This file is part of IDEAS, which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Research classified by
Journal of
Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C20: General
/ / / C21: Cross-Sectional Models; Spatial Models; Treatment Effect Models
/ / / C22: Time-Series Models; Dynamic Quantile Regressions
/ / / C23: Models with Panel Data
/ / / C24: Truncated and Censored Models
/ / / C25: Discrete Regression and Qualitative Choice Models
/ / / C29: Other
This topic is covered by the following reading lists:- SOEP based publications
Most recent items first, undated at the end.
2009 Heterogeneity across Immigrants in the Spanish Labour Market: Advantage and Disadvantage
by Catia Nicodemo [Downloadable!]
2009 Selection Bias and Unobservable Heterogeneity applied at the Wage Equation of European Married Women
by Catia Nicodemo [Downloadable!]
2009 Errors-in-Variables Estimation with No Instruments
by Ramazan Gencay & Nikola Gradojevic [Downloadable!]
2009 Economy of Time and Matter in a Universal Setting
by O'Sullivan, John L. [Downloadable!]
2009 Reference-dependent preferences in the public and private sectors: A nonlinear perspective
by Georgellis, Yannis & Gregoriou, Andros & Tsitsianis, Nikolaos [Downloadable!]
2009 On the Computation of the Hausdorff Dimension of the Walrasian Economy:Further Notes
by Dominique, C-Rene [Downloadable!]
2009 Capital Inflows, Household Debt and the Boom-bust Cycle in Estonia
by Zuzana Brixiova & Laura Vartia & Andreas Wörgötter [Downloadable!]
2009 Antidumping Protection hurts Exporters:Firm-level evidence from France
by Jozef Konings & Hylke Vandenbussche [Downloadable!]
2009 Estimating the Veteran Effect with Endogenous Schooling When Instruments Are Potentially Weak
by Chaudhuri, Saraswata & Rose, Elaina [Downloadable!]
2009 Differences in Decline: Quantile Regression Analysis of Union Wage Differentials in the United Kingdom, 1991-2003
by Manquilef-Bächler, Alejandra A. & Arulampalam, Wiji & Smith, Jennifer C. [Downloadable!]
2009 Gender Pay Gap and Quantile Regression in European Families
by Nicodemo, Catia [Downloadable!]
2009 Identifying the Effects of Food Stamps on Child Health Outcomes When Participation is Endogenous and Misreported
by Kreider, Brent & Pepper, John V. & Gundersen, Craig & Jolliffe, Dean [Downloadable!]
2009 WTO Disciplines on Domestic Support and Market Access in Agri-food Supply Chains
by Gervais, Jean-Philippe & Larue, Bruno & Lapan, Harvey E.
2009 Antidumping Protection hurts Exporters: Firm-level evidence from France
by Jozef KONINGS & Hylke VANDENBUSSCHE [Downloadable!]
2009 Antidumping Protection hurts Exporters: Firm-level evidence from France
by Konings, Jozef & Vandenbussche, Hylke [Downloadable!]
2009 Arithmetic and geometric mean rates of return in discrete time
by Arie ten Cate [Downloadable!]
2009 Price adjustments and inflation - evidence from Norwegian consumer price data 1975-2004
by Fredrik Wulfsberg [Downloadable!]
2009 Correcting the Bias in the Concentration Index when Income is Grouped
by Philip Clarke & Tom Van Ourti [Downloadable!]
2009 Detection of additive outliers in seasonal time series
by Niels Haldrup & Antonio Montañés & Andreu Sansó [Downloadable!]
2009 Estimación Bayesiana en modelos de producción con frontera determinista/Bayesian Estimation in Deterministic Frontier Production Models
by ORTEGA IRIZO, FCO. JAVIER & BASULTO SANTOS, JESÚS [Downloadable!]
2009 China, Precios de Commodities y Desempeño de América Latina: Algunos Hechos Estilizados
by Patricio Jaramillo & Sergio Lehmann & David Moreno. [Downloadable!]
2009 Public debt externalities and creditworthiness of the Autonomous Communities
by Andrés Leal Marcos & Julio López Laborda [Downloadable!]
2009 The Contribution Of Equipment Leasing In The Error-Correction Model Of Investment In Machinery And Equipment: Evidence From Italy
by ZANIN, Luca [Downloadable!]
2008 Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
by Wang, Mu-Chun [Downloadable!]
2008 Who likes circus animals?
by Zanola, Roberto [Downloadable!]
2008 Consumer preferences for circus: A cluster approach
by Zanola, Roberto [Downloadable!]
2008 Wissen und Neue Wachstumstheorie: Die Rolle von fachspezifischem Humankapital
by Günther Rehme [Downloadable!]
2008 Armington elasticities and tariff regime: An application to European Union rice imports
by Marilyne Huchet-Bourdon & Esmaeil Pishbahar [Downloadable!]
2008 Estimation of the Incumbency Effects in the US State Legislatures: A Quasi-Experimental Approach
by Uppal, Yogesh [Downloadable!]
2008 Essays on the econometric theory of rank regressions
by Subbotin, Viktor [Downloadable!]
2008 Stochastic FDH/DEA estimators for Frontier Analysis
by Leopold Simar & Valentin Zelenyuk [Downloadable!]
2008 Local Innovation Systems and Benchmarking
by Uwe Cantner [Downloadable!]
2008 Meat Slaughter and Processing Plants’ Traceability Levels: Evidence From Iowa
by Bulut, Harun & Lawrence, John D. [Downloadable!]
2008 Intra-Industry Trade and Revealed Comparative Advantage: An Inverted-U Relationship
by Horácio Faustino [Downloadable!]
2008 The driving force of labor force participation in developed countries
by Ivan O. Kitov & Oleg I. Kitov [Downloadable!]
2008 Medical Demography and Intergenerational Inequalities in General Practitioner's Earnings
by Brigitte Dormont & Anne-Laure Samson [Downloadable!]
2008 Modeling Electricity Prices: From the State of the Art to a Draft of a New Proposal
by Matteo Manera & Massimiliano Serati & Michele Plotegher [Downloadable!]
2008 Asset prices and exchange rates: a time dependent approach
by Giulia PICCILLO [Downloadable!]
2008 Development of Wage Inequality for Natives and Immigrants in Germany: Evidence from Quantile Regression and Decomposition
by Heiko Peters [Downloadable!]
2008 Testing Downside Risk Efficiency Under Market Distress
by Jesus Gonzalo & Jose Olmo [Downloadable!]
2008 Forecasting Spanish inflation using information from different sectors and geographical areas
by Juan de Dios Tena & Antoni Espasa & Gabriel Pino [Downloadable!]
2008 Testing downside risk efficiency under market distress
by Jesus Gonzalo & Jose Olmo [Downloadable!]
2008 Using Elicited Choice Probabilities to Estimate Random Utility Models: Preferences for Electricity Reliability
by Blass, Asher & Lach, Saul & Manski, Charles [Downloadable!]
2008 Optimal Monetary Policy using a VAR
by Polito, Vito & Wickens, Michael R [Downloadable!]
2008 Heterogeneous Responses of Firms to Trade Protection
by Konings, Jozef & Vandenbussche, Hylke [Downloadable!]
2008 Decomposition of Economic and Productivity Growth in Post-reform China
by Kui-Wai Li & Tung Liu & Lihong Yun [Downloadable!]
2008 Balancing work and family in Italy: New mothersÂ’ employment decisions after childbirth
by Piero Casadio & Martina Lo Conte & Andrea Neri [Downloadable!]
2008 The Driving Force of Labor Force Participation in Developed Countries
by Ivan O. KITOV [Downloadable!]
2008 Modeling Competitive Reaction Effects
by Peter S. H. Leeflang [Downloadable!]
2008 Eficiencia de la política monetaria y la estabilidad de las preferencias del Banco Central. Evidencia empírica para el Perú
by Rodríguez,Gabriel [Downloadable!]
2008 Mean Reversion of Balance of Payments¡GEvidence from Sequential Trend Break Unit Root Tests
by Mei-Yin Lin & Jue-Shyan Wang [Downloadable!]
2008 Nonlinear unit root tests of PPP using long-horizon data
by Frederick Wallace [Downloadable!]
2008 Outward FDI of Malaysia: An Empirical Examination from Macroeconomic Perspective
by Jerome Swee-Hui Kueh & Chin-Hong Puah & Albert Apoi [Downloadable!]
2008 Analysing the forward premium anomaly using a Logistic Smooth Transition Regression model
by Sofiane Amri [Downloadable!]
2008 Threshold effects in Okun’s Law: a panel data analysis
by Julien Fouquau [Downloadable!]
2008 The Impact of Economic Globalization on Income Distribution: Empirical Evidence in China
by Xiaofei Tian & Baotai Wang & Ajit Dayanandan [Downloadable!]
2008 Which null hypothesis do overidentification restrictions actually test?
by Rembert De Blander [Downloadable!]
2008 On calculating estimates of stratified error-components models
by Robert Phillips [Downloadable!]
2008 Granger-Causality in the presence of structural breaks
by Daniel Ventosa-Santaulària & José Eduardo Vera-Valdés [Downloadable!]
2008 The impact of outliers on transitory and permanent components in macroeconomic time series
by Olivier Darné & Amélie Charles [Downloadable!]
2008 A short note on business cycles of underground output: are they asymmetric?
by Yoke-Kee Eng & Chin-Yoong Wong [Downloadable!]
2008 Are Unemployment Rates Nonstationary or Nonlinear? Evidence from 19 OECD Countries
by Veli YILANCI [Downloadable!]
2008 Non-linear unit root testing in the presence of heavy-tailed innovation processes
by Steve Cook [Downloadable!]
2008 Using business survey in industrial and services sector to nowcast GDP growth:The French case
by Olivier Darne [Downloadable!]
2008 Are 19 Developed Countries' Real Per Capita GDP levels Non-stationary? A Revisit
by Shyh-Wei Chen [Downloadable!]
2008 Business surveys modelling with Seasonal-Cyclical Long Memory models
by Laurent Ferrara & Dominique Guégan [Downloadable!]
2008 What can we learn about correlations from multinomial probit estimates?
by Chiara Monfardini & J.M.C. Santos Silva [Downloadable!]
2008 Testing for PPP in Australia: Evidence from unit root test against nonlinear trend stationarity alternatives
by Juan Carlos Cuestas & Paulo José Regis [Downloadable!]
2008 Why not use standard panel unit root test for testing PPP
by Johan Lyhagen [Downloadable!]
2008 Tourism’s Impact on Long-Run Mexican Economic Growth
by Juan Gabriel Brida & Edgar J Sanchez Carrera & W. Adrian Risso [Downloadable!]
2008 Revisiting the decline in the exchange rate pass-through: further evidence from developing countries
by Karim BARHOUMI & Jamel JOUINI [Downloadable!]
2008 CIPS test for Unit Root in Panel Data: further Monte Carlo results
by Andrea Cerasa [Downloadable!]
2008 Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries
by Shyh-Wei Chen [Downloadable!]
2008 A Note on the Persistence of Firms' Innovation Behavior: A Dynamic Random Effect Probit Model Approach
by Chia-Hui Huang [Downloadable!]
2008 Effects Of Trade And Growth On Air Pollution In The Aggregated Sub-Saharan Africa
by Aka, Bedia F. [Downloadable!]
2008 Non-Linear Trend Stationarity And Co-Trending In Latin American Real Exchange Rates
by HOLMES, Mark J [Downloadable!]
2008 Testing Williamson’s theory on transaction-specific governance structures: Evidence from electricity markets
by Laura Onofri & [Downloadable!]
2008 Convergence in the Neo-classical Model of Economic Growth
by Rossitsa Rangelova [Downloadable!]
2008 Convergence in the Neo-classical Model of Economic Growth
by Rossitsa Rangelova [Downloadable!]
2007 Major influences on circus attendance
by Zanola, Roberto [Downloadable!]
2007 Endogenous Policy and Cross-Country Growth Empirics
by Günther Rehme [Downloadable!]
2007 Do fiscal rules cause budgetary outcomes?
by Signe Krogstrup & Sébastien Wälti [Downloadable!]
2007 Fundamenstos de la oferta agregada¿ Existen posibilidades para la politica macroeconomica ?
by Eduardo Antonelli [Downloadable!]
2007 Efficiency of the Monetary Policy and Stability of Central Bank Preferences. Empirical Evidence for Peru
by Rodriguez Gabriel [Downloadable!]
2007 Unit Root Tests with Wavelets
by Gencay, Ramazan & Fan, Yanqin [Downloadable!]
2007 Pakistan lags behind in technical textile
by JANJHJI, NOOR ZAMAN & MEMON, NOOR AHMED [Downloadable!]
2007 An Inflated Ordered Probit Model of Monetary Policy: Evidence from MPC Voting Data
by Brooks, Robert & Harris, Mark & Spencer, Christopher [Downloadable!]
2007 The Expectations Hypothesis of the Term Structure: Some Empirical Evidence for Portugal
by Silva Lopes, Artur C. & Monteiro, Olga Susana [Downloadable!]
2007 An Alternative Approach to Portfolio Selection Problem via Stochastic Differential Delay Equations
by Chilarescu, Constantin [Downloadable!]
2007 Balance of Payments Constrained Growth Model: Evidence for Bolivia 1953-2002
by Arevilca Vasquez, Bismarck Javier & Risso Charquero, Adrian Winston [Downloadable!]
2007 Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019
by Gomez-Sorzano, Gustavo [Downloadable!]
2007 On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding
by Pötscher, Benedikt M. & Leeb, Hannes [Downloadable!]
2007 Outlier Treatment and Robust Approaches for Modeling Electricity Spot Prices
by Trueck, Stefan & Weron, Rafal & Wolff, Rodney [Downloadable!]
2007 Forecasting Mango and Citrus Production in Nigeria: A Trend analysis
by Yusuf, Sulaiman Adesina & Salau, Adekunle Sheu [Downloadable!]
2007 Martingales, Detrending Data, and the Efficient Market Hypothesis
by McCauley, Joseph L. & Bassler, Kevin E. & Gunaratne, Gemunu H. [Downloadable!]
2007 Piecewise Linear Accrual Models: do they really control for the asymmetric recognition of gains and losses?
by José A. C. Moreira & Peter F. Pope [Downloadable!]
2007 Diesel price convergence and mineral oil taxation in Europe
by Axel Dreher & Tim Krieger [Downloadable!]
2007 Class Size and Sorting in Market Equilibrium: Theory and Evidence
by Miguel Urquiola & Eric Verhoogen [Downloadable!]
2007 Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test
by Justin McCrary [Downloadable!]
2007 Why do North African firms involve in corruption ?
by Clara Delavallade [Downloadable!]
2007 Antidumping Protection and Productivity of Domestic Firms: A firm level analysis
by Jozef Konings & Hylke Vandenbussche [Downloadable!]
2007 Class Size and Sorting in Market Equilibrium: Theory and Evidence
by Miguel Urquiola & Eric A. Verhoogen [Downloadable!]
2007 Country-Specific Determinants of Intra-Industry Trade in Portugal
by Horácio Faustino & Nuno Carlos Leitão [Downloadable!]
2007 Dynamic and Structural Features of Intifada Violence: A Markov Process Approach
by Ivan Jeliazkov & Dale J. Poirier [Downloadable!]
2007 Detecting Misspecifications in Autoregressive Conditional Duration Models
by Yongmiao Hong & Yoon-Jin Lee [Downloadable!]
2007 Intergenerational inequalities in GPs' earnings : experience, time and cohort effects
by Brigitte Dormont & Anne-Laure Samson [Downloadable!]
2007 Do fiscal rules cause budgetary outcomes?
by Signe Krogstrup & Sébastien Wälti [Downloadable!]
2007 Intergenerational inequalities in GPs’ earnings: experience, time and cohort effects
by Brigitte Dormont & Anne-Laure Samson [Downloadable!]
2007 Identifying and Correcting Publication Selection Bias in the Efficiency-Wage Literature: Heckman Meta-Regression
by T.D Stanley & Hristos Doucouliagos [Downloadable!]
2007 The Impact of Heavy Tails and Comovements in Downside-Risk Diversification
by Jesus Gonzalo & Jose Olmo [Downloadable!]
2007 Class Size and Sorting in Market Equilibrium: Theory and Evidence
by Urquiola, Miguel & Verhoogen, Eric A. [Downloadable!]
2007 Technology Progress, Efficiency, and Scale of Economy in Post-reform China
by Kui-Wai Li & Tung Liu & Lihong Yun [Downloadable!]
2007 Oil supply news in a VAR: Information from financial markets
by Alessio Anzuini & Patrizio Pagano & Massimiliano Pisani [Downloadable!]
2007 A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures
by Torben G. Andersen & Tim Bollerslev & Xin Huang [Downloadable!]
2007 Foreign Direct Investment and Electronics Exports: Exploratory Empirical Evidence from Malaysia’s Top Five Electronics Exports
by Koi Nyen Wong & Tuck Cheong Tang [Downloadable!]
2007 Foreign Aid, FDI and Economic Growth in East European Countries
by Rabindra Bhandari & Dharmendra Dhakal & Gyan Pradhan & Kamal Upadhyaya [Downloadable!]
2007 Bank lending and monetary policy: the effects of structural shift in interest rates
by Kim-Leng Goh & Sook-Lu Yong [Downloadable!]
2007 Estimating Capacity Utilization Using a SVAR Model: An Application to the US and Canadian Economies
by Theologos Dergiades & Lefteris Tsoulfidis [Downloadable!]
2007 Effects of Fiscal Policies in Four European Countries: A Non-linear Structural VAR Approach
by Christophe Schalck [Downloadable!]
2007 A Stochastic Approach to the Cobb-Douglas Production Function
by Constantin Chilarescu & Nicolas Vaneecloo [Downloadable!]
2007 On the Distribution of the Break-Date Estimator Implied by the Perron-Type Statistics When the Form of Break is Misspecified
by Amit Sen [Downloadable!]
2007 On the Distribution of the Break-Date Estimator Implied by the Perron-Type Statistics When the Form of Break is Misspecified
by Amit Sen [Downloadable!]
2007 Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter
by Terence Tai-Leung Chong [Downloadable!]
2007 Should we care for structural breaks when assessing fiscal sustainability?
by Christophe Rault & António Afonso [Downloadable!]
2007 Semi-nonparametric estimation of regression-based survival models
by Hiroaki Masuhara [Downloadable!]
2007 Abnormal Domestic Information Disseminate on Cross-listed Nikkei 225 Index Futures from Abroad?
by Chien-Liang Chiu & Yen-Hsien Lee & Tung-Yueh Pai [Downloadable!]
2007 A monte carlo analysis of the type II tobit maximum likelihood estimator when the true model is the type I tobit model
by Kazumitsu Nawata [Downloadable!]
2007 A pitfall in joint stationarity, weak exogeneity and autoregressive distributed lag models
by Carlos Santos [Downloadable!]
2007 wrong estimation of the true number of shifts in structural break models: Theoretical and numerical evidence
by Mohamed BOUTAHAR & Jamel JOUINI [Downloadable!]
2007 Spuriousness of information criteria when selecting the number of breaks in stationary AR(p) process
by Mohamed BOUTAHAR & Jamel JOUINI [Downloadable!]
2007 Identification and Estimation of Structural-Change Models with Misclassification
by Terence Tai-Leung Chong & Melvin Hinich & Kwan-To Wong [Downloadable!]
2007 Mean Reversion in Stock Prices: New Evidence from Panel Unit Root Tests for Seventeen European Countries
by Paresh Narayan & Arti Prasad [Downloadable!]
2007 Seasonal fractional integration with structural break. An application to the German GNP data
by Luis Gil-Alana [Downloadable!]
2007 The Aggregated Structural-Change Model
by Terence Tai-Leung Chong & Isabel Kit-Ming Yan & Guoxin Liu [Downloadable!]
2007 An algorithm for censored quantile regressions
by Thanasis Stengos & Dianqin Wang [Downloadable!]
2007 A note on fractional stochastic convergence
by Marcelo Mello & Roberto Guimaraes-Filho [Downloadable!]
2007 Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study
by Ming-Yuan Li & Alan T. Wang & Yu-Chen Lin & Hsuan-Ho Cheng [Downloadable!]
2007 Impact of Fiscal Policy on the Cumulative Production in the Bulgarian Economy
by Maria Neycheva [Downloadable!]
2006 How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach
by Ziegler, Christina & Eickmeier, Sandra [Downloadable!]
2006 How Effective is European Merger Control?
by Tomaso Duso & Klaus Gugler & Burçin Yurtoglu [Downloadable!]
2006 How Effective is European Merger Control?
by Tomaso Duso & Klaus Gugler & Burcin Yurtoglu [Downloadable!]
2006 Türkiye’de Enflasyon, Enflasyon Belirsizliði ve Büyüme - Inflation, Inflation Uncertainty and Growth in Turkey
by Seyfettin Artan [Downloadable!]
2006 Health Care Provider Choice
by Christelle Swanepoel & Ian Stuart [Downloadable!]
2006 On Joint Modelling and Testing for Local and Global Spatial Externalities
by Zhenlin Yang [Downloadable!]
2006 Fitting an Origin-Displaced Logarithmic Spiral to Empirical Data by Differential Evolution Method of Global Optimization
by Mishra, SK [Downloadable!]
2006 Financial systems and banking crises: An assessment
by Ruiz-Porras, Antonio [Downloadable!]
2006 “Accruals” Discricionários: o Erro de Estimação Induzido pelo Conservantismo
by José António Moreira [Downloadable!]
2006 Using a Hedonic Model of Solar Radiation to Assess the Economic Effect of Climate Change: The Case of Mosel Valley Vineyards
by Orley Ashenfelter & Karl Storchmann [Downloadable!]
2006 Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand
by Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik [Downloadable!]
2006 A Technical Note on a Direct Estimate of the Significance of Bias in Forecasts
by Albert E. DePrince [Downloadable!]
2006 Demande induite par l’offre ambulatoire : un survol de la littérature théorique et empirique
by Trinquard, S. [Downloadable!]
2006 Variance Estimation in a Random Coefficients Model
by Schlicht, Ekkehart & Ludsteck, Johannes [Downloadable!]
2006 Econometrics: A Bird’s Eye View
by John F. Geweke & Joel L. Horowitz & M. Hashem Pesaran [Downloadable!]
2006 From Temporary Help Jobs to Permanent Employment: What Can We Learn from Matching Estimators and their Sensitivity?
by Andrea Ichino & Fabrizia Mealli & Tommaso Nannicini [Downloadable!]
2006 Variance Estimation in a Random Coefficients Model
by Ekkehart Schlicht & Johannes Ludsteck [Downloadable!]
2006 Farm Technology and Technical Efficiency: Evidence from Four Regions in China
by Chen, Zhuo & Huffman, Wallace & Rozelle, Scott [Downloadable!]
2006 Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model
by Falk, Barry L. & Roy, Anindya
2006 Fuel Efficiency and Motor Vehicle Travel: The Declining Rebound Effect
by Kenneth A. Small & Kurt Van Dender [Downloadable!]
2006 Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?
by Elena Pesavento, Barbara Rossi [Downloadable!]
2006 Un siglo de la curva de Phillips en México
by Guerrero, Carlos & Osorio, Paulina & Tiol, Arianna [Downloadable!]
2006 Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?
by Pesavento, Elena & Rossi, Barbara [Downloadable!]
2006 A Simple Benchmark for Forecasts of Growth and Inflation
by Marcellino, Massimiliano [Downloadable!]
2006 Text and Voice: Complements, Substitutes or Both?
by Andersson, Kjetil & Foros, Øystein & Steen, Frode [Downloadable!]
2006 From Temporary Help Jobs to Permanent Employment: What Can We Learn from Matching Estimators and their Sensitivity?
by Ichino, Andrea & Mealli, Fabrizia & Nannicini, Tommaso [Downloadable!]
2006 Econometrics: A Bird’s Eye View
by Geweke, J. & Joel Horowitz & Pesaran, M.H. [Downloadable!]
2006 Persistence of Innovation Stylised Facts and Panel Data Evidence
by Bettina Peters [Downloadable!]
2006 Persistence of Innovation Stylised Facts and Panel Data Evidence
by Bettina Peters [Downloadable!]
2006 A Gaussian IV estimator of cointegrating relations
by Gunnar Bårdsen & Niels Haldrup [Downloadable!]
2006 A Note on the Vogelsang Test for Additive Outliers
by Niels Haldrup & Andreu Sansó [Downloadable!]
2006 Regime-Dependent output convergence in Latin America
by Mark J.Holmes [Downloadable!]
2006 Fonctions de production éducationnelle: le cas de la Suisse
by Muriel Meunier [Downloadable!]
2006 Discretionary Accruals: The Measurement Error Induced By Conservatism
by José A. C. Moreira
2006 The Interest Rate Pass-Through in German Banking Groups
by Hiltrud Nehls [Downloadable!]
2006 Unit Root Tests of Canadian Poverty Measures
by Baotai Wang & Ajit Dayanandan [Downloadable!]
2006 Do exchange rates in caribbean and latin american countries exhibit nonlinearities?
by Brian Francis & Sunday Iyare [Downloadable!]
2006 Enhanced reliability of the leading indicator in identifying turning points in Taiwan? an evaluation
by Shyh-Wei Chen [Downloadable!]
2006 The Rise in House Prices in China: Bubbles or Fundamentals?
by Jianying Hu & Liangjun Su & Sainan Jin & Wanjun Jiang [Downloadable!]
2006 Efficiency Tradeoffs in Estimating the Linear Trend Plus Noise Model
by Barry Falk & Anindya Roy [Downloadable!]
2006 Wavelet Estimation of Time Series Regression with Long Memory Processes
by Haibin Wu [Downloadable!]
2006 Searching for the DGP when forecasting - Is it always meaningful for small samples?
by Jonas Andersson [Downloadable!]
2006 A Note on Bias in First-Differenced AR(1) Models
by Kazuhiko Hayakawa [Downloadable!]
2006 Small-sample properties of tests for heteroscedasticity in the conditional logit model
by Arne Risa Hole [Downloadable!]
2006 Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth
by Jamie Emerson & Chihwa Kao [Downloadable!]
2006 The seasonal KPSS statistic
by Johan Lyhagen [Downloadable!]
2006 Estimation of the Autoregressive Order in the Presence of Measurement Errors
by Terence Tai-Leung Chong & Venus Liew & Yuanxiu Zhang & Chi-Leung Wong [Downloadable!]
2006 Estimation of the Autoregressive Order in the Presence of Measurement Errors
by Terence Tai-Leung Chong & Venus Liew & Yuanxiu Zhang & Chi-Leung Wong [Downloadable!]
2006 Education and development in the caribbean: a cointegration and causality approach
by Brian Francis & Sunday Iyare [Downloadable!]
2006 Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices
by Niels Haldrup & Morten Ø. Nielsen [Downloadable!]
2005 How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria
by Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi [Downloadable!]
2005 Estimating a third-order translog demand system using Canadian micro-data
by Vik Singh [Downloadable!]
2005 M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data
by Mehmet Caner [Downloadable!]
2005 Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis
by Guido Travaglini [Downloadable!]
2005 Nonparametric estimation of concave production technologies by entropic methods
by Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro [Downloadable!]
2005 A practical test for the choice of mixing distribution in a discrete choice model
by Mogens Fosgerau & Michel Bierlaire [Downloadable!]
2005 The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation
by Peter Ilmolelian [Downloadable!]
2005 Globalization and Regional Income Inequality--Evidence from within China
by Guanghua Wan & Ming Lu & Zhao Chen [Downloadable!]
2005 ‘‘Moving Median’’ A New Method Of Forecasting
by Eleftherios Giovanis [Downloadable!]
2005 Propagation of Memory Parameter from Durations to Counts
by Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang [Downloadable!]
2005 A Note On Influence Assessment In Score Tests
by J.M.C. Santos Silva [Downloadable!]
2005 A fresh look at the topical interest of the Gini concentration ratio
by Giovanni Maria Giorgi [Downloadable!]
2005 Bibliographic portrait of the Gini concentration ratio
by Giovanni Maria Giorgi [Downloadable!]
2005 Production Functions Estimates for Soviet Industry and Some Implications
by Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke [Downloadable!]
2005 Simulation des Einflusses der Planung auf die sowjetische Wirtschaft
by Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz [Downloadable!]
2005 Directional Log-spline Distributions
by José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel [Downloadable!]
2005 Economic Growth as a Nonlinear and Discontinuous Process
by Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi [Downloadable!]
2005 Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models
by Ekrem Kilic [Downloadable!]
2005 A Nonparametric Way of Distribution Testing
by Ekrem Kilic [Downloadable!]
2005 Open Source Software Development Projects: Determinants of Project Popularity
by Ravi [Downloadable!]
2005 Compositional Time Series: Past and Present
by Juan M.C. Larrosa [Downloadable!]
2005 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply
by Ugo Colombino & Rolf Aaberge & Tom Wennemo [Downloadable!]
2005 Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators
by MEHMET CANER [Downloadable!]
2005 Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics
by MEHMET CANER [Downloadable!]
2005 Exponential Tilting with Weak Instruments: Estimation and Testing
by MEHMET CANER [Downloadable!]
2005 Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases
by MEHMET CANER [Downloadable!]
2005 Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities
by Ahmed Shamiri & Abu Hassan [Downloadable!]
2005 About a 'new' inequality index
by Giovanni Maria Giorgi [Downloadable!]
2005 A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians
by Giovanni Maria Giorgi [Downloadable!]
2005 Econometric Model for Cement demand and supply in Bolivia
by Melitón Ramirez Mattos [Downloadable!]
2005 Regression with R
by Miguel Rodrigues [Downloadable!]
2005 Total Factor Productivity Growth in Finland 1960 − 1999
by Rana Bose [Downloadable!]
2005 Estimating Short and Long Run Relationships: A Guide to the Applied Economist
by Bhaskara Rao [Downloadable!]
2005 Subsampling Cointegration Ranks in Large Systems
by Chen Pu & Hsiao Chihying [Downloadable!]
2005 A maximal moment inequality for long range dependent time series with applications to estimation and model selection
by Ching-Kang Ing & Ching-Zong Wei [Downloadable!]
2005 A Bootstrap Test for Single Index Models
by Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca [Downloadable!]
2005 A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian
by Isabel Proenca [Downloadable!]
2005 The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management
by Feng Dai & Lin Liang [Downloadable!]
2005 Seasonally specific model analysis of UK cereals prices
by Philip Kostov & John Lingard [Downloadable!]
2005 Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging
by Feng Dai & Hui Liu & Ying Wang [Downloadable!]
2005 Regional Empirics for Economic Disparities in Italy: 1951-2001
by Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli [Downloadable!]
2005 A proposal of poverty measures based on the Bonferroni inequality index
by Giovanni Maria Giorgi & Michele Crescenzi [Downloadable!]
2005 Encounter with the Italian Statistical School: A conversation with Carlo Benedetti
by Giovanni Maria Giorgi [Downloadable!]
2005 Sampling distribution of the Bonferroni inequality index from exponential population
by Giovanni Maria Giorgi & Riccardo Mondani [Downloadable!]
2005 Bayesian estimation of the Bonferroni index from a Pareto-type I population
by Giovanni Maria Giorgi & Michele Crescenzi [Downloadable!]
2005 Distribution-free estimation of the Gini inequality index: the kernel method approach
by Pier Luigi Conti & Giovanni Maria Giorgi [Downloadable!]
2005 About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data
by Giovanni Maria Giorgi & Andrea Pallini [Downloadable!]
2005 A look at the Bonferroni inequality measure in a reliability framework
by Giovanni Maria Giorgi & Michele Crescenzi [Downloadable!]
2005 Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units
by Stefano Fachin [Downloadable!]
2005 A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra
by Mehmet Dalkir [Downloadable!]
2005 Liberalisation and it’s effect on inequality in developing countries-A case study on India
by Supreena Narayanan [Downloadable!]
2005 Structural change in Export and economics growth: Analysis for spain (1980-2001)
by zaharey [Downloadable!]
2005 Inspiration About The Economy
by ZhaoYuan Wang [Downloadable!]
2005 Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000
by Gino Santarossa & Marie-Ève Brouard [Downloadable!]
2005 Another Look At What To Do With Time-Series Cross-Section Data
by Xiujian Chen & Shu Lin & W. Robert Reed [Downloadable!]
2005 Adaptive Estimation of the Regression Discontinuity Model
by Yixiao Sun [Downloadable!]
2005 The effect on retail charges of mergers in the GB electricity market
by Evens SALIES [Downloadable!]
2005 Active versus Passive Sample Attrition: The Health and Retirement Study
by Honggao Cao & Daniel H. Hill [Downloadable!]
2005 On Tail Index Estimation for Dependent, Heterogenous Data
by Jonathan B. Hill [Downloadable!]
2005 Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S
by Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon [Downloadable!]
2005 Does Format of Pricing Contract Matter?
by Teck-Hua Ho & Juanjuan Zhang [Downloadable!]
2005 Measuring Willingness-To-Pay in Discrete Choice Models with Semi- Parametric Techniques
by Pablo M Garcia [Downloadable!]
2005 Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange
by David Chappell & Theodore Panagiotidis [Downloadable!]
2005 Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series
by Ching-Kang Ing [Downloadable!]
2005 Financing Constraints and Firm Inventory Investment: A Reexamination
by John Tsoukalas [Downloadable!]
2005 Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited
by Jonathan B. Hill [Downloadable!]
2005 Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis
by Ozgen Sayginsoy [Downloadable!]
2005 Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach
by Amjad D. Al-Nasser [Downloadable!]
2005 The Inflation In European Union
by Giovanis Elephtherios [Downloadable!]
2005 The hunting in the Province of Elassona
by Giovanis Elephtherios [Downloadable!]
2005 Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens
by Giovanis Elephtherios [Downloadable!]
2005 Econometric Analysis for the rural sector in Greek economy
by Giovanis Elephtherios [Downloadable!]
2005 Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications
by Matteo M. Pelagatti [Downloadable!]
2005 Dynamic Conditional Correlation with Elliptical Distributions
by Matteo M. Pelagatti & Stefania Rondena [Downloadable!]
2005 Boating Against the Current: Cases, Concepts, Models and Development Power
by feng dai [Downloadable!]
2005 A link between measures of Gross National Product, and measures of corruption
by Mukti Diah Riani & Stuart Wattam [Downloadable!]
2005 Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua
by adela parra romero & viviana vargas franco & carlos castellar palma [Downloadable!]
2005 Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification
by Cornelis A. Los [Downloadable!]
2005 Extraction of Common Signal from Series with Different Frequency
by Edoardo Otranto [Downloadable!]
2005 Multivariate STAR Unemployment Rate Forecasts
by Costas Milas & Phil Rothman [Downloadable!]
2005 Grinkevych's Model of forecasting
by Dmitry [Downloadable!]
2005 Assessing Forecast Performance in a VEC Model: An Empirical Examination
by Bragoudakis Zacharias [Downloadable!]
2005 Overlaying Time Scales in Financial Volatility Data
by Eric Hillebrand [Downloadable!]
2005 Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View
by Dubois [Downloadable!]
2005 GMM Estimation for Long Memory Latent Variable Volatility and Duration Models
by Willa Chen & Rohit Deo [Downloadable!]
2005 Tracing the Source of Long Memory in Volatility
by Rohit Deo & Mengchen Hsieh & Clifford Hurvich [Downloadable!]
2005 Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment
by Rohit Deo & Clifford Hurvich & Yi Lu [Downloadable!]
2005 The Interplay Between Foreign Direct Investment, Security and European Integration: The Case of the Central and Eastern European Countries
by Carmen Raluca Stoian & Roger Vickerman [Downloadable!]
2005 Testing for Additive Outliers in Seasonally Integrated Time Series
by Niels Haldrup & Antonio Montañés & Andreu Sansó [Downloadable!]
2005 Poverty and Poverty Dynamics in Rural Ethiopia
by Christelle Swanepoel [Downloadable!]
2005 The Effects of EU Shocks on the Macrovariables of the Newly Acceded Countries -A Sign Restriction Approach
by Alina Barnett [Downloadable!]
2005 Are We There Yet? Looking for the New Economy
by Simon van Norden
2005 Income Disparity and Economic Growth: Evidence from China
by Duo Qin & Marie Anne Cagas & Geoffrey Ducanes & Xinhua He & Rui Liu & Shiguo Liu [Downloadable!]
2005 The Macroeconomic Reform and the Demand for Money in India
by Rangan Gupta & Basab Dasgupta
2005 Revisiting the Temporal Causality between Money and Income
by Rangan Gupta
2005 The Determinants of Outsourcing from the U. S.: Evidence from Domestic Manufacturing Industries, 1972-2002
by Maxim, Belenkiy [Downloadable!]
2005 Robust Estimation of Multiple Regression Model with asymmetric innovations and Its Applicability on Asset Pricing Model
by Wing-Keung Wong & Guorui Bian [Downloadable!]
2005 The Role of Beliefs in Inference for Rational Expectations Models
by Bruce N. Lehmann [Downloadable!]
2005 Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects
by David S. Lee [Downloadable!]
2005 Addressing the Needs of Under-Prepared Students in Higher Education: Does College Remediation Work?
by Eric P. Bettinger & Bridget Terry Long [Downloadable!]
2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
by DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda [Downloadable!]
2005 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics
by DUFOUR, Jean-Marie [Downloadable!]
2005 Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant
by Jahar L. Bhowmik & Maxwell L. King [Downloadable!]
2005 Parameter Estimation in Semi-Linear Models Using a Maximal Invariant Likelihood Function
by Jahar L. Bhowmik & Maxwell L. King [Downloadable!]
2005 Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution
by Wing-Keung Wong & Guorui Bian [Downloadable!]
2005 Do gasoline prices converge in a unified Europe with non-harmonized tax rates?
by Axel Dreher & Tim Krieger [Downloadable!]
2005 The Impact of Internet on the Market for Daily Newspapers in Italy
by Lapo Filistrucchi [Downloadable!]
2005 The Advance in Partial Distribution: A New Mathematical Tool for Economic Management
by Feng Dai & Ling Liang [Downloadable!]
2005 Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging
by Feng Dai & Hui Liu & Ying Wang [Downloadable!]
2005 Estimated Age Effects in Baseball
by Ray C. Fair [Downloadable!]
2005 Branch Rickey’s Equation Fifty Years Later
by Ray C. Fair & Danielle Catambay [Downloadable!]
2005 Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression
by Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf [Downloadable!]
2005 Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics
by Jean-Marie Dufour [Downloadable!]
2005 Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices
by Haldrup; Niels & Morten Oerregaard Nielsen [Downloadable!]
2005 A survey of econometric models to analyze the demand and utilisation of health care
by Antonio Clavero Barranquero & Mª. Luz González Alvarez [Downloadable!]
2005 Temporary Work Agencies in Italy: A Springboard Toward Permanent Employment?
by Andrea Ichino & Fabrizia Mealli & Tommaso Nannicini [Downloadable!]
2005 Long Run Exchange Rate Pass-Through Into Import Prices In Developing Countries: An Homogeneous or Heterogeneous Phenomenon?
by barhoumi karim [Downloadable!]
2005 Monetary Policy Rules In Accession Countries to EU: Is the Taylor rule a pattern?
by Ramon Maria-Dolores [Downloadable!]
2005 Asymmetric adjustment of the equilibrium relationship between the nominal interest rate and inflation rate
by Daiki Maki [Downloadable!]
2005 The term structure of interest rates with nonlinear adjustment: Evidence from a unit root test in the nonlinear STAR framework
by Daiki Maki [Downloadable!]
2005 Bayesian Estimation of A Distance Functional Weight Matrix Model
by Kazuhiko Kakamu [Downloadable!]
2005 Threshold autoregressive testing procedures and structural change in cointegrating relationships
by Steven Cook [Downloadable!]
2005 Long horizon regressions with moderate deviations from a unit root
by Jin Lee [Downloadable!]
2005 An Empirical Investigation of the Determinants of Oman's National Savings
by Paresh Narayan & Saud AL Siyabi [Downloadable!]
2005 An Empirical Investigation of the Determinants of Oman's National Savings
by Paresh Narayan & Saud AL Siyabi [Downloadable!]
2005 Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors
by Jae Kim [Downloadable!]
2005 On the limiting behaviour of augmented seasonal unit root tests
by Robert Taylor [Downloadable!]
2005 Is Per Capita Real GDP Stationary? Evidence from Selected African Countries Based on More Powerful Nonlinear (Logistic) Unit Root Tests
by Tsangyao Chang & Chien-Chung Nieh & Ching-Chun Wei [Downloadable!]
2005 Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors
by Venus Khim-Sen Liew & Terence Tai-leung Chong [Downloadable!]
2004 Do gasoline prices converge in a unified Europe with non- harmonized tax rates?
by Axel Dreher & Tim Krieger [Downloadable!]
2004 HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India
by Puja Guha [Downloadable!]
2004 Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile
by Dante Jara [Downloadable!]
2004 Asymptotics for Duration-Driven Long Range Dependent Processes
by Mengchen Hsieh & Clifford Hurvich & Philippe Soulier [Downloadable!]
2004 Predictive Regressions: A Reduced-Bias Estimation Method
by Yakov Amihud & Clifford Hurvich [Downloadable!]
2004 Semiparametric Estimation of Fractional Cointegrating Subspaces
by Willa Chen & Clifford Hurvich [Downloadable!]
2004 Estimating Long Memory in Volatility
by Clifford Hurvich & Eric Moulines & Philippe Soulier [Downloadable!]
2004 Threshold Cointegration between Stock Returns : An application of STECM Models
by Jawadi Fredj & Koubaa Yousra [Downloadable!]
2004 On the Estimation of Nonlinearly Aggregated Mixed Models
by Tommaso Proietti [Downloadable!]
2004 The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts
by Artur C. B. da Silva Lopes & Antonio Montañés [Downloadable!]
2004 Data-Driven Rate-Optimal Specification Testing In Regression Models
by Emmanuel Guerre & Pascal Lavergne [Downloadable!]
2004 Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series
by Guerre [Downloadable!]
2004 The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire
by Cornelis A Los [Downloadable!]
2004 SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device
by Ignacio Díaz-Emparanza [Downloadable!]
2004 TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl
by Ignacio Díaz-Emparanza [Downloadable!]
2004 On the stability of recursive least squares in the Gauss-Markov model
by Evens SALIES [Downloadable!]
2004 Modelling Directional Dispersion Through Hyperspherical Log- Splines
by J.T.A.S. Ferreira & M.F.J. Steel [Downloadable!]
2004 Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este
by Juan Miguel Villa [Downloadable!]
2004 A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data
by Diana Weinhold [Downloadable!]
2004 Do Chinese stock markets share common information arrival processes?
by Philip Kostov & Ziping Wu & Seamus McErlean [Downloadable!]
2004 Model Selection Uncertainty and Detection of Threshold Effecs
by Jean-Yves Pitarakis [Downloadable!]
2004 On Describing Multivariate Skewness: A Directional Approach
by J. T. A. S. Ferreira & M. F. J. Steel [Downloadable!]
2004 Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models
by Chi-Young Choi & Nelson C. Mark & Donggyu Sul [Downloadable!]
2004 Application of Local Influence Diagnostics to the Linear Logistic Regression Models
by MONZUR HOSSAIN & M. ATAHARUL ISLAM [Downloadable!]
2004 Testing The Significance Of Local Influence
by MONZUR HOSSAIN & M. ATAHARUL ISLAM [Downloadable!]
2004 A model to distribute mark-up amongst quotation component item
by David Cattell & Paul Bowen & Ammar Kaka [Downloadable!]
2004 How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia
by Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov [Downloadable!]
2004 Evaluating Latent and Observed Factors in Macroeconomics and Financ
by Jushan Bai & Serena Ng [Downloadable!]
2004 Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor
by Jushan Bai & Serena Ng [Downloadable!]
2004 How much has labour taxation contributed to European structural unemployment?
by Christophe Planas & Werner Roeger & Alessandro Rossi [Downloadable!]
2004 Simulation-based estimation of peer effects
by Brian Krauth [Downloadable!]
2004 Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers
by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
2004 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models
by Andrew Gelman & Iain Pardoe [Downloadable!]
2004 Prior distributions for variance parameters in hierarchical models
by Andrew Gelman [Downloadable!]
2004 On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation
by Gioacchino Fazio & Olivier Hueber [Downloadable!]
2004 The Partial Distribution: Definition, Properties and Applications in Economy
by feng dai [Downloadable!]
2004 A Constructive Representation of Univariate Skewed Distributions
by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
2004 Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions
by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
2004 Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures
by Bakhodir A Ergashev [Downloadable!]
2004 Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View
by Horst Entorf [Downloadable!]
2004 LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study
by Jonathan B. Hill [Downloadable!]
2004 Entry and Exit Dynamics in Austrian Manufacturing
by Werner Hölzl & Sögner Leopold [Downloadable!]
2004 Why Run a Million Regressions? Endogenous Policy and Cross Country Growth Empirics
by Günther Rehme [Downloadable!]
2004 The Malaysian Balance of Payments:Keynesian Approach Versus Monetary Approach
by Jarita Duasa [Downloadable!]
2004 Are technology shocks contractionary? A Bayesian VAR analysis with priors on impulses responses
by Stefano Neri & Luca Dedola
2004 Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis
by Matteo Iacoviello [Downloadable!]
2004 Time-Varying Linear Regression Via Flexible Least Squares
by Kalaba, R. & Tesfatsion, Leigh S.
2004 A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares
by Kalaba, R. & Rasakhoo, N. & Tesfatsion, Leigh S.
2004 U.S. Money Demand Instability: A Flexible Least Squares Approach
by Tesfatsion, Leigh S. & Veitch, J.
2004 A Further Note on Flexible Least Squares and Kalman Filtering
by Kalaba, R. & Tesfatsion, Leigh S.
2004 LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study
by Jonathan B. Hill [Downloadable!]
2004 Causation Delays and Causal Neutralization: The Money-Output Relationship Revisited
by Jonathan B. Hill [Downloadable!]
2004 Prior distributions for variance parameters in hierarchical models
by Andrew Gelman [Downloadable!]
2004 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models
by Andrew Gelman & Iain Pardoe [Downloadable!]
2004 On the Asymptotic Efficiency of GMM
by Jean-Pierre Florens & Marine Carrasco [Downloadable!]
2004 Endogenous Policy and Cross-Country Growth Empirics
by G? Rehme
2004 Does Price Matter? Price and Non-price Competition in the Airline Industry
by Philip G. Gayle [Downloadable!]
2004 Exchange Rate Volatility and Trade among the Asia Pacific Countries
by SaangJoon Baak [Downloadable!]
2004 Specification Testing for Multivariate Time Series Volatility Models
by Yoon-Jin Lee & Yongmiao Hong [Downloadable!]
2004 Maximal Invariant Likelihood Based Testing of Semi-Linear Models
by Maxwell L. King & Jahar L. Bhowmik [Downloadable!]
2004 Did the pattern of aggregate employment growth change in the euro area in the late 1990s?
by Gilles Mourre [Downloadable!]
2004 Smooth ‘inverted-V-shaped’ & smooth ‘N-shaped’ pollution-income paths
by Nektarios Aslanidis & Anastasios Xepapadeas [Downloadable!]
2004 Instrumental Variables for Binary Treatments with Heterogeneous Treatment Effects: A Simple Exposition
by Alan Manning [Downloadable!]
2004 Early Childhood Investments in Human Capital: Parental Resources and Preferences
by Sonia Bhalotra [Downloadable!]
2004 Parent Altruism, Cash Transfers and Child Poverty
by Sonia Bhalotra [Downloadable!]
2004 Consumption, House Prices and Collateral Constraints: a Structural Econometric Analysis
by Matteo Iacoviello [Downloadable!]
2004 A Regime Switching Long Memory Model for Electricity Prices
by Niels Haldrup & Morten O. Nielsen [Downloadable!]
2004 Testing for Additive Outliers in Seasonally Integrated Time Series
by Niels Haldrup & Antonio Montañés & Andreu Sansó [Downloadable!]
2004 The announcement effect of bond and equity issues: evidence from Chile
by Augusto Castillo [Downloadable!]
2004 The Big Mac Standard: A statistical Illustration
by Hiroshi Fujiki & Yukinobu Kitamura [Downloadable!]
2004 A fractionally integrated model for the Spanish real GDP
by Luis Alberiko Gil-Alana [Downloadable!]
2004 Unit root cycles in the US unemployment rate
by Luis A. Gil-Alana [Downloadable!]
2004 Fractional cointegration in the consumption and income relationship using semiparametric techniques
by Luis A. Gil-Alana [Downloadable!]
2004 Testing for no autocorrelation using a modified Lobato test
by Jen-Je Su [Downloadable!]
2004 Some New Tests for a Change in Persistence
by Robert Taylor & Stephen Leybourne [Downloadable!]
2004 A nonparametric adjustment for tests of changing mean
by Ted Juhl [Downloadable!]
2004 Which Lag Length Selection Criteria Should We Employ?
by Venus Khim-Sen Liew [Downloadable!]
2004 Testing of I(d) processes in the real output
by Luis A. Gil-Alana [Downloadable!]
2004 Is the Size Distribution of Income in Canada a Random Walk?
by Baotai Wang & Tomson Ogwang [Downloadable!]
2004 Detecting changes in persistence in linear time series
by Steven Cook [Downloadable!]
2004 The exact maximum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study
by Sandrine Lardic & Valerie Mignon [Downloadable!]
2004 Modeling the French Consumption Function Using SETAR Models
by Gilles Dufrenot & Valerie Mignon [Downloadable!]
2004 Modelling the misalignments of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective
by Slim Chaouachi & Gilles Dufrenot & Valerie Mignon [Downloadable!]
2004 The effects of additive outliers on stationarity tests: a monte carlo study
by Olivier Darné [Downloadable!]
2004 Bootstrap inference on Fully Modified Estimates of Cointegrating Coefficients: A Comment
by Stefano Fachin [Downloadable!]
2004 F versus t tests for unit roots: a comment
by Paulo M. M. Rodrigues & Andrew Tremayne [Downloadable!]
2004 Instrumental Variables for Binary Treatments with Heterogenous Treatment Effects: A Simple Exposition
by Alan Manning [Downloadable!]
2003 Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification
by Jean-Yves Pitarakis [Downloadable!]
2003 Spot price dynamics in deregulated power markets
by Marina Resta & Davide Sciutti [Downloadable!]
2003 Testing for Stochastic Cointegration and Evidence for Present Value Models
by Brendan McCabe & Stephen Leybourne & David Harris [Downloadable!]
2003 Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification
by Steve Leybourne & Tae-Hwan Kim & Paul Newbold [Downloadable!]
2003 Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test
by Steve Leybourne & Paul Newbold & Tae-Hwan Kim [Downloadable!]
2003 On Unit Root Tests and the Initial Observation
by Steve Leybourne & David Harvey [Downloadable!]
2003 Panel Stationarity Tests with Cross-sectional Dependence
by David Harris & Steve Leybourne & Brendan McCabe [Downloadable!]
2003 Mutual information: a dependence measure for nonlinear time series
by Andreia Dionisio & Rui Menezes & Diana A. Mendes [Downloadable!]
2003 An Improved Panel Unit Root Test Using GLS-Detrending
by Claude Lopez [Downloadable!]
2003 Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison
by Luciano Gutierrez [Downloadable!]
2003 An Improved Panel Unit Root Test Using GLS-Detrending
by Claude Lopez [Downloadable!]
2003 Structural Equation Models in Human Behavior Genetics
by Arthur S. Goldberger [Downloadable!]
2003 Testing for Unit Roots: Mexico's GDP
by Alejandro Diaz-Bautista & Ramon A. Castillo Ponce [Downloadable!]
2003 Econometrics and Economic Policy
by Gregory C. Chow [Downloadable!]
2003 Economic Effects of Political Movements in China: Lower Bound Estimates
by Gregory C. Chow [Downloadable!]
2003 Estimating Economic Effects of Political Movements in China
by Gregory C. Chow [Downloadable!]
2003 From Economic Activity to Understanding Spaces
by Diego Iribarren [Downloadable!]
2003 The Evolution of City Size Distributions
by Xavier Gabaix & Yannis M. Ioannides [Downloadable!]
2003 An empirical model of volatility of returns and option pricing
by McCauley, Joseph L. & Gunaratne, Gemunu H. [Downloadable!]
2003 Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data
by Christopher R. Bollinger & Amitabh Chandra [Downloadable!]
2003 Bounding Estimates of Wage Discrimination
by J.G. Hirschberg & D.J. Slottje [Downloadable!]
2003 An Invitation to Multivariate Analysis: An Example About the Effect of Educational Attainment on Migration Propensities in Japan
by Atsushi Otomo & Kao-Lee Liaw [Downloadable!]
2003 An Invitation to Multivariate Analysis: An Example About the Effect of Educational Attainment on Migration Propensities in Japan
by Atsushi Otomo & Kao-Lee Liaw [Downloadable!]
2003 Powerful Trend Function Tests That are Robust to Strong Serial Correlation with an Application to the Prebisch-Singer Hypothesis
by Bunzel, Helle & Vogelsang, Timothy J.
2003 The Maastricht Criteria and the Euro. Has the Convergence Continued?
by Polasek, Wolfgang & Amplatz, Christian [Downloadable!]
2003 Propensity Score Estimates of the Effects of Fertility on Marital Dissolution
by Daniela VURI [Downloadable!]
2003 Measuring Willingness-To-Pay in Discrete Choice Models with Semi- Parametric Techniques
by Pablo M Garcia [Downloadable!]
2003 From Economic Activity to Understanding Spaces
by Diego Iribarren [Downloadable!]
2003 Identifying Determinants of German Inflation: An Eclectic Approach
by Tatiana Fic [Downloadable!]
2003 Deepening the measurement of technical inefficiency in private farming in Georgia: locally parametric regression
by Temel, Tugrul & Lucas, Andre [Downloadable!]
2003 Country and consumer segmentation : multi-level latent class analysis of financial product ownership
by Bijmolt, T.H.A. & Paas, L.J. & Vermunt, J.K. [Downloadable!]
2003 Macroeconomic Effects of Inflation Targeting Policy in New Zealand
by Kyongwook Choi & Chulho Jung & William Shambora [Downloadable!]
2003 Sectoral fluctuations in U.K. firms' investment expenditures
by Christopher Baum & Mustafa Caglayan & Neslihan Ozkan [Downloadable!]
2003 AR Versus MA Disturbance Terms
by Richard Carter & Arnold Zellner [Downloadable!]
2003 Some Monte Carlo results for a generalized error component model with heteroskedastic disturbances
by Robert Phillips [Downloadable!]
2003 Fractional cointegration between nominal interest rates and inflation: A re-examination of the Fisher relationship in the G7 countries
by Sandrine Lardic & Valerie Mignon [Downloadable!]
2003 The properties of asymmetric unit root tests in the presence of mis-specified asymmetry
by Steve Cook [Downloadable!]
2003 Generalized Fractional Time Series Modelling of the Relationship between Consumption and Income in the UK
by Gil-Alana, Luis A. [Downloadable!]
2002 Theoretical Aspects of Retirement Decisions
by Miroslav Verbic [Downloadable!]
2002 Fractional Reserve Banking as Economic Parasitism: A Scientific, Mathematical & Historical Expose, Critique, and Manifesto
by Vladimir Z. Nuri [Downloadable!]
2002 The Inconsistency of the Breusch-Pagan Test
by Asad Zaman [Downloadable!]
2002 Technical Efficiency and Its Determinants in Chinese Manufacturing Sector
by Yanrui Wu [Downloadable!]
2002 Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve
by Leo Krippner [Downloadable!]
2002 An Evaluation of Instrumental Variable Strategies for Estimating the Effects of Catholic Schools
by Joseph G. Altonji & Todd E. Elder & Christopher R. Taber [Downloadable!]
2002 Testing for Weak Instruments in Linear IV Regression
by James H. Stock & Motohiro Yogo [Downloadable!]
2002 Bounding Estimates of Wage Discrimination
by J.G. Hirschberg & D.J. Slottje [Downloadable!]
2002 Quantity Constraints, Poverty Lines and Poverty Orderings
by Ramses H. Abul Naga [Downloadable!]
2002 On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture
by Gauthier Lanot [Downloadable!]
2002 Attribute Choices and Structural Econometrics of Price Elasticity of Demand
by Fève, Frédérique & Fève, Patrick & Florens, Jean-Pierre [Downloadable!]
2002 On the Effects of Career Choice: Matching Efficiency of Different Occupations and Education Levels
by René Fahr & Uwe Sunde [Downloadable!]
2002 Growth and the Environment in Canada: An Empirical Analysis
by Kathleen M. Day & R. Quentin Grafton [Downloadable!]
2002 The Fruits of Intellectual Production Economic and Scientific Specialisation Among OECD Countries
by Keld Laursen & Ammon Salter [Downloadable!]
2002 Testing the assumption of Linearity
by Theodore Panagiotidis [Downloadable!]
2002 An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models
by Elena Casquel & Ezequiel Uriel [Downloadable!]
2002 Testing Growth Ratios via Pooled Error Correction Models
by Helmut Herwartz & Hans-Eggert Reimers [Downloadable!]
2002 Non-Sationarity in the Consumption-Income Ratio: Further Evidence from Panel and Assymetric Unit Root Tests
by Eftymios Tsionas & Dimitris Christopoulos [Downloadable!]
2002 Demographic Transition In Europe
by George Hondroyiannis & Evangelia Papapetrou [Downloadable!]
2002 Import price elasticities: reconsidering the evidence
by Hélène Erkel-Rousse & Daniel Mirza [Downloadable!]
2001 Hamilton-Jacobi-Bellman equation with multiple equilibria
by Malte Sieveking
2001 The Place Of Tourism Sector In The Turkish Republic Of Northern Cyprus And Its Impact On Economic Growth
by Katircioglu, Salih & Katircioglu, Ilhan [Downloadable!]
2001 Child Labour and Child Schooling in South Asia: A Cross Country Study of their Determinants
by Ranjan Ray [Downloadable!]
2001 Labour Supply and Labour Force Participation in Europe — A Discussion of Some Recent Developments and Projections
by Odile Chagny & Jörg Döpke & Mathieu Plane & Rainer Schmidt [Downloadable!]
2001 The "Employment Intensity" of Growth in Europe
by Jörg Döpke [Downloadable!]
2001 Regression Quantiles for Unstable Autoregressive Models
by Ling, S. & McAleer, M.
2001 The Role of Macroeconomic Shocks in Banking Crises
by Pesola, J.
2001 A Nonparametric Bayesian Approach to Detect the Number of Regimes in Markov Switching Models
by Edoardo Otranto & Giampiero M. Gallo [Downloadable!]
2001 Modelling the Impact of Overnight Surprises on Intra-daily Stock Returns
by Giampiero M. Gallo & Yongmiao Hong & Tae-Why Lee [Downloadable!]
2001 Sequential Regression: A Neodescriptive Approach to Multicollinearity
by Norman Fickel [Downloadable!]
2001 Regression Quantiles for Unstable Autoregressive Models
by Ling, S. & McAleer, M. [Downloadable!]
2001 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
by Jean-Thomas Bernard & Jean-Marie Dufour & Ian Genest & Lynda Khalaf [Downloadable!]
2001 A Note on the Selection of Time Series Models
by Serena Ng & Pierre Perron [Downloadable!]
2001 Dynamics of High-Technology Firms in the Silicon Valley
by Adolfo Nemirovsky & Gabriel Yoguel [Downloadable!]
2001 The treatment of seasonality in error correction models as unobserved component: a case study for an Austrian consumption function
by Michael Wüger & Gerhard Thury [Downloadable!]
2001 Efficiency measurement with nonstationary variables: an application of panel cointegration techniques
by Efthymios Tsionas & Dimitris Christopoulos [Downloadable!]
2001 Multicollinearity and maximum entropy estimators
by Quirino Paris [Downloadable!]
2001 Asymmetric unit root tests in the presence of structural breaks under the null
by Steven Cook [Downloadable!]
2000 Sequential Regression: A Neodescriptive Approach to Multicollinearity
by Norman Fickel [Downloadable!]
2000 A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback
by Stilianos Fountas & Menelaos Karanasos & Marika Karanassou [Downloadable!]
2000 The Joint Estimation of Child Participation in Schooling and Employment: Comparative Evidence from Three Continents
by Pushkar Maitra & Ranjan Ray [Downloadable!]
2000 Seraching for Additive Outliers in Nonstationary Time Series
by Perron, P. & Rodriguez, G.
2000 Residual Based Tests for Cointegration with GLS Detrended Data
by Perron, P. & Rodriguez, G.
2000 Poverty and Permanent Income : A Methodology for Cross-Section Data
by Ramses H. ABUL NAGA & Enrico BOLZANI [Downloadable!]
2000 IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample
by Bender, Stefan & Haas, Anette & Klose, Christoph [Downloadable!]
2000 Estimation in a Duration Model for Evaluating Educational Programs
by Brännäs, Kurt [Downloadable!]
2000 Testing Intra-Industry Trade Between Portugal and Spain [1990-1996]
by Horácio C. Faustino & J. R. Silva & Rita V. Carvalho [Downloadable!]
2000 Import Price-Elasticities : Reconsidering the Evidence
by Erkel-Rousse, H. & Mirza, D.
2000 Seraching for Additive Outliers in Nonstationary Time Series
by Perron, P. & Rodriguez, G.
2000 Residual Based Tests for Cointegration with GLS Detrended Data
by Perron, P. & Rodriguez, G.
2000 Vertical Industry Linkages: Sources of Productivity Gains and Cumulative Causation?
by Knarvik, K.H.M. & Steen, F.
2000 Auctions with Discrete Increments: a Structural Econometric Approach Based on Dominated Strategies
by Jouneau-Sion, F. & Torres, O.
2000 GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback
by Fountas, S. & Karanasos, M. & Karanassou, M.
2000 Economic Factors Influence on the Russian Capital Market Behavior
by Dorofeev Evgeny [Downloadable!]
2000 Corporate Inefficiency and the Risk of Takeover
by Trimbath, S. & Frydman, H. & Frydman, R. [Downloadable!]
2000 An Optimal Test against a Random Walk Component in a Non-Orthogonal Unobserved Components Model
by Bailey, R.W. & Taylor, A.M.R.
2000 Uncertainty about children's survival and fertility: A test using indian microdata
by Vincenzo Atella & Furio Camillo Rosati [Downloadable!]
2000 Analysis of child labour in Peru and Pakistan: A comparative study
by Ranjan Ray [Downloadable!]
2000 Black market exchange rates in India: an empirical analysis
by Jalal U. Siddiki [Downloadable!]
2000 Is it efficient to analyse efficiency rankings?
by Uwe Jensen [Downloadable!]
1999 The Reliability of Output Gap Estimates in Real Time
by Athanasios Orphanides & Simon van Norden [Downloadable!]
1999 Empirical and Theoretical Status of Discrete Scale Invariance in Financial Crashes
by Anders Johansen & Didier Sornette & Olivier Ledoit [Downloadable!]
1999 A Heisenberg Bound for Stationary Time Series
by Eric Blankmeyer [Downloadable!]
1999 L-scaling
by Eric Blankmeyer [Downloadable!]
1999 Best Log-linear Index Numbers: Extensions and Applications
by Eric Blankmeyer [Downloadable!]
1999 Bivariate FIGARCH and Fractional Cointegration
by Celso Brunetti & Christopher L. Gilbert [Downloadable!]
1999 Covariate Measurement Error in Quadratic Regression
by Kuha, J. & Temple, J.
1999 Estimating Log Models: To Transform or Not to Transform?
by Willard G. Manning & John Mullahy [Downloadable!]
1999 Interaction Effects and Difference-in-Difference Estimation in Loglinear Models
by John Mullahy [Downloadable!]
1999 Estimation and Welfare Calculations in a Generalized Corner Solution Model with an Application to Recreation Demand
by Phaneuf, Daniel J. & Kling, Catherine L. & Herriges, Joseph A. [Downloadable!]
1999 Presence of Persistence in Industrial Production: The Case of India
by Pami Dua & Tapas Mishra
1999 Forecasting Dynamic Time Series in the Presence of Deterministic Components
by Serena Ng & Timothy Vogelsang [Downloadable!]
1998 Long-Run Neutrality in a Long-Memory Model
by SangKun Bae & Mark J. Jensen [Downloadable!]
1998 Bayesian and Classical Approaches to Instrumental Variables Regression
by Frank Kleibergen & Eric Zivot [Downloadable!]
1998 An Approximate Wavelet MLE of Short and Long Memory Parameters
by Mark J. Jensen [Downloadable!]
1998 Testing the predictive power of New Zealand bank bill futures rates
by Leo Krippner [Downloadable!]
1998 Unit Roots, Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks
by Dan Ben-David & Robin L. Lumsdaine & David H. Papell [Downloadable!]
1998 Much Ado About Two: Reconsidering Retransformation and the Two-Part Model in Health Economics
by John Mullahy [Downloadable!]
1998 An Analysis of Sample Attrition in Panel Data: The Michigan Panel Study of Income Dynamics
by John Fitzgerald & Peter Gottschalk & Robert Moffitt [Downloadable!]
1998 Analysis of Child Labour in Peru and Pakistan: a Comparative Study
by Ray, R.
1998 Tradeoffs Between Inflation and Output-Gap Variances in an Optimizing-Agent Model
by Erceg, C.J. & Henderson, D.W. & Levin, A.T.
1997 Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings
by Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo [Downloadable!]
1997 Testing between Different Types of Switching Regression Models
by Frieder Knuepling [Downloadable!]
1997 On the Estimation and Inference of a Cointegrated Regression in Panel Data
by Chihwa Kao & Min-Hsien Chiang [Downloadable!]
1997 Environmental Regulation and Labor Demand: Evidence from the South Coast Air Basin
by Eli Berman & Linda T. Bui [Downloadable!]
1997 Vacancy Durations - A Model for Employer's Search
by Weber, Andrea [Downloadable!]
1997 Analysis of Vector Autoregressions in the Presence of Shifts in Mean
by Serena Ng & Timothy J. Vogelsang [Downloadable!]
1997 Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
by Serena Ng & Pierre Perron [Downloadable!]
1996 Stochastic Volatility: Likelihood Inference And Comparison With Arch Models
by Sangjoon Kim & Neil Shephard & Siddhartha Chib [Downloadable!]
1996 Posterior Simulation and Bayes Factors in Panel Count Data Models
by Siddhartha Chib & Edward Greenberg & Rainer Winkelmann [Downloadable!]
1996 Bayesian Analysis of Multivariate Probit Models
by Siddhartha Chib & Edward Greenberg [Downloadable!]
1996 The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market
by Francisco F. R. Ramos [Downloadable!]
1996 Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures
by Simon van Norden & Robert Vigfusson [Downloadable!]
1996 Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator
by Joel L. Horowitz [Downloadable!]
1996 Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable
by Tue Gorgens & Joel L. Horowitz [Downloadable!]
1996 Bootstrap Methods in Econometrics: Theory and Numerical Performance
by Joel L. Horowitz [Downloadable!]
1996 Search Models and Duration Data
by George Neumann [Downloadable!]
1996 Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations
by Joel L. Horowitz & Charles F. Manski [Downloadable!]
1996 Fitting Equilibrium Search Models to Labor Market Data
by Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann [Downloadable!]
1995 The Canadian Experience with Weighted Monetary Aggregates
by David Longworth & Joseph Atta-Mensah [Downloadable!]
1995 Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions
by Alain DeSerres & Alain Guay [Downloadable!]
1995 Further investigation of the uncertain unit root in GNP
by Yin-Wong Cheung & Menzie Chinn [Downloadable!]
1995 Improved Score Tests for One-parameter Exponential Family Models
by Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto [Downloadable!]
1995 On Bartlett and Bartlett-Type Corrections
by F. Cribari-Neto & G.M. Cordeiro [Downloadable!]
1995 A Score Test for Seasonal Fractional Integration and Cointegration
by Param Silvapulle [Downloadable!]
1995 Observed Choice, Estimation, and Optimism About Policy Changes
by Eric Rasmusen [Downloadable!]
1995 Improved Test Statistics for Multivariate Regression
by Francisco Cribari-Neto & Spyros Zarkos [Downloadable!]
1995 OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels
by Mark J. Jensen [Downloadable!]
1995 Bartlett Corrections for One-Parameter Exponential Family Models
by G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari [Downloadable!]
1995 A Frontier Model for Landscape Ecology: The Tapir in Honduras
by Kevin Flesher & Eduardo Ley [Downloadable!]
1995 Unit Root Tests and the Burden of Proof
by Robert A. Amano & Simon van Norden [Downloadable!]
1995 Fads or Bubbles?
by Simon van Norden & Huntley Schaller & ) [Downloadable!]
1995 Speculative Behaviour, Regime-Switching, and Stock Market Crashes
by Simon van Norden & Huntley Schaller & ) [Downloadable!]
1995 Regime Switching in Stock Market Returns
by Simon van Norden & Huntley Schaller & ) [Downloadable!]
1995 Regime Switching as a Test for Exchange Rate Bubbles
by Simon van Norden [Downloadable!]
1995 A Multicriteria Approach to Model Specification and Estimation
by Robert Kalaba & Leigh Tesfatsion [Downloadable!]
1995 Quadratic Hedging and Numeraire
by Gourieroux, C. & Laurent, J.P. & Pham, H.
1994 Using Expectations Data to Study Subjective Income Expectations
by Jeff Dominitz & Charles F. Manski [Downloadable!]
1994 Eliciting Student Expectations Of The Returns To Schooling
by Jeff Dominitz & Charles F. Manski [Downloadable!]
1994 Testing the null of stationarity in the presence of structural breaks for multiple time series
by Ahn & Byung Chul [Downloadable!]
1994 Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition
by Joel L. Horowitz & Charles F. Manski [Downloadable!]
1994 Simultaneity With Downward Sloping Demand
by Charles F. Manski [Downloadable!]
1994 Wavelets in Econometrics: An Application to Outlier Testing
by Seth A. Greenblatt [Downloadable!]
1994 Markov Chain Monte Carlo Simulation Methods in Econometrics
by Siddhartha Chib & Edward Greenberg [Downloadable!]
1994 The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation
by Robert A. Amano & Tony S. Wirjanto [Downloadable!]
1994 A Further Analysis of Exchange Rate Targeting in Canada
by Robert A. Amano & Tony S. Wirjanto [Downloadable!]
1994 Wavelet Analysis of Fractionally Integrated Processes
by Mark J. Jensen [Downloadable!]
1994 Goodness-of-Fit for Revealed Preference Tests
by Hal R. Varian [Downloadable!]
1994 Forming Beliefs about Adjudicated Outcomes: Risk Attitudes, Uncertainty, and Reservation Values
by Linda Babcock & Henry S. Farber & Cynthia Fobian & Eldar Shafir [Downloadable!]
1993 Classical Estimation Methods for LDV Models Using Simulation
by V.A. Hajivassiliou & P. A. Ruud [Downloadable!]
1993 Nonparametric Multivariate Regression Subject to Constraint
by S. M. Goldman & P. A. Ruud [Downloadable!]
1993 A Predictive Approach to Model Selection and Multicollinearity
by Edward Greenberg & Robert P. Parks [Downloadable!]
1993 A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies
by Walter Teets & Robert P. Parks [Downloadable!]
1992 Spectral estimation of secular and cyclical elasticities for bilateral trade
by Jaime Marquez [Downloadable!]
A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback
by Stilianos Fountas & Menelaos Karanasos & Marika Karanassou [Downloadable!]
Inference on Peer Effects with Missing Peer Data: Evidence from Project STAR
by Aaron Sojourner [Downloadable!]
Regime Switching and the Shape of the
by Nektarios Aslanidis & Anastasios Xepapadeas [Downloadable!]
Estimation of Fractional Integration in the Presence of Data Noise
by Haldrup, Niels & Nielsen, Morten Oe. [Downloadable!]
Measurement Errors and Outliers in Seasonal Unit Root Testing
by Niels Haldrup & Antonio Montanés & Andreu Sanso [Downloadable!]
This page was last updated on 2009-11-15.
This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.