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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
This topic is covered by the following reading lists:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 2009 The effect of subsidies on R&D investment and success: do subsidy history and size matter?
    by Aschhoff, Birgit [Downloadable!]
  • 2009 Who gets the money?: the dynamics of R&D project subsidies in Germany
    by Aschhoff, Birgit [Downloadable!]
  • 2009 Patenting activity in biotechnology and pharmaceuticals: a comparative analysis of the Nordic Countries
    by Enrico Sorisio [Downloadable!]
  • 2009 Using Engel Curves to Estimate Purchasing Power Parity. A Case Study of the Computation of the Exchange Rate between the Norwegian krone and the U.S. dollar
    by Erling Røed Larsen [Downloadable!]
  • 2009 Demand For Durable Goods, Nondurable Goods And Services
    by John J. Heim [Downloadable!]
  • 2009 The Real Exchange Rate And The U. S. Economy 2000 - 2008
    by John J. Heim [Downloadable!]
  • 2009 Does Consumer Confidence, As Measured By The Conference Board’s Index Of Consumer Confidence, Affect Demand For Consumer And Investment Goods(Or Just Proxy For Things That Do)?
    by John J. Heim [Downloadable!]
  • 2009 Does Consumer Confidence, As Measured By U. Of Michigan Indices, Affect Demand For Consumer And Investment Goods (Or Just Proxy For Things That Do)?
    by John J. Heim [Downloadable!]
  • 2009 Style Analysis in Real Estate Markets: Beyond the Sectors and Regions Dichotomy
    by Franz Fuerst & Gianluca Marcato [Downloadable!]
  • 2009 Density forecasting of the Dow Jones share index
    by Öller, L-E & Stockhammar, P [Downloadable!]
  • 2009 Методы Анализа Межрегионального Неравенства По Доходам И Их Приложение К России
    by Gluschenko, Konstantin [Downloadable!]
  • 2009 Purchasing power parity in Mexico: a historical note
    by Wallace, Frederick [Downloadable!]
  • 2009 Cointegration tests of purchasing power parity
    by Wallace, Frederick [Downloadable!]
  • 2009 A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated
    by Caner, Mehmet & Morrill, Melinda [Downloadable!]
  • 2009 On the Truly Noncooperative Game of Life on Earth: In Search of the Unity of Nature & Evolutionary Stable Strategy
    by Funk, Matt [Downloadable!]
  • 2009 Analýza efektívnosti slovenských bánk využitím Stochastic Frontier Approach
    by Stavarek, Daniel & Šulganová, Jana [Downloadable!]
  • 2009 Intergenerational Social Mobility in European OECD Countries
    by Orsetta Causa & Sophie Dantan & Åsa Johansson [Downloadable!]
  • 2009 Intergenerational Social Mobility
    by Orsetta Causa & Åsa Johansson [Downloadable!]
  • 2009 Ability, Schooling Inputs and Earnings: Evidence from the NELS
    by Ozkan Eren [Downloadable!]
  • 2009 Forecasting Volatility under Fractality, Regime-Switching, Long Memory and Student-t Innovations
    by Thomas Lux & Leonardo Morales-Arias [Downloadable!]
  • 2009 Targeting Non-Cognitive Skills to Improve Cognitive Outcomes: Evidence from a Remedial Education Intervention
    by Holmlund, Helena & Silva, Olmo [Downloadable!]
  • 2009 Multivariate Decomposition for Hazard Rate Models
    by Powers, Daniel A. & Yun, Myeong-Su [Downloadable!]
  • 2009 New recipes for estimating default intensities
    by Alexander Baranovski & Carsten von Lieres & André Wilch [Downloadable!]
  • 2009 Mitigating Hypothetical Bias in Value of Time Studies: Lab-Experiment Results
    by Hultkrantz, Lars & Shengcong, Xue [Downloadable!]
  • 2009 Environmental Kuznets Curves for Carbon Emissions: A Critical Survey
    by Nektarios Aslanidis [Downloadable!]
  • 2009 A repeat sales index Robust to small datasets
    by Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi [Downloadable!]
  • 2009 Generalized Methods of Trimmed Moments
    by Cizek, P. [Downloadable!]
  • 2009 Absenteeism In The Italian Public Sector: The Effects Of Changes In Sick Leave Compensation
    by Maria De Paola & Valeria Pupo & Vincenzo Scoppa [Downloadable!]
  • 2009 Production and stochastic efficiency: An application to the Colombian footwear and leather industry
    by Jorge Barrientos Marín & David Tobón & Alderid Gutiérrez [Downloadable!]
  • 2009 Effects of Measurement on Inferences: An Application to Money Demand and Related Variables in the United States
    by Al-Sharkas, A.A. & Lozi, B.M. [Downloadable!]
  • 2008 Who Gets the Money? The Dynamics of R&D Project Subsidies in Germany
    by Aschhoff, Birgit [Downloadable!]
  • 2008 The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence
    by Andreas Röthig [Downloadable!]
  • 2008 Two-sample estimation of poverty rates for disabled people: an application to Tanzania
    by Tomoki Fujii [Downloadable!]
  • 2008 Investment Model Uncertainty and Fair Pricing
    by Los, Cornelis A. & Tungsong, Satjaporn [Downloadable!]
  • 2008 The driving force of labor force participation in developed countries
    by Kitov, Ivan & Kitov, Oleg [Downloadable!]
  • 2008 Risk and return nexus in Malaysian stock market: Empirical evidence from CAPM
    by Md Isa, Abu Hassan & Puah, Chin-Hong & Yong, Ying-Kiu [Downloadable!]
  • 2008 Referendum Design, Quorum Rules and Turnout
    by Luís Aguiar-Conraria & Pedro C. Magalhães [Downloadable!]
  • 2008 Does parental employment affect children's educational attainment?
    by Hörisch, Hannah [Downloadable!]
  • 2008 A Portfolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment
    by Stephen G Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas [Downloadable!]
  • 2008 Electoral Rules and Politicians’ Behavior: A Micro Test
    by Gagliarducci, Stefano & Nannicini, Tommaso & Naticchioni, Paolo [Downloadable!]
  • 2008 On the Dynamics of Interstate Migration: Migration Costs and Self-Selection
    by Bayer, Christian & Juessen, Falko [Downloadable!]
  • 2008 Identifying the returns to lying when the truth is unobserved
    by Yingyao Hu & Arthur Lewbel [Downloadable!]
  • 2008 Hypothetical bias and certainty calibration in a value of time experiment
    by Swärdh, Jan-Erik [Downloadable!]
  • 2008 Is the intertemporal income elasticity of the value of travel time unity?
    by Swärdh, Jan-Erik [Downloadable!]
  • 2008 The Age of Turbulence - Credit Derivatives Style
    by Byström, Hans [Downloadable!]
  • 2008 Proxying ability by family background in returns to schooling estimations is generally a bad idea
    by Mellander, Erik & Sandgren-Massih, Sofia [Downloadable!]
  • 2008 Agglomeration Economies and Clustering – Evidence from German Firms
    by Kurt A. Hafner [Downloadable!]
  • 2008 Sesgos de medición del índice nacional de precios al consumidor 2002-2007
    by Guerrero, Carlos [Downloadable!]
  • 2008 Do firms' owners delegate both short-run and long-run decisions to their managers in equilibrium?
    by Evangelos Mitrokostas & Emmanuel Petrakis [Downloadable!]
  • 2008 The Relation between Temporary Employment and Firm Ownership Nationality: Evidence from Spain
    by Alejandra A. Traferri [Downloadable!]
  • 2008 Revisiting the Decline i he Exchange Rate Pass-Through: Further Evidence from Developing Countries
    by Barhoumi, K. & Jouini, J. [Downloadable!]
  • 2008 Eğitim sektöründe etkinlik ve mekansal ilişkiler -Girdi tıkanıklığı, aylak girdi ve gizli işsizlik-
    by M. Ensar YEŞİLYURT
  • 2008 Excess Demand, Market Power and Price Adjustment in Clearinghouse Auction Markets for Water
    by Oczkowski, Edward [Downloadable!]
  • 2008 Long-Run And Short-Run Dynamics Of Foreign Exchange Reserves Flows And Domestic Credit In Pakistan
    by KHAN, Muhammad Arshad [Downloadable!]
  • 2008 Forecasting the Probability of Receiving and Use of Grants by Farmers through Logistical Statistical Models
    by Minka Anastasova - Chopeva [Downloadable!]
  • 2008 Forecasting the Probability of Receiving and Use of Grants by Farmers through Logistical Statistical Models
    by Minka Anastasova-Chopeva [Downloadable!]
  • 2007 On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty
    by Judith A. Clarke [Downloadable!]
  • 2007 Analysing Convergence through the Distribution Dynamics Approach: Why and how?
    by Stefano Magrini [Downloadable!]
  • 2007 On the distribution of the adaptive LASSO estimator
    by Pötscher, Benedikt M. & Schneider, Ulrike [Downloadable!]
  • 2007 Ito Processes with Finitely Many States of Memory
    by McCauley, Joseph L. [Downloadable!]
  • 2007 A Brief History of Production Functions
    by Mishra, SK [Downloadable!]
  • 2007 With or Without U? - The appropriate test for a U shaped relationship
    by Lind, Jo Thori & Mehlum, Halvor [Downloadable!]
  • 2007 Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves
    by Mishra, SK [Downloadable!]
  • 2007 Cycles of violence, and terrorist attacks index for the State of Massachusetts
    by Gómez-Sorzano, Gustavo [Downloadable!]
  • 2007 Deterministic and stochastic trends in the time series models: A guide for the applied economist
    by Rao, B. Bhaskara [Downloadable!]
  • 2007 Forecasting Mango and Citrus Production in Nigeria: A Trend analysis
    by Yusuf, Sulaiman Adesina & Salau, Adekunle Sheu [Downloadable!]
  • 2007 What Determines Private Investment? The Case of Pakistan
    by Sajawal Khan & Muhammad Arshad Khan [Downloadable!]
  • 2007 Milking The Most From Your Promotional Dollars: An Analysis Of Agribusiness Firms Serving U.S.Agricultural Producers
    by Maud ROUCAN-KANE & Whitney O. PEAKE [Downloadable!]
  • 2007 Non-Linear Unit Root Properties of Crude Oil Production
    by Svetlana Maslyuk & Russell Smyth [Downloadable!]
  • 2007 Providing Intuition to the Fieller Method with Two Geometric Representations using STATA and Eviews
    by J.G. Hirschberg & J. N. Lye [Downloadable!]
  • 2007 On The Price Of Recreation Goods As A Determinant Of Male Labor Supply
    by Jorge González-Chapela [Downloadable!]
  • 2007 Patents, R&D And Lag Effects: Evidence From Flexible Methods For Count Panel Data On Manufacturing Firms
    by Fidel Pérez Sebastián & Shiferaw Gurmu [Downloadable!]
  • 2007 Enhanced routines for instrumental variables/GMM estimation and testing
    by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!]
  • 2007 With or Without U? The appropriate test for a U shaped relationship
    by Lind , Jo Thori & Mehlum , Halvor [Downloadable!]
  • 2007 Una aproximación al sesgo por calidad del Índice Nacional de Precios al Consumidor
    by Guerrero, Carlos [Downloadable!]
  • 2007 Structural Equation Modelling for small samples
    by Michel, TENENHAUS [Downloadable!]
  • 2007 Efficient Robust Estimation of Regression Models (Revision of DP 2006-08)
    by Cizek, P. [Downloadable!]
  • 2007 General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)
    by Cizek, P. [Downloadable!]
  • 2007 Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models
    by Cizek, P. [Downloadable!]
  • 2007 General Trimmed Estimation: Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaced by DP 2007-65)
    by Cizek, P.
  • 2007 A Portofolio Balance Approach to Euro-Area Money Demand in a Time-Varying Environment
    by Stephen G.Hall & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas [Downloadable!]
  • 2007 An Extended Class of Instrumental Variables for the Estimation of Causal Effects
    by Karim Chalak & Halbert White [Downloadable!]
  • 2007 Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved
    by Yingyao Hu & Arthur Lewbel [Downloadable!]
  • 2007 Nonparametric Identification and Estimation of Nonclassical Errors-in-Variables Models Without Additional Information
    by Xiaohong Chen & Yingyao Hu & Arthur Lewbel [Downloadable!]
  • 2007 Nonparametric Identification of Regression Models Containing a Misclassified Dichotomous Regressor Without Instruments
    by Xiaohong Chen & Yingyao Hu & Arthur Lewbel [Downloadable!]
  • 2007 Nonparametric identification of the classical errors-in-variables model without side information
    by Susanne M. Schennach & Yingyao Hu & Arthur Lewbel [Downloadable!]
  • 2007 Enhanced routines for instrumental variables/GMM estimation and testing
    by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!]
  • 2007 Local Governance and Corruption of a Country in the Process of Joining the European Union
    by Teodorescu, Daniel & Andrei, Tudorel & Rosca, Ion Gh. & Profiroiu, Marius & Turtureanu, Mihai [Downloadable!]
  • 2007 A Living Worth Leaving? Economic Incentives And Migration Flows: The Case Of Czechoslovak Labour Migration
    by Wadim Strielkowski [Downloadable!]
  • 2007 Factores No Agronómicos: Análisis De Su Influencia En Los Precios De La Tierra Agraria/Analysis on the infl uence of Non-agronomic-factors over the prices of agricultural land
    by SALA RIOS, MERCÉ & TORRES SOLÉ, TERESA [Downloadable!]
  • 2007 Trade Creation and Diversion in the Enlarged EU Market: Evidence for Agricultural Trade in Slovakia
    by Dusan Drabik & Jan Pokrivcak & Pavel Ciaian [Downloadable!]
  • 2007 The Dynamics Of Regional Gdp In The Euro Zone From 1980 To 2005: Economic Growth Or Development?
    by Zanin, L. [Downloadable!]
  • 2006 Detecting Behavioural Additionality : An Empirical Study on the Impact of Public R&D Funding on Firms? Cooperative Behaviour in Germany
    by Fier, Andreas & Aschhoff, Birgit & Löhlein, Heide [Downloadable!]
  • 2006 The Markov-Switching Multifractal Model of asset returns : GMM estimation and linear forecasting of volatility
    by Lux, Thomas [Downloadable!]
  • 2006 Mean-squared-error Calculations for Average Treatment Effects
    by Guido W. Imbens & Whitney Newey & Geert Ridder [Downloadable!]
  • 2006 An Extension of the Blinder-Oaxaca Decomposition to Non-Linear Models
    by Thomas Bauer & Mathias Sinning [Downloadable!]
  • 2006 A Note on Decomposing Differences in Poverty Incidence Using Regression Estimates: Algorithm and Example
    by Sumon Kumar Bhaumik & Ira N. Gang & Myeong-Su Yun [Downloadable!]
  • 2006 A generalized options approach to aggregate migration with an application to US federal states
    by Christian Bayer & Falko Juessen [Downloadable!]
  • 2006 The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation
    by Pötscher, Benedikt M. [Downloadable!]
  • 2006 What policies should be there for employment in urban areas of developing countries?
    by Gugushvili, Alexi [Downloadable!]
  • 2006 A Note on Numerical Estimation of Sato’s Two-Level CES Production Function
    by Mishra, SK [Downloadable!]
  • 2006 The Case Against Jive
    by Russell Davidson & James MacKinnon [Downloadable!]
  • 2006 Revisiting Inter-Industry Wage Differentials and the Gender Wage Gap: An Identification Problem
    by Myeong-Su Yun [Downloadable!]
  • 2006 Evaluation of a Tax Reform: A Model with Measurement Error
    by Rob Euwals [Downloadable!]
  • 2006 A Note on Decomposing Differences in Poverty Incidence Using Regression Estimates: Algorithm and Example
    by Sumon Kumar Bhaumik & Ira N. Gang & Myeong-Su Yun [Downloadable!]
  • 2006 Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing
    by Zdenek Hlavka & Michal Pesta [Downloadable!]
  • 2006 On the Conditions that Preclude the Existence of the Lerner Paradox and the Metzler Paradox
    by Masahiro Endoh & Koichi Hamada [Downloadable!]
  • 2006 Open Source Software Development Projects: Determinants of Project Popularity
    by Ravi Sen [Downloadable!]
  • 2006 Tail Probabilities for Regression Estimators
    by Thomas Mikosch & Casper G. de Vries [Downloadable!]
  • 2006 Efficient robust estimation of regression models
    by Cizek, Pavel
  • 2006 Analisi della crescita economica regionale e convergenza: un nuovo approccio teorico ed evidenza sull’Italia
    by Coccia Mario [Downloadable!]
  • 2006 Econometrics: A Bird’s Eye View
    by John Geweke & Joel Horowitz & M. Hashem Pesaran [Downloadable!]
  • 2006 Wage Differentials between Temporary and Permanent Workers in Italy
    by Matteo PICCHIO [Downloadable!]
  • 2006 Petersburg Paradox And Equal Taxation
    by Jiří NEČAS [Downloadable!]
  • 2006 Una aproximación de los precios hedónicos al seguro privado de enfermedad en España = A Hedonic Price Approach to the Health Private Insurance in Spain
    by Ordaz Sanz, José Antonio & Murillo Fort, Carles [Downloadable!]
  • 2006 Lawrence R. Klein and Applied Economics/Lawrence R. Klein y la economía aplicada
    by PULIDO SAN ROMÁN, ANTONIO & PÉREZ GARCÍA, JULIÁN [Downloadable!]
  • 2005 Measuring business sector concentration by an infection model
    by Düllmann, Klaus [Downloadable!]
  • 2005 Contagion in Latin America
    by Angelo Polydoro [Downloadable!]
  • 2005 The Bias of Elasticity Estimtors in Linear Regression: Some Analytic Results
    by Chen Qian & David E. Giles [Downloadable!]
  • 2005 Mean-square-error Calculations for Average Treatment Effects
    by Guido W. Imbens & Whitney Newey & Geert Ridder [Downloadable!]
  • 2005 Predicting Agency Rating Migrations with Spread Implied Ratings
    by Jianming Kou & Dr Simone Varotto [Downloadable!]
  • 2005 Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?
    by Leeb, Hannes & Pötscher, Benedikt M. [Downloadable!]
  • 2005 Normalized Equation and Decomposition Analysis: Computation and Inference
    by Myeong-Su Yun [Downloadable!]
  • 2005 Local GEL methods for conditional moment restrictions
    by Richard Smith [Downloadable!]
  • 2005 Efficient information theoretic inference for conditional moment restrictions
    by Richard Smith [Downloadable!]
  • 2005 Using Credit Derivatives to Compute Market-Wide Default Probability Term Structures
    by Byström, Hans
  • 2005 Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market
    by Byström, Hans N. E. [Downloadable!]
  • 2005 Default Probabilities According to the Bond Market
    by Byström , Hans & Kwon, Oh Kang
  • 2005 A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France)
    by Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi [Downloadable!]
  • 2005 Robust estimation of dimension reduction space
    by Cizek, Pavel & Haerdle, Wolfgang [Downloadable!]
  • 2005 Sparse Estimators and the Oracle Property, or the Return of Hodges' Estimator
    by Hannes Leeb & Benedikt M. Poetscher [Downloadable!]
  • 2005 Analysis of the resource concentration on size and research performance: The case of Italian National Research Council over the period 2000-2004
    by Coccia Mario & Rolfo Secondo [Downloadable!]
  • 2005 Analysis of the resource concentration on size and research performance: The case of Italian National Research Council over the period 2000-2004
    by Lorenzetti Edoardo [Downloadable!]
  • 2005 The Use of Qualitative Business TendencySurveys for Forecasting Business Investmentin Germany
    by Klaus Abberger [Downloadable!]
  • 2005 Qualitative Business Surveys and theAssessment of Employment A Case Study for Germany
    by Klaus Abberger [Downloadable!]
  • 2005 To go or not to go: Emigration from Germany
    by Silke Uebelmesser [Downloadable!]
  • 2005 The Warsaw Stock Exchange Index WIG: Modelling and Forecasting
    by Piotr Wdowinski & Aneta Zglinska-Pietrzak [Downloadable!]
  • 2005 Revisiting recent productivity developments across OECD countries
    by Bruno Tissot & Les Skoczylas [Downloadable!]
  • 2005 Stochastic Modelling And Prognosis Of An Underlying Asset Pricing
    by Cipu, Elena Corina & Panzar, Laura
  • 2005 A Simple Solution to the Identification Problem in Detailed Wage Decompositions
    by Myeong-Su Yun [Downloadable!]
  • 2004 The Markov-switching multi-fractal model of asset returns : GMM estimation and linear forecasting of volatility
    by Lux, Thomas [Downloadable!]
  • 2004 Model Uncertainty, Complexity and Rank in Finance
    by Cornelis A. Los [Downloadable!]
  • 2004 Comparing International Consumption Patterns
    by Kenneth W. Clements & Yanrui Wu & Jing Zhang [Downloadable!]
  • 2004 Effects of norms, warm-glow and time use on household recycling
    by Bente Halvorsen [Downloadable!]
  • 2004 A Panel Data Approach for Income-Health Causality
    by Erkan Erdil & I. Hakan Yetkiner [Downloadable!]
  • 2004 Forecasting Volume and Volatility in the Tokyo Stock Market: The Advantage of Long Memory Models
    by Taisei Kaizoji & Thomas Lux
  • 2004 Modelling the Yield Curve: A Two Components Approach
    by John Hatgioannides & Menelaos Karanasos & Marika Karanassou [Downloadable!]
  • 2004 Factor Analysis Regression
    by Reinhold Kosfeld & Jorgen Lauridsen [Downloadable!]
  • 2004 When Are Fiscal Contractions Successful? Lessons for Countries Within and Outside the EMU
    by Hjelm, Göran [Downloadable!]
  • 2004 Default Risk, Systematic Risk and Thai Firms Before, During and After the Asian Crisis
    by Byström , Hans & Worasinchai , Lugkana & Chongsithipol , Srisuda
  • 2004 Una aproximación al sesgo de medición del precio de las computadoras en México
    by Guerrero, Carlos [Downloadable!]
  • 2004 Higher order approximations of IV statistics that indicate their properties under weak or many instruments
    by Frank Kleibergen
  • 2004 The Zero-Information-Limit Condition and Spurious Inference
    by Richard Startz & Charles R. Nelson
  • 2004 Quasi Empirical Likelihood Estimation of Moment Condition Models
    by Shane M. Sherlund [Downloadable!]
  • 2004 Are New Keynesian Phillips Curves Identified ?
    by Maral Kichian & Jean-Marie Dufour & Lynda Khalaf
  • 2004 Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap
    by Frank Kleibergen [Downloadable!]
  • 2004 Saturation spaces for regularization methods in inverse problems
    by Anne Vanhems & Jean-Michel Loubes [Downloadable!]
  • 2004 Testing, Estimation and Higher Order Expansions in GMM with Semi-Weak Instruments
    by Mehmet Caner [Downloadable!]
  • 2004 Identification And Estimation Of Nonparametric Structural
    by Woocheol Kim [Downloadable!]
  • 2004 Physical Real Estate: A Paris Repeat Sales Residential Index
    by Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi [Downloadable!]
  • 2004 The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001
    by Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi [Downloadable!]
  • 2004 Asymptotics of least trimmed squares regression
    by Cizek, P. [Downloadable!]
  • 2004 General trimmed estimation: robust approach to nonlinear and limited dependent variable models
    by Cizek, P. [Downloadable!]
  • 2004 Estimated Age Effects in Athletic Events and Chess
    by Ray C. Fair [Downloadable!]
  • 2003 Detecting multi-fractal properties in asset returns : the failure of the scaling estimator
    by Lux, Thomas [Downloadable!]
  • 2003 The multi-fractal model of asset returns : its estimation via GMM and its use for volatility forecasting
    by Lux, Thomas [Downloadable!]
  • 2003 Pobreza, Deforestación y Pérdida de la Biodiversidad en Guatemala
    by Ludger J. Loening & Michael Markussen [Downloadable!]
  • 2003 Pobreza, Deforestación y Pérdida de la Biodiversidad en
    by Ludger J. Loening & Michael Markussen [Downloadable!]
  • 2003 Pobreza, Deforestación y Pérdida de la Biodiversidad en
    by Ludger J. Loening & Michael Markussen [Downloadable!]
  • 2003 An Estimation of U.S. Industry-Level Capital-Labor Substitution
    by Edward J. Balistreri & Christine A. McDaniel & Eina Vivian Wong [Downloadable!]
  • 2003 Sensitivity of the Exporting Economy on the External Shocks: Evidence from Slovene Firms
    by Janez Prašnikar & Velimir Bole & Aleš Ahcan & Matjaž Koman [Downloadable!]
  • 2003 Rising Inequality of Housing? Evidence from Segmented Housing Price Indices
    by Erling Røed Larsen and Dag Einar Sommervoll [Downloadable!]
  • 2003 The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting
    by Thomas Lux
  • 2003 Decomposing Differences in the First Moment
    by Yun, Myeong-Su [Downloadable!]
  • 2003 A Simple Solution to the Identification Problem in Detailed Wage Decompositions
    by Yun, Myeong-Su [Downloadable!]
  • 2003 Pobreza, Deforestación y Pérdida de la Biodiversidad en Guatemala
    by Ludger J. Loening & Michael Markussen [Downloadable!]
  • 2003 Which Capital Growth Index for the Paris Residential Market?
    by Baroni, Michel & Barthelemy, Fabrice & Mokrane, Madhi [Downloadable!]
  • 2003 On Theil's errors
    by Magnus, J.R. & Sinha, A.K. [Downloadable!]
  • 2003 A Loss Aversion Performance Measure
    by Farah, N. & Satchell, S.E. [Downloadable!]
  • 2003 Empirical Modelling of Money Demand in Periods of Structural Change: The Case of Greece
    by Sophocles N. Brissimis & George Hondroyiannis & P.A.V.B. Swamy & George S. Tavlas [Downloadable!]
  • 2003 Adaptive regression analysis: theory and applications in econometrics / Análisis de regresión adaptada: teoría y aplicaciones en econometría
    by GARCÍA PEREZ, J. & CHEBRAKOV, Y.V. & SHMAGIN, V.V. [Downloadable!]
  • 2002 Do Innovation Subsidies Crowd Out Private Investment? : Evidence from the German Service Sector
    by Czarnitzki, Dirk & Fier, Andreas [Downloadable!]
  • 2002 An Investigation of Industry Associations, Association Loops, and Economic Complexity: Application to Canada and the United States
    by Chokri Dridi & Geoffrey J.D. Hewings [Downloadable!]
  • 2002 Robust Estimation with Discrete Explanatory Variables
    by Pavel Cizek [Downloadable!]
  • 2002 The Alpha-Quantile Distribution Function and its Applications to Financial Modeling
    by Ivana Komunjer
  • 2002 An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies
    by Carl Chiarella & Tony He
  • 2002 Real Exchange Rate in Latvia (1994-2001)
    by Martins Bitans [Downloadable!]
  • 2002 The Day-of-the-Week Effect Revisited: An Alternative Testing Approach
    by Alt, Raimund & Fortin, Ines & Weinberger, Simon [Downloadable!]
  • 2002 Forecast accuracy after pretesting with an application to the stock market
    by Danilov, D. & Magnus, J.R. [Downloadable!]
  • 2002 Instrumental variables and GMM: Estimation and testing
    by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!]
  • 2002 Convergencia económica en las provincias argentinas (1970-1995)
    by NICOLÁS GARRIDO & ADRIANA MARINA & DANIEL SOTELSEK [Downloadable!]
  • 2002 Medium-Term Forecastings of the Economic Growth in Bulgaria
    by Rossitsa Rangelova [Downloadable!]
  • 2001 Do R&D subsidies matter? : Evidence for the German service sector
    by Czarnitzki, Dirk & Fier, Andreas [Downloadable!]
  • 2001 Demand for Money in the Transition Economy : The Case of the Czech Republic 1993–2001
    by Komárek Luboš & Melecký Martin [Downloadable!]
  • 2001 Currency Substitution in the Transition Economy : A Case of the Czech Republic 1993-2001
    by Komárek Luboš & Melecký Martin [Downloadable!]
  • 2001 The Fatality Risks of Sport-Utility Vehicles, Vans, and Pickups
    by Ted Gayer [Downloadable!]
  • 2001 The Multi-Fractal Model of Asset Returns: Simple Moment and GMM Estimation
    by Thomas Lux
  • 2001 Nonparametric Likelihood Methods for Estimation and Inference in Moment Condition Models with Weak Instruments
    by Nikolay Gospodinov
  • 2001 Returns to Schooling in Spain. How Reliable Are IV Estimates?
    by Empar Pons & Maria Teresa Gonzalo [Downloadable!]
  • 2001 Modelling Import Responsiveness for OECD Manufactures Trade
    by Mara Meacci & David Turner [Downloadable!]
  • 2001 A Representation Theorem for Domains with Discrete and Continuous Variables
    by Blackorby, C. & Bossert, W. & Donaldson, D.
  • 2001 Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie
    by Dufour, J.M.
  • 2001 A Representation Theorem for Domains with Discrete and Continuous Variables
    by BLACKORBY, Charles & BOSSERT, Walter & DONALDSON, David [Downloadable!]
  • 2001 Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie
    by DUFOUR, Jean-Marie [Downloadable!]
  • 2001 Sample Size Requirements for Estimation in SUR Models
    by Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L. [Downloadable!]
  • 2001 A Comparison of Alternative Methods to Model Endogeneity in Count Models. An Application to the Demand for Health Care and Health Insurance Choice
    by Martin Schellhorn [Downloadable!]
  • 2001 Portfolio Allocation over the Life Cycle: Evidence from Swedish Household Data
    by Andersson, Björn [Downloadable!]
  • 2001 The labor-supply elasticity and borrowing constraints: Why estimates are biased
    by Domeij, David & Floden, Martin [Downloadable!]
  • 2001 On the Causality between GDP and Health Care Expenditure in Augmented Solow Growth Model
    by Heshmati, Almas [Downloadable!]
  • 2001 Portfolio Allocation Over the Life Cycle: Evidence from Swedish Household Data
    by Andersson, B.
  • 2001 Are Consumers Forward-Looking?
    by Podevin, M.
  • 2001 Density Estimation in Infinite Dimensional Space : Application to Processes of Diffusion Type
    by Dabo-Niang, S.
  • 2001 Does Lower Inflation Imply Lower Price Uncertainty?
    by Tsyplakov Alexander [Downloadable!]
  • 2001 The Fatality Risks of Sport-Utility Vehicles, Vans and Pickups
    by Ted Gayer [Downloadable!]
  • 2001 Rockets and feathers revisited: an international comparison on European gasoline markets
    by M. Galeotti & Alessandro Lanza & M. Manera [Downloadable!]
  • 2001 Robust Estimation with Discrete Explanatory Variables
    by Pavel Cizek [Downloadable!]
  • 2001 Zur korrekten Interpretation der Ergebnisse einer log-linearen Regression bei Heteroskedastie, Eine methodische Untersuchung mit einer Anwendung auf die relativen Löhne von Ausländern
    by Rainer Winkelmann [Downloadable!]
  • 2000 Business services in Germany : bridges for innovation
    by Czarnitzki, Dirk & Spielkamp, Alfred [Downloadable!]
  • 2000 The Finite-Sample Distribution of Post-Model-Selection Estimators, and Uniform Versus Non-Uniform Approximations
    by Hannes Leeb & Benedikt M. Poetscher [Downloadable!]
  • 2000 Modelling Manufacturing Export Volumes Equations: A System Estimation Approach
    by Keiko Murata & Dave Turner & Dave Rae & Laurence Le Fouler [Downloadable!]
  • 2000 The Cost of Job Security Regulation: Evidence from Latin American Labor Markets
    by James J. Heckman & Carmen Pages [Downloadable!]
  • 2000 Markovian Progresses, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes
    by Dufour, J.M. & Torres, O.
  • 2000 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
    by Dufour, J.M. & Khalaf, L.
  • 2000 Simulation-Based Finite and Large Sample Tests in Multivariate Regressions
    by Dufour, J.M. & Khalaf, L.
  • 2000 Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes
    by DUFOUR, Jean-Marie & TORRÈS, Olivier [Downloadable!]
  • 2000 Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
    by DUFOUR, Jean-Marie & KHALAF, Lynda [Downloadable!]
  • 2000 Simulation-Based Finite and Large Sample Tests in Multivariate Regressions
    by DUFOUR, Jean-Marie & KHALAF, Lynda [Downloadable!]
  • 2000 An Application of Post-DEA Bootstrap Regression Analysis to the Spillover of the Technology of Foreign-Invested Enterprises in China
    by Hirschberg, J.G. & Lloyd, P.J. [Downloadable!]
  • 2000 Sexual Bias and Household Consumption: A Semiparametric Analysis of Engel Curves in Rural China
    by Gong, Xiaodong & van Soest, Arthur & Zhang, Ping [Downloadable!]
  • 2000 Productivity Growth, Efficiency and Outsourcing in Manufacturing and Service Industries
    by Heshmati, Almas
  • 2000 Equity in Swedish Health Care Reconsidered: New Results based on the Finite Mixture Model
    by Gerdtham, Ulf-G. & Trivedi, Pravin K. [Downloadable!]
  • 2000 The Joint Estimation of Child Participation in Schooling and Employement: Comparative Evidence from Three Continents
    by Maitra, P. & Ray, R.
  • 2000 Time Series Simulation With Quasi Monte Carlo Methods
    by Li, J.X. & Winker, P.
  • 2000 Estimating Mixtures of Regressions
    by Hurn, M. & Justel, A. & Robert, C.P.
  • 2000 Multiple Neutral Regression
    by Tofallis, C.
  • 2000 Strong Rules for Detecting the Number of Breaks in a Time Series
    by Altissimo, F. & Corradi, V.
  • 2000 Time-Varying Betas and Cross-Sectional Return-Risk Relation: Evidence from the UK
    by Fraser, P. & Hamelink, F. & Hoesli, M. & MacGregor, B.
  • 2000 Detrending methods and stylized facts of business cycles in Norway - an international comparison
    by Hilde Christiane BjÛrnland [Downloadable!]
  • 1999 Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion
    by Tran Van Hoa & Chaturvedi, A. [Downloadable!]
  • 1999 Konsantre Meyve Suyu Talebinin “Tobit” Modeli Ile Analizi
    by Özdes, Aysel & Aktas, Erkan & Koc, Ali [Downloadable!]
  • 1999 Sample Selection in the Estimation of Air Bag and Seat Belt Effectiveness
    by Steven D. Levitt & Jack Porter [Downloadable!]
  • 1999 Robust Estimation of the Joint Consumption / Asset Demand Decision
    by Marjorie Flavin [Downloadable!]
  • 1999 Jumps in the Volatility of Financial Markets
    by PERRON, Benoît [Downloadable!]
  • 1999 The Shape of the Risk Premium: Evidence from a Semiparametric Garch Model
    by LINTON, Olivier & PERRON, Benoît [Downloadable!]
  • 1999 A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap
    by Maharaj, E.A. [Downloadable!]
  • 1999 Multivariate Generated Regressors and Heteroskedasticity in a Cross-Section: an Application to the Value of Neighborhood Schools
    by Hayes, K.J. & Hirschberg, J. & Lye, J. & Taylor, L.L.
  • 1999 Industry Wage Differentials Revisited: A Longitudinal Comparison of Germany and USA (1984-1996)
    by John P. Haisken-DeNew & Christoph M. Schmidt [Downloadable!]
  • 1999 Money for Nothing and Your Chips for Free? The Anatomy of the PC Wage Dipperential
    by John P. Haisken-DeNew & Christoph M. Schmidt [Downloadable!]
  • 1999 Female Labour Supply, Flexibility of Working Hours, and Job Mobility in the Netherlands
    by Rob Euwals [Downloadable!]
  • 1999 More Efficient Estimation under Non-Normality when Higher Moments do not Depend on the Regressors, using Residual-Augmented Lease Squares
    by Im. K.S. & Schmidt, P.
  • 1999 Automatic Statistical Analysis of Bivariate Non-Stationary Time Series
    by Ombao, H. & Raz, J. & von Sachs, R. & Malow, B.
  • 1999 Automatic Statistical Analysis of Bivariate Non-Stationary Time Series
    by Ombao, H. & Raz, J. & von Sachs, R. & Malow, B.
  • 1999 Wavelets in Time Series Analysis
    by Nason, G.P. & von Sachs, R.
  • 1999 Optimal Smoothing in Semiparametric Index Approximation of Regression Functions
    by Delecroix, M. & Hristache, M. & Patilea, V.
  • 1999 Optimal Smoothing in Semiparametric Index Approximation of Regression Functions
    by Delecroix, M. & Hristache, M. & Patilea, V.
  • 1999 Model Selection for (Auto-)Regression with Dependent Data
    by Baraud, Y. & Comte, F. & Viennet, G.
  • 1999 An &-Level Adaptive Test for Regression models via Regressogram Selection
    by Guerre, E. & Lieberman, O.
  • 1999 On the Interpretation of Seasonally Adjusted Data
    by Franses, PH.H.B.F.
  • 1999 Criterion Mixing Lack of Fit and Multicolinearity for Variable Selection in Regression
    by Rolle, J.-D.
  • 1999 Criterion Mixing Lack of Fit and Multicolinearity for Variable Selection in Regression
    by Rolle, J.-D.
  • 1999 Detection ot Outliers and Level Shifts in Time Series: an Evaluation of Two Alternatives Procedures
    by Vaage, K.
  • 1999 Detection ot Outliers and Level Shifts in Time Series: an Evaluation of Two Alternatives Procedures
    by Vaage, K.
  • 1999 How Deep Are the Deep Parameters?
    by Altissimo, F. & Siviero, S. & Terlizzese, D.
  • 1999 How Deep Are the Deep Parameters?
    by Altissimo, F. & Siviero, S. & Terlizzese, D.
  • 1999 An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project
    by Maravall, A.
  • 1999 Money for Nothing and Your Chips for Free?: The Anatomy of the PC Wage Differential
    by John P. Haisken-DeNew & Christoph M. Schmidt [Downloadable!]
  • 1999 Simulating with RICE Coalitionally Stable Burden Sharing Agreements for the Climate Change Problem
    by Eyckmans, Johan & Tulkens, Henry [Downloadable!]
  • 1999 Non-nested Hypothesis Testing: An Overview
    by Pesaran, M. H. & Weeks, M. [Downloadable!]
  • 1999 Multi-Fractal Processes as Models for Financial Returns: Multi-Fractal Processes as Models for Financial Returns: A First Assessment
    by Lux, Thomas
  • 1999 Multi-Fractal Processes as Models for Financial Returns: A First Assessment
    by Lux, Thomas
  • 1999 Tests of the Seasonal Unit Root Hypothesis Against Heteroscedastic Seasonal Integration
    by Taylor, A.M.R. & Smith, R.J.
  • 1999 Regression-Based Seasonal Unit Root Tests with Recursive Mean Adjustment
    by Taylor, A.M.R.
  • 1999 An Application of TRAMO and SEATS: Report for the "Seasonal Adjustment Research Appraisal" Project
    by Agustín Maravall
  • 1999 Modelos estatísticos e econométricos para estudo da sazonalidade de preços: o caso do preço da carne e do boi
    by Antônio Aguirre & Luís A. Aguirre
  • 1999 Una aproximación económica a la demanda de aborto
    by DÍAZ FERNÁNDEZ, M. & LLORENTE MARRÓN, Mª del M. & COSTA REPARAZ, E. [Downloadable!]
  • 1999 Economic Impacts of the New European Banana Market Regime: The Case of Germany
    by Roland Herrmann [Downloadable!]
  • 1998 On Prediction of Individual Sequences
    by Nicolo Cesa Bianchi & Gábor Lugosi [Downloadable!]
  • 1998 The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation
    by PERRON, Pierre & MALLET, Sylvie [Downloadable!]
  • 1998 Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions
    by DUFOUR, Jean-Marie & KHALAF, Lynda [Downloadable!]
  • 1998 Computation and Analysis of Multiple Structural-Change Models
    by BAI, Jushan & PERRON, Pierre [Downloadable!]
  • 1998 Model Selection when a Key Parameter Is Constrained to Be in an Interval
    by Hossain, M.Z. & King, M.L.
  • 1998 A General Volatility Framework and the Generalised Historical Volatility Estimator
    by Bollen, B. & Inder, B.
  • 1998 On Omitted Variable Bias and Measurement Error in Returns to Schooling Estimates
    by Mellander, Erik [Downloadable!]
  • 1998 The Rank and Model Specification of Demand Systems : An Empirical Analysis Using United States Microdata
    by Nicol, C.J.
  • 1998 Excess Returns, Portfolio Choices and Exchange rates Dynamics. The Yen/Dollar Case, 1980-1998
    by Andrade, P. & Bruneau, C.
  • 1998 Some Monte Carlo Results for the Modified Logit Model
    by Aalouze & C.M.
  • 1998 Instrumental Variable Estimation Based on Mean Absolute Deviation
    by Sakata, S.
  • 1998 Analyzing Unit Root Tests in Finite Samples Using Power Profiles
    by Kilian, L. & Caner, M.
  • 1998 Evolution with Mutations Driven by Control Costs
    by Van Damme, E. & Weibull, J.W.
  • 1998 On Omitted Variables Bias and Measurement Error in Returns to Schooling Estimates
    by Mellander, E.
  • 1998 Bayesian and Classical Approaches to Instrumental Variable Regression
    by Kleibergen, F. & Zivot, E.
  • 1998 Long Memory and Level Shifts: Re-Analyzing Inflation Rates
    by Bos, C.S. & Franses, P.H. & Ooms, M.
  • 1998 Approximate Distributions in Essentially Linear Models
    by An, M.Y. & Christensen, B.J. & Kiefer, N.M.
  • 1998 Nelson and Plosser Revisited: Evidence from Fractional Arima Models
    by Gil-Alana, L.
  • 1998 Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income
    by Gil-Alana, L. & Robinson, P.M.
  • 1998 Multivariate Tests of Fractionally Integrated Hypotheses
    by Gil-Alana, L.
  • 1998 Fractional Integration in the Purchasing Power Parity
    by Gil-Alana, L.
  • 1998 Approximate Distributions in Essentially Linear Models
    by An, Mark Y. & Christensen, Bent Jesper & Kiefer, Nicholas M. [Downloadable!]
  • 1998 Value-Added Analysis for Cross-Classified Multilevel Data
    by Fielding, A. & Spencer, N.H.
  • 1997 Semiparametric Efficient Estimation in Time Series
    by Hodgson, D.J.
  • 1997 Adana’da Et Tüketim ve Harcama Esneklikleri: Bir Yatay Kesit Çalışması
    by Kohnert, A. Ali & Aktas, Erkan & Akdemir, Şinasi [Downloadable!]
  • 1997 Parametric and Nonparametric Augmented GPH Estimation
    by Wilkins, N.P.
  • 1997 Indirect Estimation of Arfima and Varfima Models
    by Martin, V.L. & Wilkins, N.P.
  • 1997 Dynamiques tronquees et estimation de modeles de diffusion
    by Darolles, S. & Gourieroux, C.
  • 1997 One-Step Prediction of Chaotic Time Series by Multivariate Reconstruction
    by Lisi, F.
  • 1997 Common Persistence in Nonlinear Autoregressive Models
    by Boswijk, H.P. & Franses, P.H.
  • 1997 A Historical Approach to American Skill Differentials
    by Garcia Cervero, S.
  • 1997 Hours constraints within and between jobs
    by Euwals, R. [Downloadable!]
  • 1997 A Regression-Discontinuity Evaluation of the Effect of Financial Aid Offers on College Enrollment
    by van der Klaauw, Wilbert [Downloadable!]
  • 1996 Long-Run PPP May Not Hold After All
    by Engel, C.
  • 1996 Computers and Productivity in France: Some Evidence
    by Nathalie Greenan & Jacques Mairesse [Downloadable!]
  • 1996 Instrument Relevance in Multivariate Linear Models: A Simple Measure
    by John Shea [Downloadable!]
  • 1996 Computers and Productivity in France: Some Evidence
    by Greenman, N. & Mairesse, J.
  • 1996 Modelling Economic Relationships with Smooth Transition Regressions
    by Teräsvirta, Timo
  • 1996 Long-Run PPP May Not Hold After All
    by Engel, C.
  • 1996 Unit Roots Postwar Slowdowns and Long-Run Growth: Evidence from Two Structural Breaks
    by Ben-David, D. & Lumsdaine, L.R. & Papell, D.H.
  • 1996 Effective federal Individual Income tax Functions: A Further Exploration
    by Akhand, H.A.
  • 1996 On Income Tax Functions: An Application of Robust, Regression-Based Diagnostics to Models of Conditional Means
    by Akhand, H.A.
  • 1996 The Precision of Instrumental Variables Estimates with Grouped Data
    by Shore-Sheppard, L.
  • 1996 Test de causalite indirecte entre deux series extraites d'un modele vectoriel autoregressif stationnaire
    by Bruneau, C.
  • 1996 Test of persistent Causality with an Application of the Expectations Theory of the Term Structure
    by Bruneau, C. & Jondeau, E.
  • 1996 Impulse-Response Analysis in Econometrics
    by Bruneau, C.
  • 1996 Forecasting Using First Available Versus Fully Revised Economic Time Series data
    by Swanson, N.R.
  • 1996 Land Value and Corporate Investment: Evidence from Japanese Panel Data
    by Ogawa, K. & Suzuki, K.
  • 1996 On the Size and Power of System Tests for Cointegration
    by Bewley, R. & Yang, M.
  • 1996 Weekends in Malaysia
    by Davidson, S. & Peker, A.
  • 1996 Distortion Effects and Extreme Observations in Empirical Research: An Analysis of the Incremental Information Content of Cash Flows
    by Wilson, C.R.
  • 1996 A Full Heteroscedastic One-Way Error Components Model for Incomplete Panel: Maximum Likelihood Estimation and Lagrange Multiplier Testing
    by Lejeune, B.
  • 1996 Estimation of a Non-Centrality Parameter Under Stein Type Like Losses
    by Fourdrinier, D. & Philippe, A. & Robert, C.P.
  • 1996 A Review on Techniques of Estimation in Long-Memory Processes: Application to Intra-Day Data
    by Bisaglia, L. & Guegan, D.
  • 1996 Bayesian Estimation of Switching ARMA Models
    by Billio, M. & Monfort, A. & Robert, C.P.
  • 1996 Rank Tests for Unit Roots
    by Breitung, J. & Gourieroux, C.
  • 1996 Characterization of the Compound Normal Model Thanks to the Laplace-Stieltjes Transform of the Mixing Distributions
    by Rolle, J.D.
  • 1996 Money Demand in Italy: A System Approach
    by Rinaldi, R. & Tedeschi, R.
  • 1996 Programs Tramo and Seats, Instruction for User (Beta Version: september 1996)
    by Gomes, V. & Maravall, A.
  • 1996 Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes
    by Dolado, J.J. & Marmol, F.
  • 1996 Une approche empirique de la structure du marche du travail: Salaires, formes de mobilite et formation professionnelle continue
    by Hanchane, S. & Joutard, X.
  • 1996 Bayesian Inference on GARCH Models Using the Gibbs Sampler
    by Bauwens, L. & Lubrano, M.
  • 1996 Survival Probabilities of Random Walks on General Lattices with Trapping Sites
    by Davidson, R. & Kozak, J.J.
  • 1996 Properties of the ADF Unit Root Test for Models with Trends and Cycles
    by Barthelemy, F. & Lubrano, M.
  • 1996 Properties of Unit Root Tests for Models with Trend and Cycles
    by Barthelemy, F. & Lubrano, M.
  • 1996 A Decision_Theoretic Approach to Forecast Evaluation
    by Granger, C.W.J. & Pesaran, H.
  • 1996 Least Square Approach to Non-Normal Disturbances
    by Im, K.S.
  • 1996 Unit Root Tests in the presence of Uncertainty about the Non-Stochastic Trends
    by Ayat, L. & Burridge, P.
  • 1996 Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996)
    by Victor Gómez & Agustín Maravall
  • 1996 Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes
    by Juan J. Dolado & Francisco Mármol
  • 1996 Provincial Credit Rating in Canada: An Ordered Probit Analysis
    by Cheung, S. [Downloadable!]
  • 1996 A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria
    by Armour, J. & Atta-Mensah, J. & Engert, W. & Hendry, S. [Downloadable!]
  • 1996 Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?
    by Vigfusson, R. & Van Norden, S. [Downloadable!]
  • 1996 Unit-Root Test and Excess Returns
    by Godbout, M.J. & Van Norden, S. [Downloadable!]
  • 1996 Principales determinantes del flujo de pasajeros extranjeros desembarcados en el aeropuerto de Málaga
    by José María Otero [Downloadable!]
  • 1995 Testing the Augmented Solow Models
    by Temple, J.
  • 1995 White Noise and Other Experiments on Augmented Dickey-Fuller
    by Fox, K.
  • 1995 Unit Root Test and Structural Breaks
    by Silvapulle, P.
  • 1995 A Lagrange Multiplier Test Seasonal Fractional Integration
    by Silvapulle, P.
  • 1995 testing Stationary Nonnested Short Memory Against Long Memory Processes
    by Silvapulle, P.
  • 1995 The Effect of Non-normal Disturbances and Conditional Heterskedasticity on Multiple Cointegration Tests
    by Silvapulle, P. & Padivinsky, J.M.
  • 1995 Switching State Space Models Likelihood Function, Filtering and Smoothing
    by Billio, M. & Monfort, A.
  • 1995 Geometric Versus Arithmetic Random Walk: The Case of Trended Variables
    by Guerre, E. & Jouneau, F.
  • 1995 Quadratic Hedging and Numeraire
    by Gourieroux, C. & Laurent, J.P. & Pham, H.
  • 1995 Detecting Nonlinearity by Modelling the Differenced Series
    by Aprahamian, F. & Peguin-Feissolle, A.
  • 1995 Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests
    by Smith, R.J. & Taylor, R.
  • 1995 A BLUE Decomposition in the General Linear Regression Model
    by Hans Joachim WERNER & Cemil YAPAR [Downloadable!]
  • 1995 Agreement and Disagreement Between Unit Root Tests
    by Boero, K.L.A.G. & Burridge, P. & Sheldon, M.
  • 1995 Measurement Errors in Introductory Econometric Courses
    by John H. Herbert [Downloadable!]
  • 1994 Comment on W. Norton Grubb, 'The Varied Economic Returns to Postsecondary Education: New Evidence from the Class of 1972'
    by Thomas J. Kane & Cecilia Rouse [Downloadable!]
  • 1994 More on partitioned possibly restricted linear regression
    by Werner, Hans Joachim & Cemil Yapar [Downloadable!]
  • 1994 Estimación de respuestas renta de los consumidores: una aplicación del modelo de regresión lineal discontinua a tramos
    by Julián Ramajo Hernández [Downloadable!]
  • 1991 The Wald and LM Tests for Structural Change in aLinear Simultaneous Equation Model
    by Soo-Bin Park
  • Inter-Industry and Inter-Region Differentials: Mechanics and Interpretation
    by John P. Haisken-DeNew & Christoph M. Schmidt [Downloadable!]
  • Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity
    by Eric JONDEAU & Florian PELGRIN [Downloadable!]
  • An Investigation of Tests for Linearity and the Accuracy of Flexible Nonlinear Inference
    by Christian M. Dahl [Downloadable!]
  • A Note on the Estimation of Markup Pricing in Manufacturing
    by Rikke Willemoes Joergensen & Svend Hylleberg [Downloadable!]

    This page was last updated on 2009-11-15.


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