scheme for Lossy Coding of Individual Sequences by Tamás Linder & Gábor Lugosi [Downloadable!] 2000 A Note on Robust Detection by Luc Devroye & László Györfi & Gábor Lugosi [Downloadable!] 2000 Recent Significant Advances in Estimating and Forecasting Theories and Economic Modelling: With Applications to Asian Investment Studies by Tran Van Hoa [Downloadable!] 2000 Multinomial Choice and Selectivity by John K. Dagsvik [Downloadable!] 2000 The Sun Also Rises: Productivity Convergence Between Japan and the USA by Gavin Cameron [Downloadable!] 2000 The Concept, Policy Use and Measurement of Structural Unemployment: Estimating a Time Varying NAIRU Across 21 OECD Countries by Pete Richardson & Laurence Boone & Claude Giorno & Mara Meacci & David Rae & David Turner [Downloadable!] 2000 Comparing Semi-Structural Methods to Estimate Unobserved Variables: The HPMV and Kalman Filters Approaches by Laurence Boone [Downloadable!] 2000 Long Memory and Regime Switching by Francis X. Diebold & Atsushi Inoue [Downloadable!] 2000 Bias from Classical and Other Forms of Measurement Error by Dean R. Hyslop & Guido W. Imbens [Downloadable!] 2000 Econometrie, theorie des tests et philosophie des sciences by Dufour, J.M. 2000 The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity by Moon, H.R. & Perron, P. 2000 Économétrie, théorie des tests et philosophie des sciences by DUFOUR, Jean-Marie [Downloadable!] 2000 The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity by MOON, Hyungsik Roger & PERRON, Benoit [Downloadable!] 2000 Bayesian Soft Target Zones by Forbes, C.S. & Kofman, P. [Downloadable!] 2000 Bayesian Estimation of Social Welfare and Tax Progressivity Measures by Chotikapanich, D. & Creedy, J. [Downloadable!] 2000 Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects by Karlsson, Sune & Skoglund, Jimmy [Downloadable!] 2000 Testing for common cointegrating rank in dynamic panels by Larsson, Rolf & Lyhagen, Johan [Downloadable!] 2000 On a Partitioned Inversion Formula having Useful Applications in Econometrics by Mario Faliva & Maria Grazia Zoia [Downloadable!] 2000 Estimation de modeles autoregressifs a changement de regime markovien by Rynkiewicz, J. 2000 Modeles intertemporels d'evaluation d'actifs financiers : une evaluation sur donnees francaises de longue periode by Nalpas, N. 2000 Performance of the Bootstrap for DEA Estimators and Iterating the Principle by Simar, L. & Wilson, P.W. 2000 Estimating a Changepoint, Boundary of Frontier in the Presence of Observation Error by Hall, P. & Simar, L. 2000 Non Redundancy of High Order Moment Conditions for Efficient GMM Estimation of Weak AR Process by Broze, L. & Francq, C. & Zakoian, J.-M. 2000 Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices by Khalaf, L. & Saphores, J. & Bilodeau, J.F. 2000 Efficient GMM Estimation Using the Empirical Characteristic Function by Carrasco, M. & Florens, J.-P. 2000 Using Matching Estimators to Evaluate Alternative Youth Employment Programs: Evidence from France, 1986-1988 by Brodady, T. & Crepon, B. & Fougere, D. 2000 Lower Bounds in Hazard Estimation by Fermanian, J.D. 2000 A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data by Spencer, N. & Fielding, A. 2000 Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend by Kauppi, H. 2000 Constrained EMM and Indirect Inference Estimation by Calzolari, G. & Fiorentini, G. & Sentana, E. 2000 Estimation of a Time Varying NAIRU for France by Irac, D. 2000 Extreme Value Theory for Tail-Related Risk Measures by Evis Këllezi & Manfred Gilli [Downloadable!] 2000 Stochastic Processes Subject to Time Scale Transformations: An Application to High-Frequency FX Data by Jorda, Oscar & Marcellino, Massimiliano [Downloadable!] 2000 Finite Mixture Distribution, Sequential Likelihood, and the EM Algorithm by Arcidiacono, Peter & Jones, John B. [Downloadable!] 2000 Estimating Welfare Indices: Household Weights and Sample Design by Frank A. Cowell & Stephen P. Jenkins [Downloadable!] 2000 Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration by Winfried G. Hallerbach [Downloadable!] 2000 Two-step sequential sampling by Moors, J.J.A. & Strijbosch, L.W.G. [Downloadable!] 2000 Double checking for two error types by Raats, V.M. & Moors, J.J.A. [Downloadable!] 2000 Optimal Inventory Policies When Sales Are Discretionary by Herbert E. Scarf [Downloadable!] 2000 Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics by Donald W.K. Andrews [Downloadable!] 2000 A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter by Donald W.K. Andrews & Patrik Guggenberger [Downloadable!] 2000 Asymptotics in Minimum Distance from Independence Estimation by Donald J. Brown & Marten H. Wegkamp [Downloadable!] 2000 The Generalized Dynamic Factor Model: Representation Theory by Forni, Mario & Lippi, Marco [Downloadable!] 2000 Reference Cycles: The NBER Methodology Revisited by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia [Downloadable!] 2000 Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results by Elena Andreou & Eric Ghysels [Downloadable!] 2000 Consumption Habit and Equity Premium in the G7 Countries by Olivier Allais & Loic Cadiou & Stephane Dees [Downloadable!] 2000 Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration by Michael Binder & Cheng Hsiao & M. Hashem Pesaran [Downloadable!] 2000 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration by Binder, M. & Hsaio, C. & Pesaran, M.H. [Downloadable!] 2000 Endogenous Selection Or Treatment Model Estimation by Arthur Lewbel [Downloadable!] 2000 Identification of the Binary Choice Model with Misclassification by Arthur Lewbel [Downloadable!] 2000 Determining the Number of Factors in Approximate Factor Models by Jushan Bai & Serena Ng [Downloadable!] 2000 Nonparametric Censored and Truncated Regression by Arthur Lewbel & Oliver Linton [Downloadable!] 2000 Estimation of a Time Varying NAIRU for France by Irac, D. [Downloadable!] 2000 Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator by Tkacz, Greg [Downloadable!] 2000 Price Stickiness, Inflation, and Output Dynamics: A Cross-Country Analysis by Khan, Hashmat [Downloadable!] 2000 Modelling of stock price changes: A real analysis approach by Rimas Norvaisa [Downloadable!] 2000 Peaks or tails - What distinguishes financial data? by Walter KrÄmer & Ralf Runde [Downloadable!] 2000 Obtención de Tablas de Mortalidad por comparación con las de otros ámbitos en períodos pasados by VERES FERRER, E. [Downloadable!] 2000 Veränderungsraten und ihre statistische Messung - Reminiszenzen und erneuerte Betrachtung by Rolf Wiegert [Downloadable!] 2000 Comparing Interval Restricted Estimators in Hedonic Pricing by Henning Knautz [Downloadable!] 2000 Deskriptive und induktive Eigenschaften zweier Streuungsmaße für nominale Merkmale by Friedrich Vogel & Hans Kiesl [Downloadable!] 1999 The Real Interest Differential Model after Twenty Years by Alan G. Isaac & Suresh de Mel [Downloadable!] 1999 A Generalization of Histogram Type Estimators by Pedro Delicado & Manuel del Río [Downloadable!] 1999 Implementing Interactive Computing in an Object-oriented Environment by Frederic Udina [Downloadable!] 1999 Worst-case Bounds for the Logarithmic Loss of Predictors by Nicolò Cesa Bianchi & Gábor Lugosi [Downloadable!] 1999 Validation Procedures in Radiological Diagnostic Models. Neural Network and Logistic Regression by Estanislao Arana & Pedro Delicado & Luis Martí [Downloadable!] 1999 A Scaled Difference Chi-Square Test Statistic for Moment Structure Analysis by Albert Satorra & Peter M. Bentler [Downloadable!] 1999 Scaled and Adjusted Restricted Tests in Multi-Sample Analysis of Moment Structures by Albert Satorra [Downloadable!] 1999 Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion by Tran Van Hoa & Chaturvedi, A. [Downloadable!] 1999 Taille de la firme et compétences relationnelles pour innover : données individuelles d'entreprises industrielles françaises by Francis MUNIER [Downloadable!] 1999 Estimation of Spatial Panel Data Models Using a Minimum Distance Estimator: Application by Théophile AZOMAHOU [Downloadable!] 1999 Is the Distribution of Income Compatible with a Stable Distribution? by John K. Dagsvik and Bjørn H. Vatne [Downloadable!] 1999 The Impact of Acid Rain on the Aquatic Ecosystems of Eastern Canada by Mariam, Yohannes [Downloadable!] 1999 Trends in Resource Extraction and Implications for Sustainability in Canada by Mariam, Yohannes [Downloadable!] 1999 Why did UK Manufacturing Productivity Growth Slow Down in the 1970s and Speed Up in the 1980s? by Cameron, G. 1999 Covariate Measurement Error in Quadratic Regression by Kuha, J. & Temple, J. 1999 International Asset Allocation with Time-Varying Correlations by Andrew Ang & Geert Bekaert [Downloadable!] 1999 Estimating the Effect of Alcohol on Driver Risk Using Only Fatal Accident Statistics by Steven D. Levitt & Jack Porter [Downloadable!] 1999 Estimating Advertising Half-Life and the Data Interval Bias by Fry, T.R.L. & Broadbent, S. & Dixon, J.M. [Downloadable!] 1999 Rational Habit Modification: the Role of Credit by Henry, O. & Messinis, G. & Olekalns, N. [Downloadable!] 1999 Multivariate Generated Regressors and Heteroskedasticity in a Cross-Section: an Application to the Value of Neighborhood Schools by Hayes, K.J. & Hirschberg, J. & Lye, J. & Taylor, L.L. 1999 Bierens' and Johansen's Method - Complements or Substitutes? by Wagner, Martin [Downloadable!] 1999 VAR Cointegration in VARMA Models by Wagner, Martin [Downloadable!] 1999 Two-part multiple spell models for health care demand by Joao M.C. Santos Silva & Frank Windmeijer [Downloadable!] 1999 A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels by Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas 1999 Generalized Integer-Valued Autoregression by Brännäs, Kurt & Hellström, Jörgen 1999 Random coefficients in regression equation systems : the case with unbalanced panel data by Biorn,E. [Downloadable!] 1999 Estimating regression systems from unbalanced panel data : a stepwise maximum likelihood procedure by Biorn,E. [Downloadable!] 1999 Likelihood-Based Inference in Multivariate Panel Cointegration Models by Larsson, Rolf & Lyhagen, Johan [Downloadable!] 1999 Party Loyalty as Habit Formation by Shachar, R. 1999 A Review of Estimates of the Schooling/Earnings Relationship, with Tests for Publication Bias by Ashenfelter, O. & Harmon, C. & Oosterbeek, H. 1999 Estimating Returns to Schooling when Schooling if Misreported by Kane, T.J. & Rouse, C.E. & Staiger, D. 1999 Estimates of Personal Sector Wealth for South Africa by Muellbauer, J. & Aron, J. 1999 More Efficient Estimation under Non-Normality when Higher Moments do not Depend on the Regressors, using Residual-Augmented Lease Squares by Im. K.S. & Schmidt, P. 1999 A Simple GCV Method of Span Selection for Periodigram Smoothing by Ombao, H.C. & Raz, J.A. & Strawderman, R.L. & von Sachs, R. 1999 A Simple GCV Method of Span Selection for Periodigram Smoothing by Ombao, H.C. & Raz, J.A. & Strawderman, R.L. & von Sachs, R. 1999 Nonparametric Estimation of Hazard Rate under the Constraint of Monotonicity by Gifford, J.A. & Gijbels, I. & Hall, P. & Huang, L.-S. 1999 Nonparametric Estimation of Hazard Rate under the Constraint of Monotonicity by Gifford, J.A. & Gijbels, I. & Hall, P. & Huang, L.-S. 1999 A Nonparametric Least-Squares Test for Checking a Polynomial Relationship by Gijbels, I. & Rousson, V. 1999 A Nonparametric Least-Squares Test for Checking a Polynomial Relationship by Gijbels, I. & Rousson, V. 1999 Performance of the Bootstrap for DEA Estimators and Iterating the Principle by Simar, L. & Wilson, P.W. 1999 Performance of the Bootstrap for DEA Estimators and Iterating the Principle by Simar, L. & Wilson, P.W. 1999 Adaptative Estimation of the Spectrum of a Stationary Gausian Sequence by Comte, F. 1999 Adaptative Estimation of the Spectrum of a Stationary Gausian Sequence by Comte, F. 1999 Linear-Representation Based Estimation of Switching-Regime GARCH Models by Francq, C. & Zakoian, J.-M. 1999 Linear-Representation Based Estimation of Switching-Regime GARCH Models by Francq, C. & Zakoian, J.-M. 1999 Efficient Use of High Order Autocorrelations for Estimating AutoregressiveProcesses by Broze, L. & Francq, C. & Zakoian, J.-M. 1999 Efficient Use of High Order Autocorrelations for Estimating AutoregressiveProcesses by Broze, L. & Francq, C. & Zakoian, J.-M. 1999 Nonparametric Density Estimation for Deterministic Dynamical Systems by Lardjane, S. 1999 Nonparametric Density Estimation for Deterministic Dynamical Systems by Lardjane, S. 1999 A Contruction of Lacaster Probabilities with Margins in the Multidimensional Meixner Class by Pommeret, D. 1999 A Contruction of Lacaster Probabilities with Margins in the Multidimensional Meixner Class by Pommeret, D. 1999 The Unbiased Estimation Theory and the Multidimensional Bhattachryya Bounds by Pommeret, D. 1999 The Unbiased Estimation Theory and the Multidimensional Bhattachryya Bounds by Pommeret, D. 1999 Two Adaptive Rates of Convergence in Pointwise Density Estimation by Butucea, C. 1999 Exact Asymptotics for Nonparametric Density Estimation from Dependent Data by Butucea, C. & Neumann, M.H. 1999 Model Selection for (Auto-)Regression with Dependent Data by Baraud, Y. & Comte, F. & Viennet, G. 1999 Estimation and Applications of Gegenbauer Processes by Ferrara, L. & Guegan, D. 1999 Normalite asymptotique de l'estimateur empirique de l'operateur d'autocorrelation d'un processus ARH (1) by Mas, A. 1999 Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process by Lieberman, O. & Rousseau, J. & Zucker, D.M. 1999 Learning with Bounded Memory in Stochastic Models by Honkapohja, S. & Mitra, K. 1999 Is More Data Better? by Mitra, K. 1999 Principal Component Analysis Based on Robust Estimators of the Covariance or Correlation Matrix: Influence Functions and Efficiencies by Croux, C. & Haesbroeck, G. 1999 The Bias of the 2SLS Variance Estimator by Kiviet, J.F. & Phillips, G.D.A. 1999 Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models by Kiviet, J.F. & Phillips, G.D.A. 1999 A Review of Estimates of the Schooling/ Earnings Relationship, with tests for Publication Bias by Ashenfelter, O. & Harmon, C. & Oosterbeek, H. 1999 Choosing the Right Error in Term Structure Models by Bobadilla, G.F. 1999 Estimation of Autoregressive Roots near Unity using Panel Data by Moon, H.R. & Phillips, P.C.B. 1999 How Deep Are the Deep Parameters? by Altissimo, F. & Siviero, S. & Terlizzese, D. 1999 How Deep Are the Deep Parameters? by Altissimo, F. & Siviero, S. & Terlizzese, D. 1999 The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets by Jondeau, E. & Rockinger, M. 1999 Short-Term and Long-Term Trends, Seasonal Adjustment, and the Business Cycles by Kaiser, R. & Maravall, A. 1999 Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter by Kaiser, R. & Maravall, A. 1999 Estimations et tests sur donnees longitudinales -le cas des panels cylindres et non-cylindres by Balsan, D. & Hanchane, S. 1999 Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity by Giraitis, L. & Kokoszka, P. & Leipus, R. & Teyssiere, G. 1999 The Tail Behavior of Stock Returns: Emerging versus Mature Markets by ROCKINGER, Michael & JONDEAU, Eric [Downloadable!] 1999 Predicting Banking Crisis: Japan's Financial Crisis in International Comparison by Micheal Hutchison [Downloadable!] 1999 Value-at-Risk and least squares tail index estimation by R.W.J. van den Goorbergh [Downloadable!] 1999 Comparative modelling of interregional transport flows : applications to multimodal European freight transport by Nijkamp, Peter & Reggiani, Aura & Tsang, Wai Fai [Downloadable!] 1999 Decomposing Portfolio Value-at-Risk: A General Analysis by Winfried G. Hallerbach [Downloadable!] 1999 Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach by Niels Haldrup & Michael Jansson [Downloadable!] 1999 Bounds on quantiles in the presence of full and partial item nonresponse by Vazquez Alvarez, R. & Melenberg, B. & Soest, A. van [Downloadable!] 1999 Double checking for two error types by Moors, J.J.A. [Downloadable!] 1999 Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models by Donald W.K. Andrews & Biao Lu [Downloadable!] 1999 Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators by Donald W.K. Andrews [Downloadable!] 1999 The Generalized Dynamic Factor Model: Identification and Estimation by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia [Downloadable!] 1999 Seasonal Nonstationarity and Near-Nonstationarity by Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues [Downloadable!] 1999 Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables by Arthur Lewbel [Downloadable!] 1999 The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets by Jondeau, E. & Rockinger, M. [Downloadable!] 1999 Short-Term and Long-Term Trends, Seasonal Adjustment, and the Business Cycles by Regina Kaiser & Agustín Maravall 1999 Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter by Regina Kaiser & Agustín Maravall 1999 Estimation of the business cycle: A modified Hodrick-Prescott filter by Regina Kaiser & Agustín Maravall [Downloadable!] 1999 articles: Welfare reform and spatial matchingbetween clients and jobs by Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah [Downloadable!] 1999 articles: Areas, nodes and networks: Some analytical considerations by John R. Roy [Downloadable!] 1999 articles: A global search procedure for parameter estimation in neural spatial interaction modelling by Manfred M. Fischer & Katerina Hlavácková-Schindler & Martin Reismann [Downloadable!] 1999 Stock market prices and long-range dependence by Murad S. Taqqu & Vadim Teverovsky & Walter Willinger [Downloadable!] 1998 A Note on Estimated Coefficients in Random Effects Probit Models by Arulampalam, W. [Downloadable!] 1998 Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study by Michael A. Hauser [Downloadable!] 1998 Relative Efficiency with Equivalence Classes of Asymptotic Covariances by David M. Mandy & Carlos Martins-Filho [Downloadable!] 1998 Semiparametric Maximum Lickelihood Estimation of GARCH Models by Jian Yang [Downloadable!] 1998 A Simple Randomized Algorithm for Consistent Sequential Prediction of Ergodic Time Series by László Györfi & Gábor Lugosi & Gusztáv Morvai [Downloadable!] 1998 Inequalities for a New Data-Based Method for Selecting Nonparametric Density Estimates by Luc Devroye & Gábor Lugosi & Frederic Udina [Downloadable!] 1998 An Inequality for Uniform Deviations of Sample Averages from their Means by Peter Bartlett & Gábor Lugosi [Downloadable!] 1998 Is the Efficiency Wage Hypothesis Valid for Developing Countries? Evidence from the Turkish Cement Industry by Seref Saygili [Downloadable!] 1998 Halandósági táblák becslése bayesi módszerekkel by Péter Gál 1998 The long-run nominal exchange rate: specification and estimation issues by W A Razzak & Thomas Grennes [Downloadable!] 1998 Catch-Up and Leapfrog Between The USA and Japan by Cameron, G. 1998 Likelihood INference for Discretely Observed Non-linear Diffusions by Elerian, O. & Chib, S. & Shephard, N. 1998 Instrumental Variables Estimation of Quantile Treatment Effects by Alberto Abadie & Joshua D. Angrist & Guido W. Imbens [Downloadable!] 1998 Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach by Yacine Ait-Sahalia [Downloadable!] 1998 Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices by PERRON, Pierre & VODOUNOU, Cosme [Downloadable!] 1998 Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition by PERRON, Pierre & VODOUNOU, Cosme [Downloadable!] 1998 Quadratic M-Estimators for ARCH-Type Processes by MEDDAHI, Nour & RENAULT, Éric [Downloadable!] 1998 Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models by ABDELKHALEK, Touhami & DUFOUR, Jean-Marie [Downloadable!] 1998 Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions by Laskar, M.R. & King, M.L. 1998 Nonparametric Estimation and Symmetry Tests for Conditional Density Functions by Hyndman, R.J. & Yao, Q. [Downloadable!] 1998 Lead Time demand for Simple Exponential Smoothing by Snyder, R.D. & Koehler, A.B. & Ord, J.K. 1998 Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions by Lasker, M.R. & King, M.L. 1998 A General Volatility Framework and the Generalised Historical Volatility Estimator by Bollen, B. & Inder, B. 1998 Estimation in integer - valued moving average models by Brännäs, Kurt & Hall, Andreia 1998 On Omitted Variable Bias and Measurement Error in Returns to Schooling Estimates by Mellander, Erik [Downloadable!] 1998 Likelihood-Based Cointegration Tests in Heterogeneous Panels by Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael 1998 Maximum likelihood estimation of the multivariate fractional cointegrating model by Lyhagen, Johan [Downloadable!] 1998 Internal Markets and Health Care Efficiency: A Multiple-Output Stochastic Frontier Analysis by Gerdtham, Ulf-G. & Löthgren, Mickael & Tambour, Magnus & Rehnberg, Clas 1998 Maximum Likelihood Estimation of Cointegrated Systems with Higher Order Integrated Variables and Asymptotic Equivalence with Generalised Least Squares by Jaya Krishnakumar & El-Hadji Gueye 1998 Estimation de Fonctions de Distance Radiales by Patrick Taffé 1998 A Censored-Garch Model of Asset Returns with Price Limits by Wei, S.X. 1998 Nonlinear Panel Data Models with Dynamic Heterogeneity by Gourieroux, C. & Jasiak, J. 1998 Conditional Heteroskedasticity Driven by Hidden Markov Chains by Francq, C. & Roussignol, M. & Zakoian, J.-M. 1998 A New Method for Proving Weak Convergence Results Applied to Hjort's Nonparametric Bayes Estimators by Dauxois, J.Y. 1998 The Adaptive Rate of Convergence in a Problem of Pointwise Density Estimation by Butucea, C. 1998 Exact Adaptive Pointwise Estimation on Sobolev Classes of Densities by Butucea, C. 1998 Adaptive Estimation in an Autoregression and a Geometrical B-Mixing Regression Framework by Baraud, Y. & Comte, F. & Viennet, G. 1998 Optimal Rate for Nonparametric Estimation in Deterministic Dynamical Systems by Guerre, E. & Maes, J. 1998 On Omitted Variables Bias and Measurement Error in Returns to Schooling Estimates by Mellander, E. 1998 Consistent Parameter Estimation for Lagged Multilevel Models by Spencer, N.H. 1998 On the Relationship of Optimal Memory to Steady States, Cycles, Chaos by Mitra, K. 1998 SML Estimation in Transition Models (revision du 96.10.413) by Kamionka, T. 1998 The Estimation of Default Risk with Market Data by Hubner, G. 1998 Influence Function and Efficiency of the Minimum Covariance Determinant Scatter MAtrix Estimator by Croux, C. & Haesbroeck, G. 1998 Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root by Kiviet, J.F. & Phillips, G.D.A. 1998 Macro-Economic Linkages Between GCC and G7 Countries by Chishti, S.U. 1998 An Equilibrium Search Model with Capital Accumulation by Korsholm, L. 1998 Labour Supply, Overtime Work and Taxation in Denmark by Graversen, E.K. & Smith, N. 1998 Nonlinear VAR: Some Theory and an Application to the US GNP and Unemployment by Altissimo, F. & Violante, G.L. 1998 Reseaux de neurones, lissage de la fonction d'actualisation et prevision des OAT demembrees: une etude empirique by Bolgot, S. & Meyfredi, J.-C. 1998 Efficiency and Robustness in a Geometrical Perspective by Davidson, R. 1998 Nonparametric Censored Regression by Arthur Lewbel & Linton, Oliver Linton [Downloadable!] 1998 Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods by Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil 1998 Statistical Properties of the Sample Semi-variance, with Applications to Emerging Markets' Data by Bond, Shaun A & Satchell, Stephen E 1998 A non parametric analysis of distributions of household income and attributes by Hildenbrand, Werner & Alois Kneip & Klaus Utikal [Downloadable!] 1998 El capital humano, la escolarizacion y los salarios en Espana: Evidencia empirica para 1990 by Lluis Diaz Serrano & Ramon Jose Alemany Leira 1998 Prediccion De Series De Ventas: Un Analisis De Cointegracion Con El Pib by PABLO MARSHALL [Downloadable!] 1998 La elasticidad de sustitución intertemporal en el consumo: evidencia empírica en países representativos de la OCDE by José Alberto Molina Chueca [Downloadable!] 1998 El estimador de regresión generalizado en el modelo de superpoblación: p-insesgadez asintótica y robustez by José Miguel Casas Sánchez & Marta Guijarro Garvi [Downloadable!] 1997 The Minimax Distortion Redundancy in Empirical Quantizer Design by Peter Bartlett & Tamas Linder & Gábor Lugosi [Downloadable!] 1997 Strong Minimax Lower Bounds for Learning by Andras Antos & Gábor Lugosi [Downloadable!] 1997 A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances by Harry H. Kelejian & Ingmar R. Prucha [Downloadable!] 1997 Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem by Harry H. Kelejian & Ingmar R. Prucha [Downloadable!] 1997 Modeling and Estimation Methods for Household Size in the Presence of Nonresponse Applied to The Norwegian Consumer Expenditure Survey by Liv Belsby and Jan F. Bjørnstad [Downloadable!] 1997 Panel Data with Errors-in-Variables: A Note on Essential and Redundant Orthogonality Conditions in GMM-estimation by Erik Biørn, Tor Jakob Klette 1997 Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors by Mariam, Yohannes & Barre, Mike & Urquhart, Lynda & DeCivita, Paul [Downloadable!] 1997 Moment Estimation with Attrition by John M. Abowd & Bruno Crepon & Francis Kramarz [Downloadable!] 1997 Prediction Intervals for Arima Models by Snyder, R.D. & Ord, J.K. & Koehler, A.B. 1997 Parametric and Nonparametric Augmented GPH Estimation by Wilkins, N.P. 1997 Indirect Estimation of Arfima and Varfima Models by Martin, V.L. & Wilkins, N.P. 1997 -A Tobit Model With Garch Errors by Gabriele Fiorentini & Giorgio Calzolari [Downloadable!] 1997 Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance by Costas Meghir & Frank Windmeijer [Downloadable!] 1997 Endogeneity in a Binomial Model by Brännäs, Kurt & Eriksson, Maria [Downloadable!] 1997 Generalized Method of Moment and Indirect Estimation of the ARASMA Model by Brännäs, Kurt & de Luna, Xavier 1997 Variable Differencing and GMM Estimation with Panel Data with Errors-In-Variables by Biorn, E. & Klette, T.J. 1997 On the Damodaran Estimator of Price Adjustment Coefficients by Säfvenblad, Patrik [Downloadable!] 1997 Modeling Nordic Stock Returns with Asymmetric GARCH models by Hagerud, Gustaf E. [Downloadable!] 1997 A Multiple Output Stochastic Ray Frontier Production Model by Löthgren, Mickael 1997 Managing Funds in the US Market: How to Distinguish Between Transitory Distortions and Structural Changes in the Stock Prices? by Bruneau, C. & Duval-Kieffer, C. & Nicolai, J.P. 1997 Missing Values in Vector Time Series by Mitchell, H. 1997 A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring by Gurler, Y & Gijbels, I 1997 Second Order Pseudo-Maximum Likelihood Estimation and Conditional VarianceMisspecification by Lejeune, B. 1997 Statistical Inference for Random Variance Option Pricing by Pastorello, S. & Renault, E. & Touzi, N. 1997 Estimating Weak Garch Representations by Francq, C. & Zakoian, J.-M. 1997 Estimation in Large and Dissagregated Demand Systems : An Estimator for Conditionally Linear Systems by Blundell, R & Robin, J-M 1997 Contemporaneous Asymmetry in Garch Processes by El Babsiri, M. & Zakoian, J.M. 1997 La gestion des donnees imprecises by Chauveau, J.-M. 1997 Least Squares Predictions and Mean-Variance Analysis by Sentana, E. 1997 A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior by Lucas, Andr‚ [Downloadable!] 1997 Semi-nonparametric cointegration testing by Boswijk, H. Peter & Lucas, Andr‚ [Downloadable!] 1997 Canonical partitions in the restricted linear model by Genugten, B. van der [Downloadable!] 1997 Estimation When a Parameter Is on a Boundary: Theory and Applications by Donald W.K. Andrews [Downloadable!] 1997 Consistent Moment Selection Procedures for Generalized Method of Moments Estimation by Donald W.K. Andrews [Downloadable!] 1997 On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests by Donald W.K. Andrews & Moshe Buchinsky [Downloadable!] 1997 The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series by Yoon-Jae Whang & Oliver Linton [Downloadable!] 1997 Empirics for Growth and Distribution: Stratification, Polarization, and Convergence Clubs by Quah, Danny [Downloadable!] 1997 How Does the Share of Imports Change During Structural Adjustment? by Alan A. Powell [Downloadable!] 1997 Seasonal Time Series and Autocorrelation Function Estimation by William R. Bell & Eric Ghysels & Hahn Shik Lee [Downloadable!] 1997 A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap by Chantal Dupasquier & Alain Guay & Pierre St-Amant [Downloadable!] 1997 Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada by St-Amant, P. & van Norden, S. [Downloadable!] 1997 An application of hidden Markov models to asset allocation problems (*) by Robert J. Elliott & John van der Hoek [Downloadable!] 1996 Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio by Pin-Huang Chou [Downloadable!] 1996 Distribution of the Least Squares Estimator in a First-Order Autoregressive Model by Mukhtar M. Ali [Downloadable!] 1996 Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning by Kenneth E. Train [Downloadable!] 1996 Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model by Mukhtar M. Ali [Downloadable!] 1996 A Data-Dependent Skeleton Estimate and a Scale-Sensitive Dimension for Classification by Marta Horvath & Gábor Lugosi [Downloadable!] 1996 Fusion of Data Sets in Multivariate Linear Regression with Errors-in-Variables by Albert Satorra [Downloadable!] 1996 Marginal Effects in the Bivariate Probit Model by Greene, W.H. 1996 Nonparametric Inference by Quasi-Likelihood Methods by Spady, R.H. 1996 Dynamic Equilibrium and Volatility in Financial Asset Markets by Yacine Ait-Sahalia [Downloadable!] 1996 An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests by Perron, P. & Ng, S. 1996 An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests by Perron, P. & Ng, S. [Downloadable!] 1996 The Robustness of Estimators for Dynamic Panel Data Models to Misspecification by Harris, M.N. & Longmire, R.J. & Matyas, L. 1996 A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information by Atukorala, R. & King, M.L. 1996 Testing for Serial Correlation in the of Dynamic Heteroscedasticity by Silvapulle, P. & Evans, M. 1996 Estimation of Regression Disturbances Based on Minimum Message Length by Laskar, M.R. & King, M.L. 1996 Using the EM Algorithm with Complete, but Scrambled, data by Kalb, G. 1996 A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models by Harris, M.N. & Matyas, L. 1996 Estimating Daily Volatility from Intraday Data by Bollen, B. & Kofman, P. 1996 Business Forecasting with Exponential Smoothing : Computation of Prediction Intervals by Snyder, R.D. & Grose, S. 1996 A Test to Compare two Related Stationary Time Series by Maharaj, A. & Inder, B. 1996 Simulation Based Estimation of Some Factor Models in Econometrics by Pagan, A.R. 1996 Multimarket Power Estimation: The Australian Retail Meat Sector by Hyde, C.E. 1996 Modelling Time of Day Sustitution Using the Second Moments of Demand by Hirschberg, J.G. 1996 Time Series Evidence of Global Warming by Hurn, A.S. & Lindsay, K.A. 1996 Determinants of Aggregate Primary Commodity Export Supply : Econometric Results from African Countries by Geda, A 1996 Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey by Kaufmann, Sylvia & Scheicher, Martin [Downloadable!] 1996 Correlated Errors-in-Variables, too Few Instrumental Variables, and Bounds on Parameters by Klette, J. & Willassen, Y. 1996 The Labour Input response to Permanent Changes in Output: Errors in Variables Econometrics Based on Panel Data by Biorn, E. & Klette, T.J. 1996 Resistant Modelling of Income Distributions and Inegality Measures by Maria-Pia Victoria-Feser & Elvezio Ronchetti 1996 Robust Estimation for Grouped Data by Maria-Pia Victoria-Feser & Elvezio Ronchetti 1996 Estimating market Prices for Child Care : Sample Design Estimation and Accuracy by Horrace, W & Schmidt, P & Witte, A-D 1996 A Graphical Interpretation of Regression with an Application to Tourism by Molinero, C.M. & Oreja, J.R. 1996 A Note on Private Sector Asset Portfolios in Developing Economies: Econometric Estimates from the Kenyan Economy by Adam, C.S. 1996 Estimating and Bootstrapping Malmquist Indices by Simar, L & Wilson, P-W 1996 Bayesian Unmasking in Linear Models by Justel, A. & Pena, D. 1996 A Full Heteroscedastic One-Way Error Components Model for Incomplete Panel: Maximum Likelihood Estimation and Lagrange Multiplier Testing by Lejeune, B. 1996 Estimation Through The Imprecise Goal Programming Model by Aouni, B & Kettani, O & Martel, J-M 1996 Dividende et beta: une estimation Garch by Atindehou, R.B. & Bernier, G. & Charest, G. 1996 Post-Processing Accept-Reject Samples: Recycling and Rescaling by Casella, G. & Robert, C.P. 1996 Reparameterisation Strategies for Hidden Markov Models and Bayesian Approaches to Maximum Likelihood Estimation by Robert, C.P. & Titterington, D.M. 1996 Estimation of Quadratic Functions: Noninformative Priors for Non-Centrality Parameters by Berger, J.O. & Philippe, A. & Robert, C.P. 1996 Minimax Hypothesis Testing by Gayraud, G. 1996 Long Memory in Continuous Time Stochastic Volatility Models by Comte, F. & Renault, E. 1996 Multivariate Hazard Rates under Random Censorship by Fermanian, J.D. 1996 Expansions of Penalized Likelihood Ratio Statistics and Consequences on Matching Priors for HPD Regions by Rousseau, J. 1996 Asymmetries in Household Consumption and Liquidity Constraints -- A Switching Regression Approach by Darbha, G. 1996 Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative by Florens, J.P. & Richard, J.F. & Rolin, J.M. 1996 Calibrarion By Simulation for Small Sample Bias Correction by Gourieroux, C. & Renault, E. & Touzi, N. 1996 SML Estimation in Transition Models by Kamionka, T. 1996 Analysing Ambulatory Blood Pressure Monitoring Data with Multivariate Sliced Inverse Regression by Aragon, Y. & Barthe, P. & Cassadou, C. & Thomas-Agnan, C. 1996 Sliced Inverse Regression (SIR): An Appraisal of Small Sample Alternatives to Slicing by Aragon, Y. & Saracco, J. 1996 Equality Restricted Random Variables: Densities and Sampling Algorithms by Kleibergen, F. 1996 Identification and Kullback Information in the GLSEM by Dhrymes, P.J. 1996 An EM Algorithm for Conditionally Heteroskedastic Factor Models by Demos, A & Sentana, E 1996 Do Measures of Monetary Policy in a VAR Make Sense? by Rudebusch, G.D. 1996 Programs Tramo and Seats, Instruction for User (Beta Version: september 1996) by Gomes, V. & Maravall, A. 1996 Missing Observations and Additive Outliers in Time Series Models by Maravall, A. & Pena, D. 1996 Estimation Error and the Specification of Unobserved Component Models by Maravall, A. & Planas, C. 1996 Approximate Bias Correction in Econometrics by Mackinnon, J.G. & Smith, A.A. 1996 A Stopping Rule for the Computation of Generalized Method of Moments Estimators by Donald W.K. Andrews [Downloadable!] 1996 Identification and Kullback Information in the GLSEM by Dhrymes, P.J. 1996 The Role of Economic Theory in Modelling the Long Run by Pesaran, M.H. 1996 Least Square Approach to Non-Normal Disturbances by Im, K.S. 1996 Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996) by Victor Gómez & Agustín Maravall 1996 Missing Observations and Additive Outliers in Time Series Models by Agustín Maravall & Daniel Peña 1996 Estimation Error and the Specification of Unobserved Component Models by Agustín Maravall & Cristophe Planas 1996 Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures by Van Norden, S. & Vigfusson, R. [Downloadable!] 1996 The Long Term Development of OECD Export Specialisation Patterns: De-specialisation and "Stickiness" by Bent Dalum & Keld Laursen & Gert Villumsen [Downloadable!] 1996 The Impact of Technological Opportunity on the Dynamics of Trade Performance by Keld Laursen [Downloadable!] 1996 Seasonal Integration and the Evolving Seasonals Models by Hylleberg, S. & Pagan, A.R. 1995 Measuring the Stability of Histogram Appearance when the Anchor Position is Changed by Jeffrey S. Simonoff & Frederic Udina [Downloadable!] 1995 Asymptotic Robustness in Multi-Sample Analysis of Multivariate Linear Relations by Albert Satorra [Downloadable!] 1995 A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model by Harry H. Kelejian & Ingmar R. Prucha [Downloadable!] 1995 Measuring Intertemporal Substitution : The Role of Durable Goods by Ogaki, M & Reinhart, C-M 1995 Approximate Bias Correction in Econometrics by James G. MacKinnon & Anthony A. Smith [Downloadable!] 1995 Initial Conditions and Moment Restrictions in Dynamic Panel Data Models by Blundell, R. & Bond, S. 1995 Validating the Conjectural Variation Method: The Sugar Industry, 1890- 1914 by David Genesove & Wallace P. Mullin [Downloadable!] 1995 Randomization as an Instrumental Variable by James J. Heckman [Downloadable!] 1995 A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model by Kenneth D. West & David W. Wilcox [Downloadable!] 1995 Automatic Lag Selection in Covariance Matrix Estimation by Kenneth D. West & Whitney K. Newey [Downloadable!] 1995 Parameter Estimation and Reverse Martingales by Björk, Tomas & Johansson, Bjorn [Downloadable!] 1995 Nonparametric Estimation of First-Price Auctions by Guerre, E. & Perrigne, I. & Vuong, Q. 1995 Nonparametric Estimation of First-Price Auctions: Technical Appendices by Guerre, E. & Perrigne, I. & Vuong, Q. 1995 Auctioning and Bargaining: An Econometric Study of Timber Auctions with Secret Reservation Prices by Vuong, Q. & Laffont, J.J. & Elyakime, B. & Loisel, P. 1995 Selecting Regressors Using Nonparametric Estimators by Vuong, Q. & Lavergne, P. 1995 On the Efficiencies of Some Common Quick Estimators by Mudholkar, G.S. & Freimer, M. & Hutson, A.D. 1995 Etude Empirique du Choix de l'Heure de Depart au Travail by de Palma,A. & Rochat,D. 1995 A Flexible-Form Nonnegative Regression Model Accommodating Zeros and Endogenous Switching by McGeary, K.A. & Terza, J.V. 1995 Exponential Regression with Endogenous Polychotomous Treatment Effects: Applications in Health Economics by Terza, J.V. & Neslusan, C.A. 1995 FIML vs. Method of Movements Estimation of the Binary Regression Model with an Endogenous Treatment Effect by Terza, J.V. & Tsai, W.D. 1995 Research and Development, Competition and Innovation; Pseudo Maximum Likelihood and Simulated Maximum Likelihood Methods Applied to Count Data Models with Heterogeneity by Crepon, B. & Duguet, E. 1995 A Moderate Support to Schumpeterian Conjectures from Various Innovation Measures by Crepon, B. & Duguet, E. & Kabla, I. 1995 Model Estimation in Nonlinear Regression by Engel, J & Kneip, A 1995 GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments by Bertsched, I & Lechner, M 1995 Estimating Linear Representations of Nonlinear Processes by Francq, C. & Zakoian, J.M. 1995 On Variance Noncausality and Cointegration by Comte, F. & Lieberman, O. 1995 Calibration by Simulation for Small Sample Bias Correction by Gourieroux, C. & Renault, E. & Touzi, N. 1995 Information Theoretic Approaches to Inference in Moment Condition Models by Imbens, G.W. & Johnson, P. & Spady, R.H. 1995 Utility Analysis for Multiple Selection Devices and Multiple Outcomes by Sturman, M. & Judge, T. 1995 Analytic Derivatives and the Computation of Garch Estimates by Fiorentini,G. & Calzolari,G. & Panattoni,L. 1995 Maximum-Entrophy Acceptable -Likelihood Estimation of Population Heterogeneity by Faynzilberg, P.S. 1995 Statistical Mechanics of Choice: Maxent Estimation of Population Heterogeneity by Faynzilberg, P.S. 1995 Professional Traders as Intuitive Bayesians by Anderson, M.J. & Sunder, S. 1995 Market Time and Asset Price Movements Theory and Estimation by Eric Ghysels & Christian Gouriéroux & Joanna Jasiak [Downloadable!] 1995 Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects by Eric Ghysels & Joanna Jasiak [Downloadable!] 1995 Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process? by Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos [Downloadable!] 1995 On Stable Factor Structures in the Pricing of Risk by Eric Ghysels [Downloadable!] 1995 Higher Moment Estimators for Linear Regression Models With Errors in the Variables by Denyse L. Dagenais & Marcel Dagenais [Downloadable!] 1995 Estimation and Inference in Cointegrated Systems Under Near-Integration by Sheldon, M. 1994 Correlated Measurement Errors, Bounds on Parameters, and a Model of Producer Behavior by Yngve Willassen and Tor Jakob Klette 1994 Dynamic Specification and Testing for Unit Roots and Co-Integration by Anindya Banerjee 1994 Testing for Cointegration When Some of the Contributing Vectors are Known by Michael T. K. Horvath & Mark W. Watson [Downloadable!] 1994 Temporal Aggregation Bias in Stock-Flow Models by Burdett, Kenneth & Coles, Melvyn G & van Ours, Jan C [Downloadable!] 1993 Semiparametric Estimation Of Regression Models For Panel Data by Joel L. Horowitz & Marianthi Markatou [Downloadable!] 1993 An iterative bandwidth selector for Kernel estimation of densities and their derivatives by Engel,Joachim & Herrmann,Eva & Gasser,Theo 1992 Household Size, its Composition and Consumption Patterns in Pakistan: An Empirical Analysis using Micro Data by Nadeem A. Burney & Ashfaque H. Khan 1991 The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models by Peter C.B. Phillips [Downloadable!] 1991 Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models by Donald W.K. Andrews [Downloadable!] 1991 Simulation Estimation Methods for Limited Dependent Variable Models by Vassilis A. Hajivassiliou [Downloadable!] 1990 The Method of Simulated Scores for the Estimation of LDV Models with an Application to External Debt Crisis by Vassilis A. Hajivassiliou & Daniel McFadden [Downloadable!] 1990 Invariant points of low dimensional curve families by Klaus J. Utikal 1990 A New Method for Detecting Neural Interconnectivity by Klaus J. Utikal 1990 Markovian interval processes I: Nonparametric inference by Klaus J. Utikal 1977 Seasonality in Regression: An Application of Smoothness Priors by Mark Gersovitz & James G. MacKinnon [Downloadable!] 1976 Empirical Estimation of the Elasticity of Substitution : A Review by Vern Caddy [Downloadable!] Returns to Foreign Education. Yet another but different cross country analysis by Max Grütter [Downloadable!] Is more data better? by Kaushik Mitra [Downloadable!] Learning with Bounded Memory in Stochastic Models by Seppo Honkapohja & Kaushik Mitra [Downloadable!] Distribution-free Tests of Fractional Cointegration by Javier Hualde & Carlos Velasco [Downloadable!] Classification Rules for Multivariate Repeated Measures Data with Equicorrelated Correlation Structure on both Time and Spatial Repeated Measurements by Anuradha Roy & Ricardo Leiva [Downloadable!] Normalized Power Prior Bayesian Analysis by Keying Ye & Yuyan Duan [Downloadable!] Boundary Distributions in Testing Inequality Hypotheses by Fathali Firoozi [Downloadable!] A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components by Arvid Raknerud [Downloadable!] Consistency Properties of a Simulation-Based Estimator for Dynamic Processes by Manuel Santos [Downloadable!] Testing for a Deterministic Trend when there is Evidence of Unit-Root by Manuel Gomez & Daniel Ventosa-Santaularia [Downloadable!] Spurious Instrumental Variables by Daniel Ventosa-Santaularia [Downloadable!] Spurious Regression and Trending Variables by Antonio E. Noriega & Daniel Ventosa-Santaularia [Downloadable!] Non Linear Moving-Average Conditional Heteroskedasticity by Daniel Ventosa-Santaularia & Alfonso Mendoza [Downloadable!] Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis by Gauri Khanna [Downloadable!] Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis by Gauri Khanna [Downloadable!] Integrated Roma Earnings: A Multivariate Analysis for the Discrimination Hypothesis in Greece by Nick Drydakis [Downloadable!] Robust Resampling Methods for Time Series by Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI [Downloadable!] Most Efficient Homogeneous Volatility Estimators by Alexander I. SAICHEV & Didier SORNETTE & Vladimir FILIMONOV [Downloadable!] Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity by Eric JONDEAU & Florian PELGRIN [Downloadable!] Fourth Order Pseudo Maximum Likelihood Methods by Alberto HOLLY & Alain MONFORT & Michael ROCKINGER [Downloadable!] Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data by Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER [Downloadable!] Testing for threshold effect in ARFIMA models: Application to US unemployment rate data by Amine LAHIANI & Olivier SCAILLET [Downloadable!] A review of heuristic optimization methods in econometrics by Manfred GILLI & Peter WINKER [Downloadable!] Estimating parameters of an extreme value distribution by the method of moments by Christopeit,Norbert Three Alternative Approaches to Test the Permanent Income Hypothesis in Dynamic Panels by Laura Serlenga [Downloadable!] A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate by Daniel Ventosa [Downloadable!] Estimation of Fractional Integration in the Presence of Data Noise by Haldrup, Niels & Nielsen, Morten Oe. [Downloadable!] Efficient Inference in Multivariate Fractionally Integrated Time Series Models by Morten Oerregaard Nielsen [Downloadable!] Left-Censoring in Duration Data: Theory and Applications by Anna Christina D'Addio & Michael Rosholm [Downloadable!] Efficient Likelihold Inference in Nonstationary Univariate Models by Morten Oe. Nielsen [Downloadable!] Multicointegration in US consumption data by Boriss Siliverstovs [Downloadable!] Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach by Niels Haldrup & Michael Jansson [Downloadable!] Multicointegration in Stock-Flow Models by Tom Engsted & Niels Haldrup [Downloadable!] Better Confidence Intervals for the Population Mean by Using Trimmed Means and The Iterated Bootstrap? by Viggo Hoest [Downloadable!] Testing for Multicointegration by Tom Engsted & Jesus Gonzalo & Niels Haldrup [Downloadable!]
This page was last updated on 2009-11-15.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics . 
