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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C13: Estimation: General
This topic is covered by the following reading lists:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 201 Long memory in return structures from developed markets
    by Sharad Nath Bhattacharya & Mousumi Bhattacharya
  • 2014 Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs
    by Matthias Weber & Martin Schumacher & and Harald Binder
  • 2014 The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis
    by Ashok Kaul & Michael Wolf
  • 2014 The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis
    by Ashok Kaul & Michael Wolf
  • 2014 Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks
    by Olivier Ledoit & Michael Wolf
  • 2014 Mutual excitation in eurozone sovereign CDS
    by Aït-Sahalia, Yacine & Laeven, Roger J. A. & Pelizzon, Loriana
  • 2014 Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte
    by Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter
  • 2014 Efficient iterative maximum likelihood estimation of high-parameterized time series models
    by Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander
  • 2014 A new semiparametric approach to analysing conditional income distributions
    by Sohn, Alexander & Klein, Nadja & Kneib, Thomas
  • 2014 Investor fears and risk premia for rare events
    by Schwarz, Claudia
  • 2014 Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances
    by Harald Badinger & Peter Egger
  • 2014 Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model
    by Tomasz Skoczylas
  • 2014 Improving GMM efficiency in dynamic models for panel data with mean stationarity
    by Giorgio Calzolari & Laura Magazzini
  • 2014 Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model
    by KiHoon Jimmy Hong & Bin Peng & Xiaohui Zhang
  • 2014 Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large
    by Bin Peng & Giovanni Forchini
  • 2014 Latent class Markov models for addressing measurement problems in poverty dynamics
    by Giovanni Marano & Gianni Betti & Francesca Gagliardi
  • 2014 A general theory of rank testing
    by Majid M. Al-Sadoon
  • 2014 CCE estimation of factor-augmented regression models with more factors than observables
    by Karabiyik H. & Urbain J.R.Y.J. & Westerlund J.
  • 2014 Inextricability of Autonomy and Confluence in Econometrics
    by Duo Qin
  • 2014 Inverse Probability Weighted Estimation of Local Average Treatment Effects: Higher Order MSE Expansion
    by Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli
  • 2014 On the relevance of weaker instruments
    by Bertille Antoine & Eric Renault
  • 2014 Efficient Inference with Time-Varying Identification Strength
    by Bertille Antoine & Otilia Boldea
  • 2014 Income Distributions, Inequality, and Poverty in Asia, 1992–2010
    by Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D.S. Prasada & Karunarathne, Wasana
  • 2014 DSGE Priors for BVAR Models
    by Thomai Filippeli & Konstantinos Theodoridis
  • 2014 Quasi-Maximum Likelihood Estimation of Heteroskedastic Fractional Time Series Models
    by Giuseppe Cavaliere & Morten Ørregaard Nielsen & A. M. Robert Taylor
  • 2014 Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt
    by Bruno Albuquerque & Ursel Baumann & Georgi Krustev
  • 2014 A control chart using copula-based Markov chain models
    by Long, Ting-Hsuan & Emura, Takeshi
  • 2014 A Time Series and Panel Analysis of Government Spending and National Income
    by Alimi, R. Santos
  • 2014 What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?
    by Mishra, Sudhanshu K
  • 2014 Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα
    by Halkos, George & Kevork, Ilias
  • 2014 Impact of Oil Price and Shocks on Economic Growth of Pakistan: Multivariate Analysis
    by Nazir, Sidra & Qayyum, Abdul
  • 2014 On the parametric description of the French, German, Italian and Spanish city size distributions
    by Puente-Ajovin, Miguel & Ramos, Arturo
  • 2014 Complements and Substitutes in Sequential Auctions: The Case of Water Auctions
    by Donna, Javier & Espin-Sanchez, Jose
  • 2014 Estimating and Testing Threshold Regression Models with Multiple Threshold Variables
    by Chong, Terence Tai Leung & Yan, Isabel K.
  • 2014 Estimating multivariate GARCH and stochastic correlation models equation by equation
    by Francq, Christian & Zakoian, Jean-Michel
  • 2014 Does inequality affect the consumption patterns of the poor? – The role of “status seeking” behaviour
    by Marjit, Sugata & Santra, Sattwik & Hati, Koushik Kumar
  • 2014 Philippine Export Efficiency and Potential: An Application of Stochastic Frontier Gravity Model
    by Deluna, Roperto Jr & Cruz, Edgardo
  • 2014 Forecasting Distress in European SME Portfolios
    by Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra
  • 2014 GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels
    by Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim
  • 2014 Nutrition and economic growth in South Africa: A momentum threshold autoregressive (MTAR) approach
    by Phiri, Andrew & Dube, Wisdom
  • 2014 A new Pearson-type QMLE for conditionally heteroskedastic models
    by Zhu, Ke & Li, Wai Keung
  • 2014 Industry Localization, Distance Decay, and Knowledge Spillovers: Following the Patent Paper Trail
    by Octávio Figueiredo & Paulo Guimarães & Douglas Woodward
  • 2014 Partial Mean Processes with Generated Regressors: Continuous Treatment Effects and Nonseparable Models
    by Ying-Ying Lee
  • 2014 Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility
    by Drew D. Creal & Jing Cynthia Wu
  • 2014 Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities
    by Xu Cheng & Zhipeng Liao & Frank Schorfheide
  • 2014 Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence
    by Bin Peng & Chaohua Dong & Jiti Gao
  • 2014 Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models
    by Chaohua Dong & Jiti Gao & Dag Tjostheim
  • 2014 Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence
    by Jia Chen & Jiti Gao
  • 2014 Semiparametric Localized Bandwidth Selection in Kernel Density Estimation
    by Tingting Cheng & Jiti Gao & Xibin Zhang
  • 2014 Are autographs integrating the global art market? The case of hedonic prices for French autographs (1960-2005)
    by Ileana Miranda Mendoza & François Gardes & Xavier Greffe & Pierre-Charles Pradier
  • 2014 Testing for Leverage Effect in Financial Returns
    by Christophe Chorro & Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison
  • 2014 Bootstrapping Sample Quantiles of Discrete Data
    by Jentsch, Carsten & Leucht, Anne
  • 2014 Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities
    by Eleonora Patacchini & Tiziano Arduini & Edoardo Rainone
  • 2014 An Empirical Analysis of Business Cycles in a New Keynesian Model with Inventories
    by Marcel Förster
  • 2014 Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models
    by Haruo Iwakura & Ryo Okui
  • 2014 Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects
    by Haruo Iwakura
  • 2014 A Permutation Test and Estimation Alternatives for the Regression Kink Design
    by Ganong, Peter & Jäger, Simon
  • 2014 A General Double Robustness Result for Estimating Average Treatment Effects
    by Sloczynski, Tymon & Wooldridge, Jeffrey M.
  • 2014 Canonical correlation and assortative matching: A remark
    by DUPUY Arnaud & GALICHON Alfred
  • 2014 A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies
    by Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent
  • 2014 Semiparametric Generalized Long Memory Modelling of GCC Stock Market Returns: A Wavelet Approach
    by Heni Boubaker & Nadia Sghaier
  • 2014 A Directional Distance Function Approach to Identifying the Input/Output Status of Medical Residents
    by Gary D. Ferrier & Viviane Valdmanis & Michael Vardanyan
  • 2014 Better Luck Next Time: Learning through Retaking
    by Kala Krishna & Sergey Lychagin & Cemile Yavas & Veronica Frisancho
  • 2014 Estimation procedures for exchangeable Marshall copulas with hydrological application
    by Fabrizio Durante & Ostap Okhrin & &
  • 2014 Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models
    by Nikolaus Hautsch & Ostap Okhrin & Alexander Ristig &
  • 2014 Mortgage Loan Characteristics , Unobserved Heterogeneity and the Performance of United Kingdom Securitised Sub-Prime Loans
    by Lanot, Gauthier & Leece, David
  • 2014 Institutional Quality, Trust and Stock Market Participation: Learning to Forget
    by Asgharian, Hossein & Liu, Lu & Lundtofte, Frederik
  • 2014 A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root
    by Westerlund, Joakim & Norkute, Milda
  • 2014 Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors
    by Westerlund, Joakim & Reese, Simon
  • 2014 A Monte Carlo Study of a Factor Analytical Method for Fixed-Effects Dynamic Panel Models
    by Norkute, Milda
  • 2014 Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data
    by Quoreshi, A.M.M. Shahiduzzaman
  • 2014 Stochastic Volatility Estimation with GPU Computing
    by António Alberto Santos & João Andrade
  • 2014 The FRBNY staff underlying inflation gauge: UIG
    by Amstad, Marlene & Potter, Simon M. & Rich, Robert W.
  • 2014 Determinants of Austrian International Trade: Analysis Based on the Gravity Model
    by Lucie Davidova & Vladimir Benacek
  • 2014 Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks
    by Matteo Luciani
  • 2014 Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections
    by Martha Banbura & Domenico Giannone & Michèle Lenza
  • 2014 On Conditions in Central Limit Theorems for Martingale Difference Arrays Long Version
    by Abdelkamel Alj & Rajae Azrak & Guy Melard
  • 2014 Income Distributions, Inequality, and Poverty in Asia, 1992–2010
    by Duangkamon Chotikapanich & William E. Griffiths & D. S. Prasada Rao & Wasana Karunarathne
  • 2014 Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs
    by Matthias Weber & Martin Schumacher & and Harald Binder
  • 2014 Maximum Likelihood Estimation for Correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties
    by Francisco Blasques & Siem Jan Koopman & and André Lucas
  • 2014 Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes
    by Francine Gresnigt & Erik Kole & and Philip Hans Franses
  • 2014 On an Estimation Method for an Alternative Fractionally Cointegrated Model
    by Federico Carlini & Katarzyna Lasak
  • 2014 Maximum Likelihood Estimation for Generalized Autoregressive Score Models
    by Francisco Blasques & Siem Jan Koopman & Andre Lucas
  • 2014 Outliers in multivariate Garch models
    by Aurea Grané & Belén Martín-Barragán & Helena Veiga
  • 2014 Multi-level Conditional VaR Estimation in Dynamic Models
    by Christian Francq & Jean-Michel Zakoian
  • 2014 Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections
    by Banbura, Marta & Giannone, Domenico & Lenza, Michele
  • 2014 An Estimated Small Open Economy Model with Labour Market Frictions
    by Sheen, Jeffrey & Wang, Ben Z.
  • 2014 Estimating nonlinear DSGE models with moments based methods
    by Sergey, Ivashchenko
  • 2014 Adaptive Markov chain Monte Carlo sampling and estimation in Mata
    by Matthew J. Baker
  • 2014 Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances
    by Harald Badinger & Peter Egger
  • 2014 A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices
    by Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith
  • 2014 Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects
    by Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith
  • 2014 On the Finite Sample Properties of Pre-Test Estimators of Spatial Models
    by Gianfranco Piras & Ingmar R. Prucha
  • 2014 International Student Migration: A Partial Identification Analysis
    by Romuald Méango
  • 2014 Extending the Scope of Cube Root Asymptotics
    by Taisuke Otsu & Myung Hwan Seo
  • 2014 A multiple testing approach to the regularisation of large sample correlation matrices
    by Natalia Bailey & Vanessa Smith & Hashem Pesaran
  • 2014 Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects
    by Kazuhiko Hayakawa & Vanessa Smith & Hashem Pesaran
  • 2014 A General Theory of Rank Testing
    by Majid Al-Sadoon
  • 2014 Filling in the Blanks: Network Structure and Interbank Contagion
    by Kartik Anand & Ben Craig & Goetz von Peter
  • 2014 Sheep in Wolf’s Clothing: Using the Least Squares Criterion for Quantile Estimation
    by Heng Chen
  • 2014 Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model
    by Constantino Hevia & Martin Gonzalez-Rozada & Martin Sola & Fabio Spagnolo
  • 2014 On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators
    by Stelios Arvanitis & Antonis Demos
  • 2014 Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models
    by Markku Lanne & Henri Nyberg
  • 2014 On an Estimation Method for an Alternative Fractionally Cointegrated Model
    by Federico Carlini & Katarzyna Lasak
  • 2014 Are University Admissions Academically Fair?
    by Debopam Bhattacharya & Shin Kanaya & Margaret Stevens
  • 2014 R – a Global Sensation in Data Science
    by Nicoleta Caragea & Antoniade-Ciprian Alexandru & Ana Maria Dobre
  • 2014 The Progress of R in Romanian Official Statistics
    by Ana Maria Dobre & Cecilia Roxana Adam
  • 2014 The Bayesian Modelling Of Inflation Rate In Romania
    by Mihaela Simionescu (Bratu)
  • 2014 A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
    by Newey, Whitney & West, Kenneth
  • 2014 Time varying vine copulas for multivariate returns (in Russian)
    by Oleg Groshev
  • 2014 Effects of Trade Liberalization on Exports, Imports and Trade Balance in Pakistan: A Time Series Analysis
    by Muhammad Zakaria
  • 2014 Modelling and Forecasting Demand for Nepali Tourism
    by Shoora B. Paudyal Ph. D.
  • 2014 The Composite Marginal Likelihood (CML) Inference Approach with Applications to Discrete and Mixed Dependent Variable Models
    by Bhat, Chandra R.
  • 2014 Analysis of the Behavior of Volatility in Crude Oil Price
    by Tara Keshar Nanda Baidya & Fernando Antonio Lucena Aiube
  • 2014 The Impact of the Crisis on the Polarization of Spanish Wages/El impacto de la crisis en la polarización de los salarios en España
    by PALACIOS GONZÁLEZ, FEDERICO & GARCÍA FERNÁNDEZ, ROSA Mª. & LLORCA RODRÍGUEZ, CARMEN M.
  • 2014 An Econometric Model for Financial Stability Indicators
    by Mihaela Simionescu & Mirela Niculae & Marinel Nedelut
  • 2014 World Bank Doing Business Project and the statistical methods based on ranks: the paradox of the time indicator
    by Antonio Cappiello
  • 2014 Improving quarterly index of turnover by means of a calibration estimator
    by Fabio Bacchini & Claudio Ceccarelli & Diego Chianella & Roberto Iannaccone
  • 2014 Movilidad endógena y variaciones demográficas: una aplicación para Ecuador
    by Luis Antamba & Paúl Medina
  • 2014 Customer satisfaction per l’innovazione dell’enoturismo in Veneto. Effetti delle nuove forme di integrazione turistica
    by Christine Mauracher & Isabella Procidano & Giovanna Sacchi
  • 2014 Forecasting House Prices in the United States with Multiple Structural Breaks
    by Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury
  • 2014 R&D portfolios and pharmaceutical licensing
    by Nishimura, Junichi & Okada, Yosuke
  • 2014 Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach
    by Doğan, Osman & Taşpınar, Süleyman
  • 2014 The risk of financial intermediaries
    by Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G.
  • 2014 Discrete stochastic autoregressive volatility
    by Cordis, Adriana S. & Kirby, Chris
  • 2014 Quality of PIN estimates and the PIN-return relationship
    by Yan, Yuxing & Zhang, Shaojun
  • 2014 An intertemporal capital asset pricing model with bank credit growth as a state variable
    by Hammami, Yacine & Lindahl, Anna
  • 2014 Volatility spreads and earnings announcement returns
    by Atilgan, Yigit
  • 2014 Conditional least squares and copulae in claims reserving for a single line of business
    by Pešta, Michal & Okhrin, Ostap
  • 2014 Estimating the extensive margin of trade
    by Santos Silva, J.M.C. & Tenreyro, Silvana & Wei, Kehai
  • 2014 Trade intensity and purchasing power parity
    by Cho, Dooyeon & Doblas-Madrid, Antonio
  • 2014 Testing excess returns on event days: Log returns vs. dollar returns
    by Duarte-Silva, Tiago & Tripolski Kimel, Maria
  • 2014 Estimation accuracy of high–low spread estimator
    by Lin, Chien-Chih
  • 2014 Option pricing under stochastic volatility and tempered stable Lévy jumps
    by Zaevski, Tsvetelin S. & Kim, Young Shin & Fabozzi, Frank J.
  • 2014 Child care choices, food intake, and children's obesity status in the United States
    by Mandal, Bidisha & Powell, Lisa M.
  • 2014 Conditional moment models under semi-strong identification
    by Antoine, Bertille & Lavergne, Pascal
  • 2014 Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables
    by Wooldridge, Jeffrey M.
  • 2014 Estimating spot volatility with high-frequency financial data
    by Zu, Yang & Peter Boswijk, H.
  • 2014 On the robustness of location estimators in models of firm growth under heavy-tailedness
    by Ibragimov, Rustam
  • 2014 On the properties of the coefficient of determination in regression models with infinite variance variables
    by Kurz-Kim, Jeong-Ryeol & Loretan, Mico
  • 2014 A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data
    by Liu, Cheng & Tang, Cheng Yong
  • 2014 Efficient GMM estimation of spatial dynamic panel data models with fixed effects
    by Lee, Lung-fei & Yu, Jihai
  • 2014 Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter
    by Horowitz, Joel L.
  • 2014 Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference
    by Sun, Yixiao
  • 2014 Frontier estimation in nonparametric location-scale models
    by Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid
  • 2014 Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
    by Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno
  • 2014 Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing
    by Escanciano, Juan Carlos & Jacho-Chávez, David T. & Lewbel, Arthur
  • 2014 Neglected heterogeneity in moment condition models
    by Hahn, Jinyong & Newey, Whitney K. & Smith, Richard J.
  • 2014 Model specification test with correlated but not cointegrated variables
    by Gan, Li & Hsiao, Cheng & Xu, Shu
  • 2014 Testing overidentifying restrictions with many instruments and heteroskedasticity
    by Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen
  • 2014 Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
    by Vogelsang, Timothy J. & Wagner, Martin
  • 2014 A Γ-moment approach to monotonic boundary estimation
    by Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle
  • 2014 Can Markov switching model generate long memory?
    by Baek, Changryong & Fortuna, Natércia & Pipiras, Vladas
  • 2014 A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models
    by Norkute, Milda
  • 2014 On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators
    by Chau, Tak Wai
  • 2014 On conditions in central limit theorems for martingale difference arrays
    by Alj, Abdelkamel & Azrak, Rajae & Mélard, Guy
  • 2014 An algorithm for constructing high dimensional distributions from distributions of lower dimension
    by Anatolyev, Stanislav & Khabibullin, Renat & Prokhorov, Artem
  • 2014 Measurement error in imputation procedures
    by Campos, Rodolfo G. & Reggio, Iliana
  • 2014 Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects
    by Al Janabi, Mazin A.M.
  • 2014 Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects
    by Al Janabi, Mazin A.M.
  • 2014 Shifting Armington trade preferences: A re-examination of the Mercosur–EU negotiations
    by Philippidis, G. & Resano, H. & Sanjuán, A.I.
  • 2014 Shifting Armington trade preferences: A re-examination of the Mercosur–EU negotiations
    by Philippidis, G. & Resano, H. & Sanjuán, A.I.
  • 2014 Parity in professional sports when revenues are maximized
    by Biner, Burhan
  • 2014 Parity in professional sports when revenues are maximized
    by Biner, Burhan
  • 2014 An alternative measure of structural unemployment
    by Aysun, Uluc & Bouvet, Florence & Hofler, Richard
  • 2014 International price transmission in CGE models: How to reconcile econometric evidence and endogenous model response?
    by Siddig, Khalid & Grethe, Harald
  • 2014 High debt companies' leverage determinants in Spain: A quantile regression approach
    by Sánchez-Vidal, F. Javier
  • 2014 The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range
    by Todorova, Neda & Souček, Michael
  • 2014 Sports and cultural habits by gender: An application using count data models
    by Muñiz, Cristina & Rodríguez, Plácido & Suárez, María J.
  • 2014 Recovering default risk from CDS spreads with a nonlinear filter
    by Guarin, Alexander & Liu, Xiaoquan & Ng, Wing Lon
  • 2014 Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models
    by Serpil TURKYILMAZ & Mesut BALIBEY
  • 2014 Ageing, Longevity and Savings: The Case of Morocco
    by Ghizlan Loumrhari
  • 2014 Long Memory Analysis: An Empirical Investigation
    by Rafik Nazarian & Esmaeil Naderi & Nadiya G. Alikhani & Ashkan Amiri
  • 2014 Exchange Rate Policy in Morocco and Persistence of Real Exchange Rate Misalignments
    by Mohamed BOUZAHZAH & Radouane BACHAR
  • 2014 Stress Testing of the Montenegrin Banking System with Aggregated and Bank-Specific Data
    by Sanja Vuković
  • 2014 Tools for Consumer Rights Protection in the Prediction of Electronic Virtual Market and Technological Changes
    by Mikuláš Gangur & Miroslav Plevný
  • 2014(XXIV) An Extension Of The Methodology Of Using The Student Test In Case Of A Linear Regression With Three Explanatory Variables
    by Florin-Marius PAVELESCU
  • 2013 Regularizing Priors for Linear Inverse Problems
    by Florens, Jean-Pierre & Simoni, Anna
  • 2013 Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models
    by Goodness C. Aye & Pami Dua & Rangan Gupta
  • 2013 Option Pricing with a Dynamic Fat-Tailed Model
    by Aboura, Sofiane & Valeyre, Sébastien & Wagner, Niklas F.
  • 2013 GARCH models without positivity constraints: Exponential or Log GARCH?
    by Zakoïan, Jean-Michel & Wintenberger, Olivier & Francq, Christian
  • 2013 Zaruri harcama - gelir ilişkisi ve demografik faktörler: Parametrik olmayan çekirdek kestirim sonuçları
    by M. Suphi ÖZÇOMAK & Elif GÖLVEREN & Eray YÜCEL
  • 2013 Optimal estimation of a large-dimensional covariance matrix under Stein’s loss
    by Olivier Ledoit & Michael Wolf
  • 2013 Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions
    by Olivier Ledoit & Michael Wolf
  • 2013 Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors
    by Kripfganz, Sebastian & Schwarz, Claudia
  • 2013 Who opts out of the statutory health insurance? A discrete time hazard model for Germany
    by Bünnings, Christian & Tauchmann, Harald
  • 2013 Atypical behavior of credit: Evidence from a monetary VAR
    by Afanasyeva, Elena
  • 2013 Estimation of linear dynamic panel data models with time-invariant regressors
    by Kripfganz, Sebastian & Schwarz, Claudia
  • 2013 Evaluation of minimum capital requirements for bank loans to SMEs
    by Düllmann, Klaus & Koziol, Philipp
  • 2013 The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models
    by Peter Spencer
  • 2013 Bias in Measuring Smoking Behavior
    by Vidhura Tennekoon & Robert Rosenman
  • 2013 Small area estimation of labor productivity for the Italian manufacturing SME cross-classified by region, industry and size
    by Enrico Fabrizi & Maria Ferrante & Carlo Trivisano
  • 2013 “Markov Switching Models for Volatility: Filtering, Approximation and Duality”
    by Monica Billio & Maddalena Cavicchioli
  • 2013 Variance Risk Premiums in Foreign Exchange Markets
    by Ammann, Manuel & Buesser, Ralf
  • 2013 Estimating Bayesian decision problems with heterogeneous priors
    by Stephen Eliot Hansen & Michael McMahon
  • 2013 Smoothed Estimating Equations for Instrumental Variables Quantile Regression
    by David Kaplan & Yixiao Sun
  • 2013 GMM Efficiency and IPW Estimation for Nonsmooth Functions
    by Ot�vio Bartalotti
  • 2013 A gamma-moment approach to monotonic boundaries estimation
    by Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle
  • 2013 My Friend Far Far Away: Asymptotic Properties of Pairwise Stable Networks
    by Vincent BOUCHER & Ismael MOURIFIÉ
  • 2013 Euler Equations for the Estimation of Dynamic Discrete Choice Structural Models
    by Victor Aguirregabiria & Arvind Magesan
  • 2013 Identification of Games of Incomplete Information with Multiple Equilibria and Common Unobserved Heterogeneity
    by Victor Aguirregabiria & Pedro Mira
  • 2013 A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators
    by Duo Qin & Yanqun Zhang
  • 2013 Estimating the Value Obtained from Using a Software Service Platform
    by Netsanet Haile & Jorn Altmann
  • 2013 Important Channels of Transmission Monetary Policy Shock in South Africa
    by Nombulelo Gumata, Alain Kabundi and Eliphas Ndou
  • 2013 Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi
    by Chance Mwabutwa, Manoel Bittencourt and Nicola Viegi
  • 2013 Short Run Underpricing of Initial Public Offering (IPOs) in the Johannesburg Stock Exchange (JSE)
    by Gillian van Heerden and Paul Alagidede
  • 2013 Who Opts Out of the Statutory Health Insurance? A Discrete Time Hazard Model for Germany
    by Christian Bünnings & Harald Tauchmann
  • 2013 Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality
    by Norman Swanson & Richard Urbach
  • 2013 An Expository Note on the Existence of Moments of Fuller and HFUL Estimators
    by John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen
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  • 2013 How Structural Changes Affect Enterprises’ Expectations about Employment in Serbia?
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  • 2013 Estimation And Inference In Predictive Regressions
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  • 2013 Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility
    by Wang, Kent & Liu, Junwei & Liu, Zhi
  • 2013 Forecasting the size premium over different time horizons
    by Zakamulin, Valeriy
  • 2013 Inference in asset pricing models with a low-variance factor
    by Shang, Hua
  • 2013 The evolution of cost-productivity and efficiency among US credit unions
    by Wheelock, David C. & Wilson, Paul W.
  • 2013 Risk premia: Exact solutions vs. log-linear approximations
    by Lundtofte, Frederik & Wilhelmsson, Anders
  • 2013 Estimation sample selection for discretionary accruals models
    by Ecker, Frank & Francis, Jennifer & Olsson, Per & Schipper, Katherine
  • 2013 Disentangling mandatory IFRS reporting and changes in enforcement
    by Barth, Mary E. & Israeli, Doron
  • 2013 Market-oriented banking, financial stability and macro-prudential indicators of leverage
    by Calmès, Christian & Théoret, Raymond
  • 2013 Modeling dependencies in claims reserving with GEE
    by Hudecová, Šárka & Pešta, Michal
  • 2013 Consistent dynamic affine mortality models for longevity risk applications
    by Blackburn, Craig & Sherris, Michael
  • 2013 Mortality surface by means of continuous time cohort models
    by Jevtić, Petar & Luciano, Elisa & Vigna, Elena
  • 2013 Lifetime dependence modelling using a truncated multivariate gamma distribution
    by Alai, Daniel H. & Landsman, Zinoviy & Sherris, Michael
  • 2013 Pricing inflation products with stochastic volatility and stochastic interest rates
    by Singor, Stefan N. & Grzelak, Lech A. & van Bragt, David D.B. & Oosterlee, Cornelis W.
  • 2013 Default matrices: A complete measurement of banks’ consumer credit delinquency
    by Schechtman, Ricardo
  • 2013 Asset pricing with skewed-normal return
    by Carmichael, Benoıˆt & Coën, Alain
  • 2013 Efficiency, effectiveness and implementation feasibility of energy efficiency rebates: The “Renove” plan in Spain
    by Galarraga, Ibon & Abadie, Luis M. & Ansuategi, Alberto
  • 2013 Risk spillovers in oil-related CDS, stock and credit markets
    by Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael
  • 2013 Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries
    by Awartani, Basel & Maghyereh, Aktham Issa
  • 2013 Valuation of collateralized debt obligations with hierarchical Archimedean copulae
    by Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap
  • 2013 Risk spillovers in international equity portfolios
    by Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo
  • 2013 Estimating PIN for firms with high levels of trading
    by Jackson, David
  • 2013 Term structure dynamics with macro-factors using high frequency data
    by Kim, Hwagyun & Park, Hail
  • 2013 Stressing correlations and volatilities — A consistent modeling approach
    by Becker, Christoph & Schmidt, Wolfgang M.
  • 2013 Two-pass estimation of risk premiums with multicollinear and near-invariant betas
    by Ahn, Seung C. & Perez, M. Fabricio & Gadarowski, Christopher
  • 2013 Sequential estimation of shape parameters in multivariate dynamic models
    by Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique
  • 2013 Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects
    by Kim, Min Seong & Sun, Yixiao
  • 2013 GARCH models without positivity constraints: Exponential or log GARCH?
    by Francq, Christian & Wintenberger, Olivier & Zakoïan, Jean-Michel
  • 2013 Density approximations for multivariate affine jump-diffusion processes
    by Filipović, Damir & Mayerhofer, Eberhard & Schneider, Paul
  • 2013 What model for entry in first-price auctions? A nonparametric approach
    by Marmer, Vadim & Shneyerov, Artyom & Xu, Pai
  • 2013 Modelling volatility by variance decomposition
    by Amado, Cristina & Teräsvirta, Timo
  • 2013 Estimation of a nonlinear panel data model with semiparametric individual effects
    by Gayle, Wayne-Roy & Namoro, Soiliou Daw
  • 2013 Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
    by Kruiniger, Hugo
  • 2013 Estimating DSGE models using seasonally adjusted and unadjusted data
    by Saijo, Hikaru
  • 2013 Chi-squared tests for evaluation and comparison of asset pricing models
    by Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare
  • 2013 Statistical estimation of multivariate Ornstein–Uhlenbeck processes and applications to co-integration
    by Fasen, Vicky
  • 2013 Jump tails, extreme dependencies, and the distribution of stock returns
    by Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi
  • 2013 Stable mixture GARCH models
    by Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C.
  • 2013 Moment condition tests for heavy tailed time series
    by Hill, Jonathan B. & Aguilar, Mike
  • 2013 Estimation for multivariate stable distributions with generalized empirical likelihood
    by Ogata, Hiroaki
  • 2013 Model identification for infinite variance autoregressive processes
    by Andrews, Beth & Davis, Richard A.
  • 2013 Heavy tails of OLS
    by Mikosch, Thomas & de Vries, Casper G.
  • 2013 Linear and nonlinear regression with stable errors
    by Nolan, John P. & Ojeda-Revah, Diana
  • 2013 Partial maximum likelihood estimation of spatial probit models
    by Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M.
  • 2013 A zero inefficiency stochastic frontier model
    by Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.
  • 2013 Distribution free estimation of heteroskedastic binary response models using Probit/Logit criterion functions
    by Khan, Shakeeb
  • 2013 Estimation and inference in unstable nonlinear least squares models
    by Boldea, Otilia & Hall, Alastair R.
  • 2013 Jackknife estimation of stationary autoregressive models
    by Chambers, Marcus J.
  • 2013 Model averaging with covariates that are missing completely at random
    by Zhang, Xinyu
  • 2013 Partial identification in binary response models with nonignorable nonresponses
    by Hoshino, Tadao
  • 2013 Inconsistency of 2SLS estimators in threshold regression with endogeneity
    by Yu, Ping
  • 2013 On a general class of long run variance estimators
    by Zhang, Xianyang & Shao, Xiaofeng
  • 2013 The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics
    by Allen, David & Ng, K.H. & Peiris, Shelton
  • 2013 On the estimation and inference in factor-augmented panel regressions with correlated loadings
    by Westerlund, Joakim & Urbain, Jean-Pierre
  • 2013 A switching model with flexible threshold variable: With an application to nonlinear dynamics in stock returns
    by Massacci, Daniele
  • 2013 An adaptive truncated product method for combining dependent p-values
    by Sheng, Xuguang & Yang, Jingyun
  • 2013 Identification problem of the exponential tilting estimator under misspecification
    by Sueishi, Naoya
  • 2013 Alternative representations for cointegrated panels with global stochastic trends
    by Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim
  • 2013 Generalized impulse response analysis in a fractionally integrated vector autoregressive model
    by Do, Hung Xuan & Brooks, Robert Darren & Treepongkaruna, Sirimon
  • 2013 A note on bias-corrected estimation in dynamic panel data models
    by Juodis, Artūras
  • 2013 First-differenced inference for panel factor series
    by Ipatova, Ekaterina & Trapani, Lorenzo
  • 2013 Estimation of a local-aggregate network model with sampled networks
    by Liu, Xiaodong
  • 2013 GMM estimation of stochastic frontier model with endogenous regressors
    by Tran, Kien C. & Tsionas, Efthymios G.
  • 2013 An alternative simple quantile regression estimator
    by Zhang, Zhengyu & Zhu, Pingfang
  • 2013 Estimation of spatial autoregressive models with boundary specification problem
    by Zhang, Zhengyu & Tao, Ji
  • 2013 Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise
    by Kunitomo, Naoto & Sato, Seisho
  • 2013 Solving replication problems in a complete market by orthogonal series expansion
    by Dong, Chaohua & Gao, Jiti
  • 2013 Parametric and nonparametric income distribution estimators in CGE micro-simulation modeling
    by Boccanfuso, Dorothée & Richard, Patrick & Savard, Luc
  • 2013 Testing volatility persistence on Markov switching stochastic volatility models
    by Pan, Qi & Li, Yong
  • 2013 Can futures price be a powerful predictor? Frequency domain analysis on Chinese commodity market
    by Yang, Linghubo & Zhang, Dongxiang
  • 2013 Pareto–lognormal distributions: Inequality, poverty, and estimation from grouped income data
    by Hajargasht, Gholamreza & Griffiths, William E.
  • 2013 Optima exchange crisis regression and twin crisis: Evidences for some MENA countries
    by Aidi, Wafa
  • 2013 Conditional market beta for REITs: A comparison of modeling techniques
    by Zhou, Jian
  • 2013 Asymmetry in the jump-size distribution of the S&P 500: Evidence from equity and option markets
    by Kaeck, Andreas
  • 2013 The real consequences of financial stress
    by Mittnik, Stefan & Semmler, Willi
  • 2013 Portfolio selection in a data-rich environment
    by Bouaddi, Mohammed & Taamouti, Abderrahim
  • 2013 On the implementation and use of factor-augmented regressions in panel data
    by Westerlund, Joakim & Urbain, Jean-Pierre
  • 2013 Simple unit root testing in generally trending data with an application to precious metal prices in Asia
    by Westerlund, Joakim
  • 2013 Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies
    by Samih Antoine Azar
  • 2013 Fuzzy Model for Evaluation and Analysis of Short-Term Financial Aspects of the Enterprise
    by Yuliyan Velkov & Georgi Kirov
  • 2013 Comércio Internacional e Performance das Firmas Brasileiras
    by Eva Yamila da Silva Catela & Flávio Gonçalves
  • 2013 Stock Market Volatility And Non-Performing Loans: Evidence From Stocks Of The Nigerian Banks
    by Sayo Oludare & Michael Olagunju & Olusegun Adelodun
  • 2013 Assessing the Stock Market Wealth Effect in South Africa
    by Lumengo Bonga-Bonga
  • 2012 Asymptotic Theory for Maximum Likelihood Estimation of the Memory Parameter in Stationary Gaussian Processes
    by Lieberman, Offer & Rosemarin, Roy & Rousseau, Judith
  • 2012 Why Do Banks Go Abroad? Evidence Using a Three-Way Error Component Model
    by Tamrat W. Gashaw & Michael J. Ryan
  • 2012 Expectativas y prima por riesgo inflacionario con una medida de compensación a la inflación
    by Melo, Luis Fernando & Granados, Joan Camilo
  • 2012 Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)
    by Noriega, Antonio E. & Rodríguez, Cid Alonso
  • 2012 Considerations on partially identified regression models
    by Cerquera, Daniel & Laisney, François & Ullrich, Hannes
  • 2012 Parametric Lorenz Curves and the Modality of the Income Density Function
    by Krause, Melanie
  • 2012 Give them a break! Did activation of young welfare recipients overshoot in Germany? (A regression discontinuity analysis)
    by Wolff, Joachim & Nivorozhkin, Anton
  • 2012 Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall
    by Mehmke, Fabian & Cremers, Heinz & Packham, Natalie
  • 2012 An empirical assessment of the 2004 EU merger policy reform
    by Duso, Tomaso & Gugler, Klaus & Szücs, Florian
  • 2012 Stress testing German banks against a global cost-of-capital shock
    by Duellmann, Klaus & Kick, Thomas
  • 2012 Analysing the effectiveness of public service producers with endogenous resourcing
    by David J. Mayston
  • 2012 Efficient bootstrap with weakly dependent processes
    by Francesco Bravo & Federico Crudu
  • 2012 VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles
    by Habert white & Tae-Hwan Kim & Simone Manganelli
  • 2012 Inference for Markov-regime switching models of electricity spot prices
    by Joanna Janczura & Rafal Weron
  • 2012 What Can Growth Rates Tell Us? A Short-Run Decomposition Method
    by Steven Lim & Jason Le Vaillant & Harry X. Wu
  • 2012 A Note on Improved Estimation for the Topp-Leone Distribution
    by David E. Giles
  • 2012 Constructing Confidence Bands for the Hodrick-Prescott Filter
    by David E. Giles
  • 2012 Bribing Behaviour and Sample Selection: Evidence from Post-Socialist countries and Western Europe
    by Timothy Hinks & Artjoms Ivlevs
  • 2012 Extreme Downside Liquidity Risk
    by Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian
  • 2012 Modeling Non-maturing Savings Volumes
    by Paraschiv, Florentina
  • 2012 Risk Spillovers in International Equity Portfolios
    by Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo
  • 2012 Realized Copula
    by Fengler, Matthias & Okhrin, Ostap
  • 2012 Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines
    by Audrino, Francesco & Meier, Pirmin
  • 2012 Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation
    by Corsi, Fulvio & Peluso, Stefano & Audrino, Francesco
  • 2012 Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures
    by J. Isaac Miller
  • 2012 Considerations on partially identified regression models
    by Daniel Cerquera & François Laisney & Hannes Ullrich
  • 2012 Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model
    by Martin Gonzalez-Rozada & Martin sola & Constantino Hevia & Fabio Spagnolo
  • 2012 Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification
    by Sukjin Han
  • 2012 Short Run Import Dynamics in Turkey
    by Altan Aldan & Ihsan Bozok & Mahmut Gunay
  • 2012 A new estimate of discouraged and additional worker effects on labor participation by sex and age in OECD countries
    by Olivier Filatriau & Frédéric Reynès
  • 2012 Risk spillovers in international equity portfolios
    by Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo
  • 2012 Double Asymptotics for Explosive Continuous Time Models
    by Xiaohu Wang & Jun Yu
  • 2012 Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility
    by Andras Fulop & Junye Li & Jun Yu
  • 2012 Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT
    by Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli
  • 2012 Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT
    by Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli
  • 2012 Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT
    by Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli
  • 2012 Testing Identification Strength
    by Bertille Antoine & Eric Renault
  • 2012 Efficient Inference with Poor Instruments: a General Framework
    by Bertille Antoine & Eric Renault
  • 2012 Efficient Minimum Distance Estimation with Multiple Rates of Convergence
    by Bertille Antoine & Eric Renault
  • 2012 La produzione domestica: il valore aggiunto generato dalle famiglie
    by Monica Montella
  • 2012 Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies
    by Alessandro Giovannelli
  • 2012 Consistent Estimation of the “True” Fixed-effects Stochastic Frontier Model
    by Federico Belotti & Giuseppe Ilardi
  • 2012 Interdendenta dintre tipul de colinearitate si valorile calculate ale testului Student in cazul unei regresii lineare cu doua variabile explicative
    by Pavelescu, Florin Marius
  • 2012 Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model
    by Ceylan, Ozcan
  • 2012 Measuring Human Development: A Stochastic Dominance Approach
    by Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou
  • 2012 Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
    by Kazuhiko Hayakawa & M. Hashem Pesaran
  • 2012 Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle
    by Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan
  • 2012 Estimation and Solution of Models with Expectations and Structural Changes
    by Mariano Kulish & Adrian Pagan
  • 2012 Reducing bias due to missing values of the response variable by joint modeling with an auxiliary variable
    by Alfonso Miranda & Sophia Rabe-Hesketh & John W. McDonald
  • 2012 Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi
    by Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt
  • 2012 Is Collusion Proof Auction Expensive? Estimates from Highway Procurements
    by Aryal, Gaurab & Gabrielli, Maria F.
  • 2012 Export - led growth or growth – driven exports? Evidence from Nigeria
    by Alimi, Santos R. & Muse, Bernard O.
  • 2012 The Effect of Crude Oil Price on the Methanol price
    by Delavari, Majid & Gandali Alikhani, Nadiya
  • 2012 The Relationship between Nominal Interest Rates and Inflation: New Evidence and Implication for Nigeria
    by Awomuse, Bernard O. & Alimi, Santos R.
  • 2012 The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRAN's Methanol
    by Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil
  • 2012 On a Class of Estimation and Test for Long Memory
    by Fu, Hui
  • 2012 The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran
    by Komijani, Akbar & Gandali Alikhani, Nadiya & Naderi, Esmaeil
  • 2012 Estimation of the Contribution of the Biosector to Ireland’s Net Foreign Earnings: Methodology and Results
    by Riordan, Brendan
  • 2012 Portfolio optimization based on divergence measures
    by Chalabi, Yohan & Wuertz, Diethelm
  • 2012 Intrinsic Inflation Persistence in a Developing Country
    by Hanif, Muhamad Nadim & Malik, Muhamad Jahanzeb & Iqbal, Javed
  • 2012 Risk-parameter estimation in volatility models
    by Francq, Christian & Zakoian, Jean-Michel
  • 2012 Fourier--type estimation of the power garch model with stable--paretian innovations
    by Francq, Christian & Meintanis, Simos
  • 2012 Technical and scale efficiency in the Italian Citrus Farming: A comparison between Stochastic Frontier Analysis (SFA) and Data Envelopment Analysis(DEA) Models
    by Madau, Fabio A.
  • 2012 Garch models without positivity constraints: exponential or log garch?
    by Francq, Christian & Wintenberger, Olivier & Zakoian, Jean-Michel
  • 2012 Nonlinear and Complex Dynamics in Economics
    by Barnett, William A. & Serletis, Apostolos & Serletis, Demitre
  • 2012 Survival prediction based on compound covariate under cox proportional hazard models
    by Emura, Takeshi & Chen, Yi-Hau & Chen, Hsuan-Yu
  • 2012 Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models
    by Tsionas, Mike
  • 2012 Unbiased estimation of maximum expected profits in the Newsvendor Model: a case study analysis
    by Halkos, George & Kevork, Ilias
  • 2012 A strategy to reduce the count of moment conditions in panel data GMM
    by Bontempi, Maria Elena & Mammi, Irene
  • 2012 Factors Determining FDI in Nigeria: Role of Emerging Economies
    by Dinda, Soumyananda
  • 2012 Estimation of discount factor (beta) and coefficient of relative risk aversion (gamma) in selected countries
    by Ahmed, Waqas & Haider, Adnan & Iqbal, Javed
  • 2012 Evaluating alternative frequentist inferential approaches for optimal order quantities in the newsvendor model under exponential demand
    by Halkos, George & Kevork, Ilias
  • 2012 Maximum likelihood estimation of time series models: the Kalman filter and beyond
    by Tommaso, Proietti & Alessandra, Luati
  • 2012 Analytical content of properties of uncertainty and certainty of organizational-economic systems: derivatives indicators
    by Kuzmin, Evgeny Anatol'evich
  • 2012 Item selection by an extended Latent Class model: An application to nursing homes evaluation
    by Bartolucci, Francesco & Giorgio E., Montanari & Pandolfi, Silvia
  • 2012 Determinants of the exit decision of foreign banks in India
    by Swami, Onkar Shivraj & Vishnu Kumar, N. Arun & Baruah, Palash
  • 2012 Endogeneity in ultrahigh dimension
    by Fan, Jianqing & Liao, Yuan
  • 2012 Interaction effects in econometrics
    by Balli, Hatice Ozer & Sorensen, Bent E.
  • 2012 Indirect estimation of GARCH models with alpha-stable innovations
    by Parrini, Alessandro
  • 2012 Jackknife bias reduction in autoregressive models with a unit root
    by Chambers, Marcus J. & Kyriacou, Maria
  • 2012 Efficient estimation in regression discontinuity designs via asymmetric kernels
    by Fe, Eduardo
  • 2012 Symmetric Jackknife Instrumental Variable Estimation
    by Bekker, Paul A. & Crudu, Federico
  • 2012 Energy consumption and economic growth: evidence from nonlinear panel cointegration and causality tests
    by Omay, Tolga & Hasanov, Mubariz & Ucar, Nuri
  • 2012 Identifying observed factors in approximate factor models: estimation and hypothesis testing
    by Chen, Liang
  • 2012 The formulation and estimation of random effects panel data models of trade
    by Matyas, Laszlo & Hornok, Cecilia & Pus, Daria
  • 2012 Validity and precision of estimates in the classical newsvendor model with exponential and rayleigh demand
    by Halkos, George & Kevork, Ilias
  • 2012 On whether foreign direct investment catalyzes economic development in Nigeria
    by OKPARA, GODWIN CHIGOZIE
  • 2012 Evaluating alternative estimators for optimal order quantities in the newsvendor model with skewed demand
    by Halkos, George & Kevork, Ilias
  • 2012 ¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?
    by Medel, Carlos A.
  • 2012 How informative are in-sample information criteria to forecasting? the case of Chilean GDP
    by Medel, Carlos A.
  • 2012 Comparing performance of statistical models for individual’s ability index and ranking
    by Iqbal, Javed
  • 2012 Constructing Optimal Density Forecasts from Point Forecast Combinations
    by Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone
  • 2012 Macroeconomic Fundamentals of Poverty and Deprivation: an empirical study for developed countries
    by Duarte Guimarães & Ana Paula Ribeiro & Sandra Tavares Silva
  • 2012 Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments
    by Xu Cheng & Zhipeng Liao
  • 2012 Independent Factor Autoregressive Conditional Density Model
    by Alexios Ghalanos & Eduardo Rossi & Giovanni Urga
  • 2012 Are University Admissions Academically Fair?
    by Debopam Bhattacharya & Shin Kanaya & Margaret Stevens
  • 2012 Efficient and feasible inference for the components of financial variation using blocked multipower variation
    by Neil Shephard & Kevin Sheppard
  • 2012 Efficient and feasible inference for the components of financial variation using blocked multipower variation
    by Per A. Mykland & Neil Shephard & Kevin Sheppard
  • 2012 Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design
    by David Card & David Lee & Zhuan Pei & Andrea Weber
  • 2012 Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition
    by Peter Arcidiacono & Patrick Bayer & Jason R. Blevins & Paul B. Ellickson
  • 2012 Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration
    by Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James
  • 2012 Identification and Estimation of Gaussian Affine Term Structure Models
    by James D. Hamilton & Jing Cynthia Wu
  • 2012 Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes
    by Jan F. KIVIET
  • 2012 Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models
    by Jan F. KIVIET & Garry D.A. PHILLIPS
  • 2012 Canonical Correlation and Assortative Matching: a remark
    by Arnaud Dupuy & Alfred Galichon
  • 2012 Solving Replication Problems in Complete Market by Orthogonal Series Expansion
    by Chaohua Dong & Jiti Gao
  • 2012 Identification, Estimation and Specification in a Class of Semiparametic Time Series Models
    by Jiti Gao
  • 2012 Expansion of Lévy Process Functionals and Its Application in Statistical Estimation
    by Chaohua Dong & Jiti Gao
  • 2012 Nonlinear Regression with Harris Recurrent Markov Chains
    by Degui Li & Dag Tjøstheim & Jiti Gao
  • 2012 Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector
    by Ibrahim Ahamada & Djamel Kirat
  • 2012 A Portfolio of Dilemmas: Experimental Evidence on Choice Bracketing in a Mini-Trust Game
    by Jieyao Ding
  • 2012 Low Self-Control As a Source of Crime. A Meta-Study
    by Christoph Engel
  • 2012 Calculating Poverty Measures from the Generalized Beta Income Distribution
    by DUANGKAMON CHOTIKAPANICH, WILLIAM GRIFFITHS, WASANA KARUNARATHNE, D.S. PRASADA RAO
  • 2012 Pareto-Lognormal Income Distributions:Inequality and Poverty Measures, Estimation and Performance
    by Gholamreza Hajargasht and William E. Griffiths
  • 2012 A simple method to visualize results in nonlinear regression models
    by Daniel J. Henderson & Subal C. Kumbhakar & Christopher F. Parmeter
  • 2012 The Consequences of Measurement Error when Estimating the Impact of BMI on Labour Market Outcomes
    by Donal O'Neill & Olive sweetman
  • 2012 This paper uses data on both self-reported and true measures of individual Body Mass Index (BMI) to examine the nature of measurement error in self-reported BMI and to look at the consequences of using self-reported measures when estimating the effect of BMI on economic outcomes. In keeping with previous studies we find that self-reported BMI is subject to significant measurement error and this error is negatively correlated with the true measure of BMI. In our analysis this non-classical measurement error causes the traditional approach to overestimate the relationship between BMI and both income and education. Furthermore we show that popular alternatives estimators that have been adopted to address problems of measurement error in BMI, such as the conditional expectation approach and the instrumental variables approach, also exhibit significant biases
    by Donal O'Neill & Olive sweetman
  • 2012 The Equity Risk Premium: Empirical Evidence from Emerging Markets
    by Michael Donadelli & Lorenzo Prosperi
  • 2012 Measuring the Bid-Ask Spreads: Application to the European Union Allowances Futures Market
    by Yoichi Otsubo
  • 2012 Measuring the Bid-Ask Spreads: Application to the European Union Allowances Futures Market
    by Yoichi Otsubo
  • 2012 Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach
    by Ginters Buss
  • 2012 A New Real-Time Indicator for the Euro Area GDP
    by Ginters Buss
  • 2012 Regionalism in East Asia: The Way Forward
    by Fithra Faisal Hastiadi
  • 2012 Inference for Systems of Stochastic Differential Equations from Discretely Sampled data: A Numerical Maximum Likelihood Approach
    by Thomas Lux
  • 2012 Nonlinear and Complex Dynamics in Economics
    by William Barnett & Apostolos Serletis & Demitre Serletis
  • 2012 Regularity Of The Generalized Quadratic Production Model: A Counterexample
    by William Barnett & Meenakshi Pasupathy
  • 2012 Fellow’s Opinion Article: Tastes and Technology: Curvature is not Sufficient for Regularity
    by William Barnett
  • 2012 Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design
    by David E. Card & David S. Lee & Zhuan Pei & Andrea Weber
  • 2012 The Consequences of Measurement Error when Estimating the Impact of BMI on Labour Market Outcomes
    by O'Neill, Donal & Sweetman, Olive
  • 2012 Canonical Correlation and Assortative Matching: A Remark
    by Dupuy, Arnaud & Galichon, Alfred
  • 2012 A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China
    by Giles, John T. & Murtazashvili, Irina
  • 2012 A Simple Method to Visualize Results in Nonlinear Regression Models
    by Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F.
  • 2012 Leisure Inequality in the United States: 1965-2003
    by Sevilla, Almudena & Gimenez-Nadal, Jose Ignacio & Gershuny, Jonathan I.
  • 2012 Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
    by Hayakawa, Kazuhiko & Pesaran, M. Hashem
  • 2012 Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
    by Hayakawa, Kazuhiko & Pesaran, M. Hashem
  • 2012 Testing Weak Cross-Sectional Dependence in Large Panels
    by Pesaran, M. Hashem
  • 2012 Testing Weak Cross-Sectional Dependence in Large Panels
    by Pesaran, M. Hashem
  • 2012 Decomposing the Composition Effect
    by Rothe, Christoph
  • 2012 Decomposing the Composition Effect
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  • 2012 Realized Copula
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  • 2012 Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction
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    by Weshah Razzak & Elmostafa Bentour
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  • 2012 Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean
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  • 2012 Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes
    by Jan F. Kiviet
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    by Norbert Christopeit & Michael Massmann
  • 2012 Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes
    by Francisco Blasques & Siem Jan Koopman & Andre Lucas
  • 2012 Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme
    by Cai, J. & Einmahl, J.H.J. & Haan, L.F.M. de & Zhou, C.
  • 2012 Concept-Based Bayesian Model Averaging and Growth Empirics
    by Magnus, J.R. & Wang, W.
  • 2012 R&D and Aggregate Fluctuations
    by Erhan Artuc & Panayiotis M. Pourpourides
  • 2012 Measurement error and imputation of consumption in survey data
    by Rodolfo G. Campos & Ilina Reggio
  • 2012 Italian regional specialization: a spatial analysis
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  • 2012 Measuring the Bid-Ask Spreads: Application to the European Union Allowances Futures Market
    by Yoichi Otsubo
  • 2012 Common Drifting Volatility in Large Bayesian VARs
    by Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano
  • 2012 Financial Frictions, Financial Shocks, and Aggregate Volatility
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  • 2012 Dynamic conditional correlation models for realized covariance matrices
    by BAUWENS, Luc & STORTI, Giuseppe & VIOLANTE, Francesco
  • 2012 Regional innovation performance in Europe
    by M. Foddi & S. Usai
  • 2012 Tests For Serial Dependence In Static, Non-Gaussian Factor Models
    by Gabriele Fiorentini & Enrique Sentana
  • 2012 Sequential Estimation Of Shape Parameters In Multivariate Dynamic Models
    by Dante Amengual & Gabriele Fiorentini & Enrique Sentana
  • 2012 An alternative measure of structural unemployment
    by Uluc Aysun & Florence Bouvet & Richard Hofler
  • 2012 Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models
    by Kazuhiko Hayakawa & M. Hashem Pesaran
  • 2012 Testing Weak Cross-Sectional Dependence in Large Panels
    by M. Hashem Pesaran
  • 2012 R&D and Aggregate Fluctuations
    by Artuç, Erhan & Pourpourides, Panayiotis M.
  • 2012 Mortality Surface by Means of Continuous Time Cohort Models
    by Petar Jevtic & Elisa Luciano & Elena Vigna
  • 2012 Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models
    by Hayakawa, K. & Pesaran, M.H.
  • 2012 Testing Weak Cross-Sectional Dependence in Large Panels
    by Pesaran, M. H.
  • 2012 Nonparametric Estimation of Semiparametric Transformation Models
    by Senay Sokullu
  • 2012 Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design
    by Zhuan Pei & David Card & David S. Lee & Andrea Weber
  • 2012 A strategy to reduce the count of moment conditions in panel data GMM
    by M. E. Bontempi & I. Mammi
  • 2012 A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation
    by Eric Gautier & Stefan Hoderlein
  • 2012 Identification And Estimation In A Correlated Random Coefficients Binary Response Model
    by Stefan Hoderlein & Robert Sherman
  • 2012 Econometrics on GPUs
    by Michael Creel & Sonik Mandal & Mohammad Zubair
  • 2012 Which model to match?
    by Matteo Barigozzi & Roxana Halbleib & David Veredas
  • 2012 Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models
    by John Knight & Stephen Satchell & Jessica Zhang
  • 2012 A Monte Carlo Study of Bias Corrections for Panel Probit Models
    by Blair Alexander & Robert Breunig
  • 2012 A Model for Predicting Readmission Risk in New Zealand
    by Rhema Vaithianathan & Nan Jiang & Toni Ashton
  • 2012 On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)
    by Antonis Demos & Stelios Arvanitis
  • 2012 Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations
    by Stelios Arvanitis & Antonis Demos
  • 2012 Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model
    by Sofia Anyfantaki & Antonis Demos
  • 2012 Estimating C-CAPM and the Equity Premium over the Frequency Domain
    by Ekaterini Panopoulou & Sarantis Kalyvitis
  • 2012 Econometrics on GPUs
    by Michael Creel & Sonik Mandal & Mohammad Zubair
  • 2012 Lifetime Dependence Modelling using the Truncated Multivariate Gamma Distribution
    by Daniel Alai & Zinoviy Landsman & Michael Sherris
  • 2012 Bias Transmission and Variance Reduction in Two-Stage Quantile Regression
    by Tae-Hwan Kim, & Christophe Muller
  • 2012 Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009
    by Michel Lubrano & Abdoul Aziz Junior Ndoye
  • 2012 Generalized Impulse Response Analysis: General or Extreme?
    by Hyeongwoo Kim
  • 2012 A test for the rank of the volatility process: the random perturbation approach
    by Jean Jacod & Mark Podolskij
  • 2012 Asymptotic theory for Brownian semi-stationary processes with application to turbulence
    by José Manuel Corcuera & Emil Hedevang & Mikko S. Pakkanen & Mark Podolskij
  • 2012 Stock Return and Cash Flow Predictability: The Role of Volatility Risk
    by Tim Bollerslev & Lai Xu & Hao Zhou
  • 2012 Limit theorems for non-degenerate U-statistics of continuous semimartingales
    by Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel
  • 2012 Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces
    by Lei Pan & Olaf Posch & Michel van der Wel
  • 2012 Oracle Inequalities for High Dimensional Vector Autoregressions
    by Anders Bredahl Kock & Laurent A.F. Callot
  • 2012 Goodness-of-fit testing for fractional diffusions
    by Mark Podolskij & Katrin Wasmuth
  • 2012 On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions
    by Anders Bredahl Kock
  • 2012 Alternative Asymptotics and the Partially Linear Model with Many Regressors
    by Matias D. Cattaneo & Michael Jansson & Whitney K. Newey
  • 2012 Evaluation Of Small Sample Estimators Of Outliers Infested Simultaneous Equation Model: A Monte Carlo Approach
    by Adedayo A. ADEPOJU & John O. OLAOMI
  • 2012 Identification With Imperfect Instruments
    by Aviv Nevo & Adam M. Rosen
  • 2012 Structural Breaks, Parameter Stability and Energy Demand Modeling in Nigeria
    by Olusegun A. Omisakin & Oluwatosin A. Adeniyi & Abimbola M. Oyinlola
  • 2012 Reconsideration of Dimensions and Curve Fitting Practice in View of Georgescu-Roegen’s Epistemology in Economics
    by Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin
  • 2012 Transmission Mechanism of Monetary Policy in Romania. Insights into the Economic Crisis
    by Pelinescu, Elena
  • 2012 Is the Romanian Business Cycle Characterized by Chaos?
    by Caraiani, Petre
  • 2012 On Solving Some Types of Multiple Attribute Decision-Making Problems
    by Vaduva, Ion
  • 2012 El consumo y el Efecto Trinquete en América Latina
    by Liquitaya Briceño, José D.
  • 2012 A Comparison of the Monetary Model and Artificial Neural Networks in Exchange Rate Forecasting
    by Ozkan, Filiz
  • 2012 Interval estimation of the parameter of the exponential growth in the short time series: Dynamics of the tumor marker
    by Poutko, Boris & Fedorova, Natalya
  • 2012 Nonlinear Forecasting Using a Large Number of Predictors
    by Alessandro GIOVANNELLI
  • 2012 Applying the Capability Approach Empirically: An Overview with Special Attention to Labor
    by Lessmann, Ortrud
  • 2012 La hipotesis de convergencia en America Latina: Un analisis de cointegracion en panel
    by Domingo Rodriguez Benavides & Ignacio Perrotini Hernandez & Francisco Venegas-Martinez
  • 2012 On Multivariate Methods in Robust Econometrics
    by Jan Kalina
  • 2012 The Use of Finite Mixtures of Lognormal Distribution for the Modelling of Income Distributions
    by Ivana Malá
  • 2012 Agricultural Productivity Impact of a Mini-Dam: A Case Study of Ziarat, Balochistan
    by Zohaib Saeed & Usman Mustafa & Hafsa Hina & Shazia Saeed
  • 2012 Estimating Standard Error of Inflation Rate in Pakistan; A Stochastic Approach
    by Javed Iqbal & M. Nadim Hanif
  • 2012 Relación entre los factores institucionales y el emprendimiento: análisis mediante técnicas cuantitativas || Relationship between Institutional Factors and Entrepreneurship: A Quantitative Analysis
    by Salmerón Gómez, Román & Gómez Haro, Samuel
  • 2012 Consumption and its Determinants - A Model of the Households’ Individual Final Consumption in Romania
    by Moraru Andreea-Daniela & Moise-Titei Adina
  • 2012 A Multivariate Analysis of the Monthly Unemployment Rate in the County of Constanta
    by Aivaz Kamer Ainur & Albu Lucian-Liviu
  • 2012 The Econometric Modelling of the Number of the Unemployed in the SE Region of Romania According to the Number of Higher Education Graduates and the Investment Level
    by Aivaz Kamer Ainur
  • 2012 Pricing General Insurance in a Competitive Market
    by Burcã Ana-Maria & Bãtrînca Ghiorghe
  • 2012 AN EXAMINATION OF OKUN'(tm)S LAW: EVIDENCE FROM EUROPEAN TARGET COUNTRIES
    by Mattoscio Nicola & Bucciarelli Edgardo & Odoardi Iacopo & Persico Tony Ernesto
  • 2012 A Model To Estimate The Effect Of Global Crisis On The Convergence Process In Eu
    by LUCIAN-LIVIU ALBU
  • 2012 Does Tourism Really Matter for Economic Growth? Evidence from Nepal
    by Shoorabeer Paudyal Ph.D.
  • 2012 Appropriate Distribution of Cost Inefficiency Estimates as Predictor of Financial Instability /La distribución de la ineficiencia estimada como predictor de inestabilidad financiera
    by GÓMEZ-GALLEGO, JUAN CÁNDIDO & GÓMEZ-GARCÍA, JUAN & PÉREZ-CÁRCELES, MARÍA CONCEPCIÓN
  • 2012 Estimación de la función de distribución y cuantiles en la población de pobres/Estimation of the Distribution Function and Quantiles for the Population of Poor
    by ÁLVAREZ-VERDEJO, ENCARNACIÓN & ESTUDILLO-MARTÍNEZ, MARÍA DOLORES & CASTILLO-GUTIÉRREZ, SONIA
  • 2012 Eficiencia en el deporte: Entrenadores en la Primera División del fútbol español 2009-2011/Efficiency in Sports: Coaches in the Spanish Football First Division 2009-2011
    by DEL CORRAL, JULIO
  • 2012 Interaction Effects in Probit Models, Reinterpreting the Impact of Education on Attitudes Towards Immigrants and Free-Trade
    by Natalia Melgar
  • 2012 Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory
    by Jian Wu & Zhengjun Zhang & Yong Zhao
  • 2012 Economic Trends and Cycles in Crime: A Study for England and Wales
    by Suncica Vujic & Siem Jan Koopman & Jacques J. F. Commandeur
  • 2012 Impact of the Qualitative and Quantitative Aspects of Human Activity on the Ecosystem: Demonstration through the Use of Ecological Footprint Approach
    by GAALICHE Makram
  • 2012 Un Gran VAR Bayesiano para la Economia Chilena
    by Wildo González
  • 2012 Improving the Forecasting Power of Volatility Models
    by Ahmed Bensaida
  • 2012 Perceived Organizational Commitment And Its Impact To The Turnover Intention: A Correlation Analysis
    by Ramesh Kumar & Koh Geok Eng
  • 2012 Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model
    by Gianna Figa-Talamanca & Maria Letizia Guerra
  • 2012 Cost Function Estimation with Proportional Errors in Variables
    by Richard E. Just & Rulon D. Pope
  • 2012 WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia
    by Karen Poghosyan & Jan R. Magnus
  • 2012 Ajuste del ingreso en México con un enfoque bayesiano
    by Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde
  • 2012 The effect of structural breaks on the Engle-Granger test for cointegration
    by Antonio E. Noriega & Daniel Ventosa-Santaularia
  • 2012 Diffusion of Telecommunication Services in Turkey
    by Mehmet KARACUKA & A.Nazif CATIK
  • 2012 Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach
    by George Adu & George Marbuah & Justice Tei Mensah & Prince Boakye Frimpong
  • 2012 Segmented Life-cycle Labor Markets – Portuguese Evidence
    by Ana Paula Martins
  • 2012 Optimal commodity asset allocation with a coherent market risk modeling
    by Al Janabi, Mazin A.M.
  • 2012 Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study
    by Kao, Lie-Jane & Wu, Po-Cheng & Lee, Cheng-Few
  • 2012 Wind energy in Egypt: Economic feasibility for Cairo
    by Hamouda, Yasmina Abdellatif
  • 2012 Measurement errors in a spatial context
    by Le Gallo, Julie & Fingleton, Bernard
  • 2012 Testing for asymmetric information in the viager market
    by Février, Philippe & Linnemer, Laurent & Visser, Michael
  • 2012 Does the quality of public-sponsored training programs matter? Evidence from bidding processes data
    by Galdo, Jose & Chong, Alberto
  • 2012 Testing conditional factor models
    by Ang, Andrew & Kristensen, Dennis
  • 2012 Systematic risk and the cross section of hedge fund returns
    by Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur
  • 2012 On the transmission of economic fluctuations from the USA to EU-15 (1960–2011)
    by Michaelides, Panayotis G. & Papageorgiou, Theofanis
  • 2012 Estimating behavioural heterogeneity under regime switching
    by Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan
  • 2012 Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix
    by Kourtis, Apostolos & Dotsis, George & Markellos, Raphael N.
  • 2012 Combining equilibrium, resampling, and analyst’s views in portfolio optimization
    by Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto
  • 2012 An improved estimation method and empirical properties of the probability of informed trading
    by Yan, Yuxing & Zhang, Shaojun
  • 2012 Credit rating dynamics in the presence of unknown structural breaks
    by Xing, Haipeng & Sun, Ning & Chen, Ying
  • 2012 High-frequency financial data modeling using Hawkes processes
    by Chavez-Demoulin, V. & McGill, J.A.
  • 2012 Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions
    by Kaeck, Andreas & Alexander, Carol
  • 2012 Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach
    by Lee, David & Li, Wai Keung & Wong, Tony Siu Tung
  • 2012 Gram–Charlier densities: Maximum likelihood versus the method of moments
    by Del Brio, Esther B. & Perote, Javier
  • 2012 Asymptotic consistency and inconsistency of the chain ladder
    by Pešta, Michal & Hudecová, Šárka
  • 2012 Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives
    by Ahčan, Aleš
  • 2012 Comparing predicted prices in auctions for online advertising
    by Bax, Eric & Kuratti, Anand & Mcafee, Preston & Romero, Julian
  • 2012 Program substitutability in network television: Evidence from Argentina
    by Carare, Octavian & Zentner, Alejandro
  • 2012 Economies of scale and scope in the Danish hospital sector prior to radical restructuring plans
    by Kristensen, Troels & Olsen, Kim Rose & Kilsmark, Jannie & Lauridsen, Jørgen T. & Pedersen, Kjeld Møller
  • 2012 Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis
    by Huang, Xin & Zhou, Hao & Zhu, Haibin
  • 2012 Robust estimation of covariance and its application to portfolio optimization
    by Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi
  • 2012 Economic growth and electricity consumption in former Soviet Republics
    by Bildirici, Melike E. & Kayıkçı, Fazıl
  • 2012 Estimation of elasticity price of electricity with incomplete information
    by Labandeira, Xavier & Labeaga, José M. & López-Otero, Xiral
  • 2012 An empirical study of direct rebound effect for passenger transport in urban China
    by Wang, H. & Zhou, P. & Zhou, D.Q.
  • 2012 A new country risk index for emerging markets: A stochastic dominance approach
    by Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas
  • 2012 Fractal market time
    by McCulloch, James
  • 2012 Semiparametric trending panel data models with cross-sectional dependence
    by Chen, Jia & Gao, Jiti & Li, Degui
  • 2012 Nonparametric estimation and inference about the overlap of two distributions
    by Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae
  • 2012 Local GMM estimation of time series models with conditional moment restrictions
    by Gospodinov, Nikolay & Otsu, Taisuke
  • 2012 CUE with many weak instruments and nearly singular design
    by Caner, Mehmet & Yıldız, Neşe
  • 2012 Efficient minimum distance estimation with multiple rates of convergence
    by Antoine, Bertille & Renault, Eric
  • 2012 GEL statistics under weak identification
    by Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J.
  • 2012 Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach
    by Peñaranda, Francisco & Sentana, Enrique
  • 2012 Inference regarding multiple structural changes in linear models with endogenous regressors
    by Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia
  • 2012 Regression towards the mode
    by Kemp, Gordon C.R. & Santos Silva, J.M.C.
  • 2012 Asymptotics for panel quantile regression models with individual effects
    by Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V.
  • 2012 Maximum likelihood estimation of stochastic frontier models by the Fourier transform
    by Tsionas, Efthymios G.
  • 2012 Estimation of semiparametric locally stationary diffusion models
    by Koo, Bonsoo & Linton, Oliver
  • 2012 A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model
    by Baltagi, Badi H. & Feng, Qu & Kao, Chihwa
  • 2012 Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data
    by Bartolucci, Francesco & Nigro, Valentina
  • 2012 Nonparametric trending regression with cross-sectional dependence
    by Robinson, Peter M.
  • 2012 Sieve estimation of panel data models with cross section dependence
    by Su, Liangjun & Jin, Sainan
  • 2012 Quantile treatment effects in the regression discontinuity design
    by Frandsen, Brigham R. & Frölich, Markus & Melly, Blaise
  • 2012 Semiparametric robust estimation of truncated and censored regression models
    by Čížek, Pavel
  • 2012 Identification and estimation of Gaussian affine term structure models
    by Hamilton, James D. & Wu, Jing Cynthia
  • 2012 Asymptotics of the principal components estimator of large factor models with weakly influential factors
    by Onatski, Alexei
  • 2012 Uniform confidence bands for functions estimated nonparametrically with instrumental variables
    by Horowitz, Joel L. & Lee, Sokbae
  • 2012 Bayesian estimation approaches to first-price auctions
    by Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.
  • 2012 Semiparametric GMM estimation of spatial autoregressive models
    by Su, Liangjun
  • 2012 Statistical inference on regression with spatial dependence
    by Robinson, Peter M. & Thawornkaiwong, Supachoke
  • 2012 Estimating semiparametric panel data models by marginal integration
    by Qian, Junhui & Wang, Le
  • 2012 Semiparametric inference in a GARCH-in-mean model
    by Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M.
  • 2012 Partial parametric estimation for nonstationary nonlinear regressions
    by Kim, Chang Sik & Kim, In-Moo
  • 2012 Functional regression of continuous state distributions
    by Park, Joon Y. & Qian, Junhui
  • 2012 Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
    by Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae
  • 2012 Tikhonov regularization for nonparametric instrumental variable estimators
    by Gagliardini, Patrick & Scaillet, Olivier
  • 2012 Likelihood estimation and inference in threshold regression
    by Yu, Ping
  • 2012 Testing for a unit root in a random coefficient panel data model
    by Westerlund, Joakim & Larsson, Rolf
  • 2012 On the least squares estimation of multiple-regime threshold autoregressive models
    by Li, Dong & Ling, Shiqing
  • 2012 Nonparametric spatial regression under near-epoch dependence
    by Jenish, Nazgul
  • 2012 Robust subsampling
    by Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio
  • 2012 Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration
    by Yu, Jihai & de Jong, Robert & Lee, Lung-fei
  • 2012 Probabilistic characterization of directional distances and their robust versions
    by Simar, Léopold & Vanhems, Anne
  • 2012 Semiparametric estimation of Markov decision processes with continuous state space
    by Srisuma, Sorawoot & Linton, Oliver
  • 2012 Local indirect least squares and average marginal effects in nonseparable structural systems
    by Schennach, Susanne & White, Halbert & Chalak, Karim
  • 2012 The validity of instruments revisited
    by Berkowitz, Daniel & Caner, Mehmet & Fang, Ying
  • 2012 A Poisson mixture model of discrete choice
    by Burda, Martin & Harding, Matthew & Hausman, Jerry
  • 2012 Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor
    by Zhang, Zhengyu & He, Xiaobo
  • 2012 Quantile regression estimation for discretely observed SDE models with compound Poisson jumps
    by Noh, Jungsik & Lee, Seung Y. & Lee, Sangyeol
  • 2012 Bayesian estimation of exchange rate regime choice with spatial effect
    by Zhang, Guoxiong
  • 2012 A simple method to visualize results in nonlinear regression models
    by Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F.
  • 2012 The spatial time lag in panel data models
    by Tao, Ji & Yu, Jihai
  • 2012 US banking efficiency, 1984–1995
    by Kutlu, Levent
  • 2012 Identification issues in some double-index models for non-negative data
    by Papadopoulos, Georgios & Santos Silva, J.M.C.
  • 2012 Short and long memory in stock returns data
    by Goddard, John & Onali, Enrico
  • 2012 A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models
    by Lin, Eric S. & Chou, Ta-Sheng
  • 2012 On the consistency of the LIML estimator of a spatial autoregressive model with many instruments
    by Liu, Xiaodong
  • 2012 Investigating finite sample properties of estimators for approximate factor models when N is small
    by Tanaka, Shinya & Kurozumi, Eiji
  • 2012 On the correlations of trend–cycle errors
    by Wada, Tatsuma
  • 2012 Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?
    by Hoogerheide, Lennart F. & Ardia, David & Corré, Nienke
  • 2012 Testing the functional constraints on parameters in regressions with variables of different frequency
    by Kvedaras, Virmantas & Zemlys, Vaidotas
  • 2012 Measuring business cycle comovements in Europe: Evidence from a dynamic factor model with time-varying parameters
    by Lee, Jim
  • 2012 The efficiency of the benchmark revisions to the current employment statistics (CES) data
    by Phillips, Keith R. & Nordlund, James
  • 2012 Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies
    by Shin, Dong Wan & Park, Sangun
  • 2012 A cautionary note on tests of overidentifying restrictions
    by Parente, Paulo M.D.C. & Santos Silva, J.M.C.
  • 2012 Marginal likelihood calculation for the Gelfand–Dey and Chib methods
    by Liu, Chun & Liu, Qing
  • 2012 On estimation of the CES production function—Revisited
    by Henningsen, Arne & Henningsen, Géraldine
  • 2012 Imposing local curvature in the QUAIDS
    by Chang, Dongfeng & Serletis, Apostolos
  • 2012 On general periodic time-varying bilinear processes
    by Bibi, Abdelouahab & Lescheb, Ines
  • 2012 Second order bias of quasi-MLE for covariance structure models
    by Prokhorov, Artem
  • 2012 On the origin of high persistence in GARCH-models
    by Krämer, Walter & Tameze, Baudouin & Christou, Konstantinos
  • 2012 On the use of robust regression in econometrics
    by Baldauf, Markus & Santos Silva, J.M.C.
  • 2012 Family background variables as instruments for education in income regressions: A Bayesian analysis
    by Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy
  • 2012 Common persistence in conditional variance: A reconsideration
    by Li, Chang-Shuai
  • 2012 What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration
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  • 2010 Heavy-tailed distributions in VaR calculations
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  • 2010 First-differencing in panel data models with incidental functions
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  • 2010 Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France
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  • 2010 Missing ordinal covariates with informative selection
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  • 2010 Local Maximum Likelihood Techniques with Categorical Data
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  • 2010 A quantitative analysis of olive oil market in Italy
    by Pampanini, Rossella & Marchini, Andrea & Diotallevi, Francesco
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  • 2010 The impact of the global economic crisis on non-oil operations of ports in Iran
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  • 2010 The utilization of copula in hidrology
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  • 2010 Linear regression using both temporally aggregated and temporally disaggregated data: Revisited
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  • 2010 Subset hypotheses testing and instrument exclusion in the linear IV regression
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  • 2010 Productivity Growth in Food Crop Production in Imo State, Nigeria
    by Onyenweaku, C.E & Nwachukwu, Ifeanyi N. & Opara, T.C.
  • 2010 Forecasting model of small scale industrial sector of West Bengal
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  • 2010 Computing and estimating information matrices of weak arma models
    by Boubacar Mainassara, Yacouba & Carbon, Michel & Francq, Christian
  • 2010 Biases in approximating log production
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  • 2010 A Statistical Test of City Growth: Location, Increasing Returns and Random Growth
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  • 2010 Parametric Estimation Of Technical And Scale Efficiencies In Italian Citrus Farming
    by Madau, Fabio A.
  • 2010 Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices
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  • 2010 Jump-Diffusion Calibration using Differential Evolution
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  • 2010 Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach
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  • 2010 Revealing the arcane: an introduction to the art of stochastic volatility models
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  • 2010 Models for Heavy-tailed Asset Returns
    by Borak, Szymon & Misiorek, Adam & Weron, Rafal
  • 2010 Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence
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  • 2010 Provision of an environmental output within a multi-output distance function approach
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  • 2010 Extreme Value Theory as a Theoretical Background for Power Law Behavior
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  • 2010 Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information
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  • 2010 Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments
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  • 2010 Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments
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  • 2010 Optimal predictions of powers of conditionally heteroskedastic processes
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  • 2010 On the best functions to describe city size distributions
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  • 2010 Mean, Median or Mode? A Striking Conclusion From Lottery Experiments
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  • 2010 Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia
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  • 2010 Exposure at Default Model for Contingent Credit Line
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  • 2010 On rank estimation in semidefinite matrices
    by Stephen G. Donald & Natércia Fortuna & Vladas Pipiras
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  • 2010 The impact of student loans on educational attainment: the case of a program at the pontifical catholic university of Peru
    by Luis García Núñez
  • 2010 Econometría de evaluación de impacto
    by Luis García Núñez
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    by Marcel Fafchamps & Margherita Comola
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    by Andrew Coleman & Özer Karagedikli
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    by Raimund Scheffler & Karl-Hans Hartwig & Robert Malina
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    by Kerly Krillo & Jaan Masso
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  • 2010 Efficient and robust estimation for financial returns: an approach based on q-entropy
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  • 2010 Identification through heteroskedasticity in a likelihood-based approach: some theoretical results
    by Emanuele BACCHIOCCHI
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  • 2010 Parameter estimation in nonlinear AR–GARCH models
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  • 2010 Quantile Treatment Effects in the Regression Discontinuity Design: Process Results and Gini Coefficient
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  • 2010 Inequality in Vietnamese Urban-Rural Living Standards, 1993-2006
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  • 2010 Inequality in Vietnamese Urban-Rural Living Standards, 1993-2006
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  • 2010 Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits
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  • 2010 Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits
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  • 2010 Treatment Evaluation in the Case of Interactions within Markets
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  • 2010 Differentiated social interactions in the US schooling race gap
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    by Monojit Chatterji & Homagni Choudhury
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    by Lennart Hoogerheide & Joern H. Block & Roy Thurik
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    by Ozer-Balli, Hatice & Sorensen, Bent E
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    by Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca
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    by Alejandro Gaviria Jaramillo & Santiago Téllez Alzate
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    by Frederick Van der Ploeg
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    by Francisco Peñaranda & Enrique Sentana
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    by Maral Kichian & Fabio Rumler & Paul Corrigan
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    by Dippold, Katrin & Hruschka, Harald
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    by Martina Grunow & Robert Nuscheler
  • 2010 Public and Private Health Insurance in Germany: The Ignored Risk Selection Problem
    by Martina Grunow & Robert Nuscheler
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    by Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin
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    by Degui Li & Jia Chen & Jiti Gao
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    by Yin Liao & Heather Anderson & Farshid Vahid
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    by Tim Bollerslev & Viktor Todorov
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    by Christos Ntantamis
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    by Christos Ntantamis
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    by Christos Ntantamis
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    by Christian M. Dahl & Emma M. Iglesias
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    by Dennis Kristensen
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    by Martin M. Andreasen
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    by Tim Bollerslev & Viktor Todorov
  • 2010 Non-linear DSGE Models and The Optimized Particle Filter
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    by Gheorghe BASANU & Victor TELEASA
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    by Albu, Lucian Liviu & Iorgulescu, Raluca & Stanica, Cristian
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    by Pavelescu, Florin Marius
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    by BĂLAN, Mariana & VASILE, Emilia
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    by José Aroudo Mota & Marcel Bursztyn & José Oswaldo Cândido Jr & Feruccio Bilich & Marcelo Teixeira da Silveira
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    by CARLOS GAMERO BURÓN
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    by Madior Fall & Laurent Piet & Muriel Roger
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    by Miroslav Klúcik & Jana Juriová
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    by Zuzana Iršová & Tomáš Havránek
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    by Ondřej Vojáček & Iva Pecáková
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    by Begu Liviu-Stelian & Teodorescu Irina-Teodora & Dimidov Ioana-Catalina & Istrate Ionut
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    by Roberto A. De Santis
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  • 2010 Tail Behavior of the Central European Stock Markets during the Financial Crisis
    by Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda
  • 2010 Credit Market Development and Economic Growth: An Empirical Analysis for Ireland
    by Adamopoulos Antonios
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    by Sýdýka Baþçý & Asad Zaman & Arzdar Kiracý
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    by Wassim Dbouk & Lawrence Kryzanowski
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    by Yeinni Andrea Patiño Moya & Gustavo Adolfo Gómez Flórez & Emma Osorio Medina
  • 2010 Desigualdad y leyes de potencia
    by Yalila Aljure Jiménez & Jorge Andrés Gallego
  • 2010 Innis Lecture: Inference on income distributions
    by Russell Davidson
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    by K. Batu Tunay
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    by Jens Mehrhoff
  • 2010 A Fuzzy Model To Estimate Romanian Underground Economy
    by Corina Maria ENE & Natalita HURDUC
  • 2010 The Measurement Of Service Quality In Municipalities By Servqual Analysis: A Case Study In Eskiåžehir Municipalities
    by Zeynep Filiz & Veysel Yilmaz & Ceren Yagızer
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    by Prof. Ph.D Nicolaie Giurgiteanu & Assoc. Prof. Ph.D Sorin Popa
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    by Joel Hinaunye Eita & Andre C. Jordaan
  • 2010 IV-Schätzung eines linearen Panelmodells mit anonymisierten Betriebs- und Unternehmensdaten
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  • 2010-06 Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach
    by Schreyögg, Jonas & Grabka, Markus M.
  • 2010, 3rd quarter update misclassification in binary variables
    by Christopher R. Bollinger
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    by Chang Seob Kim & Yoonmo Koo & Ie-jung Choi & Junhee Hong & Jongsu Lee
  • 2009 Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions
    by Rangan Gupta & Alain Kabundi
  • 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
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    by Magali Aubert & Véronique Meuriot
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    by Legal, Renaud
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    by Mert URAL & Erhan DEMİRELİ
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    by Olivier Ledoit & Sandrine Péché
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    by Hamerle, Alfred & Liebig, Thilo & Schropp, Hans-Jochen
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    by Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten
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    by Düllmann, Klaus & Erdelmeier, Martin
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    by Frahm, Gabriel & Memmel, Christoph
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    by Mehrhoff, Jens
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    by Knüppel, Malte
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    by Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron
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    by David E. Giles & Hui Feng
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  • 2009 Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates
    by Qian Chen & David E. Giles
  • 2009 Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates
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    by Ye Chen & Liangjun Su & Aman Ullah
  • 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.
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    by Oguz Atuk & Mustafa Utku Ozmen
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    by Arvid Raknerud & Øivind Skare
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    by Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo
  • 2009 Automated Likelihood Based Inference for Stochastic Volatility Models
    by Hans J. Skaug & Jun Yu
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    by Mark Cullen & Liran Einav & Amy Finkelstein
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    by Dmytro Boyarchuk & Liudmyla Kotusenko & Katarzyna Pietka-Kosinska & Roman Semko & Irina Sinitsina
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    by Bruna, Bruno & Damiano, Fiorillo
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    by Sonali Das & Rangan Gupta & Alain Kabundi
  • 2009 A Large Factor Model for Forecasting Macroeconomic Variables in South Africa
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  • 2008 Nonparametric estimation when income is reported in bands and at points
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  • 2008 On estimating the conditional expected shortfall
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  • 2008 Discrete time-series models when counts are unobservable
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  • 2008 On The dynamic of search, matching and productivity in New Zealand and Australia
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  • 2008 Anthropogenic Carbon Dioxide Emmision in Asia: Effect of Population, Affluence and Energy Effeciency
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  • 2008 Using sentiment to predict GDP growth and stock returns
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  • 2008 Factors Determining FDI to Nigeria: An Empirical Investigation
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  • 2008 Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach
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  • 2008 Hubungan Pembangunan Industri Pelancongan Dan Pertumbuhan Ekonomi Di Beberapa Negara Utama ASEAN
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  • 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?
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  • 2008 Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models
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  • 2008 Parameter estimation in nonlinear AR-GARCH models
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  • 2008 Challenges and Opportunities for Resource Rich Economies
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  • 2008 What Drives the NAIRU? Evidence from a Panel of OECD Countries
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  • 2008 Constrainted Optimization Approaches to Estimation of Structural Models
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  • 2008 Estimating Welfare in Insurance Markets Using Variation in Prices
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  • 2008 School Nutrition Programs and the Incidence of Childhood Obesity
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  • 2008 Nonparametric Identification and Estimation in a Generalized Roy Model
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  • 2008 Methodological overview of Rasch model and application in customer satisfaction survey data
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  • 2008 Household Wealth and Heterogeneous Impacts of a Market-Based Training Program: The Case of PROJOVEN in Peru
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  • 2008 Stochastic FDH/DEA estimators for Frontier Analysis
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  • 2008 Inconsistencies in Reported Employment Characteristics among Employed Stayers
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  • 2008 Inconsistencies in Reported Employment Characteristics among Employed Stayers
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  • 2008 Adding Rungs to the Exporting Ladder: Plant-Level Exporting Dynamics and Total Factor Productivity Growth
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  • 2008 Adding Rungs to the Exporting Ladder: Plant-Level Exporting Dynamics and Total Factor Productivity Growth
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  • 2008 Identification of Treatment Effects on the Treated with One-Sided Non-Compliance
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  • 2008 Identification of Treatment Effects on the Treated with One-Sided Non-Compliance
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  • 2008 Quantile Treatment Effects in the Regression Discontinuity Design
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  • 2008 Quantile Treatment Effects in the Regression Discontinuity Design
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  • 2008 Work-Life Balance Practices and the Gender Gap in Job Satisfaction in the UK: Evidence from Matched Employer-Employee Data
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  • 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.
  • 2008 Public Sector Pay Gap in France: New Evidence Using Panel Data
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  • 2008 Public Sector Pay Gap in France: New Evidence Using Panel Data
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  • 2008 Impact of Reforms on Plant-Level Productivity and Technical Efficiency: Evidence from the Indian Manufacturing Sector
    by Bhaumik, Sumon K. & Kumbhakar, Subal C.
  • 2008 Impact of Reforms on Plant-Level Productivity and Technical Efficiency: Evidence from the Indian Manufacturing Sector
    by Bhaumik, Sumon K. & Kumbhakar, Subal C.
  • 2008 Unconditional Quantile Treatment Effects under Endogeneity
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  • 2008 Unconditional Quantile Treatment Effects under Endogeneity
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  • 2008 Evaluating the German (New Keynesian) Phillips Curve
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  • 2008 A multiobjective approach using consistent rate curves to the calibration of a Gaussian Heath-Jarrow-Morton model
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  • 2008 Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions
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  • 2008 Determinantes de la Inversión en Paraguay
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  • 2008 Determinantes del Desempleo en Paraguay
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  • 2008 Socio-Economic Status, HIV/AIDS Knowledge and Stigma, and Sexual Behavior in India
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  • 2008 Initial Expectations in New Keynesian Models with Learning
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  • 2008 Regime Switching, Learning, and the Great Moderation
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  • 2008 Empirical Significance of Learning in a New Keynesian Model with Firm-Specific Capital
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  • 2008 Nonlinear Cointegration Analysis and the Environmental Kuznets Curve
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  • 2008 Estimation of nonparametric conditional moment models with possibly nonsmooth moments
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  • 2008 Identifying the returns to lying when the truth is unobserved
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  • 2008 Generalized nonparametric deconvolution with an application to earnings dynamics
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  • 2008 Realized portfolio selection in the euro area
    by Claudio Morana
  • 2008 Multiplicative Measurement Error and the Simulation Extrapolation Method
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  • 2008 Start me up: The effectiveness of a self-employment programme for needy unemployed people in Germany
    by Wolff, Joachim & Nivorozhkin, Anton
  • 2008 The effect of unemployment benefit II sanctions on reservation wages
    by Schneider, Julia
  • 2008 Contracting out placement services in Germany : is assignment to private providers effective for needy job-seekers?
    by Bernhard, Sarah & Wolff, Joachim
  • 2008 Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models
    by Nikolaus Hautsch & Vahidin Jeleskovic
  • 2008 Measuring and Modeling Risk Using High-Frequency Data
    by Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch
  • 2008 Numerics of Implied Binomial Trees
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  • 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models
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  • 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
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  • 2008 Independent Component Analysis Via Copula Techniques
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  • 2008 Adaptive pointwise estimation in time-inhomogeneous time-series models
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  • 2008 On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models
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  • 2008 Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence
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  • 2008 Predicting Stock Market Returns by Combining Forecasts
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  • 2008 Property Prices and Exposure to Multiple Noise Sources: Hedonic Regression with Road and Railway Noise
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  • 2008 Hospitalers omkostninger, struktur og effektivitet. En undersøgelse af stordrifts- og samdriftsfordele i det danske sygehusvæsen
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  • 2008 Monetary Policy Regimes and the Volatility of Long-Term Interest Rates
    by Queijo von Heideken, Virginia
  • 2008 Proxying ability by family background in returns to schooling estimations is generally a bad idea
    by Mellander, Erik & Sandgren-Massih, Sofia
  • 2008 Metropolis-Hastings prefetching algorithms
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  • 2008 Fourth order pseudo maximum likelihood methods
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  • 2008 Testing for a Deterministic Trend when there is Evidence of Unit-Root
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  • 2008 Little’s Law and Business Entropy
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  • 2008 What is Business Entropy
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  • 2008 Uma análise do capital humano sobre o nível de renda dos estados brasileiros: MRW versus Mincer
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  • 2008 Valuation of Convexity Related Derivatives
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  • 2008 Matching and Labour Market Efficiency across Space and through EU accession: Evidence from Latvia, Estonia and Slovenia
    by Jekaterina Dmitrijeva
  • 2008 Does Unemployed Training Increase Individual Employability? Evidence from Latvian Microdata
    by Jekaterina Dmitrijeva
  • 2008 Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices
    by Christian De Peretti & Carole Siani
  • 2008 Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal
    by Christian De Peretti & Carole Siani
  • 2008 Parameter Estimation in Nonlinear AR-GARCH Models
    by Mika Meitz & Pentti Saikkonen
  • 2008 Range-based covariance estimation using high-frequency data: The realized co-range
    by Bannouh, K. & van Dijk, D.J.C. & Martens, M.P.E.
  • 2008 La demanda por importaciones y exportaciones: evidencia de cointegración para México, 1991-2005
    by Rodolfo Cermeño & Huver Rivera
  • 2008 Federal Funds Rate Stationarity: New Evidence
    by Frédérique BEC, Charbel BASSIL
  • 2008 Efficiency of the poverty reduction programs: decomposition of the dynamics and structure of Russian poverty
    by Arzhenovskiy Sergey & Nivorozhkina Ludmila
  • 2008 Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments
    by Chen, Xiaohong & Pouzo, Demian
  • 2008 Large Bayesian VARs
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  • 2008 A New Hausmann Type Test to Detect the Presence of Influential Outliers
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  • 2008 Les spams boursiers : Etude empirique sur le marché des penny stocks
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  • 2008 The effects of economic freedom components on economic growth: an analysis with a threshold model
    by Rami Abdelkafi & Hatem Derbel
  • 2008 Une décomposition de l'effet de la liberté économique sur la croissance dans les pays en développement
    by Rami Abdelkafi & Hatem Derbel
  • 2008 Publication Selection Bias in Minimum-Wage Research? A Meta-Regression Analysis
    by Hristos Doucouliagos & T.D. Stanley
  • 2008 Support Vector Machines (SVM) as a Technique for Solvency Analysis
    by Laura Auria & Rouslan A. Moro
  • 2008 Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach
    by Jonas Schreyögg & Markus M. Grabka
  • 2008 Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach
    by Jonas Schreyögg & Markus M. Grabka
  • 2008 Spline Smoothing over Difficult Regions
    by Siem Jan Koopman & Soon Yip Wong
  • 2008 Complex Evolutionary Systems in Behavioral Finance
    by Cars Hommes & Florian Wagener
  • 2008 Likelihood Functions for State Space Models with Diffuse Initial Conditions
    by Marc K. Francke & Siem Jan Koopman & Aart de Vos
  • 2008 A Comparison of Two Averaging Techniques with an Application to Growth Empirics
    by Magnus, J.R. & Powell, O.R. & Prüfer, P.
  • 2008 Semiparametric Robust Estimation of Truncated and Censored Regression Models
    by Cizek, P.
  • 2008 The Shorth Plot
    by Einmahl, J.H.J. & Gantner, M. & Sawitzki, G.
  • 2008 Adding Rungs to the Exporting Ladder: Plant-Level Exporting Dynamics and Total Factor Productivity Growth
    by Alexandru Voicu
  • 2008 GARCH (1,1) Models with Exogenously-Driven Volatility: Structure and Estimation
    by Zakoïan, Jean-Michel & Regnard, Nazim
  • 2008 Optimal Bandwidth Choice for Interval Estimation in GMM Regression
    by Yixiao Sun & Peter C.B. Phillips
  • 2008 Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood
    by Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang
  • 2008 Nonlinearity and Temporal Dependence
    by Xiaohong Chen & Lars P. Hansen & Marine Carrasco
  • 2008 Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
    by Xiaohong Chen & Demian Pouzo
  • 2008 Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals
    by Xiaohong Chen & Demian Pouzo
  • 2008 Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments
    by Xiaohong Chen & Demian Pouzo
  • 2008 Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels
    by Nikolay Gospodinov & Masayuki Hirukawa
  • 2008 Local GMM Estimation of Time Series Models with Conditional Moment Restrictions
    by Nikolay Gospodinov & Taisuke Otsu
  • 2008 Asymptotic properties of the Bernstein density copula for dependent data
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  • 2008 La volatilidad de la tasa de interés a corto plazo: Un ejercicio para la economía Colombiana, 2001-2006
    by Juan Carlos Botero Ramírez & Andrés Ramírez Hassan
  • 2008 Determinantes de la deserción universitaria en la Facultad de Economía Universidad del Rosario
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  • 2008 The Econometrics Of Mean-Variance Efficiency Tests: A Survey
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  • 2008 A Comparison Of Mean-Variance Efficiency Tests
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  • 2008 Efficiency in Large Dynamic Panel Models with Common Factor
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  • 2008 Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias
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  • 2008 Sequential Estimation of Structural Models with a Fixed Point Constraint
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  • 2008 Forecasting Euro Area Real GDP: Optimal Pooling of Information
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  • 2008 GM Estimation of Higher Order Spatial Autoregressive Processes in Panel Data Error Component Models
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  • 2008 On The Cyclicality of Real Wages and Wage Differentials
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  • 2008 A New Procedure to Test for H Self-Similarity
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  • 2008 The Empirical Properties of Some Popular Estimators of Long Memory Processes
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  • 2008 A note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution
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  • 2008 Copula-Based Nonlinear Quantile Autoregression
    by Xiaohong Chen & Roger Koenker & Zhijie Xiao
  • 2008 A Macroeconomic Model of the Term Structure of Interest Rates in Mexico
    by Josué Fernando Cortés Espada & Manuel Ramos Francia
  • 2008 An Affine Model of the Term Structure of Interest Rates in Mexico
    by Josué Fernando Cortés Espada & Manuel Ramos Francia
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  • 2008 Bayesian Methods in Econometrics
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  • 2008 On Estimation of Volatility of Financial Time Series for Pricing Derivatives
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    by NÚÑEZ MORA, J. Antonio & SEGUNDO VALDÉS, Alejandro & DE LA CRUZ GALLEGOS, J. Luis
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    by Falak Sher & Eatzaz Ahmad
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    by Muhammad Arshad Khan & Abdul Qayyum
  • 2008 The Determinants of Capital Structure of the Chemical Industry in Pakistan
    by Muhammad Rafiq & Asif Iqbal & Muhammad Atiq
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  • 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
  • 2008 The role of “leads” in the dynamic OLS estimation of cointegrating regression models
    by Hayakawa, Kazuhiko & Kurozumi, Eiji
  • 2008 The Devil is in the Detail: Hints for Practical Optimisation
    by Christensen, T.M. & Hurn, A.S. & Lindsay, K.A.
  • 2008 The Implicit Weighting of GMM Estimators
    by Jan Víšek
  • 2008 Extremum Estimation when the Predictors are Estimated from Large Panels
    by Jushan Bai & Serena Ng
  • 2008 Factores determinantes de la utilización de instrumentos públicos para la gestión del riesgo en la industria vitivinícola chilena: un modelo logit bin
    by Lobos, Germán & Viviani, Jean-Laurent
  • 2008 Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia
    by Sergio Botero Botero & Jovan Alfonso Cano Cano
  • 2008 Minimum distance estimation of the spatial panel autoregressive model
    by Théophile Azomahou
  • 2007 Consistency Properties of a Simulation-Based Estimator for Dynamic Processes
    by Manuel Santos
  • 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 General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaced by DP 2007-65)
    by Cizek, P.
  • 2007 Statistique appliquée à la Gestion (8e éd.)
    by Giard, Vincent
  • 2007 Information Asymmetry in the French Market around Crises
    by Bellalah, Mondher & Aboura, Sofiane
  • 2007 The Choice of Estimation Method and Its Effect on Efficiency Measurement in Public Education: Stochastic Frontier Regression vs. Data Envelopment Analysis
    by Susanne Rassouli-Currier
  • 2007 Shariah,Economics And The Progress Of Islamic Finance: The Role Of Shariah Experts
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  • 2007 An Ardl Model Of Tourism Demand For Malaysia
    by Norlida Hanim Salleh
  • 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 The Returns to Pencil Use Revisited
    by Spitz-Oener, Alexandra
  • 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.
  • 2007 Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
    by Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.
  • 2007 Is entrepreneurial success predictable? An ex-ante analysis of the character-based approach
    by Caliendo, Marco & Kritikos, Alexander S.
  • 2007 Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance
    by Herwartz, Helmut & Golosnoy, Vasyl
  • 2007 Modelling dynamic portfolio risk using risk drivers of elliptical processes
    by Schmidt, Rafael & Schmieder, Christian
  • 2007 A note on the coefficient of determination in regression models with infinite-variance variables
    by Loretan, Michael Stanislaus & Kurz-Kim, Jeong-Ryeol
  • 2007 Cross-section data, disequilibrium situations and estimated coefficients: evidence from car ownership demand
    by Anna Matas & Josep-Lluis Raymond
  • 2007 Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments
    by Danny Campbell & W. George Hutchinson & Riccardo Scarpa
  • 2007 Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments
    by Danny Campbell & W. George Hutchinson & Riccardo Scarpa
  • 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
  • 2007 On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty
    by Judith A. Clarke
  • 2007 Forecasting Implied Volatility Surfaces
    by Francesco Audrino & Dominik Colagelo
  • 2007 A Note on the Relation of Weighting and Matching Estimators
    by Michael Lechner
  • 2007 Regression discontinuity design with covariates
    by Markus Frölich
  • 2007 A general multivariate threshold GARCH model with dynamic conditional correlations
    by Francesco Audrino & Fabio Trojani
  • 2007 Splines for Financial Volatility
    by Francesco Audrino & Peter Bühlmann
  • 2007 Realized Correlation Tick-by-Tick
    by Fulvio Corsi & Francesco Audrino
  • 2007 On the impact of fundamentals, liquidity and coordination on market stability
    by Francisco Peñaranda & Jón Daníelsson
  • 2007 Are Firms That Received R&D Subsidies More Innovative?
    by Mohnen, Pierre & Bérubé, Charles
  • 2007 Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error
    by J. Isaac Miller
  • 2007 An Information Theoretic Approach to Flexible Stochastic Frontier Models
    by Douglas Miller
  • 2007 Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior
    by Victor Aguirregabiria
  • 2007 Estimating DSGE Models under Partial Information
    by Paul Levine & Joseph Pearlman & George Perendia
  • 2007 Forecasting key macroeconomic variables from a large number of predictors: A state space approach
    by Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen
  • 2007 A Method for Improved Capital Measurement by Combining Accounts and Firm Investment Data. A revised version
    by Arvid Raknerud & Dag Rønningen & Terje Skjerpen
  • 2007 Does the interaction between shocks and institutions solve the OECD unemployment puzzle ? A theoretical and empirical appraisal
    by Noé N'Semi & Aurélien Gaimon & Maël Theulière & Vincent Lapegue & Frédéric Reynès & Paola Veroni
  • 2007 An Orthogonal Polynomial Approach to Estimate the Term Structure of Interest Rates
    by Hans-Jürg Büttler
  • 2007 Automated Likelihood Based Inference for Stochastic Volatility Models
    by Hans J. Skaug & Jun Yu
  • 2007 Automated Likelihood Based Inference for Stochastic Volatility Models
    by Jun Yu
  • 2007 Instrumental Variable Quantile Estimation of Spatial Autoregressive Models
    by Zhenlin Yang & Liangjun Su
  • 2007 GLS Bias Correction for Low Order ARMA models
    by Patrick Richard
  • 2007 Estimating DSGE Models under Partial Information
    by Paul Levine & Joseph Pearlman & George Perendia
  • 2007 Cost and Technical Efficiency of German Hospitals – A Stochastic Frontier Analysis
    by Annika Frohloff
  • 2007 Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks
    by Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana
  • 2007 On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models
    by Gabriele Fiorentini & Enrique Sentana
  • 2007 Forecasting Large Datasets with Reduced Rank Multivariate Models
    by Andrea Carriero & George Kapetanios & Massimiliano Marcellino
  • 2007 Boosting Estimation of RBF Neural Networks for Dependent Data
    by George Kapetanios & Andrew P. Blake
  • 2007 Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence
    by George Kapetanios & Zacharias Psaradakis
  • 2007 Nonparametric Identification and Estimation of Multivariate Mixtures
    by Hiroyuki Kasahara & Katsumi Shimotsu
  • 2007 Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test
    by Yu Ren & Katsumi Shimotsu
  • 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
  • 2007 On the distribution of the adaptive LASSO estimator
    by Pötscher, Benedikt M. & Schneider, Ulrike
  • 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
  • 2007 Tendencies in the Romania's Regional Economic Development during the Period 1991-2004
    by Andrei, Tudorel & Iacob, Andreea Iluzia & Vlad, Liviu Bogdan
  • 2007 In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback
    by Razzak, W A
  • 2007 Is The Sample Coefficient Of Variation A Good Estimator For The Population Coefficient Of Variation?
    by Mahmoudvand, Rahim & Hassani, Hossein & Wilson, Rob
  • 2007 Regional consumption inequalities in Jordan: Empirical study
    by Shahateet, Mohammed & Al-Tayyeb, Saud
  • 2007 Inference for stochastic volatility model using time change transformations
    by Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros
  • 2007 Likelihood-based inference for correlated diffusions
    by Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O.
  • 2007 On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding
    by Pötscher, Benedikt M. & Leeb, Hannes
  • 2007 GMM Estimation of the Number of Latent Factors
    by Perez, Marcos & Ahn, Seung Chan
  • 2007 Least squares estimation of joint production functions by the Differential Evolution method of global optimization
    by Mishra, SK
  • 2007 A note on least squares fitting of signal waveforms
    by Mishra, SK
  • 2007 Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves
    by Mishra, SK
  • 2007 The pronouncements of paranoid politicians
    by Guido, Cataife
  • 2007 A model to estimate informal economy at regional level: Theoretical and empirical investigation
    by Albu, Lucian-Liviu
  • 2007 Reconsidering the logit: the risk of individual names
    by Zoltan, Varsanyi
  • 2007 Estimation of the Equilibrium Interest Rate: Case of CFA zone
    by Dramani, Latif & Laye, Oumy
  • 2007 Deterministic and stochastic trends in the time series models: A guide for the applied economist
    by Rao, B. Bhaskara
  • 2007 An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model
    by Vitek, Francis
  • 2007 Modèls Garch à la mémoire longue: application aux taux de change tunisiens
    by Lahiani, Amine & Yousfi, Ouidad
  • 2007 Testing for a common latent variable in a linear regression
    by Wittenberg, Martin
  • 2007 SEIA: Una mirada alternativa de la inversión
    by Idrovo Aguirre, Byron
  • 2007 The competitive advantage in The Middle East. An empirical approach
    by Scorbureanu, Alexandrina Ioana
  • 2007 Параллельное Программирование В Matlab М Его Приложения
    by Olenev, H.H. & Pechenkin, R.V. & Chernecov, A.M.
  • 2007 Algorithm of arithmetical operations with fuzzy numerical data
    by Bocharnikov, Victor & Sveshnikov, Sergey
  • 2007 Contextual algorithm for decision of fuzzy estimation problems with network-like structure of criteria on the basis of fuzzy measures Sugeno
    by Sveshnikov, Sergey & Bocharnikov, Victor
  • 2007 ¿Son las escuelas particulares subvencionadas mejores que las municipales? Estimación de la ecuación de logro escolar para Chile
    by Idrovo Aguirre, Byron
  • 2007 Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan
    by Faheem Jehangir Khan & Yaser Javed
  • 2007 A Note on Leisure Inequality in the US: 1965-2003
    by Almudena Sevilla Sanz & Jose Ignacio GImenez Nadal
  • 2007 Crowding Out or Complementarity in the Telecommunications Market?
    by Ricardo Ribeiro & João Vareda
  • 2007 A New Approach to Drawing States in State Space Models
    by William J. McCausland & Shirley Miller & Denis Pelletier
  • 2007 The Welfare Cost of Asymmetric Information: Evidence from the U.K. Annuity Market
    by Liran Einav & Amy Finkelstein & Paul Schrimpf
  • 2007 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
    by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev
  • 2007 Cointegration and Consumption Risks in Asset Returns
    by Ravi Bansal & Robert Dittmar & Dana Kiku
  • 2007 Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
    by Xavier Gabaix & Rustam Ibragimov
  • 2007 Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
    by Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev
  • 2007 Risk and Predictability of Singapore’s Direct Residential Real Estate Market
    by Qin Xiao & Weihong Huang
  • 2007 Properties and Estimation of Asymmetric Exponential Power Distribution
    by ZHU, Dongming & ZINDE-WALSH, Victoria
  • 2007 Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models
    by Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle
  • 2007 An Assessment of Alternative State Space Models for Count Time Series
    by Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin
  • 2007 Hierarchical forecasts for Australian domestic tourism
    by George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman
  • 2007 Semiparametric estimation of the dependence parameter of the error terms in multivariate regression
    by Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle
  • 2007 Which is the best model for the US inflation rate : a structural changes model or a long memory
    by Lanouar Charfeddine & Dominique Guégan
  • 2007 The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance
    by Davide Ferrari & Sandra Paterlini
  • 2007 Money and Monetary Policy in DSGE Models
    by Arnab Bhattacharjee & Christoph Thoenissen
  • 2007 Explaining the gaps in labour productivity in some developed countries
    by Weshah Razzak
  • 2007 Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets
    by Mathias Drehmann & Steffen Sorensen & Marco Stringa
  • 2007 Ordinary Least Squares Bias and Bias Corrections for iid Samples
    by Lonnie Magee
  • 2007 Ordinary Least Squares Bias and Bias Corrections for iid Samples
    by Lonnie Magee
  • 2007 Properties And Estimation Of Asymmetric Exponential Power Distribution
    by Victoria Zinde-Walsh & Dongming Zhu
  • 2007 Copula-Based Tests for Cross-Sectional Independence in Panel Models
    by Hong-Ming Huang & Chihwa Kao & Giovanni Urga
  • 2007 Testing for Instability in Factor Structure of Yield Curves
    by Dennis Philip & Chihwa Kao & Giovanni Urga
  • 2007 Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend
    by Chihwa Kao & Lorenzo Trapani & Giovanni Urga
  • 2007 Panel Cointegration with Global Stochastic Trends
    by Jushan Bai & Chihwa Kao & Serena Ng
  • 2007 Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions
    by Alain Guay & Florian Pelgrin
  • 2007 Nonparametric Density Estimation for Multivariate Bounded Data
    by Taoufik Bouezmarni & Jeroen V.K. Rombouts
  • 2007 Semiparametric Multivariate Density Estimation for Positive Data Using Copulas
    by Taoufik Bouezmarni & Jeroen V.K. Rombouts
  • 2007 Total factor productivity estimation: A practical review
    by Ilke Van Beveren
  • 2007 Bounding ATE with ITT
    by Ito, Seiro
  • 2007 The NAFTA Tide: Lifting the Larger and Better Boats
    by Calderón-Madrid, Angel & Voicu, Alexandru
  • 2007 The NAFTA Tide: Lifting the Larger and Better Boats
    by Angel Calderon-Madrid & Alexandru Voicu
  • 2007 Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data
    by Jose Galdo & Jeffrey Smith & Dan Black
  • 2007 Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data
    by Galdo, Jose C. & Smith, Jeffrey A. & Black, Dan A.
  • 2007 Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators
    by Wiji Arulampalam & Mark B. Stewart
  • 2007 Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators
    by Arulampalam, Wiji & Stewart, Mark
  • 2007 Regression Discontinuity Design with Covariates
    by Markus Frölich
  • 2007 Regression Discontinuity Design with Covariates
    by Frölich, Markus
  • 2007 The Returns to Pencil Use Revisited
    by Spitz-Oener, Alexandra
  • 2007 The Returns to Pencil Use Revisited
    by Alexandra Spitz-Oener
  • 2007 A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function
    by Christev, Atanas & Featherstone, Allen
  • 2007 A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function
    by Atanas Christev & Allen Featherstone
  • 2007 Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach
    by Marco Caliendo & Alexander S. Kritikos
  • 2007 Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach
    by Caliendo, Marco & Kritikos, Alexander S.
  • 2007 New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work
    by Fitzenberger, Bernd & Wilke, Ralf
  • 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
  • 2007 The Part-Time Wage Penalty in European Countries: How Large Is It for Men?
    by Síle O’Dorchai & Robert Plasman & François Rycx
  • 2007 The Part-Time Wage Penalty in European Countries: How Large Is It for Men?
    by O'Dorchai, Síle & Plasman, Robert & Rycx, Francois
  • 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
  • 2007 Unconditional quantile treatment effects under endogeneity
    by Markus Frölich & Blaise Melly
  • 2007 Estimating average marginal effects in nonseparable structural systems
    by Susanne Schennach & Halbert White & Karim Chalak
  • 2007 Maximal uniform convergence rates in parametric estimation problems
    by Walter Beckert & Daniel McFadden
  • 2007 Regression discontinuity design with covariates
    by Markus Frölich
  • 2007 Instrumental variable estimation with heteroskedasticity and many instruments
    by Jerry Hausman & Whitney Newey & Tiemen Woutersen & John Chao & Norman Swanson
  • 2007 The weak instrument problem of the system GMM estimator in dynamic panel data models
    by Maurice Bun & Frank Windmeijer
  • 2007 To Bind or Not to Bind Collectively? Decomposition of Bargained Wage Differences Using Counterfactual Distributions
    by Wolf Dieter Heinbach & Markus Spindler
  • 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
  • 2007 Does short-term training activate means-tested unemployment benefit recipients in Germany?
    by Wolff, Joachim & Jozwiak, Eva
  • 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
  • 2007 Enhanced routines for instrumental variables/GMM estimation and testing
    by Christopher F Baum & Mark E. Schaffer & Steven Stillman
  • 2007 Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs
    by Volodymyr Perederiy
  • 2007 Estimation with the Nested Logit Model: Specifications and Software Particularities
    by Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt
  • 2007 To Bind or Not to Bind Collectively? Decomposition of Bargained Wage Differences Using Counterfactual Distributions
    by Wolf Dieter Heinbach & Markus Spindler
  • 2007 Assessing Bond Market Integration in Asia
    by Ip-wing Yu & Laurence Fung & Chi-sang Tam
  • 2007 Assessing Financial Market Integration In Asia - Equity Markets
    by Ip-wing Yu & Laurence Fung & Chi-sang Tam
  • 2007 Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)
    by Carling, Kenneth & Alam, Moudud
  • 2007 A Convolution Estimator for the Density of Nonlinear Regression Observations
    by Støve, Bård & Tjøstheim, Dag
  • 2007 Some new bivariate IG and NIG-distributions for modelling covariate nancial returns
    by Lillestøl, Jostein
  • 2007 Spurious Instrumental Variables
    by Daniel Ventosa-Santaularia
  • 2007 Os efeitos do câmbio e juros na balança comercial paranaense
    by Luciano Nakabashi & Marcio José Vargas da Cruz
  • 2007 Efeitos do câmbio e juros sobre as exportações da indústria brasileira
    by Luciano Nakabashi & Marcio José Vargas da Cruz & Fábio Dória Scatolin
  • 2007 Working Paper 10-07 - Foreign trade in Modtrim
    by Bart De Ketelbutter & Ludovic Dobbelaere & Filip Vanhorebeek
  • 2007 How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing
    by Karl H. Schlag
  • 2007 Entry into motherhood: The effect of wages
    by Ariza, Alfredo & Ugidos Olazabal, Arantza
  • 2007 Efficient estimation of the semiparametric spatial autoregressive model
    by Peter M. Robinson
  • 2007 Income distribution and inequality
    by Frank Cowell
  • 2007 Distributional orderings: an approach with seven flavours
    by Yoram Amiel & Frank Cowell & Wulf Gaertner
  • 2007 Development and Validation of Credit-Scoring Models
    by Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik
  • 2007 Instrumental Variable Quantile Estimation of Spatial Autoregressive Models
    by Liangjun Su & Zhenlin Yang
  • 2007 Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan
    by Faheem Jehangir Khan & Yaser Javed
  • 2007 Is Entrepreneurial Success Predictable?: An Ex-ante Analysis of the Character-Based Approach
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    by Heiko Peters
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    by Kristof De Witte & Elbert Dijkgraaf
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    by Cizek, P.
  • 2007 Efficient Robust Estimation of Regression Models (Revision of DP 2006-08)
    by Cizek, P.
  • 2007 Asymptotics for the Hirsch Index
    by Beirlant, J. & Einmahl, J.H.J.
  • 2007 A Method of Moments Estimator of Tail Dependence
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    by Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M.
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    by Cizek, P.
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    by Cizek, P. & Haerdle, W. & Spokoiny, V.
  • 2007 Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models
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    by Broadie, Mark & Chernov, Mikhail & Johannes, Michael
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    by BAUWENS, Luc & GALLI, Fausto
  • 2007 Indirect estimation of elliptical stable distributions
    by LOMBARDI, Marco & VEREDAS, David
  • 2007 Cointegration Vector Estimation By Dols For A Three-Dimensional Panel
    by Luis Fernando Melo & John Jairo León & Dagoberto Saboya
  • 2007 On The Efficiency And Consistency Of Likelihood Estimation In Multivariate Conditionally Heteroskedastic Dynamic Regression Models
    by Enrique Sentana & Gabriele Fiorentini
  • 2007 A Specification Test For Nonparametric Instrumental Variable Regression
    by Patrick Gagliardini & Olivier Scaillet
  • 2007 Efficient Estimation of the SemiparametricSpatial Autoregressive Model
    by Peter M Robinson
  • 2007 Income Distribution and Inequality
    by Frank A Cowell
  • 2007 Distributional Orderings: An Approach with Seven Flavours
    by Yoram Amiel & Frank A Cowell & Wulf Gaertner
  • 2007 Human Capital and Economic Growth: Pakistan, 1960-2003
    by Abbas, Qaisar & Foreman-Peck, James
  • 2007 Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison
    by Theodoridis, Konstantinos
  • 2007 Identification and Estimation in an Incoherent Model of Contagion
    by Massacci, D.
  • 2007 The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
    by Maurice J.G. Bun & Frank Windmeijer
  • 2007 Micro versus Macro Cointegration in Heterogeneous Panels
    by Lorenzo Trapani & Giovanni Urga
  • 2007 Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends
    by Chihwa Kao & Lorenzo Trapani & Giovanni Urga
  • 2007 An Extended Class of Instrumental Variables for the Estimation of Causal Effects
    by Karim Chalak & Halbert White
  • 2007 Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems
    by Susanne Schennach & Halbert White & Karim Chalak
  • 2007 Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved
    by Yingyao Hu & Arthur Lewbel
  • 2007 Enhanced routines for instrumental variables/GMM estimation and testing
    by Christopher F Baum & Mark E. Schaffer & Steven Stillman
  • 2007 Les méthodes micro-économétriques d’évaluation
    by Fougère, D.
  • 2007 Multipower Variation Under Market Microstructure Effects
    by Carla Ysusi
  • 2007 Money Demand in an Open Economy: The Case of Argentina 1993-2006
    by Marisol Rodríguez Chatruc
  • 2007 Do the World Trade Organization and the Generalized System of Preferences foster bilateral trade?
    by Bernhard Herz & Marco Wagner
  • 2007 On the Solution of Stochastic Input Output-Models
    by Hartmut Kogelschatz
  • 2007 Spatial Persistence of Demographic Shocks and Economic Growth
    by Théophile Azomahou & Claude Diebolt & Tapas Mishra
  • 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
  • 2007 Power variation for Gaussian processes with stationary increments
    by Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij
  • 2007 Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps
    by Mark Podolskij & Mathias Vetter
  • 2007 Structural estimation of jump-diffusion processes in macroeconomics
    by Olaf Posch
  • 2007 Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks
    by Viktor Todorov & Tim Bollerslev
  • 2007 Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models
    by Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.
  • 2007 Self-Employment in Chile, long run trends and education and age structures changes
    by Esteban Puentes & Dante Contreras & Claudia Sanhueza
  • 2007 An Asymptotic Estimation of the Coefficients of the Stochastic Volatility Model
    by Lisok, Helen & Kritskiy, Oleg
  • 2007 Econometric Estimation of Credit Rating Transition Matrices
    by Chizhova, Anna
  • 2007 Assessment of Multivariate Financial Risks of a Stock Share Portfolio
    by Kritski, Oleg & Ulyanova, Marina
  • 2007 Calculation of Stationary Random Sequences Extreme Values Characteristics and their Application to Determination of the Volatility of Russian and Foreign Financial Indices and Estimation of the Investment Risk
    by Stikhova , Olga
  • 2007 The Generalized Method of Moments
    by Slutskin, Lev
  • 2007 Testing for Heteroskedasticity on the Bucharest Stock Exchange
    by Radu Lupu & Iulia Lupu
  • 2007 Thinking about instrumental variables (in Russian)
    by Christopher A. Sims
  • 2007 Foreign Aid-Blessing or Curse: Evidence from Pakistan
    by Muhammad Arshad Khan & Ayaz Ahmed
  • 2007 Turkiye'de Calisan Kadinlarin Cocuk Bakim Tercihleri
    by Hulya KAKICI & Asst. Prof. Hamdi EMEC & Prof.Dr.Senay UCDOGRUK
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    by Anup Kumar Bhandari & Pradip Maiti
  • 2007 Comparación de Ponderaciones en Regresiones Probit Simultáneas en un Modelo para la Estimación de la Participación Laboral
    by Verónica Herrero & Mónica Bocco
  • 2007 Satisfacción laboral y tipo de contrato en España
    by Carlos Gamero Burón
  • 2007 Seasonally and Fractionally Differenced Time Series
    by Katayama, Naoya
  • 2007 La ley de Okun: una relectura para México, 1970-2004
    by Eduardo Loría & Manuel G. Ramos.
  • 2007 A Perspective on Unit Root and Cointegration in Applied Macroeconomics
    by W A Razzak
  • 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.
  • 2007 Inflation and Economic Growth in Kuwait: 1985-2005. Evidence from Co-Integration and Error Correction Model
    by Saaed, A.A.J.
  • 2007 Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange
    by Svetlozar T. Rachev & Chufang Wu & Frank J. Fabozzi
  • 2007 Nairu en zone heureuse
    by Jean-Daniel Guigou
  • 2007 Clusters – Characteristics and Structure
    by Nedko Mintchev
  • 2007 Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal?
    by Agostinho S. Rosa
  • 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
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    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 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
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    by Amil Petrin & Kenneth Train
  • 2006 Efficient Robust Estimation of Regression Models (Replaced by DP 2007-87)
    by Cizek, P.
  • 2006 Political Instability and the August 1998 Ruble Crisis
    by Fic, Tatiana & Saqib, Omar Farooq
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    by Ebru ÇAĞLAYAN
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    by Kılıç SÜLEYMAN BİLGİN & Mehmet Fatih CİN & Kenan LOPCU
  • 2006 Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from?
    by Olivier Roodenburg & Ard H.J. den Reijer
  • 2006 Resampling vs. Shrinkage for Benchmarked Managers
    by Michael Wolf
  • 2006 Long memory with Markov-Switching GARCH
    by Krämer, Walter
  • 2006 Portfolio optimization when risk factors are conditionally varying and heavy tailed
    by Doganoglu, Toker & Hartz, Christoph & Mittnik, Stefan
  • 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
  • 2006 The Effect of Trade Liberalization in South-Eastern European Countries
    by Joze P. Damijan & José de Sousa & Olivier Lamotte
  • 2006 Output fluctuations persistence: Do cyclical shocks matter?
    by Silvestro Di Sanzo
  • 2006 Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices
    by Hiroyuki Kasahara & Katsumi Shimotsu
  • 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models
    by Hiroyuki Kasahara & Katsumi Shimotsu
  • 2006 Statistical Treatment Choice: An Application to Active Labour Market Programmes
    by Markus Frölich
  • 2006 A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables
    by Markus Frölich
  • 2006 Minimum distance estimation of stationary and non-stationary ARFIMA processes
    by Laura Mayoral
  • 2006 Revisiting Budget and Trade Deficits in Lebanon: A Critique
    by Marashdeh, Hazem & Saleh, Ali Salman
  • 2006 A Further Look into the Demography-based GDP Forecasting Method
    by Tapas K. Mishra
  • 2006 Returns to schooling in Uruguay
    by Graciela Sanromán
  • 2006 EU Merger Remedies: A Preliminary Empirical Assessment
    by Duso, Tomaso & Gugler, Klaus & Yurtoglu, Burcin B.
  • 2006 Annex A5 : A model of the stochastic convergence between euro area business cycles
    by Matthieu Lemoine
  • 2006 A quoi réagit le marchés des obligations privées?
    by Marie Briere & Aurélie Cohen
  • 2006 Semiparametric Estimation of Signaling Games
    by Kyoo il Kim
  • 2006 Set Inference for Semiparametric Discrete Games
    by Kyoo il Kim
  • 2006 Change-Point Estimation of Nonstationary I(d) Processes
    by Yu-Chin Hsu & Chung-Ming Kuan
  • 2006 Inference in GARCH when some coefficients are equal to zero
    by Christian Francq & Jean-Michel Zakoïan
  • 2006 On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics
    by Elena Kalotychou & Ana-Maria Fuertes
  • 2006 Fiscal Policy in an estimated open-economy model for the EURO area
    by Ratto Marco & Roeger Werner & Veld Jan
  • 2006 Semiparametric estimation in perturbed long memory series
    by Josu Arteche
  • 2006 Back to square one: identification issues in DSGE models
    by Fabio Canova & Luca Sala
  • 2006 Subsampling realised kernels
    by Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard
  • 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
  • 2006 An Extension of the Blinder-Oaxaca Decomposition to Non-Linear Models
    by Thomas Bauer & Mathias Sinning
  • 2006 Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage
    by Sen Dong
  • 2006 The Empirical Content of Models with Multiple Equilibria
    by Alberto Bisin & Andrea Moro & Giorgio Topa
  • 2006 Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices
    by Carol Alexander & Andreas Kaeck
  • 2006 Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions
    by Hugo Kruiniger
  • 2006 Panels with Nonstationary Multifactor Error Structures
    by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata
  • 2006 GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data
    by Hugo Kruiniger
  • 2006 Simple (but effective) tests of long memory versus structural breaks
    by Katsumi Shimotsu
  • 2006 Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices
    by Hiroyuki Kasahara & Katsumi Shimotsu
  • 2006 Moments of IV and JIVE Estimators
    by Russell Davidson & James G. MacKinnon
  • 2006 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models
    by Hiroyuki Kasahara & Katsumi Shimotsu
  • 2006 Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
    by Vitek, Francis
  • 2006 Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
    by Vitek, Francis
  • 2006 Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach
    by Vitek, Francis
  • 2006 Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach
    by Vitek, Francis
  • 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
  • 2006 The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation
    by Pötscher, Benedikt M.
  • 2006 How Serious is Regional Economic Inequality in Jordan? Evidence from Two National Household Surveys
    by Shahateet, Mohammed
  • 2006 Explaining the gaps in labour productivity for some developed countries
    by Razzak, Weshah
  • 2006 Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization
    by Mishra, SK
  • 2006 The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model
    by Barnett, William A. & Usui, Ikuyasu
  • 2006 Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions
    by Barnett, William A. & Duzhak, Evgeniya
  • 2006 A dynamic model to estimate the long-run trends in potential GDP
    by Albu, Lucian-Liviu
  • 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
  • 2006 Do Exchange Rate Regimes Matter? Evidence for Developing Countries
    by Larrain, Felipe & Parro, Francisco
  • 2006 The Empirical Saddlepoint Approximation for GMM Estimators
    by Sowell, Fallaw
  • 2006 A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model
    by Mynbaev, Kairat & Ullah, Aman
  • 2006 Stochastic frontier models
    by Wang, Hung-Jen
  • 2006 Efecto de la Competencia de la Educación Privada sobre la Calidad de la Educación Pública
    by Herrera Gómez, Marcos
  • 2006 Synthetic and composite estimators for small area estimation under Lahiri – Midzuno sampling scheme
    by Pandey, Krishan & Tikkiwal, G.C.
  • 2006 Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit
    by Breiding, Torsten
  • 2006 Estimation of Technical and Allocative Inefficiencies in a Cost System: An Exact Maximum Likelihood Approach
    by Tsionas, Efthymios & Kumbhakar, Subal
  • 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
  • 2006 Allocative Efficiency of Small-Holder Cocoyam Farmers in Anambra State, Nigeria
    by Okoye, B.C & Onyenweaku, C.E & Asumugha, G.N
  • 2006 systemfit: A Package to Estimate Simultaneous Equation Systems in R
    by Henningsen, Arne & Hamann, Jeff
  • 2006 Decomposing violence: terrorist murder in the twentieth century in the U.S
    by Gomez-Sorzano, Gustavo
  • 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
  • 2006 Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors
    by Francois-Éric Racicot & Raymond Théoret & Alain Coen
  • 2006 Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators
    by Martin Browning & Sule Alan
  • 2006 Subsampling realised kernels
    by Neil Shephard & Ole E. Barndorff-Nielsen
  • 2006 Subsampling realised kernels
    by Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard
  • 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
  • 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
  • 2006 Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles
    by Qin Xiao & Randolph Gee Kwang Tan
  • 2006 Modelling and forecasting Australian domestic tourism
    by George Athanasopoulos & Rob J. Hyndman
  • 2006 The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation
    by Giovanni Forchini
  • 2006 Reduced-Dimension Control Regression
    by John Galbraith & Victoria Zinde-Walsh
  • 2006 Asymptotics For Estimation Of Truncated Infinite-Dimensional Quantile Regressions
    by Serguei Zernov & Victoria Zindle-Walsh & John Galbraith
  • 2006 Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots
    by Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis
  • 2006 The Asymptotics for Panel Models with Common Shocks
    by Chihwa Kao & Lorenzo Trapani & Giovanni Urga
  • 2006 Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables?
    by Chris Heaton & Victor Solo
  • 2006 Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle
    by Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara
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    by Georges Dionne & Claude Fluet & Denise Desjardins
  • 2006 A Note on the Correlated Random Coefficient Model
    by Christophe Kolodziejczyk
  • 2006 Retirement and Fixed Costs to Work: An Empirical Analysis
    by Christophe Kolodziejczyk
  • 2006 Methodology of Correcting Nonresponse Bias: Introducing Another Bias? The Case of the Swiss Innovation Survey 2002
    by Nora Sydow
  • 2006 Returns to Schooling in Kazakhstan: OLS and Instrumental Variables Approach
    by G. Reza Arabsheibani & Altay Mussurov
  • 2006 Returns to Schooling in Kazakhstan: OLS and Instrumental Variables Approach
    by Arabsheibani, Reza & Mussurov, Altay
  • 2006 Panels with Nonstationary Multifactor Error Structures
    by Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi
  • 2006 Panels with Nonstationary Multifactor Error Structures
    by George Kapetanios & M. Hashem Pesaran & Takashi Yamagata
  • 2006 Does the Quality of Training Programs Matter? Evidence from Bidding Processes Data
    by Chong, Alberto & Galdo, Jose C.
  • 2006 Does the Quality of Training Programs Matter? Evidence from Bidding Processes Data
    by Alberto Chong & Jose Galdo
  • 2006 Statistical Treatment Choice: An Application to Active Labour Market Programmes
    by Markus Frölich
  • 2006 Statistical Treatment Choice: An Application to Active Labour Market Programmes
    by Frölich, Markus
  • 2006 A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables
    by Markus Frölich
  • 2006 A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables
    by Frölich, Markus
  • 2006 Una Revisión Sobre Los Métodos De Estudio Y Evaluación En Las Políticas Activas De Empleo
    by F. Alfonso Arellano Espinar
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    by Ángel León & Francis Benito & Juan Nave
  • 2006 International Trade Efficiency, the Gravity Equation, and the Stochastic Frontier
    by Heejoon Kang & Michele Fratianni
  • 2006 Supply response of Indian farmers: Pre and post reforms
    by G. Mythili
  • 2006 No Linealidades en la Regla de Política Monetaria del Banco Central de Chile: Una Evidencia Empírica
    by Pablo Gonzalez & Mauricio Tejada
  • 2006 The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?
    by Wagner, Martin
  • 2006 Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems
    by Müller-Fürstenberger, Georg & Wagner, Martin
  • 2006 GMM for panel count data models
    by Frank Windmeijer
  • 2006 Nonparametric instrumental variables estimation of a quantile regression model
    by Joel Horowitz & Sokbae 'Simon' Lee
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    by Peter Robinson
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    by Harun Bulut & GianCarlo Moschini
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    by Binder, Jan & Schwengler, Barbara
  • 2006 The Uniqueness of Extremum Estimation
    by Volker Krätschmer
  • 2006 Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing
    by Zdenek Hlavka & Michal Pesta
  • 2006 Forward and reverse representations for Markov chains
    by Grigori Milstein & John Schoenmakers & Vladimir Spokoiny
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    by Denis Belomestny & Vladimir Spokoiny
  • 2006 Time Dependent Relative Risk Aversion
    by Enzo Giacomini & Michael Handel & Wolfgang K. Härdle
  • 2006 Estimation with the Nested Logit Model: Specifications and Software Particularities
    by Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt
  • 2006 Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms
    by Carsten Trenkler
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    by Kai Detlefsen & Wolfgang Härdle
  • 2006 Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors
    by Eiji Kurozumi & Kazuhiko Hayakawa
  • 2006 The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models
    by Kazuhiko Hayakawa & Eiji Kurozumi
  • 2006 Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks
    by Sugita, Katsuhiro
  • 2006 A Monte Carlo Study of Recent Ridge Parameters
    by Alkhamisi, Mahdi A. & Shukur, Ghazi
  • 2006 Time Series Modelling Of High Frequency Stock Transaction Data
    by Quoreshi, Shahiduzzaman
  • 2006 A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data
    by Quoreshi, Shahiduzzaman
  • 2006 LongMemory, Count Data, Time Series Modelling for Financial Application
    by Quoreshi, Shahiduzzaman
  • 2006 On the evaluation of the cost efficiency of nonresponse rate reduction efforts - some general considerations
    by Tångdahl, Sara
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    by Ängsved, Marianne
  • 2006 An empirically based implementation and evaluation of a network model for commuting flows
    by Gitlesen, Jens Petter & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan
  • 2006 Finite-Sample Stability of the KPSS Test
    by Jönsson, Kristian
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    by Akay, Alpaslan & Tsakas, Elias
  • 2006 Spurious Regression and Trending Variables
    by Antonio E. Noriega & Daniel Ventosa-Santaularia
  • 2006 Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis
    by Gauri Khanna
  • 2006 Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach
    by Marco Caliendo & Alexander S. Kritikos
  • 2006 Perceived Diversity of Complex Environmental Systems: Multidimensional Measurement and Synthetic Indicators
    by Ugo Gasparino & Barbara Del Corpo & Dino Pinelli
  • 2006 Valuation Biases, Error Measures, and the Conglomerate Discount
    by Dittmann, I. & Maug, E.G.
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    by Nicolai, R.P. & Dekker, R. & van Noortwijk, J.M.
  • 2006 Identification and nonparametric estimation of a transformed additively separable model
    by David Jacho-Chávez & Arthur Lewbel & Oliver Linton
  • 2006 To be or not to be involved: a questionnaire-experimental view on Harsanyi's utilitarian ethics
    by Yoram Amiel & Frank Cowell & W Gaertner
  • 2006 Inequality: measurement
    by Frank Cowell
  • 2006 Tests of Independence in Separable Econometric Models: Theory and Application
    by Donald J. Brown & Rahul Deb & Marten H. Wegkamp
  • 2006 Brand Value, Preference and Customer Value Effects of Non-conventional Utility Products: An Experimental Analysis in Mexican Market
    by Rajagopal
  • 2006 Specification and Informational Issues in Credit Scoring
    by Kiefer, Nicholas M. & Larson, C. Erik
  • 2006 Default Estimation for Low-Default Portfolios
    by Kiefer, Nicholas M.
  • 2006 Конструиране На Индикатори За Българската Икономика С Обобщени Динамични Факторни Модели
    by Iglika Vasileva
  • 2006 Supply Response of Indian Farmers - Pre and Post Reforms
    by G. Mythili
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  • 2005 Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation
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    by George Kapetanios & Elias Tzavalis
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  • 2005 Macro Determinants of Total Factor Productivity in Pakistan
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    by Razzak, Weshah
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    by Razzak, Weshah & Stillman, Steve & Johnson, Robin
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    by DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral
  • 2005 Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis
    by DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral
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  • 2005 Exploring the Use of a Nonparametrically Generated Instrumetal Variable in the Estimation of a Linear Parametric Equation
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    by Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis
  • 2005 Declining Discount Rates: Evidence from the UK
    by Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis
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  • 2005 Returns to Foreign Education: Yet Another But Different Cross Country Analysis
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  • 2005 Returns to Foreign Education: Yet Another But Different Cross Country Analysis
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  • 2005 The Employment Effects of Job Creation Schemes in Germany: A Microeconometric Evaluation
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  • 2005 Identifying effect heterogeneity to improve the efficiency of job creation schemes in Germany
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  • 2005 Evolución de la productividad multifactorial, ciclos y comportamiento de la actividad económica en Cundinamarca
    by Álvaro Hernando Chavez Castro
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    by Fabio Sánchez Torres & Ana María Díaz
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    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian
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    by Peter M Robinson & J Vidal Sanz
  • 2005 The Log of Gravity
    by Joao Santos Silva & Silvana Tenreyro
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    by Murphy, Alan P
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    by Jean-Marie Dufour & Lynda Khalaf & Maral Kichian
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    by Erwin Diewert
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    by VILLAR FREXEDAS, OSCAR & VAYÁ, ESTHER
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    by HALLERBACH, WINFRIED G..
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    by Luca De Benedictis & Roberta De Santis & Claudio Vicarelli
  • 2005 The time cost of care
    by Kimberly Fisher & Michael Bittman & Patricia Hill & Cathy Thomson
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    by Matthias Schmid & Hans Schneeweiss
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    by Menbere Workie Tiruneh
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  • 2005 Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models
    by Yiguo Sun
  • 2005 The Slowdown in Labour Productivity in the 1990s: The Impact of The Employment Policies
    by Pierre-Olivier Beffy & Nathalie Fourcade
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    by Jorge Barrientos Marín
  • 2005 Un modelo de cointegración estacional de la producción industrial, Colombia 1993-2005
    by Álvaro Chaves Castro.
  • 2005 A `long march' perspective on tobacco use in Canada
    by Nikolay Gospodinov & Ian Irvine
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    by Roy van der Weide
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  • 2004 The New Keynesian Phillips Curve: An Empirical Assessment
    by Florian PELGRIN & GUAY Alain & LUGER Richard
  • 2004 Methods to Estimate Dynamic Stochastic General Equilibrium Models
    by Francisco J. Ruge-Murcia
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    by Antje Berndt & Rohan Douglas
  • 2004 On Black/White Intermarriage Patterns
    by Linda Y. Wong & Jose Victor Rios-Rull
  • 2004 Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise
    by Neil Shephard
  • 2004 Nonresponse bias for some common estimators and its change over time in the data collection process
    by Tångdahl, Sara
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    by Ängsved, Marianne
  • 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 Wavelet transform for regression estimation of non-stationary fractional time series
    by Jin Lee
  • 2004 A Dynamic Stochastic Ananlysis of International Patent Application and Renewal Processes
    by Yi Deng
  • 2004 PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS
    by Paolo Zaffaroni & Peter M. Robinson
  • 2004 Testing Unit Root Based on Partially Adaptive Estimation
    by Luiz Renato Lima & Zhijie Xiao
  • 2004 Investigación y Desarrollo, Innovación y Productividad: un análisis econométrico a nivel de la firma
    by José Miguel Benavente
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    by Norman R. Swanson & John C. Chao
  • 2004 Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects
    by Peter Schmidt & Chirok Han & Luis Orea
  • 2004 A Note on Implementing Box-Cox Quantile Regression
    by Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan
  • 2004 Evaluation der Eingliederungseffekte von Arbeitsbeschaffungsmaßnahmen in reguläre Beschäftigung für Teilnehmer in Deutschland
    by Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L.
  • 2004 Estimating Exchange Rate Dynamics with Diffusion Processes : An Application to Greek EMU Data
    by Wilfling, Bernd & Trede, Mark
  • 2004 Surprise volume and heteroskedasticity in equity market returns
    by Wagner, Niklas & Marsh, Terry A.
  • 2004 Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures
    by Düllmann, Klaus & Trapp, Monika
  • 2004 Business Cycle Transmission from the US to Germany: a Structural Factor Approach
    by Eickmeier, Sandra
  • 2004 Returns to education and to experience within the EU: are there differences between wage earners and the self-employed?
    by Inmaculada García Mainar & Víctor M. Montuenga Gómez
  • 2004 Cross-section Regression with Common Shocks
    by Donald W.K. Andrews
  • 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
  • 2004 Consistent Estimation with a Large Number of Weak Instruments
    by John C. Chao & Norman Rasmus Swanson
  • 2004 Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation
    by Peter C.B. Phillips & Sainan Jin & Yixiao Sun
  • 2004 Tests of Independence in Separable Econometric Models
    by Donald J. Brown
  • 2004 Le taux de chômage et d'équilibre : Discussion empirique et évaluation empirique
    by Odile Chagny & Frédéric Reynès & Henri Sterdyniak
  • 2004 Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing
    by André Kurmann
  • 2004 Sequential Estimation of Dynamic Discrete Games
    by Victor Aguirregabiria & Pedro Mira
  • 2004 Towards Building A New Consensus About New Zealand’s Productivity
    by W A Razzak
  • 2004 Calibration of Interest Rate Models - Transition Market Case
    by Martin Vojtek
  • 2004 GARCH Option Pricing Under Skew
    by Sofiane ABOURA
  • 2004 Return-Volume Dependence and Extremes in International Equity Markets
    by Terry A. Marsh & Niklas Wagner
  • 2004 Arguing A Case For The Cobb-Douglas Production Function
    by K V Bhanu Murthy
  • 2004 Surprise Volume and Heteroskedasticity in Equity Market Returns
    by Niklas Wagner & Terry A. Marsh
  • 2004 Econometric Estimation of Parameters of Preservation of Perishable Goods in Cold Logistic Chains
    by Miroslav Verbic
  • 2004 Nonparametric Identification of Behavioral Responses to Counterfactual Policy Interventions in Dynamic Discrete Decision Processes
    by Victor Aguirregabiria
  • 2004 Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach
    by Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho
  • 2004 Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots
    by Ricardo Gonçalves Silva
  • 2004 Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems
    by Victor Aguirregabiria
  • 2004 Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes
    by Niklas Wagner & Terry A. Marsh
  • 2004 Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications
    by Markus Junker & Alexander Szimayer & Niklas Wagner
  • 2004 Block-diagonal representation of a dualistic agricultural economy and its application in formal modelling: the case of Bulgaria
    by Philip Kostov & John Lingard
  • 2004 Efficient Estimation of Semiparametric Multivariate Copula Models
    by Xiaohong Chen & Yanqin Fan & Victor Tsyrennifov
  • 2004 Continuous Time Model Estimation
    by Carl Chiarella & Shenhuai Gao
  • 2004 The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?
    by Martin Wagner & Georg Müller-Fürstenberger
  • 2004 Two-Stage Sampling from a Prediction Point of View
    by Jan F. Bj�rnstad & Elinor Ytterstad
  • 2004 Does the CPI Mirror Costs-of-Living? Engel's Law Suggests Not in Norway
    by Erling Røed Larsen
  • 2004 Identifying Direct and Indirect Effects. Estimating th Costs of Motherhood Using Matching Estimators
    by Marianne Simonsen & Lars Skipper
  • 2004 Un système de demandes AIDS dans un contexte EGC microsimulation pour l'analyse de pauvreté et des inégalités
    by Luc Savard
  • 2004 Generalized Mixed Estimation Of A Multinomial Discretecontinuous Choice Model For Electricity Demand
    by Pene Kalulumia & Denis Bolduc
  • 2004 Estimating threshold vector error-correction models with multiple cointegrating relationships
    by Jamie Gascoigne
  • 2004 Random Coefficient Panel Data Models
    by Cheng Hsiao & M. Hashem Pesaran
  • 2004 Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices
    by Daniela Hristova
  • 2004 Density Estimation and Combination under Model Ambiguity
    by Stefania D'Amico
  • 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
  • 2004 Consistent Estimation with a Large Number of Weak Instruments
    by John Chao & Norman Swanson
  • 2004 Bootstrap Based Bias Correction for Homogeneous Dynamic²² Panels
    by G. EVERAERT & L. POZZI
  • 2004 Another Look at the Income Elasticity of Non-Point Source Air Pollutants: A Semiparametric Approach
    by Nilanjana Roy & G. Cornelis van Kooten
  • 2004 The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks
    by George Kapetanios & Elias Tzavalis
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    by Guler, Bulent & Ozlale, Umit
  • 2004 La Fissazione della International Poverty Line: una nuova proposta applicata al Vietnam
    by Pansini, Rosaria Vega
  • 2004 A new distribution-based test of self-similarity
    by Bianchi, Sergio
  • 2004 Discriminant Analysys of Default Risk
    by Aragon, Aker
  • 2004 Local rank tests in a multivariate nonparametric relationship
    by Natércia Fortuna
  • 2004 Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
  • 2004 Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach
    by Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez
  • 2004 Estimating a New Zealand NAIRU
    by Kam Leong Szeto & Melody Guy
  • 2004 Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
    by Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val
  • 2004 Robustness of Productivity Estimates
    by Johannes Van Biesebroeck
  • 2004 Volatility Comovement: A Multifrequency Approach
    by Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson
  • 2004 Time Reversibility of Stationary Regular Finite State Markov Chains
    by McCAUSLAND, William
  • 2004 Exploring the Use of a Nonparametrically Generated Instrumental Variable in the Estimation of a Linear Parametric Equation
    by Frank T. Denton
  • 2004 Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing
    by André Kurmann
  • 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
  • 2004 Do Financial Incentives Promote the Employment of the Disabled?
    by Verick, Sher
  • 2004 Do Financial Incentives Promote the Employment of the Disabled?
    by Verick, Sher
  • 2004 General Diagnostic Tests for Cross Section Dependence in Panels
    by Pesaran, M. Hashem
  • 2004 General Diagnostic Tests for Cross Section Dependence in Panels
    by Pesaran, M. Hashem
  • 2004 Random Coefficient Panel Data Models
    by Hsiao, Cheng & Pesaran, M. Hashem
  • 2004 Random Coefficient Panel Data Models
    by Hsiao, Cheng & Pesaran, M. Hashem
  • 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
  • 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
  • 2004 Autoregressive Conditional Volatility, Skewness And Kurtosis
    by Ángel León & Gonzalo Rubio & Gregorio Serna
  • 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
  • 2004 Trade Potentials In Gravity Panel Data Models
    by Luca De Benedictis & Claudio Vicarelli
  • 2004 GEL Criteria for Moment Condition Models
    by Richard Smith
  • 2004 Automatic positive semi-definite HAC covariance matrix and GMM estimation
    by Richard Smith
  • 2004 Inverse probability weighted estimation for general missing data problems
    by Jeffrey M. Wooldridge
  • 2004 Does trading volume really explain stock returns volatility?
    by Thierry Ané & Loredana Ureche-Rangau
  • 2004 Is more data better?
    by Kaushik Mitra
  • 2004 Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks
    by Brännäs, Kurt & Quoreshi, Shahiduzzaman
  • 2004 Reconnecting the Markov Switching Model with Economic Fundamentals
    by Erlandsson, Ulf
  • 2004 Some Statistical Pitfalls In Copula Modeling For Financial Applications
    by Jean-David FERMANIAN & Olivier SCAILLET
  • 2004 Uma Estimação da Curva de Phillips para Portugal
    by Agostinho S. Rosa
  • 2004 An Improved Estimator For Black-Scholes-Merton Implied Volatility
    by Hallerbach, W.G.P.M.
  • 2004 Autorregresive conditional volatility, skewness and kurtosis
    by León, Angel & Serna, Gregorio & Rubio Irigoyen, Gonzalo
  • 2004 A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models
    by Laura Serlenga & Yongcheol Shin & Andy Snell
  • 2004 Testing for a Unit Root against Nonlinear STAR Models
    by George Kapetanios & Yongcheol Shin
  • 2004 Testing for a Linear Unit Root against Nonlinear Threshold Stationarity
    by George Kapetanios & Yongcheol Shin
  • 2004 Structural analysis of vector error correction models exogenous i(1) variables
    by M Pesaran & R Smith & Yongcheol Shin
  • 2004 Pooled mean group estimation of dynamic heterogeneous panels
    by M Pesaran & Yongcheol Shin & Ron P Smith
  • 2004 Unit Root Tests in Three-Regime SETAR Models
    by George Kapetanios & Yongcheol Shin
  • 2004 Not All Rivals Look Alike: An Empirical Model for Discrete Games with Asymmetric Rivals
    by Liran Einav (Stanford University)
  • 2004 Estimation of Average Treatment Effects With Misclassification
    by Arthur Lewbel
  • 2004 Which Extreme Values are Really Extremes?
    by Jose Olmo & Jesus Gonzalo
  • 2004 Jackknifing Bond Option Prices
    by Jun Yu & Peter Phillips
  • 2004 Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models
    by Susanne M. Schennach
  • 2004 Quasi Empirical Likelihood Estimation of Moment Condition Models
    by Shane M. Sherlund
  • 2004 The New Keynesian Phillips Curve: An empirical assessment
    by Florian PELGRIN & Alain GUAY & Richard LUGER
  • 2004 The Impact of Measurement Error on Evaluation Methods Based on Strong Ignorability
    by Andrew Chesher & Erich Battistin
  • 2004 Cointegration versus Spurious Regression in Heterogeneous Panels
    by Giovanni Urga & Lorenzo Trapani
  • 2004 Estimating Dynamic Treatment Effects from Project STAR
    by Steven Lehrer & Weili Ding
  • 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)
  • 2004 The estimation of simultaneous equation models under conditional heteroscedasticity
    by Garry Phillips & Emma Iglesias
  • 2004 Stopping Tests in the Sequential Estimation for Multiple Structural Breaks
    by Giovanni Urga & Christian de Peretti
  • 2004 Social Interactions in a Synchronization Game
    by Aureo de Paula
  • 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
  • 2004 Comparing Nonparametric Regression Quantiles
    by Cristian Huse
  • 2004 Wavelet transform for log periodogram regression in long memory stochastic volatility model
    by Jin Lee
  • 2004 Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space
    by Junji Shimada & Yoshihiko Tsukuda
  • 2004 On weak exogeneity of the student's t and elliptical linear regression models
    by Jiro Hodoshima
  • 2004 Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR
    by Takayuki Morimoto
  • 2004 Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances
    by Garry Phillips & Emma Iglesias
  • 2004 Indirect Estimation of Long Memory Volatility Models
    by Nigel Wilkins
  • 2004 Nonlinearity in the Term Structure
    by Dong Heon Kim
  • 2004 Ill-posed Problems and Instruments' Weakness
    by Grant Hillier & Giovanni Forchini
  • 2004 Robustness of a semiparametric estimator of a copula
    by Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle
  • 2004 Forward looking information in S&P 500 options
    by Scott I White & Ralf Becker & Adam E Clements
  • 2004 Confidence bounds for the extremum determined by a quadratic regression
    by Jenny Lye & Joe Hirschberg
  • 2004 Estimating and Combining National Income Distributions using Limited Data
    by D.S. Prasada Rao & Duangkamon Chotikapanich & William E. Griffiths
  • 2004 Generalized Reduced Rank Tests using the Singular Value Decomposition
    by Richard Paap & Frank Kleibergen
  • 2004 A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets
    by Rob van den Goorbergh
  • 2004 On the predictability of GDP data revisions in the Netherlands
    by Olivier Roodenburg
  • 2004 Consumer Search and Oligopolistic Pricing: An Empirical Investigation
    by Maarten C.W. Janssen & Jose Luis Moraga-Gonzalez & Matthijs R. Wildenbeest
  • 2004 A Note on Costly Sequential Search and Oligopoly Pricing
    by Maarten C.W. Janssen & Jose Luis Moraga-Gonzalez & Matthijs R. Wildenbeest
  • 2004 Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks
    by Agnes S. Joseph & Jan F. Kiviet
  • 2004 Non-Parametric Inference for Bivariate Extreme-Value Copulas
    by Segers, J.J.J.
  • 2004 A Mixed Model for Double Checking Fallible Auditors
    by Raats, V.M. & Moors, J.J.A. & Genugten, B.B. van der
  • 2004 Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles
    by Raats, V.M. & Genugten, B.B. van der & Moors, J.J.A.
  • 2004 General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models
    by Cizek, P.
  • 2004 Mandelbrot's Extremism
    by Beirlant, J. & Schoutens, W. & Segers, J.J.J.
  • 2004 Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter
    by Offer Lieberman & Peter C.B. Phillips
  • 2004 Regression Asymptotics Using Martingale Convergence Methods
    by Rustam Ibragimov & Peter C.B. Phillips
  • 2004 A Quantilogram Approach to Evaluating Directional Predictability
    by Oliver Linton & Yoon-Jae Whang
  • 2004 Smoothed Empirical Likelihood Methods for Quantile Regression Models
    by Yoon-Jae Whang
  • 2004 Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations
    by Dietmar Bauer
  • 2004 Two Views of Inequality Over the Life-Cycle
    by Heathcote, Jonathan & Storesletten, Kjetil & Violante, Giovanni L
  • 2004 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach
    by Peñaranda, Francisco & Sentana, Enrique
  • 2004 The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching
    by Lechner, Michael & Vazquez-Alvarez, Rosalia
  • 2004 The predictive success and profitability of chart patterns in the Euro/Dollar foreign exchange market
    by BEN OMRANE, Walid & VAN OPPEN, Hervé
  • 2004 Sequential Estimation Of Dynamic Discrete Games
    by Victor Aguirregabiria & Pedro Mira
  • 2004 Spanning Tests In Return And Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach
    by Francisco Peñaranda & Enrique Sentana
  • 2004 Indirect Estimation Of Conditionally Heteroskedastic Factor Models
    by Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini
  • 2004 Efficient Derivative Pricing By The Extended Method of Moments
    by Patrick GAGLIARDINI & Christian GOURIEROUX & Eric RENAULT
  • 2004 Calibration of Interest Rate Models - Transition Market Case
    by Martin Vojtek
  • 2004 Who's Afraid of Reduced-Rank Parameterizations of Multivariate Models? Theory and Example
    by Scott Gilbert & Petr Zemcik
  • 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
  • 2004 Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias
    by Sancetta, A. & Satchell, S.E.
  • 2004 ‘General Diagnostic Tests for Cross Section Dependence in Panels’
    by Pesaran, M.H.
  • 2004 ‘Random Coefficient Panel Data Models’
    by Hsiao, C. & Pesaran, M.H.
  • 2004 Regional Differences in Outpatient Antibiotic Consumption in Switzerland
    by Massimo Filippini & Giuliano Masiero & Karine Moschetti
  • 2004 The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee
    by Marco Moscadelli
  • 2004 The U.S. New Keynesian Phillips Curve: An Empirical Assessment
    by Alain Guay & Florian Pelgrin
  • 2004 Estimating New Keynesian Phillips Curves Using Exact Methods
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  • 2002 Nonparametric IV Estimation of Local Average Treatment Effects with Covariates
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  • 2002 What is the Value of Knowing the Propensity Score for Estimating Average Treatment Effects?
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  • 2002 More efficient kernel estimation in nonparametric regression with autocorrelated errors
    by Raymond J Carroll & Oliver Linton & Enno Mammen & Zhijie Xiao
  • 2002 AIDS and Income Distribution in Africa; A Micro-simulation Study for Côte d'Ivoire
    by Denis Cogneau & Michael Grimm
  • 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.
  • 2002 The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models
    by Maurice J.G. Bun & Jan F. Kiviet
  • 2002 On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias
    by Maurice J.G. Bun & Jan F. Kiviet
  • 2002 Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic
    by Frank Kleibergen
  • 2002 The Last Word on the Wage Curve?
    by Peter Nijkamp & Jacques Poot
  • 2002 How Large is Average Economic Growth? Evidence from a Robust Method
    by H. Peter Boswijk & Philip Hans Franses
  • 2002 Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known
    by Danilov, D.L. & Magnus, J.R.
  • 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
  • 2002 Multivariate Regression with Monotone Missing Observation of the Dependent Variables
    by Raats, V.M. & Genugten, B.B. van der & Moors, J.J.A.
  • 2002 A General Model for Repeated Audit Controls Using Monotone Subsampling
    by Raats, V.M. & Genugten, B.B. van der & Moors, J.J.A.
  • 2002 Adaptive Local Polynomial Whittle Estimation of Long-range Dependence
    by Donald W.K. Andrews & Yixiao Sun
  • 2002 Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes
    by Donald W.K. Andrews & Offer Lieberman
  • 2002 Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market
    by George Hall & John Rust
  • 2002 Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems
    by Steven Berry & Oliver Linton & Ariel Pakes
  • 2002 The Block-block Bootstrap: Improved Asymptotic Refinements
    by Donald W.K. Andrews
  • 2002 Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes
    by Yixiao Sun & Peter C.B. Phillips
  • 2002 Efficient Regression in Time Series Partial Linear Models
    by Peter C.B. Phillips & Binbin Guo & Zhijie Xiao
  • 2002 Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series
    by Donald W.K. Andrews & Offer Lieberman
  • 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
  • 2002 What Determines Expected International Asset Returns?
    by Campbell R. Harvey & Bruno Solnik & Guofu Zhou
  • 2002 Regulatory Constraints and Cost Efficiency of the Italian Public Transit Systems: An Exploratory Stochastic Frontier Model
    by Massimiliano Piacenza
  • 2002 The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting
    by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia
  • 2002 Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?
    by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia
  • 2002 Handling the measurement error problem by means of panel data: Moment methods applied on firm data
    by Erik Biørn
  • 2002 Asymptotics for random effects models with serial correlation
    by Jimmy Skoglund & Sune Karlsson
  • 2002 The timing and the probability of FDI: an application to the US multinational enterprises
    by de Brito, José Brandão & de Mello Sampayo, Felipa
  • 2002 A new class of multivariate skew densities, with application to GARCH models
    by BAUWENS, Luc & LAURENT, Sébastien
  • 2002 La Dinámica De La Productividad En El Sector De Alimentos
    by Marcela Meléndez & Pablo Medina & Diana Kassem
  • 2002 Individual Behavior of First-Price Sealed-Bid Auctions: The Importance of Information Feedback in Experimental Markets
    by Tibor Neugebauer & Reinhard Selten
  • 2002 Instrumental variables and GMM: Estimation and testing
    by Christopher F Baum & Mark E. Schaffer & Steven Stillman
  • 2002 Ordered Response Threshold Estimation
    by Arthur Lewbel
  • 2002 Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models
    by Shakeeb Khan & Arthur Lewbel
  • 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
  • 2002 Three Alternative Approaches to Test the Permanent Income Hypothesis in Dynamic Panels
    by Laura Serlenga
  • 2002 Ajuste Estacional e Integración en Variables Macroeconómicas
    by Raimundo Soto
  • 2002 On The Relation Between Heteroscedastic RCA And Non-Stationary ARCH Processes
    by Hana Janečková
  • 2002 What Determines Expected International Asset Returns?
    by Campbell R. Harvey & Bruno Solnik & Guofu Zhou
  • 2002 Series Estimation of Partially Linear Panel Data Models with Fixed Effects
    by Badi H. Baltagi & Dong Li
  • 2001 Return Interval, Dependence Structure and Multivariate Normality
    by Thierry Ané & Chiraz Labidi
  • 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 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
    by Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I.
  • 2001 Characterizing the degree of stability of non-linear dynamic models
    by Bask, Mikael & de Luna, Xavier
  • 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 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 The Timing of FDI Under Uncertainty: An Application to the US Multinational Enterprises
    by Sampayo, F.D.M.
  • 2001 A theoretical and Empirical Analysis of Convergence and Catch-Up Patterns in Neighboring Areas
    by Catherine Mounet
  • 2001 Smoothed influence function: Another view at robust nonparametric regression
    by Tamine, Julien
  • 2001 Extracting implicit density functions from short term interest rate options
    by Nielsen, Hannah
  • 2001 The dynamics of implied volatilities: A common principal components approach
    by Fengler, Matthias R. & Härdle, Wolfgang K. & Villa, Christophe
  • 2001 A nonparametric regression estimator that adapts to error distribution of unknown form
    by Linton, Oliver Bruce & Xiao, Zhijie
  • 2001 Robust estimation in nonlinear regression and limited dependent variable models
    by Čížek, Pavel
  • 2001 Consistent Estimation of Shape-Restricted Functions and Their Derivatives
    by Pok Man Chak & Neal Madras & J. Barry Smith
  • 2001 Estimating long range dependence: finite sample properties and confidence intervals
    by Rafal Weron
  • 2001 Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime
    by Rafal Weron
  • 2001 An Empirical Comparison of Default Swap Pricing Models
    by Patrick Houweling & Ton Vorst
  • 2001 On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths
    by Joel Huber & Kenneth Train
  • 2001 Identification and Estimation with Contaminated Data: When Does Covariate Data Sharpen Inference?
    by Charles H. Mullin
  • 2001 Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
    by Olivier Ledoit & Michael Wolf
  • 2001 Flexible multivariate GARCH modeling with an application to international stock markets
    by Olivier Ledoit & Pedro Santa Clara & Michael Wolf
  • 2001 Estimating parliamentary composition through electoral polls
    by Frederic Udina & Pedro Delicado
  • 2001 Efficient Estimation of Spatial Autoregressive Models
    by Théophile AZOMAHOU
  • 2001 Semiparametric Estimation of the Box-Cox Model Preliminary and Incomplete
    by Savin, N.E. & Wurtz, Allan H.
  • 2001 Modeling Binary Panel Data with Nonresponse
    by Jan F. Bjørnstad & Dag Einar Sommervoll
  • 2001 A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components
    by Arvid Raknerud
  • 2001 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration
    by Michael Binder, Cheng Hsiao, and M. Hashem Pesaran
  • 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
  • 2001 G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models
    by S»bastien Laurent and Jean-Philippe Peters
  • 2001 The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression
    by John Landon-Lane
  • 2001 Returns to Schooling in Spain. How Reliable Are IV Estimates?
    by Empar Pons & Maria Teresa Gonzalo
  • 2001 Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence
    by Allan W. Gregory & Jean-Francois Lamarche & Gregor W. Smith
  • 2001 Identification with Averaged Data and Implications for Hedonic Regression Studies
    by José Ferreira Machado & João Santos Silva
  • 2001 The strengths and weaknesses of L2 approximable regressors
    by Mynbaev, Kairat
  • 2001 R-estimation for ARMA models
    by Allal, Jelloul & Kaaouachi, Abdelali & Paindaveine, Davy
  • 2001 Extração da Volatilidade do Ibovespa
    by Souza-Sobrinho, Nelson
  • 2001 Money in the era of inflation targeting
    by W A Razzak
  • 2001 Does Observation Influence Learning?
    by Olivier Armantier
  • 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
  • 2001 A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation
    by Daniel A. Ackerberg
  • 2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
    by DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas
  • 2001 Estimating Lorenz Curves Using a Dirichlet Distribution
    by Chotikapanich, D. & Griffiths, W.
  • 2001 On Calculation of the Extended Gini Coefficient
    by Chotikapanich, D. & Griffiths, W.
  • 2001 Sample Size Requirements for Estimation in SUR Models
    by Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L.
  • 2001 Price Dynamics in Latvia - Experience and Future Prospects
    by Martins Bitans & Dace Slakota & Ivars Tillers
  • 2001 Overtime Work, Dual Job Holding and Taxation
    by Frederiksen, Anders & Graversen, Ebbe Krogh & Smith, Nina
  • 2001 Overtime Work, Dual Job Holding and Taxation
    by Frederiksen, Anders & Graversen, Ebbe K. & Smith, Nina
  • 2001 Projection estimators for autoregressive panel data models
    by Steve Bond & Frank Windmeijer
  • 2001 Dismissal of Employees in the Swedish Manufacturing Industry
    by Norén, Ronny
  • 2001 How is generalized least squares related to within and between estimators in unbalanced panel data?
    by Biorn,E.
  • 2001 A simple efficient GMM estimator of GARCH models
    by Skoglund, Jimmy
  • 2001 Specification and estimation of random effects models with serial correlation of general form
    by Skoglund, Jimmy & Karlsson, Sune
  • 2001 Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation
    by Skoglund, Jimmy & Karlsson, Sune
  • 2001 Overtime work, dual job holding and taxation
    by Frederiksen, Anders & Graversen, Ebbe Krogh & Smith, Nina
  • 2001 Quantile regression in lower bound estimation
    by Maria Letizia Giorgetti
  • 2001 Robust income distribution estimation with missing data
    by Maria-Pia Victoria-Feser
  • 2001 Distributional dominance with dirty data
    by Frank Cowell & Maria-Pia Victoria-Feser
  • 2001 Robust Lorenz curves : a semi-parametric approach
    by Frank Cowell & Maria-Pia Victoria-Feser
  • 2001 A nonparametric regression estimator that adapts to error distribution of unknown form
    by Oliver Linton & Zhijie Xiao
  • 2001 Poverty and Expenditure Differentiation of the Russian Population
    by Aivazian Sergey & Kolenikov Stanislav
  • 2001 Rank Test Based On Matrix Perturbation Theory
    by Zaka Ratsimalahelo
  • 2001 Testing for differences in the tails of stock-market returns
    by ROCKINGER, Michael & JONDEAU, Eric
  • 2001 New Extreme-Value Dependance Measures and Finance Applications
    by POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan
  • 2001 Bias Correction in a Stable AD(1,1) Model
    by Noud P.A. van Giersbergen
  • 2001 Asymptotic Theory for Multivariate GARCH Processes
    by F. Comte & Offer Lieberman
  • 2001 Penalised Maximum Likelihood Estimation for Fractional Guassian Processes
    by Offer Lieberman
  • 2001 Higher-order Improvements of the Parametric Bootstrap for Markov Processes
    by Donald W.K. Andrews
  • 2001 Local Polynomial Whittle Estimation of Long-range Dependence
    by Donald W.K. Andrews & Yixiao Sun
  • 2001 Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels
    by Olivier SCAILLET
  • 2001 New Extreme-Value Dependence Measures and Finance Applications
    by Poon, Ser-Huang & Rockinger, Michael & Tawn, Jonathan
  • 2001 Detecting Mutiple Breaks in Financial Market Volatility Dynamics
    by Elena Andreou & Eric Ghysels
  • 2001 Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models
    by Pavel Cizek
  • 2001 Improving the Estimates of the Risk Premia - Application in the UK Financial Market
    by M. Pitsillis & S. Satchell
  • 2001 A New Minimum Distance Estimation Procedure of ARFIMA Processes
    by Laura Mayoral
  • 2001 articles: Target search of burglars: A revised economic model
    by Yochanan Shachmurove & George F. Rengert & Simon Hakim
  • 2001 Quantile regression with sample selection: Estimating women's return to education in the U.S
    by Moshe Buchinsky
  • 2001 Asymmetric labor supply
    by Eduardo Pontual Ribeiro
  • 2001 A természeti erőforrások pénzbeli értékelése
    by Marjainé, Szerényi Zsuzsanna
  • 2001 Wealth and Consumption - A Multicointegrated Model for the Unified Germany
    by Uwe Hassler
  • 2001 Estimation of Linear Regression Models from Bid-Ask Data by a Spread-Tolerant Estimator
    by Oliver Linton
  • 2001 Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application
    by Jie Q. Guo & Tong Li
  • 2001 A Comparative Study of Different Shrinkage Estimators for Panel Data Models
    by G. S. Maddala & Hongyi Li & V. K. Srivastava
  • 2001 Bayesian estimation and model selection for the weekly Colombian exchange rate
    by Norberto Rodríguez
  • 2001 The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests
    by David Brownstone & Robert Valletta
  • 2000 Bayesian Target Zones
    by Catherine S. Forbes & Paul Kofman
  • 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 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 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 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 Finite sample efficiency of OLS in linear regression models with long-memory disturbances
    by Kleiber, Christian
  • 2000 Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss
    by David E. A. Giles
  • 2000 Revenue management under general discrete choice model of consumer behavior
    by Kalyan Talluri & Garrett van Ryzin
  • 2000 Model selection and error estimation
    by Peter L. Bartlett & Stéphane Boucheron & Gábor Lugosi
  • 2000 Strategies for sequential prediction of stationary time series
    by László Györfi & Gábor Lugosi
  • 2000 A zero-delay sequential scheme for lossy coding of individual sequences
    by Tamás Linder & Gábor Lugosi
  • 2000 A note on robust detection
    by Luc Devroye & László Györfi & Gábor Lugosi
  • 2000 Recent Significant Advances in Estimating and Forecasting Theories and Economic Modelling: With Applications to Asian Investment Studies
    by Tran Van Hoa
  • 2000 Multinomial Choice and Selectivity
    by John K. Dagsvik
  • 2000 Econometric applications of high-breakdown robust regression techniques
    by Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet
  • 2000 The Sun Also Rises: Productivity Convergence Between Japan and the USA
    by Gavin Cameron
  • 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
  • 2000 Comparing Semi-Structural Methods to Estimate Unobserved Variables: The HPMV and Kalman Filters Approaches
    by Laurence Boone
  • 2000 Long Memory and Regime Switching
    by Francis X. Diebold & Atsushi Inoue
  • 2000 Bias from Classical and Other Forms of Measurement Error
    by Dean R. Hyslop & Guido W. Imbens
  • 2000 Économétrie, théorie des tests et philosophie des sciences
    by DUFOUR, Jean-Marie
  • 2000 The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity
    by MOON, Hyungsik Roger & PERRON, Benoit
  • 2000 Bayesian Soft Target Zones
    by Forbes, C.S. & Kofman, P.
  • 2000 Bayesian Estimation of Social Welfare and Tax Progressivity Measures
    by Chotikapanich, D. & Creedy, J.
  • 2000 Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects
    by Karlsson, Sune & Skoglund, Jimmy
  • 2000 Testing for common cointegrating rank in dynamic panels
    by Larsson, Rolf & Lyhagen, Johan
  • 2000 On a Partitioned Inversion Formula having Useful Applications in Econometrics
    by Mario Faliva & Maria Grazia Zoia
  • 2000 Extreme Value Theory for Tail-Related Risk Measures
    by Evis Këllezi & Manfred Gilli
  • 2000 Nonparametric test for causality with long-range dependence
    by Javier Hidalgo
  • 2000 Semi-parametric indirect inference
    by Ramdan Dridi & Eric Renault
  • 2000 Simulated asymptotic least squares theory
    by Ramdan Dridi
  • 2000 A model for long memory conditional heteroscedasticity
    by Liudas Giraitis & Peter M. Robinson & Donatas Surgailis
  • 2000 The shape of the risk premium: evidence from a semiparametric GARCH model
    by Oliver Linton & Benoit Perron
  • 2000 Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach
    by Douglas J Hodgson & Oliver Linton & Keith Vorkink
  • 2000 Estimating welfare indices : household weights and sample design
    by Frank Cowell & Stephen P Jenkins
  • 2000 Attitudes towards risk and inequality : a questionnaire-experimental approach
    by Yoram Amiel & Frank Cowell
  • 2000 A model for long memory conditional heteroscedasticity
    by Liudas Giraitis & Peter Robinson & Donatas Surgailis
  • 2000 Nonparametric estimation with aggregated data
    by Oliver Linton & Yoon-Jae Whang
  • 2000 Adaptive semiparametric estimation of the memory parameter
    by Liudas Giraitis & Peter M. Robinson & Alexander Samarov
  • 2000 Nonparametric censored and truncated regression
    by Arthur Lewbel & Oliver Linton
  • 2000 Limit theorems for estimating the parameters of differentiated product demand systems
    by Steve Berry & Oliver Linton & Ariel Pakes
  • 2000 Finite Mixture Distribution, Sequential Likelihood, and the EM Algorithm
    by Arcidiacono, Peter & Jones, John B.
  • 2000 Estimating Welfare Indices: Household Weights and Sample Design
    by Frank A. Cowell & Stephen P. Jenkins
  • 2000 Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration
    by Winfried G. Hallerbach
  • 2000 Two-Step Sequential Sampling
    by Moors, J.J.A. & Strijbosch, L.W.G.
  • 2000 Double Checking for Two Error Types
    by Raats, V.M. & Moors, J.J.A.
  • 2000 Optimal Inventory Policies When Sales Are Discretionary
    by Herbert E. Scarf
  • 2000 Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics
    by Donald W.K. Andrews
  • 2000 A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
    by Donald W.K. Andrews & Patrik Guggenberger
  • 2000 Asymptotics in Minimum Distance from Independence Estimation
    by Donald J. Brown & Marten H. Wegkamp
  • 2000 The Generalized Dynamic Factor Model: Representation Theory
    by Forni, Mario & Lippi, Marco
  • 2000 Reference Cycles: The NBER Methodology Revisited
    by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia
  • 2000 Non redundancy of high order moment conditions for efficient GMM estimation of weak AR processes
    by BROZE, Laurence & FRANCQ, Christian & ZAKOIAN, Jean-Michel
  • 2000 Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results
    by Elena Andreou & Eric Ghysels
  • 2000 Consumption Habit and Equity Premium in the G7 Countries
    by Olivier Allais & Loic Cadiou & Stéphane Dees
  • 2000 Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration
    by Binder, M. & Hsaio, C. & Pesaran, M.H.
  • 2000 Endogenous Selection Or Treatment Model Estimation
    by Arthur Lewbel
  • 2000 Identification of the Binary Choice Model with Misclassification
    by Arthur Lewbel
  • 2000 Determining the Number of Factors in Approximate Factor Models
    by Jushan Bai & Serena Ng
  • 2000 Nonparametric Censored and Truncated Regression
    by Arthur Lewbel & Oliver Linton
  • 2000 Estimation of a Time Varying NAIRU for France
    by Irac, D.
  • 2000 Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator
    by Tkacz, Greg
  • 2000 Price Stickiness, Inflation, and Output Dynamics: A Cross-Country Analysis
    by Khan, Hashmat
  • 2000 Modelling of stock price changes: A real analysis approach
    by Rimas Norvaisa
  • 2000 Peaks or tails - What distinguishes financial data?
    by Walter KrÄmer & Ralf Runde
  • 2000 Obtención de Tablas de Mortalidad por comparación con las de otros ámbitos en períodos pasados
    by VERES FERRER, E.
  • 2000 A feltétel nélküli normalitás egyszerű alternatívái a kockáztatott érték számításában
    by Kóbor, Ádám
  • 2000 A külkereskedelmi integráció becslések három kelet-közép-európai ország egyensúlyi külkereskedelmére
    by Jakab M., Zoltán & Kovács, Mihály András & Oszlay, András
  • 2000 Veränderungsraten und ihre statistische Messung - Reminiszenzen und erneuerte Betrachtung
    by Rolf Wiegert
  • 2000 Comparing Interval Restricted Estimators in Hedonic Pricing
    by Henning Knautz
  • 2000 Deskriptive und induktive Eigenschaften zweier Streuungsmaße für nominale Merkmale
    by Friedrich Vogel & Hans Kiesl
  • 2000 Using Bootstrap In Some Volatility Models
    by Zuzana Prášková
  • 2000 Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices
    by Jushan Bai
  • 2000 Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange
    by Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou
  • 2000 Un modelo Macroeconométrico para la Economía Colombiana
    by Javier Arturo Birchenall & Juan Daniel Oviedo
  • 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 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 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 Party Loyalty as Habit Formation
    by Shachar, R.
  • 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 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 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 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 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 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 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 Disparitätsmessung aus klassierten Daten mittels Schätzung von entropiemaximalen Dichtefunktionen
    by Lucas, André
  • 1999 Peaks or tails: What distinguishes financial data?
    by Krämer, Walter & Runde, Ralf
  • 1999 The Real Interest Differential Model after Twenty Years
    by Alan G. Isaac & Suresh de Mel
  • 1999 Comparative modelling of interregional transport flows : applications to multimodal European freight transport
    by Nijkamp, Peter & Reggiani, Aura & Tsang, Wai Fai
  • 1999 A generalization of histogram type estimators
    by Pedro Delicado & Manuel del Río
  • 1999 Implementing interactive computing in an object-oriented environment
    by Frederic Udina
  • 1999 Worst-case bounds for the logarithmic loss of predictors
    by Nicolò Cesa Bianchi & Gábor Lugosi
  • 1999 Validation procedures in radiological diagnostic models. Neural network and logistic regression
    by Estanislao Arana & Pedro Delicado & Luis Martí
  • 1999 A scaled difference chi-square test statistic for moment structure analysis
    by Albert Satorra & Peter M. Bentler
  • 1999 Scaled and adjusted restricted tests in multi-sample analysis of moment structures
    by Albert Satorra
  • 1999 Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion
    by Tran Van Hoa & Chaturvedi, A.
  • 1999 Taille de la firme et compétences relationnelles pour innover : données individuelles d'entreprises industrielles françaises
    by Francis MUNIER
  • 1999 Estimation of Spatial Panel Data Models Using a Minimum Distance Estimator: Application
    by Théophile AZOMAHOU
  • 1999 Is the Distribution of Income Compatible with a Stable Distribution?
    by John K. Dagsvik & Bjørn H. Vatne
  • 1999 The Recursive Thick Frontier Approach to Estimating Efficiency
    by Wagenvoort, Rien & Schure, Paul
  • 1999 Simulated Likelihood Estimation of Non-Linear Diffusion Processes Through Non-Parametric Procedure With an Application to the Portuguese Interest Rate
    by João Nicolau
  • 1999 The Impact of Acid Rain on the Aquatic Ecosystems of Eastern Canada
    by Mariam, Yohannes
  • 1999 Trends in Resource Extraction and Implications for Sustainability in Canada
    by Mariam, Yohannes
  • 1999 Why did UK manufacturing productivity growth slow down in the 1970s and speed up in the 1980s
    by Gavin Cameron
  • 1999 International Asset Allocation with Time-Varying Correlations
    by Andrew Ang & Geert Bekaert
  • 1999 Estimating the Effect of Alcohol on Driver Risk Using Only Fatal Accident Statistics
    by Steven D. Levitt & Jack Porter
  • 1999 Estimating Advertising Half-Life and the Data Interval Bias
    by Fry, T.R.L. & Broadbent, S. & Dixon, J.M.
  • 1999 Rational Habit Modification: the Role of Credit
    by Henry, O. & Messinis, G. & Olekalns, N.
  • 1999 Bierens' and Johansen's Method - Complements or Substitutes?
    by Wagner, Martin
  • 1999 VAR Cointegration in VARMA Models
    by Wagner, Martin
  • 1999 Two-part multiple spell models for health care demand
    by Joao M.C. Santos Silva & Frank Windmeijer
  • 1999 Random coefficients in regression equation systems : the case with unbalanced panel data
    by Biorn,E.
  • 1999 Estimating regression systems from unbalanced panel data : a stepwise maximum likelihood procedure
    by Biorn,E.
  • 1999 Likelihood-Based Inference in Multivariate Panel Cointegration Models
    by Larsson, Rolf & Lyhagen, Johan
  • 1999 Indirect Estimation of Just-Identified Models with Control Variates
    by Giorgio Calzolari & F. Di Iorio & G. Fiorentini
  • 1999 Income inequality comparisons with dirty data: the UK and Spain during the 1980s
    by Frank Cowell & Julie Litchfield & Magda Mercader-Prats
  • 1999 Equivalence scales and inequality
    by Frank Cowell & Magda Mercader-Prats
  • 1999 Statistical inference for welfare under complete and incomplete information
    by Frank Cowell & Maria-Pia Victoria-Feser
  • 1999 The Tail Behavior of Stock Returns: Emerging versus Mature Markets
    by ROCKINGER, Michael & JONDEAU, Eric
  • 1999 Value-at-Risk and least squares tail index estimation
    by R.W.J. van den Goorbergh
  • 1999 Comparative modelling of interregional transport flows : applications to multimodal European freight transport
    by Nijkamp, Peter & Reggiani, Aura & Tsang, Wai Fai
  • 1999 Decomposing Portfolio Value-at-Risk: A General Analysis
    by Winfried G. Hallerbach
  • 1999 The Joint Estimation of Term Structures and Credit Spreads
    by Patrick Houweling & Jaap Hoek & Frank Kleibergen
  • 1999 Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach
    by Niels Haldrup & Michael Jansson
  • 1999 Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse
    by Vazquez-Alvarez, R. & Melenberg, B. & Soest, A.H.O. van
  • 1999 Double Checking for Two Error Types
    by Moors, J.J.A.
  • 1999 Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models
    by Donald W.K. Andrews & Biao Lu
  • 1999 Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators
    by Donald W.K. Andrews
  • 1999 Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices
    by Jushan Bai
  • 1999 Technology Transfer: Users Analysis
    by Mario Coccia
  • 1999 Systemic Analysis of Performance in Research Organizations
    by Mario Coccia
  • 1999 The Generalized Dynamic Factor Model: Identification and Estimation
    by Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia
  • 1999 Seasonal Nonstationarity and Near-Nonstationarity
    by Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues
  • 1999 Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables
    by Arthur Lewbel
  • 1999 The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets
    by Jondeau, E. & Rockinger, M.
  • 1999 Estimation of the business cycle: A modified Hodrick-Prescott filter
    by Regina Kaiser & Agustín Maravall
  • 1999 articles: Welfare reform and spatial matchingbetween clients and jobs
    by Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah
  • 1999 articles: Areas, nodes and networks: Some analytical considerations
    by John R. Roy
  • 1999 articles: A global search procedure for parameter estimation in neural spatial interaction modelling
    by Manfred M. Fischer & Katerina Hlavácková-Schindler & Martin Reismann
  • 1999 Stock market prices and long-range dependence
    by Murad S. Taqqu & Vadim Teverovsky & Walter Willinger
  • 1999 The Least Trimmed Squares – Random Carriers
    by Jan Víšek
  • 1999 The Generalized War of Attrition
    by Paul Klemperer & Jeremy Bulow
  • 1999 Catching Up with the Economy
    by Robert W. Fogel
  • 1998 Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function
    by Horowitz, J.L.
  • 1998 Halandósági táblák becslése bayesi módszerekkel
    by Péter Gál
  • 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 Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions
    by Laskar, M.R. & King, M.L.
  • 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 Likelihood-Based Cointegration Tests in Heterogeneous Panels
    by Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael
  • 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 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 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 Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root
    by Kiviet, J.F. & Phillips, G.D.A.
  • 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 El capital humano, la escolarizacion y los salarios en Espana: Evidencia empirica para 1990
    by Lluis Diaz Serrano & Ramon Jose Alemany Leira
  • 1998 On the existence of moments: With an application to German stock returns
    by Runde, Ralf & Scheffner, Axel
  • 1998 A Note on Estimated Coefficients in Random Effects Probit Models
    by Arulampalam, W.
  • 1998 Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study
    by Michael A. Hauser
  • 1998 Relative Efficiency with Equivalence Classes of Asymptotic Covariances
    by David M. Mandy & Carlos Martins-Filho
  • 1998 Semiparametric Maximum Lickelihood Estimation of GARCH Models
    by Jian Yang
  • 1998 A simple randomized algorithm for consistent sequential prediction of ergodic time series
    by László Györfi & Gábor Lugosi & Gusztáv Morvai
  • 1998 Inequalities for a new data-based method for selecting nonparametric density estimates
    by Luc Devroye & Gábor Lugosi & Frederic Udina
  • 1998 An inequality for uniform deviations of sample averages from their means
    by Peter Bartlett & Gábor Lugosi
  • 1998 Is the Efficiency Wage Hypothesis Valid for Developing Countries? Evidence from the Turkish Cement Industry
    by Seref Saygili
  • 1998 Exchange rate in transition
    by Kocenda, Evzen
  • 1998 Catch-Up and Leapfrog between the USA and Japan
    by Gavin Cameron
  • 1998 The long-run nominal exchange rate: specification and estimation issues
    by W A Razzak & Thomas Grennes
  • 1998 Instrumental Variables Estimation of Quantile Treatment Effects
    by Alberto Abadie & Joshua D. Angrist & Guido W. Imbens
  • 1998 Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach
    by Yacine Ait-Sahalia
  • 1998 Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices
    by PERRON, Pierre & VODOUNOU, Cosme
  • 1998 Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition
    by PERRON, Pierre & VODOUNOU, Cosme
  • 1998 Quadratic M-Estimators for ARCH-Type Processes
    by MEDDAHI, Nour & RENAULT, Éric
  • 1998 Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models
    by ABDELKHALEK, Touhami & DUFOUR, Jean-Marie
  • 1998 Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
    by Hyndman, R.J. & Yao, Q.
  • 1998 On Omitted Variable Bias and Measurement Error in Returns to Schooling Estimates
    by Mellander, Erik
  • 1998 Maximum likelihood estimation of the multivariate fractional cointegrating model
    by Lyhagen, Johan
  • 1998 Income mobility : a robust approach
    by Frank Cowell & Christian Schluter
  • 1998 Measurement of inequality
    by Frank Cowell
  • 1998 Statistical inference for Lorenz curves with censored data
    by Frank Cowell & Maria-Pia Victoria-Feser
  • 1998 Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
    by Peter M. Robinson & Marc Henry
  • 1998 Learning in sender-receiver games
    by Blume, A. & De Jong, D.V. & Neumann, G.R.
  • 1998 Nonparametric Censored Regression
    by Arthur Lewbel & Linton, Oliver Linton
  • 1998 A censored-GARCH model of asset returns with price limits
    by WEI, Steven X.
  • 1998 A non parametric analysis of distributions of household income and attributes
    by Hildenbrand, Werner & Alois Kneip & Klaus Utikal
  • 1998 Nonlinear VAR: Some Theory and an Application to US GNP and Unemployment
    by Filippo Altissimo & Giovanni Luca VIolante
  • 1998 Prediccion De Series De Ventas: Un Analisis De Cointegracion Con El Pib
    by PABLO MARSHALL
  • 1998 La elasticidad de sustitución intertemporal en el consumo: evidencia empírica en países representativos de la OCDE
    by José Alberto Molina Chueca
  • 1998 El estimador de regresión generalizado en el modelo de superpoblación: p-insesgadez asintótica y robustez
    by José Miguel Casas Sánchez & Marta Guijarro Garvi
  • 1997 Nonparametric Analysis of Randomized Experiments With Missing Covariate and Outcome Data
    by Horowitz, Joel & Manski, Charles
  • 1997 Semiparametric Estimation of a Proportional Hazard Model With Unobserved Heterogeneity
    by Horowitz, J.
  • 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 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 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 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, André
  • 1997 Semi-nonparametric cointegration testing
    by Boswijk, H. Peter & Lucas, André
  • 1997 The minimax distortion redundancy in empirical quantizer design
    by Peter Bartlett & Tamas Linder & Gábor Lugosi
  • 1997 Strong minimax lower bounds for learning
    by Andras Antos & Gábor Lugosi
  • 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
  • 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
  • 1997 Modeling and Estimation Methods for Household Size in the Presence of Nonresponse Applied to The Norwegian Consumer Expenditure Survey
    by Liv Belsby & Jan F. Bjørnstad
  • 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
  • 1997 Moment Estimation with Attrition
    by John M. Abowd & Bruno Crepon & Francis Kramarz
  • 1997 A tobit model with garch errors
    by Gabriele Fiorentini & Giorgio Calzolari
  • 1997 Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance
    by Costas Meghir & Frank Windmeijer
  • 1997 Endogeneity in a Binomial Model
    by Brännäs, Kurt & Eriksson, Maria
  • 1997 On the Damodaran Estimator of Price Adjustment Coefficients
    by Säfvenblad, Patrik
  • 1997 Modeling Nordic Stock Returns with Asymmetric GARCH models
    by Hagerud, Gustaf E.
  • 1997 Inequality, welfare and monotonicity
    by Yoram Amiel & Frank Cowell
  • 1997 Empirics for growth and distribution
    by Danny Quah
  • 1997 A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior
    by Lucas, Andr‚
  • 1997 Semi-nonparametric cointegration testing
    by Boswijk, H. Peter & Lucas, Andr‚
  • 1997 Canonical Partitions in the Restricted Linear Model
    by Genugten, B.B. van der
  • 1997 Estimation When a Parameter Is on a Boundary: Theory and Applications
    by Donald W.K. Andrews
  • 1997 Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
    by Donald W.K. Andrews
  • 1997 On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests
    by Donald W.K. Andrews & Moshe Buchinsky
  • 1997 The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series
    by Yoon-Jae Whang & Oliver Linton
  • 1997 Empirics for Growth and Distribution: Stratification, Polarization, and Convergence Clubs
    by Quah, Danny
  • 1997 Second order pseudo-maximum likelihood estimation and conditional variance misspecification
    by LEJEUNE, Bernard
  • 1997 How Does the Share of Imports Change During Structural Adjustment?
    by Alan A. Powell
  • 1997 Seasonal Time Series and Autocorrelation Function Estimation
    by William R. Bell & Eric Ghysels & Hahn Shik Lee
  • 1997 A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap
    by Chantal Dupasquier & Alain Guay & Pierre St-Amant
  • 1997 Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada
    by St-Amant, P. & van Norden, S.
  • 1997 An application of hidden Markov models to asset allocation problems (*)
    by Robert J. Elliott & John van der Hoek
  • 1997 Reálbérek és kereseti egyenlőtlenségek, 1986-1996. A bérszerkezet átalakulása Magyarországon, I. rész
    by Kertesi, Gábor & Köllő, János
  • 1996 Bootstrap Methods for Median Regression Models
    by Horowitz, J.
  • 1996 Marginal Effects in the Bivariate Probit Model
    by Greene, W.H.
  • 1996 Nonparametric Inference by Quasi-Likelihood Methods
    by Spady, R.H.
  • 1996 An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests
    by Perron, P. & Ng, S.
  • 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 An Inequality for Vector-Valued Martingales and Its Applications
    by Bai, J.
  • 1996 A Note on Spurious Break and Regime Shift in Cointegrating Relationship
    by Bai, J.
  • 1996 Determinants of Aggregate Primary Commodity Export Supply : Econometric Results from African Countries
    by Geda, A
  • 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 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 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 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 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 Approximate Bias Correction in Econometrics
    by Mackinnon, J.G. & Smith, A.A.
  • 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 A Rational Route to Randomness
    by Brock, W.A. & Hommes, C.H.
  • 1996 Nonparametric inference for second order stochastic dominance
    by Schmid, Friedrich & Trede, Mark
  • 1996 Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio
    by Pin-Huang Chou
  • 1996 Distribution of the Least Squares Estimator in a First-Order Autoregressive Model
    by Mukhtar M. Ali
  • 1996 Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning
    by Kenneth E. Train
  • 1996 Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model
    by Mukhtar M. Ali
  • 1996 A data-dependent skeleton estimate and a scale-sensitive dimension for classification
    by Marta Horvath & Gábor Lugosi
  • 1996 Fusion of data sets in multivariate linear regression with errors-in-variables
    by Albert Satorra
  • 1996 Impact of technological changes and economic liberalization on agricultural labor employment and Productivity
    by Soliman, Ibrahim & Ewaida, Osama
  • 1996 Dynamic Equilibrium and Volatility in Financial Asset Markets
    by Yacine Ait-Sahalia
  • 1996 An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests
    by Perron, P. & Ng, S.
  • 1996 Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey
    by Kaufmann, Sylvia & Scheicher, Martin
  • 1996 Estimation of inequality indices
    by Frank Cowell
  • 1996 A Stopping Rule for the Computation of Generalized Method of Moments Estimators
    by Donald W.K. Andrews
  • 1996 Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures
    by Van Norden, S. & Vigfusson, R.
  • 1996 The Long Term Development of OECD Export Specialisation Patterns: De-specialisation and "Stickiness"
    by Bent Dalum & Keld Laursen & Gert Villumsen
  • 1996 The Impact of Technological Opportunity on the Dynamics of Trade Performance
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