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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC4: Econometric and Statistical Methods: Special Topics C40 : GeneralC41 : Duration AnalysisC42 : Survey MethodsC43 : Index Numbers and AggregationC44 : Statistical Decision Theory; Operations ResearchC45 : Neural Networks and Related TopicsC46 : Specific DistributionsC49 : OtherThis topic is covered by the following reading lists: Technology Assessment
2008 Hedge fund portfolio selection with modified expected shortfall by Boudt, Kris & Peterson, Brian & Carl, Peter [Downloadable!] 2008 Empirical Assessment of the Existence of Taxable Agglomeration Rents by Souleymane COULIBALY [Downloadable!] 2008 On Forecasting Recessions via Neural Nets by Khurshid Kiani [Downloadable!] 2007 Understanding Stakeholder Values Using Cluster Analysis by Pamela Kaval [Downloadable!] 2007 On Diffusion of Ideas in the Academic World: the Case of Spatial Econometrics by Nikias Sarafoglou & Jean H.P. Paelinck [Downloadable!] 2007 Distribution-Preserving Statistical Disclosure Limitation by Simon D. Woodcock & Gary Benedetto [Downloadable!] 2007 Feasible inference for realised variance in the presence of jumps by Almut Elisabeth Dorothea Veraart [Downloadable!] 2007 Long Memory and FIGARCH Models for Daily and High Frequency Commodity Prices by Richard T. Baillie & Young-Wook Han & Robert J. Myers & Jeongseok Song [Downloadable!] 2007 Polar Bear Population Forecasts: A Public-Policy Forecasting Audit by Armstrong, J. Scott & Green, Kesten C. & Soon, Willie [Downloadable!] 2007 The Speed of Adjustment to Demand Shocks: A Markov-chain Measurement Using Micro Panel Data by Christian Müller & Eva Köberl [Downloadable!] 2007 Intra-Household Allocation and Consumption of WIC-Approved Foods: A Bayesian Approach by Ishdorj, Ariun & Jensen, Helen H. & Tobias, Justin [Downloadable!] 2007 Detecting Misspecifications in Autoregressive Conditional Duration Models by Yongmiao Hong & Yoon-Jin Lee [Downloadable!] 2007 How can innovation economics benefit from complex network analysis? by Brigitte GAY (LEREPS-GRES) [Downloadable!] 2007 Imalat Sanayi, Madencilik ve Tasocakçiligi ve Enerji Gaz ve Su Sektörlerine Ait ISIC Revize 2-Revize 3 Veri Siniflandirma Sistemlerine Iliskin dönüsüm oranlarinin Hesaplanmasi by Ensar Yesilyurt [Downloadable!] 2007 Economic Convergence. Applications - Second Part - by Iancu, Aurel [Downloadable!] 2007 Do investors dislike kurtosis? by Markus Haas [Downloadable!] 2007 Testing for Shape Invariance of Semiparametric Equivalence Scales by Thanasis Stengos & Dianqin Wang [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 Oil rents and the tenure of the leaders in Africa by Omgba Luc Désiré [Downloadable!] 2007 An algorithm for censored quantile regressions by Thanasis Stengos & Dianqin Wang [Downloadable!] 2007 A simple bivariate count data regression model by Shiferaw Gurmu & John Elder [Downloadable!] 2007 Is the Financial Development and Economic Growth Relationship Nonlinear? by Elena Ketteni & Theofanis Mamuneas & Andreas Savvides & Thanasis Stengos [Downloadable!] 2007 Compensating The Poor Out Of Traditional Healing In Cameroon: A Nested Logit Analysis by KAMGNIA, Dia B. [Downloadable!] 2006 Istraživanje primjene metoda upravljanja financijskim rizicima u hrvatskim poduzećima - anketa na uzorku poduzeća by Ksenija Dumičić & Mirjana Čižmešija & Anita Pavković & Ana Andabaka [Downloadable!] 2006 Primjena odabranih statističkih metoda u ispitivanju karakteristika korištenja bankovnih usluga financijskog savjetovanja od strane poduzeća u Hrvatskoj by Ksenija Dumičić & Nataša Kurnoga Živadinović & Anita Pavković & Marko Slipčević [Downloadable!] 2006 Distribution-Preserving Statistical Disclosure Limitation by Woodcock, Simon & Benedetto, Gary [Downloadable!] 2006 Untalented but successful by Olivier Gergaud & Vincenzo Verardi [Downloadable!] 2006 Econometrics: A Bird’s Eye View by John F. Geweke & Joel L. Horowitz & M. Hashem Pesaran [Downloadable!] 2006 Econometrics: A Bird’s Eye View by Geweke, J. & Joel Horowitz & Pesaran, M.H. [Downloadable!] 2006 Public and Private Capital Productivity Puzzle: A Nonparametric Approach by Daniel J. Henderson & Subal C. Kumbhakar 2006 Wavelet Estimation of Time Series Regression with Long Memory Processes by Haibin Wu [Downloadable!] 2006 Heteroskedasticity, the single crossing property and ordered response models by Andreas C. Drichoutis & Panagiotis Lazaridis & Rodolfo M. Nayga, Jr. [Downloadable!] 2006 Robust exogeneity tests in the presence of outliers by Sunil Sapra [Downloadable!] 2006 A note on Phillips-Perron-type statistics for cointegration testing by Uwe Hassler [Downloadable!] 2006 A new proxy of the average volatility of a basket of returns: A Monte Carlo study by Fulvia Focker & Umberto Triacca [Downloadable!] 2006 Compensating the Poor out of Traditional Healing in Cameroon: A Nested Logit Analysis by Kamgnia, D.B. [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 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 Increasing Returns to Information in the U.S. Popular Music Industry by David E. Giles [Downloadable!] 2005 The Impact of Unilateral and Regional Trade Liberalisation on the Intra-ASEAN 5 Founding Nations' Exports and Export-GDP Nexus by Jayanthakumaran, Kankesu & Sanidas, Elias [Downloadable!] 2005 Insider trading en la banca española by Del Brio, Esther & Gómez, Gerardo [Downloadable!] 2005 The Role of Beliefs in Inference for Rational Expectations Models by Bruce N. Lehmann [Downloadable!] 2005 Agricultural Returns and Conflict: Quasi-Experimental Evidence from a Policy Intervention Programme in Rwanda by Florence Kondylis [Downloadable!] 2005 Modelling Aggregate Consumption Growth with Time-Varying Parameters by Jürgen Arns & Kaushik Bhattacharya [Downloadable!] 2005 The Value of Information in Bayesian Decision Analysis by Vesna Jankovic-Milic & Snezana Radukic [Downloadable!] 2005 Non-linear Market Behavior: Events Detection in the Malaysian Stock Market by Kian-Ping Lim & Melvin J. Hinich [Downloadable!] 2005 Cross-temporal universality of non-linear dependencies in Asian stock markets by Kian-Ping Lim & Melvin J. Hinich [Downloadable!] 2005 On KPSS with GARCH errors by Marco Barassi [Downloadable!] 2005 Simple Edgeworth approximations for semiparametric averaged derivatives by S. C. Goh [Downloadable!] 2005 A consistent nonparametric estimation of spatial autocovariances by Théophile Azomahou & Dong Li [Downloadable!] 2005 The Bi-parameter Smooth Transition Autoregressive model by Boriss Siliverstovs [Downloadable!] 2005 Measuring efficiency with neural networks. An application to the public sector by Francisco J. Delgado [Downloadable!] 2005 On distribution approximation: a simple comparative study on procedural variations of the Zheng test by Lawrence Dacuycuy [Downloadable!] 2004 Wann kehren junge Mütter auf den Arbeitsmarkt zurück? : Eine Verweildaueranalyse für Deutschland by Weber, Andrea Maria [Downloadable!] 2004 Propensity Score Matching, a Distance-Based Measure of Migration, and the Wage Growth of Young Men by John C. Ham & Xianghong Li & Patricia B. Reagan [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 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 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 Propensity Score Matching, a Distance-Based Measure of Migration, and the Wage Growth of Young Men by John C. Ham & Xianghong Li & Patricia B. Reagan [Downloadable!] 2004 Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility by Pierre Collin-Dufresne & Christopher S. Jones & Robert S. Goldstein [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 Interest Rate Caps Smile Too! But Can the LIBOR Market Models Capture It? by Feng Zhao & Robert Jarrow & Haitao Li [Downloadable!] 2004 High-Frequency Principal Components and Evolution of Liquidity in a Limit Order Market by Konstantin Tyurin [Downloadable!] 2004 Specification Testing for Multivariate Time Series Volatility Models by Yoon-Jin Lee & Yongmiao Hong [Downloadable!] 2004 Some New Semiparametric Panel Stochastic Frontier Models by Gholamreza Hajargasht [Downloadable!] 2004 Automatic Identification of Faked and Fraudulent Interviews in Surveys by Two Different Methods by Christin Schäfer & Jörg-Peter Schräpler & Klaus-Robert Müller & Gert G. Wagner [Downloadable!] 2004 On the Timing of Marriage, Cattle and Weather Shocks by Hans Hoogeveen & Bas van der Klaauw & Gijsbert van Lomwel [Downloadable!] 2004 The Retail Price Index and the Cost-of-Living Index: testing for consistency in theory and practice by Ian Crawford & Isabella Image 2004 The Impact of Increasing Stock Market Integration on Expected Gains from International Portfolio Diversification: Evidence from a Multivariate Approach with Time Varying Risk by AROURI Mohamed El Hedi [Downloadable!] 2004 Investigating the structure of expansions and recessions in US business cycle: a modified recursive partitioning approach by Carmela Cappelli [Downloadable!] 2004 Investigating the structure of expansions and recessions in US business cycle: a modified recursive partitioning approach by Carmela Cappelli [Downloadable!] 2004 A new approach to causality in the frequency domain by Mehmet Dalkir [Downloadable!] 2004 A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model by Daisuke Nagakura [Downloadable!] 2004 A Note on the Relationship of the Ordered and Sequential Probit Models to the Multinomial Probit Model by Daisuke Nagakura [Downloadable!] 2004 Detecting changes in persistence in linear time series by Steven Cook [Downloadable!] 2004 A power comparison among tests for time reversibility by Jorge Belaire-Franch & Dulce Contreras [Downloadable!] 2004 A power comparison among tests for time reversibility by Jorge Belaire-Franch & Dulce Contreras [Downloadable!] 2004 F versus t tests for unit roots: a comment by Paulo M. M. Rodrigues & Andrew Tremayne [Downloadable!] 2004 On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition by Steven Cook [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 An Improved Panel Unit Root Test Using GLS-Detrending by Claude Lopez [Downloadable!] 2003 An Improved Panel Unit Root Test Using GLS-Detrending by Claude Lopez [Downloadable!] 2003 Central regions and dependency by K. Mosler [Downloadable!] 2003 Structural Equation Models in Human Behavior Genetics by Arthur S. Goldberger [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 Wavelet Estimation of Integrated Volatility by Asger Lunde & Esben Hoeg [Downloadable!] 2003 An Empirical Study of Darwin's Theory of Mate Choice by Linda Y. Wong [Downloadable!] 2003 Zvi Griliches' Contribution to the Theory of Human Capital by Reuben Gronau [Downloadable!] 2003 Underlying Inflation in Australia: Are the Existing Measures Satisfactory? by Robert Dixon & Guay Lim [Downloadable!] 2003 Identification, Characteristics and Impact of Faked Interviews in Surveys An analysis by means of genuine fakes in the raw data of SOEP by Schraepler, Joerg-Peter & Wagner, Gert G. [Downloadable!] 2003 Empirical Labor Search: A Survey by Eckstein, Zvi & van den Berg, Gerard J. [Downloadable!] 2003 Measuring Labor Market Frictions: A Cross-Country Comparison by Ridder, Geert & van den Berg, Gerard J. [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 Another look at the Regression Discontinuity Design by Battistin, Erich & Enrico Rettore [Downloadable!] 2003 Identifying and Forecasting the Turns of the Japanese Business Cycle by Konstantin A., Kholodilin [Downloadable!] 2003 The Response of Term Rates to Monetary Policy Uncertainty by Oscar Jorda & Kevin Salyer [Downloadable!] 2003 Which Broiler Part is the Best Part? by H.L. Goodwin, Jr. & Andrew M. McKenzie & Harjanto Djunaidi 2003 On the estimation of hazard models with flexible baseline hazards and nonparametric unobserved heterogeneity by Michele Campolieti [Downloadable!] 2002 On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture by Gauthier Lanot [Downloadable!] 2002 An Investigation of the Relationship between Job Characteristics and the Gender Wage Gap by Jaume Garcia Villar & Pedro J. Hernández & Ángel López-Nicolás [Downloadable!] 2002 Smooth Iterative Projection Methods for Recursive Economies by Olivier Morand & Kevin Reffett 2002 A Test for Correlation between Signal and Noise within the Errors in Variables Model 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 Self-Selection, Earnings, and Out-Migration: A Longitudinal Study of Immigrants to Germany by Constant, Amelie & Massey, Douglas S. [Downloadable!] 2002 Modelling Inflation in EU Accession Countries: The Case of the Czech Republic, Hungary and Poland by Roberto Golinelli & Renzo Orsi [Downloadable!] 2002 Disentangling the Age, Period, and Cohort Effects using a Modeling Approach by France Portrait & Rob Alessie & Dorly Deeg [Downloadable!] 2002 The Origins of Logistic Regression by J.S. Cramer [Downloadable!] 2002 Dealing with Structural Changes in the Common Dynamic Factor Model : Deterministic Mechanism by Konstantin A. KHOLODILIN [Downloadable!] 2002 Asset Allocation Using Extreme Value Theory by Younes Bensalah [Downloadable!] 2002 The European Community Household Panel: A review by Franco Peracchi [Downloadable!] 2002 Nonlinearities in Swiss macroeconomic data by Annette Detken [Downloadable!] 2002 Markov chain approximation in bootstrapping autoregressions by Stanislav Anatolyev & Andrey Vasnev [Downloadable!] 2002 On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study by Yi-Ting Chen [Downloadable!] 2002 Unusual behaviour of Dickey-Fuller tests in the presence of trend mis-specification by Steven Cook & Neil Manning [Downloadable!] 2001 Estimation of Diffusions using Wavelet scaling methods by Esben Hoeg [Downloadable!] 2001 Evolutionary Strategies vs. Neural Networks; New Evidence from Taiwan on the Divisia Index Debate by Graham Kendall, Jane Binner and Alicia Gazely 2001 Household Electricity Demand, Revisited by Peter C. Reiss & Matthew W. White [Downloadable!] 2001 Returns to Education and Wage Equations by Pereira, Pedro Telhado & Martins, Pedro Silva [Downloadable!] 2001 Bayesian Examination of Agricultural Investment (A) by Hart, Chad E. & Lence, Sergio H. 2001 Degeneracy in Data Envelopment Analysis by Mar-Molinero, C. & Mancebon, M.J. 2001 Deposit Insurance Scheme (DIS) and a Comparison of Features of the DIS Concerning Likelihood of Banking Crises by Md. Anichul Hoque, K. 2001 Potential Output: Measurement Methods, "New" Economy Influences and Scenarios for 2001-2010. A Comparison of the EU15 and the US by McMorrow, K. & Roeger, W. 2001 Evaluating Core Inflation by C.R. Marques & P.D. Neves & L.M. Sarmento [Downloadable!] 2001 Underlying Inflation Measures in Spain by L.J. Álvarez & M de los Llanos Matea [Downloadable!] 2001 Pensent-ils différemment ? La "voix des pauvres" à travers les enquêtes statistiques by Mireille Razafindrakoto & François Roubaud [Downloadable!] 2001 The Unreliability of Output Gap Estimates in Real Time by Athanasios Orphanides & Simon van Norden [Downloadable!] 2001 How wide is the gap? An investigation of gender wage differences using quantile regression by Angel López-Nicolás & Jaume García & Pedro J. Hernández [Downloadable!] 2001 Assessing Aggregate Welfare: Growth and Inequality in Argentina by Leonardo Gasparini & Walter Sosa [Downloadable!] 2001 Aggregation over different qualities: Are there generic commodities? by Frank Asche & Atle Guttormsen & Sigbjørn Tveterås [Downloadable!] 2001 Testing for asymmetry in economic time series using bootstrap methods by Claudio Lupi & Patrizia Ordine [Downloadable!] 2000 Sequential Regression: A Neodescriptive Approach to Multicollinearity by Norman Fickel [Downloadable!] 2000 Optimal Income Support Targeting by De Watchter, S. & Galiani, S. 2000 Optimal Income Support Targeting by Stefan De Wachter & Sebastian Galiani [Downloadable!] 2000 The Environment Kuznets Curve: Exploring A Fresh Specification by David F. Bradford & Rebecca Schlieckert & Stephen H. Shore [Downloadable!] 2000 Internal Labor Markets, Jobs and Promotions in France by Lemistre, P. 2000 Steps in Applying Extreme Value Theory to Finance: A Review by Younes Bensalah [Downloadable!] 2000 Is it efficient to analyse efficiency rankings? by Uwe Jensen [Downloadable!] 2000 Assesing HP Filter Performance for Argentina and U.S. Macro Aggregates by Hildegart Ahumada & María Lorena Garegnani [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 Variance Optimal Cap Pricing Models by Laurent, J.-P. & Scaillet, O. 1999 Estimation of Coherent Demand Systems with Many Binding Non-Negativity Constraints by Mark M. Pitt & Daniel L. Millimet [Downloadable!] 1999 Detecting self-organisational change in economic processes exhibiting logistic growth by John Foster & Phillip Wild [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 Repeated Communication Through the Mechanism "AND" by Gossner, O. & Vieille, N. 1998 Aggregation and Mixed Integer Rounding to Solve MIPs by Marchand, H. & Wolsey, L.A. 1998 Reseaux de neurones, lissage de la fonction d'actualisation et prevision des OAT demembrees: une etude empirique by Bolgot, S. & Meyfredi, J.-C. 1998 Technical Note: Does Core Inflation Help Forecast Total Inflation? Evidence from Colombia by John Thornton [Downloadable!] 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 Unemployment Insurance and the Business Cycle by Laura Brown & Christopher Ferrall [Downloadable!] 1997 Variance Optimal Cap Pricing Models by Laurent, J.P. & Scaillet, O. [Downloadable!] 1997 Multiregime Term Structure Models by Gouriéroux, C. & Scaillet, O. [Downloadable!] 1997 Parametric and non-parametric approaches to price and tax reform by Angus Deaton & Serena Ng [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!] 1996 Parametric and Non-Parametric Approaches to Price and Tax Reform by Angus Deaton & Serena Ng [Downloadable!] 1996 Measuring Productivity Differences in Equilibrium Search Models by Lanot, G & Neumann, G-R 1996 Axiomatic Characterization of the Quadratic Scoring Rule by Selten, Reinhard 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 Distribution of Preferences and Measurement Errors in a Disaggregated Expenditure System+ by Jørgen Aasness, Erik Biørn and Terje Skjerpen 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 Incentives, Team Production, Transaction Costs, and the Optimal Contract: Estimates of an Agency Model using Payroll Records by Christopher Ferrall & Bruce Shearer [Downloadable!] 1994 Can Measurement Errors or Seasonal Adjustments Explain the Negative Autocorrelation of U.S. Monthly Consumption Changes? by Luigi Ermini [Downloadable!] 1994 Local Nonlinear Least Squares Estimation: Using Parametric Information Nonparametrically by Pedro Gozalo & Oliver Linton [Downloadable!] 1994 Incentives, Team Production, Transaction Costs and the Optimal Contract: Estimates of an Agency Model using Payroll Records by Christopher Ferrall & Bruce S. Shearer [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!] 1993 Canonical Factorization and World Representation of Wide-Sense Stationary Series Under Sampling by Luigi Ermini [Downloadable!] 1993 Can Measurement Errors or Seasonal Adjustments Explain the Negative Autocorrelation of Monthly Consumption Changes? by Luigi Ermini [Downloadable!] 1992 A Comparative Analysis of Unemployment in Canada and the United States by David Card [Downloadable!] 1992 A Kit of Results For Sampled and Temporally Aggregated Models by Luigi Ermini [Downloadable!] Benefit Entitlement and the Labor Market: Evidence from a Large-Scale Policy Change by Rafael Lalive & Josef Zweimüller [Downloadable!] Path Dependence, its critics, and the quest for 'historical economics' by Paul A. David [Downloadable!] Two Alternative Approaches to Modelling the Nonlinear Dynamics of the Composite Economic Indicator by Konstantin, KHOLODILIN [Downloadable!]
This page was last updated on 2008-7-20.
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 . 
