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Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC1: Econometric and Statistical Methods: GeneralC13: Estimation
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 Böcker, Klaus & Hillebrand, Martin [Downloadable!] 2008 Estimating asset correlations from stock prices or default rates: which method is superior? by Düllmann, Klaus & Küll, Jonathan & Kunisch, Michael [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 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 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 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 Testing the Bounds: Empirical Behavior of Target Zone Fundamentals by J. Isaac Miller [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 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 On estimating the conditional expected shortfall by Franco Peracchi & Andrei V. Tanase [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 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 [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 Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns by Francois-Éric Racicot & Raymond Théoret [Downloadable!] 2008 Parameter estimation in nonlinear AR-GARCH models by Mika Meitz & Pentti Saikkonen [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 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 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 Stochastic FDH/DEA estimators for Frontier Analysis by Leopold Simar & Valentin Zelenyuk [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 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 Socio-Economic Status, HIV/AIDS Knowledge and Stigma, and Sexual Behavior in India by Pedro de Araujo [Downloadable!] 2008 Initial Expectations in New Keynesian Models with Learning by James Murray [Downloadable!] 2008 Regime Switching, Learning, and the Great Moderation by James Murray [Downloadable!] 2008 Empirical Significance of Learning in a New Keynesian Model with Firm-Specific Capital by James Murray [Downloadable!] 2008 Nonlinear Cointegration Analysis and the Environmental Kuznets Curve by Hong, Seung Hyun & Wagner, Martin [Downloadable!] 2008 Identifying the returns to lying when the truth is unobserved by Yingyao Hu & Arthur Lewbel [Downloadable!] 2008 Generalized nonparametric deconvolution with an application to earnings dynamics by Stéphane Bonhomme & Jean-Marc Robin [Downloadable!] 2008 Multiplicative Measurement Error and the Simulation Extrapolation Method by Elena Biewen & Sandra Nolte & Martin Rosemann [Downloadable!] 2008 Start me up: The effectiveness of a self-employment programme for needy unemployed people in Germany by Wolff, Joachim & Nivorozhkin, Anton [Downloadable!] 2008 The effect of unemployment benefit II sanctions on reservation wages by Schneider, Julia [Downloadable!] 2008 Contracting out placement services in Germany : is assignment to private providers effective for needy job-seekers? by Bernhard, Sarah & Wolff, Joachim [Downloadable!] 2008 Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models by Nikolaus Hautsch & Vahidin Jeleskovic [Downloadable!] 2008 Measuring and Modeling Risk Using High-Frequency Data by Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch [Downloadable!] 2008 Numerics of Implied Binomial Trees by Wolfgang Härdle & Alena Mysickova [Downloadable!] 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models by Viktor Winschel & Markus Krätzig [Downloadable!] 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality by Viktor Winschel & Markus Krätzig [Downloadable!] 2008 Independent Component Analysis Via Copula Techniques by Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang [Downloadable!] 2008 Adaptive pointwise estimation in time-inhomogeneous time-series models by Pavel Cizek & Wolfgang Härdle & Vladimir Spokoiny [Downloadable!] 2008 On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models by Kazuhiko Hayakawa [Downloadable!] 2008 Predicting Stock Market Returns by Combining Forecasts by Laurence Fung & Ip-wing Yu [Downloadable!] 2008 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates by Queijo von Heideken, Virginia [Downloadable!] 2008 Predicting Cost Reduction due to Faster Cycle Time by Michael Louis George [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 The effects of economic freedom components on economic growth: an analysis with a threshold model by Rami Abdelkafi & Hatem Derbel [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 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 A Comparison of Two Averaging Techniques with an Application to Growth Empirics by Magnus, J.R. & Powell, O.R. & Prufer, 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 Moments by Xiaohong Chen & Demian Pouzo [Downloadable!] 2008 Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias by Eric Jondeau [Downloadable!] 2008 GM Estimation of Higher Order Spatial Autoregressive Processes in Panel Data Error Component Models by Harald Badinger & Peter Egger [Downloadable!] 2008 The Empirical Properties of Some Popular Estimators of Long Memory Processes by Jennifer Brown & Les Oxley & William Rea & Marco Reale [Downloadable!] 2008 Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments by Michael Creel [Downloadable!] 2008 ¿Es Importante la Fijación de Precios para Entender la Dinámica de la Inflación en Bolivia? by Daney Valdivia [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 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 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 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 Hansen, Christian B. & McDonald, James B. & Theodossiou, Panayiotis [Downloadable!] 2007 Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance by Golosnoy, Vasyl & Herwartz, Helmut [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 Kurz-Kim, Jeong-Ryeol & Loretan, Michael Stanislaus [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 Nonclassical 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 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 of foreign trade on productivity within sectors in Tunisia: the case of manufacturing industry 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 Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations by Boudt, Kris & Croux, Christophe [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 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 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 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 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 Is neglected heterogeneity really an issue in nonlinear models? A simulation exercise for binary and fractional data by Joaquim J.S. Ramalho & Esmeralda A. Ramalho [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 Estimating average marginal effects in nonseparable structural systems by Susanne Schennach & Halbert White & Karim Chalak [Downloadable!] 2007 Identifying the Returns to Lying 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 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 Hansen, Christian B. & McDonald, James B. & Theodossiou, Panayiotis [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 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 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 Random Coefficients Autoregressive Model with Exogenously-Driven Stochastic Unit Roots by J. Isaac Miller [Downloadable!] 2006 Testing for Purchasing Power Parity Under a Target Zone Exchange Rate Regime by J. Isaac Miller [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 Parallel calculations in mathematical modelling of regional economy 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 Methodology Handbook - Informal Sector in Mozambique - First National Survey (INFOR - 2004) 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 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 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. Theoretical and Econometric Problems by Müller-Fürstenberger, Georg & Wagner, Martin [Downloadable!] 2006 GMM for panel count data models by Frank Windmeijer [Downloadable!] 2006 Nonparametric instrumental variables estimation of a quantile regression model by Joel Horowitz & Sokbae 'Simon' Lee [Downloadable!] 2006 Efficient estimation of the semiparametric spatial autoregressive model by Peter Robinson [Downloadable!] 2006 Korrekturverfahren zur Berechnung der Einkommen über der Beitragsbemessungsgrenze by Binder, Jan & Schwengler, Barbara [Downloadable!] 2006 The Uniqueness of Extremum Estimation by Volker Krätschmer [Downloadable!] 2006 Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing by Zdenek Hlavka & Michal Pesta [Downloadable!] 2006 Forward and reverse representations for Markov chains by Grigori Milstein & John Schoenmakers & Vladimir Spokoiny [Downloadable!] 2006 Spatial aggregation of local likelihood estimates with applications to classification by Denis Belomestny & Vladimir Spokoiny [Downloadable!] 2006 Time Dependent Relative Risk Aversion by Enzo Giacomini & Michael Handel & Wolfgang K. Härdle [Downloadable!] 2006 Estimation with the Nested Logit Model: Specifications and Software Particularities by Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt [Downloadable!] 2006 Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms by Carsten Trenkler [Downloadable!] 2006 Calibration Risk for Exotic Options by Kai Detlefsen & Wolfgang Härdle [Downloadable!] 2006 Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors by Eiji Kurozumi & Kazuhiko Hayakawa [Downloadable!] 2006 The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models by Kazuhiko Hayakawa & Eiji Kurozumi [Downloadable!] 2006 Time Series Modelling Of High Frequency Stock Transaction Data by Quoreshi, Shahiduzzaman [Downloadable!] 2006 A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data by Quoreshi, Shahiduzzaman [Downloadable!] 2006 LongMemory, Count Data, Time Series Modelling for Financial Application by Quoreshi, Shahiduzzaman [Downloadable!] 2006 On the evaluation of the cost efficiency of nonresponse rate reduction efforts - some general considerations by Tångdahl, Sara [Downloadable!] 2006 Estimating the finite population total under frame imperfections and nonresponse by Ängsved, Marianne [Downloadable!] 2006 An empirically based implementation and evaluation of a network model for commuting flows by Gitlesen, Jens Petter & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan [Downloadable!] 2006 Finite-Sample Stability of the KPSS Test by Jönsson , Kristian [Downloadable!] 2006 Second Order Approximation for the Average Marginal Effect of Heckman's Two Step Procedure by Akay, Alpaslan & Tsakas, Elias [Downloadable!] 2006 Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach by Marco Caliendo & Alexander S. Kritikos [Downloadable!] 2006 Perceived Diversity of Complex Environmental Systems: Multidimensional Measurement and Synthetic Indicators by Ugo Gasparino & Barbara Del Corpo & Dino Pinelli [Downloadable!] 2006 Tests of Independence in Separable Econometric Models: Theory and Application by Donald J. Brown & Rahul Deb & Marten H. Wegkamp [Downloadable!] 2006 Brand Value, Preference and Customer Value Effects of Non-conventional Utility Products: An Experimental Analysis in Mexican Market by Rajagopal [Downloadable!] 2006 An Upper Bound of the Sum of Risks: two Applications of Comonotonicity by Carry Mout [Downloadable!] 2006 Political Instability and the August 1998 Ruble Crisis by Tatiana Fic & Omar F. 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. [Downloadable!] 2006 An asymptotic analysis of nearly unstable inar (1) models by Drost, Feike C. & Akker, Ramon van den & Werker, Bas J.M. [Downloadable!] 2006 Smoothed L-estimation of regression function by Cizek, P. & Tamine, J. & Haerdle, W. [Downloadable!] 2006 Extreme value theory approach to simultaneous monitoring and tresholding of multiple risk indicators by Einmahl, John H.J. & Li, Jun & Liu, Regina Y. [Downloadable!] 2006 A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process by Offer Lieberman & Peter C.B. Phillips [Downloadable!] 2006 Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions by P. Jeganathan [Downloadable!] 2006 Refined Inference on Long Memory in Realized Volatility by Offer Lieberman & Peter C. B. Phillips [Downloadable!] 2006 Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing by Yixiao Sun & Peter C. B. Phillips & Sainan Jin [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 Challenges and Opportunities for Resource Rich Economies by van der Ploeg, Frederick [Downloadable!] 2006 Issues in Adopting DSGE Models for Use in the Policy Process by Martin Fukac & Adrian Pagan [Downloadable!] 2006 Do Wealth Differences Affect Fairness Considerations? by Olivier Armantier [Downloadable!] 2006 Do Wealth Differences Affect Fairness Considerations? by Olivier Armantier [Downloadable!] 2006 Do Wealth Differences Affect Fairness Considerations? by Olivier Armantier [Downloadable!] 2006 CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation by Simon A. BRODA & Marc S. PAOLELLA [Downloadable!] 2006 Nonparametric Instrumental Variable Estimators of Quantile Structural 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 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. Noriega & Daniel Ventosa-Santaulària [Downloadable!] 2006 Vector autoregressions and reduced form representations of DSGE models by Federico Ravenna [Downloadable!] 2006 A comparative Long-memory Analysis between Spanish, Mexican and U.S. interest rates by Fernando Espinosa Navarro & Klender Cortez & Roman Jordi Adillon Boladeres [Downloadable!] 2006 Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte by Amine Lahiani & Catherine Bruneau [Downloadable!] 2006 An Unbiased Estimator for the Parameter of a Homographic Distribution Used in Economy by Stefanescu, Poliana & Stefanescu, Stefan [Downloadable!] 2006 Money Demand: Theories And Estimation Methods. 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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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