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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
/ / / C23: Models with Panel Data
/ / / C24: Truncated and Censored Models
/ / / C25: Discrete Regression and Qualitative Choice Models
/ / / C29: Other
Most recent items first, undated at the end.
2008 Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
by Wang, Mu-Chun [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 Estimation of the Incumbency Effects in the US State Legislatures: A Quasi-Experimental Approach
by Uppal, Yogesh [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 Development of Wage Inequality for Natives and Immigrants in Germany : Evidence from Quantile Regression and Decomposition
by Heiko Peters [Downloadable!]
2008 Forecasting Spanish inflation using information from different sectors and geographical areas
by Juan de Dios Tena & Antoni Espasa & Gabriel Pino [Downloadable!]
2008 Heterogeneous Responses of Firms to Trade Protection
by Konings, Jozef & Vandenbussche, Hylke [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 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!]
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 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 (revised version)
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 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 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!]
2006 How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach
by Eickmeier, Sandra & Ziegler, Christina [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 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 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!]
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 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 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 Portfolio Diversification Effects of Downside Risk
by Namwon Hyung & Casper G. de Vries [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 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 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!]
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 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 Impacts of Sample Size and Quality-Adjusted Imputed Prices on Own-Price Elasticities Estimated Using cross-Section Data
by Matthew C. Stockton
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 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 Characterizing Uncertain Outcomes with the Restricted HT Transformation
by L. Joe Moffitt
2002 Impacts of Advertising, Attitudes, Lifestyles, and Health on the Demand for U.S. Pork: A Micro-Level Analysis
by Oral Capps, Jr. & Jaehong Park
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 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 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 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!]
A GARCH Model of Inflation and Inflation Uncertainty with Simultaneous Feedback
by Stilianos Fountas & Menelaos Karanasos & Marika Karanassou [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 2008-7-20.
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.