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Research classified by Journal of Economic Literature (JEL) codes


Top JEL
/ C: Mathematical and Quantitative Methods
/ / C8: Data Collection and Data Estimation Methodology; Computer Programs
/ / / C87: Econometric Software
This topic is covered by the following reading lists:
  1. SOEP based publications

Most recent items first, undated at the end.
  • 2014 The Relationship between Inflation Targeting and Exchange Rate Pass-Through in Turkey with a Model Averaging Approach
    by Ferhat Arslaner & Dogan Karaman & Nuran Arslaner & Suleyman Hilmi Kal
  • 2014 A Comparison Between Direct and Indirect Seasonal Adjustment of the Chilean GDP 1986-2009 with X-12-ARIMA
    by Medel, Carlos A.
  • 2014 What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?
    by Mishra, Sudhanshu K
  • 2014 Robust standard error estimators for panel models: a unifying approach
    by Millo, Giovanni
  • 2014 Strategies on initial public offering of company equity at stock exchanges in imperfect highly volatile global capital markets with induced nonlinearities
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2014 Mergers and acquisitions transactions strategies in diffusion - type financial systems in highly volatile global capital markets with nonlinearities
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2014 partykit: A Modular Toolkit for Recursive Partytioning in R
    by Torsten Hothorn & Achim Zeileis
  • 2014 Stochastic Volatility Estimation with GPU Computing
    by António Alberto Santos & João Andrade
  • 2014 Fast Methods for Jackknifing Inequality Indices
    by Lynn A. Karoly & Carsten Schröder
  • 2014 Multilevel model analysis using R
    by Nicolae-Marius Jula
  • 2014 Modelling the Confidence in Industry in Romania and other European Member Countries Using the Ordered Logit Model
    by Gagea, Mariana
  • 2013 Fast methods for jackknifing inequality indices
    by Karoly, Lynn & Schröder, Carsten
  • 2013 A fast fractional difference algorithm
    by Andreas Noack Jensen & Morten Ørregaard Nielsen
  • 2013 Temporal Disaggregation of Time Series
    by Sax, Christoph & Steiner, Peter
  • 2013 On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2013 Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets
    by Ledenyov, Dimitri O. & Ledenyov, Viktor O.
  • 2013 Statistical Analysis of International Migration Using R Software
    by Dobre, Ana Maria
  • 2013 Bayesian Model Averaging and Jointness Measures for gretl
    by Blazejowski, Marcin & Kwiatkowski, Jacek
  • 2013 A fast fractional difference algorithm
    by Andreas Noack Jensen & Morten Ørregaard Nielsen
  • 2013 gateveys – An R Toolbox for Re-traceable Aggregation of Business Tendency Survey Data
    by Matthias Bannert
  • 2013 Note on Lilien and Modified Lilien Index
    by Ansari, Muhammad Rashid & Mussida, Chiara & Pastore, Francesco
  • 2013 Rasch Mixture Models for DIF Detection: A Comparison of Old and New Score Specifications
    by Hannah Frick & Carolin Strobl & Achim Zeileis
  • 2013 Score-Based Tests of Measurement Invariance: Use in Practice
    by Ting Wang & Edgar C. Merkle & Achim Zeileis
  • 2013 Merger Simulation with Nested Logit Demand - Implementation using Stata
    by Björnerstedt, Jonas & Verboven, Frank
  • 2013 Simultaneous-equations Analysis in Regional Science and Economic Geography
    by Mitze, Timo & Stephan, Andreas
  • 2013 Manipulation Of Large Databases With "R"
    by Ana Maria Dobre & Andreea Gagiu
  • 2013 Profile Of Migrants In Romania – A Statistical Analysis Using "R"
    by Nicoleta Caragea & Ana Maria Dobre & Antoniade Ciprian Alexandru
  • 2013 Understanding and Teaching Within-Cluster Correlation in Complex Surveys
    by Humberto Barreto & Manu Raghav
  • 2013 Some Conceptual Aspects of the Multilevel Modeling for the Study of Social-Economic Phenomena
    by Miruna MAZURENCU MARINESCU
  • 2013 Stress indicator construction for internal money market
    by Isakov , Alexander
  • 2013 R versus Other Statistical Software
    by Dobre Ana Maria & Caragea Nicoleta & Alexandru Ciprian Antoniade
  • 2013 Interbank Market Structure and Accurate Estimation of an Aggregate Liquidity Shock
    by Isakov, A.
  • 2013 Localización espacial de la actividad económica en Medellín, 2005-2010. Un enfoque de economía urbana
    by Vanessa Galeano Duque
  • 2012 SPECTRAN, a set of Matlab programs for Spectral analysis
    by Marczak, Martyna & Gómez, Víctor
  • 2012 Technical Efficiency of Thai Manufacturing SMEs: a Comparative Study of North-eastern Provinces
    by Teerawat Charoenrat & Charles Harvie
  • 2012 Stochastic frontier analysis using Stata
    by Federico Belotti & Silvio Daidone & Giuseppe Ilardi & Vincenzo Atella
  • 2012 Bringing New Opportunities to Develop Statistical Software and Data Analysis Tools in Romania
    by Caragea, Nicoleta & Alexandru, Ciprian Antoniade & Dobre, Ana Maria
  • 2012 Simplifying the estimation of difference in differences treatment effects with Stata
    by Villa, Juan M.
  • 2012 Stock Market Integration and International Portfolio Diversification between U.S. and ASEAN Equity Markets
    by Ardliansyah, Rifqi
  • 2012 Global optimization of some difficult benchmark functions by cuckoo-hostco-evolution meta-heuristics
    by Mishra, SK
  • 2012 Indirect estimation of GARCH models with alpha-stable innovations
    by Parrini, Alessandro
  • 2012 Numerical accuracy of Ox 6.2
    by Kulaksizoglu, Tamer
  • 2012 On whether foreign direct investment catalyzes economic development in Nigeria
    by OKPARA, GODWIN CHIGOZIE
  • 2012 Comparing performance of statistical models for individual’s ability index and ranking
    by Iqbal, Javed
  • 2012 Structured Additive Regression Models: An R Interface to BayesX
    by Nikolaus Umlauf & Daniel Adler & Thomas Kneib & Stefan Lang & Achim Zeileis
  • 2012 Hierarchical Archimedean Copulae: The HAC Package
    by Ostap Okhrin & Alexander Ristig &
  • 2012 A continuous treatment model for estimating a Dose Response Function under endogeneity and heterogeneous response to observable confounders: Description and implementation via the Stata module “ctreatreg”
    by Giovanni Cerulli
  • 2012 Ivtreatreg: a new STATA routine for estimating binary treatment models with heterogeneous response to treatment under observable and unobservable selection
    by Giovanni Cerulli
  • 2012 Zróżnicowanie odpowiedzi respondentów testu koniunktury w świetle miar entropii [Differentiation of Business Tendency Survey Responses: Application of Measures of Entropy]
    by Emilia Tomczyk
  • 2012 Using analytics for understanding the consumer online
    by Iulia-Adina ZARA & Bogdan Calin VELICU & Maria-Cristiana MUNTHIU & Mihaela TUTA
  • 2012 Global Financial Crisis And Unit-Linked Insurance Markets Efficiency: Empirical Evidence From Central And Eastern European Countries
    by Ciumas Cristina & Chis Diana-Maria & Botos Horia Mircea
  • 2012 Food Responsibility - A National Challenge. Case Study - Implementation Of A Social Campaign In Bucharest Schools
    by STOICA, Ivona & DUMITRU, Nicoleta Rossela
  • 2012 Crude oil market efficiency: An empirical investigation via the Shannon entropy
    by Walid Mensi & Chaker Alaoui & Khuong Nguyen
  • 2012 Economic loss of chronic kidney disease in Chun district, Phayao province
    by Metawee Supakarnkhamjon & Watcharee Prugsiganont
  • 2011 Testing for Multivariate Cointegration in the Presence of Structural Breaks: p-Values and Critical Values
    by David E. Giles & Ryan T. Godwin
  • 2011 Measuring the economic efficiency of Italian agricultural enterprises
    by Darina Zaimova
  • 2011 Asymmetric unemployment rate dynamics in Australia
    by Gunnar Bardsen & Stan Hurn & Zoe McHugh
  • 2011 Nonlinearity In Inflation, A Case of Pakistan
    by Iqbal, Javed & Rehman, Muhammad & Ur-Rehman, Hafeez
  • 2011 Estimation of a system of national accounts: implementation with mathematica
    by Temel, Tugrul
  • 2011 Effect of employment guarantee on access to credit: Evidence from rural India
    by Saraswat, Deepak
  • 2011 Roaring Food Prices in India
    by Mukherjee, Soumyatanu
  • 2011 Technical efficiency of hospital psychiatric care in Bulgaria – assessment using Data Envelopment Analysis
    by Kundurjiev, T. & Salchev, Petko
  • 2011 Bayesian Model Averaging in R
    by Shahram Amini & Christopher F. Parmeter
  • 2011 A Review of the `BMS' Package for R
    by Shahram Amini & Christopher F. Parmeter
  • 2011 Robust estimates of exporter productivity premia in German business services enterprises
    by Alexander Vogel & Joachim Wagner
  • 2011 Estimating Liquidity Risk Using The Exposure-Based Cash-Flow-at-Risk Approach: An Application To the UK Banking Sector
    by Meilan Yan & Maximilian J. B. Hall & Paul Turner
  • 2011 Extended Beta Regression in R: Shaken, Stirred, Mixed, and Partitioned
    by Bettina Grün & Ioannis Kosmidis & Achim Zeileis
  • 2011 Flexible Rasch Mixture Models with Package psychomix
    by Hannah Frick & Carolin Strobl & Friedrich Leisch & Achim Zeileis
  • 2011 evtree: Evolutionary Learning of Globally Optimal Classification and Regression Trees in R
    by Thomas Grubinger & Achim Zeileis & Karl-Peter Pfeiffer
  • 2011 On heterogeneous latent class models with applications to the analysis of rating scores
    by Aurélie Bertrand & Christian M. Hafner
  • 2011 After “Raising the Bar”: applied maximum likelihood estimation of families of models in spatial econometrics
    by Bivand, Roger
  • 2011 Wavelet multiple correlation and cross-correlation: A multiscale analysis of euro zone stock markets
    by Fernández Macho, Francisco Javier
  • 2011 Bayesian Integration of Large Scale SNA Data Frameworks with an Application to Guatemala
    by Tongeren, J.W. Van & Magnus, J.R.
  • 2011 Understanding and Teaching Unequal Probability of Selection
    by Humberto Barreto & Manu Raghav
  • 2011 Econometría para la evaluación de políticas públicas con Stata: introducción y análisis de datos
    by Carlos Giovanni González Espitia
  • 2011 Applying and interpreting model-based seasonal adjustment. The euro-area industrial production series
    by Agustín Maravall Herrero & Domingo Pérez Cañete
  • 2011 An EViews Program to Run a Monte Carlo Experiment: The Dickey-Fuller Distribution
    by Guerrero de Lizardi, Carlos
  • 2011 A Strategic Framework of Liberalising Trade in Services for Pakistan
    by Ahmed Gulzar
  • 2011 Interlinked Factor Markets and Allocative Efficiency: Evidence from Rural West Bengal, India
    by Arindam Laha & Pravat Kumar Kuri
  • 2011 Algunas observaciones acerca del uso de software en la estimación del modelo Half-Normal = Some Notes about the Using of Software to Estimate the Half-Normal Model
    by Ortega Irizo, Francisco Javier & Gavilán Ruiz, José Manuel
  • 2011 Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium
    by Vincenzo Verardi & Joachim Wagner
  • 2011 Determinantes de la temporalidad en el mercado laboral ecuatoriano
    by Yannira Chávez & Paúl Medina
  • 2011 Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure
    by Christian Pfarr & Andreas Schmid & Udo Schneider
  • 2011 Creativity In Conscience Society
    by Ion Gh. Rosca & Dumitru Todoroi
  • 2010 Maximum likelihood estimator for the uneven power distribution: application to DJI returns
    by Krzysztof Kontek
  • 2010 Introduction to STATA with Econometrics in Mind
    by John C Frain
  • 2010 An Introduction to Matlab for Econometrics
    by John C Frain
  • 2010 The impact of the global economic crisis on non-oil operations of ports in Iran
    by Ahmadzadeh Mashinchi, Sina
  • 2010 Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure
    by Pfarr, Christian & Schmid, Andreas & Schneider, Udo
  • 2010 Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure
    by Pfarr, Christian & Schmid, Andreas & Schneider, Udo
  • 2010 Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
    by Eric M. Aldrich & Jesús Fernández-Villaverde & Ronald Gallant & Juan F. Rubio-Ramírez
  • 2010 Automatic Selection for Non-linear Models
    by Jennifer Castle & David Hendry
  • 2010 Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
    by Eric M. Aldrich & Jesús Fernández-Villaverde & A. Ronald Gallant & Juan F. Rubio-Ramírez
  • 2010 Valuing the Environment in Developing Countries: Modeling the Impact of Distrust in Public Authorities’ Ability to Deliver on the Citizens’ Willingness to Pay for Improved Environmental Quality
    by Ekin Birol & Sukanya Das
  • 2010 Productivity premia for German manufacturing firms exporting to the Euro-area and beyond: First evidence from robust fixed effects estimations
    by Vincenzo Verardi & Joachim Wagner
  • 2010 Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium
    by Vincenzo Verardi & Joachim Wagner
  • 2010 Productivity Premia for German Manufacturing Firms Exporting to the Euro-Area and Beyond: First Evidence from Robust Fixed Effects Estimations
    by Verardi, Vincenzo & Wagner, Joachim
  • 2010 Productivity Premia for German Manufacturing Firms Exporting to the Euro-Area and Beyond: First Evidence from Robust Fixed Effects Estimations
    by Verardi, Vincenzo & Wagner, Joachim
  • 2010 Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium
    by Verardi, Vincenzo & Wagner, Joachim
  • 2010 Robust Estimation of Linear Fixed Effects Panel Data Models with an Application to the Exporter Productivity Premium
    by Verardi, Vincenzo & Wagner, Joachim
  • 2010 Comparing estimation methods for spatial econometrics techniques using R
    by Bivand, Roger
  • 2010 Exploiting Parallelization in Spatial Statistics: an Applied Survey using R
    by Bivand, Roger
  • 2010 Computing the Jacobian in spatial models: an applied survey
    by Bivand, Roger
  • 2010 Estimating ordered categorical variables using panel data: a generalized ordered probit model with an autofit procedure
    by Christian Pfarr & Andreas Schmid & Udo Schneider
  • 2010 The Value of Improved Public Services : An Application of the Choice Experiment Method to Estimate the Value of Improved Wastewater Treatment Infrastructure in India
    by Ekin Birol & Sukanya Das
  • 2010 PanelWhiz - Efficient Data Extraction of Complex Panel Data Sets: An Example Using the German SOEP
    by John P. Haisken-DeNew & Markus H. Hahn
  • 2010 Using Stata for Applied Research: Reviewing its Capabilities
    by Christopher F Baum & Mark E. Schaffer & Steven Stillman
  • 2010 Asymmetric unemployment rate dynamics in Australia
    by Gunnar Bårdsen & Stan Hurn & Zoë McHugh
  • 2010 Business Intelligence as a Support of E-commerce Systems in Connection with Decision Making and Cross-Border Online Shopping
    by Petr SUCHÃNEK
  • 2010 Numerical Parallel Algorithms For Large Scale Macroeconometric Models
    by Bogdan Oancea & Tudorel Andrei & Stelian Stancu & Andreea Iluzia Iacob
  • 2010 The Role Of Individual Values In Personal Development
    by Mariana Gagea & Andreea Iacobuta
  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Gary Koop & Dimitris Korobilis
  • 2009 Bayesian Multivariate Time Series Methods for Empirical Macroeconomics
    by Koop, Gary & Korobilis, Dimitris
  • 2009 Communication and Procedural Models of the E-commerce Systems
    by Suchánek, Petr
  • 2009 Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application
    by Aguirregabiria, Victor
  • 2009 The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization
    by Mishra, SK
  • 2009 Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory
    by D.S. Poskitt
  • 2009 Covariate Augmented Dickey-Fuller Tests with R
    by Lupi, Claudio
  • 2009 (String Matching Algorithms,An Applicatione ti ISAE and ISTAT Firms's Registers)
    by Emma De Angelis & Carmine Pappalardo
  • 2009 Instrumental variable estimation of a nonlinear Taylor rule
    by Zisimos Koustas & Jean-Francois Lamarche
  • 2009 Seasonal adjustment of bank deposits and loans
    by Andrea Silvestrini
  • 2009 SNM Guide
    by Michael Creel & Dennis Kristensen
  • 2009 PelicanHPC
    by Michael Creel
  • 2009 Econometrics with gretl. Proceedings of the gretl Conference 2009
    by
  • 2009 Detecting Regime Switches In The Eur/Ron Exchange Rate Volatility
    by Necula Ciprian & Radu Alina-Nicoleta
  • 2008 A report on using parallel MATLAB for solutions to stochastic optimal control problems
    by Azzato, Jeffrey D. & Krawczyk, Jacek B.
  • 2008 A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal control problem
    by Azzato, Jeffrey D. & Krawczyk, Jacek B.
  • 2008 Robust Two-Stage Least Squares: some Monte Carlo experiments
    by Mishra, SK
  • 2008 InfSOCSol2: an updated MATLAB package for approximating the solution to a continuous-time infinite horizon stochastic optimal control problem
    by Azzato, Jeffrey D. & Krawczyk, Jacek
  • 2008 Contrôle des systèmes de modélisation : un exemple de codage et de traçabilité des données
    by Buda, Rodolphe
  • 2008 A note on the sub-optimality of rank ordering of objects on the basis of the leading principal component factor scores
    by Mishra, SK
  • 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models
    by Viktor Winschel & Markus Krätzig
  • 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality
    by Viktor Winschel & Markus Krätzig
  • 2008 Marginal effects in the probit model with a triple dummy variable interaction term
    by Cornelissen, Thomas & Sonderhof, Katja
  • 2008 A Stata implementation of the Blinder-Oaxaca decomposition
    by Ben Jann
  • 2008 Possibilités et pièges liés à l'utilisation des logiciels dans le processus d'analyse au travers de la théorie enracinée
    by Garreau, Lionel & Bandeira-de-Mello, Rodrigo
  • 2008 Méthodes numériques pour la valorisation d'options swings et autres problèmes sur les matières premières
    by Kourouvakalis, Stylianos
  • 2007 Mixture Models of Choice Under Risk
    by Anna Conte & John D Hey & Peter G Moffatt
  • 2007 Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019
    by Gomez-Sorzano, Gustavo
  • 2007 Using a finite horizon numerical optimisation method for a periodic optimal control problem
    by Azzato, Jeffrey D. & Krawczyk, Jacek
  • 2007 Information content of exchange rate volatility: Turkish experience
    by Levent, Korap
  • 2007 Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly?
    by Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan
  • 2007 Enhanced routines for instrumental variables/GMM estimation and testing
    by Christopher F Baum & Mark E. Schaffer & Steven Stillman
  • 2007 Integrating latent variables in discrete choice models – How higher-order values and attitudes determine consumer choice
    by Dirk Temme & Marcel Paulssen & Till Dannewald
  • 2007 Estimation with the Nested Logit Model: Specifications and Software Particularities
    by Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt
  • 2007 Computational Statistics and Data Visualization
    by Antony Unwin & Chun-houh Chen & Wolfgang Härdle
  • 2007 Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend
    by Rodolphe Buda
  • 2007 Enhanced routines for instrumental variables/GMM estimation and testing
    by Christopher F Baum & Mark E. Schaffer & Steven Stillman
  • 2007 GRAN8: Gauss procedure to generate standard EPD (GED) random numbers
    by Urzúa, Carlos M.
  • 2007 GRAN7: Gauss procedure to generate lognormal random numbers
    by Urzúa, Carlos M.
  • 2007 GRAN6: Gauss procedure to generate Pareto-distributed random numbers
    by Urzúa, Carlos M.
  • 2007 GRAN5: Gauss procedure to generate heteroskedastic normal random numbers
    by Urzúa, Carlos M.
  • 2007 GRAN4: Gauss procedure to generate Laplace-distributed random numbers
    by Urzúa, Carlos M.
  • 2007 GRAN3: Gauss procedure to generate stable random numbers
    by Urzúa, Carlos M.
  • 2007 GRAN2: Gauss procedure to generate t-distributed random numbers
    by Urzúa, Carlos M.
  • 2007 GRAN1: Gauss procedure to generate normal random numbers
    by Urzúa, Carlos M.
  • 2007 PySAL: A Python Library of Spatial Analytical Methods
    by Rey, Sergio J. & Anselin, Luc
  • 2007 How much the Rounding Errors could affect the Computer Results
    by Stefanescu, Stefan
  • 2007 Determinación econométrica del tipo de cambio en México
    by Navarro, José César Lenin & Santos, Jessica
  • 2006 Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix
    by Michael Creel & Universitat Autònoma de Barcelona
  • 2006 Vector Autoregression and Error Correction Models
    by Bannikov, V.
  • 2006 Einführung in die Statistiksoftware STATA
    by Andreas Kuhnn & Oliver Ruf
  • 2006 Energy Demand and Supply Issues - Scenario 2020 and Implications for CDM in West African Economic and Monetary Union. Case Study: Benin, Burkina Faso, Niger and Togo
    by Satoguina, Honorat
  • 2006 High wage workers and low wage firms : negative assortative matching or statistical artefact?
    by Andrews, Martyn J. & Gill, Len & Schank, Thorsten & Upward, Richard
  • 2006 A Data Set Generation Algorithm in Combinatorial Auctions
    by Crescenzio Gallo & Giancarlo De Stasio & Cristina Di Letizia
  • 2006 The miracle of the Septuagint and the promise of data mining in economics
    by Stan du Plessis
  • 2006 NISOCSol an algorithm for approximating Markovian equilibria in dynamic games with coupled-constraints
    by Krawczyk, Jacek & Azzato, Jeffrey
  • 2006 SOCSol4L An improved MATLAB package for approximating the solution to a continuous-time stochastic optimal control problem
    by Azzato, Jeffrey & Krawczyk, Jacek
  • 2006 Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation
    by Lorenzo Cappellari & Stephen P. Jenkins
  • 2006 Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation
    by Cappellari, Lorenzo & Jenkins, Stephen P.
  • 2006 PLS Path Modeling – A Software Review
    by Dirk Temme & Henning Kreis & Lutz Hildebrandt
  • 2006 Estimation with the Nested Logit Model: Specifications and Software Particularities
    by Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt
  • 2006 Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis
    by Gauri Khanna
  • 2006 Bilateral FDI Stocks by sector
    by Nico van Leeuwen & Arjan Lejour
  • 2006 How to Do xtabond2: An Introduction to "Difference" and "System" GMM in Stata
    by David Roodman
  • 2006 How Big is Big Enough? Justifying Results of the iid Test Based on the Correlation Integral in the Non-Normal World
    by Lubos Briatka
  • 2006 Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix
    by Michael Creel
  • 2006 A Back-of-the-Envelope Rule to Identify Atheoretical VARs
    by Urzúa, Carlos M.
  • 2006 Detection of Key Sectors within a Social Accounting Matrix (GAMS code)
    by Ferran Sancho
  • 2005 Empirical Best Linear Unbiased Prediction in Misspecified and Improved Panel Data Models with an Application to Gasoline Demand
    by I-Lok Chang & P.A.V.B. Swamy & Yaghi Wisam
  • 2005 Practical estimation methods for linked employer-employee data
    by Upward, Richard & Schank, Thorsten & J. Andrews, Martyn
  • 2005 An intuitive guide to wavelets for economists
    by Patrick M. Crowley
  • 2005 An intuitive guide to wavelets for economists
    by Patrick Crowley
  • 2005 Unit Roots and Cointegrating Matrix Estimation using Subspace Methods
    by Alfredo Garcia Hiernaux & Miguel Jerez & José Casals
  • 2005 Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management
    by Buda, Rodolphe
  • 2005 Relevance of an accuracy control module - implementation into an economic modelling software
    by Buda, Rodolphe
  • 2005 The determinants of the Harare Stock Exchange (HSE) market capitalisation
    by Ilmolelian, Peter
  • 2005 Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables
    by Alfonso Miranda & Sophia Rabe-Hesketh
  • 2005 A two state model for noise-induced resonance in bistable systems with delay
    by Markus Fischer & Peter Imkeller
  • 2005 Working with the XQC
    by Wolfgang Härdle & Heiko Lehmann
  • 2005 An intuitive guide to wavelets for economists
    by Crowley, Patrick
  • 2005 Standard errors of marginal effects in the heteroskedastic probit model
    by Cornelißen, Thomas
  • 2005 Capital humano e crescimento: impactos diretos e indiretos
    by Luciano Nakabashi & Lízia de Figueiredo
  • 2005 A little bit of Stata programming goes a long way..
    by Christopher F. Baum
  • 2005 User-Friendly Parallel Computations with Econometric Examples
    by Michael Creel
  • 2005 Periodic Autoregressive Time Series Models in R: The partsm Package
    by Javier López-de-Lacalle
  • 2005 ParallelKnoppix
    by Michael Creel
  • 2005 Challenges of trending time series econometrics
    by Phillips, Peter C.B.
  • 2004 Limited dependent panel data models: a comparative analysis of classical and Bayesian inference among econometric packages
    by Giuseppe Bruno
  • 2004 Validating multiple structural change models : A case study
    by Kleiber, Christian & Zeileis, Achim
  • 2004 Practical estimation methods for linked employer-employee data
    by Andrews, Martyn J. & Schank, Thorsten & Upward, Richard
  • 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
    by Evzen Kocenda & Lubos Briatka
  • 2004 Optimal solution of the nearest correlation matrix problem by minimization of the maximum norm
    by Mishra, SK
  • 2004 On generating correlated random variables with a given valid or invalid Correlation matrix
    by Mishra, SK
  • 2004 L'AED et SAS/INSIGHT : visualisations dynamiques des données
    by Monique Le Guen
  • 2004 Dynamic Conditional Correlation with Elliptical Distributions
    by Matteo Pelagatti & Stefania Rondena
  • 2004 Practical estimation methods for linked employer-employee data
    by Andrews, Martyn & Schank, Thorsten & Upward, Richard
  • 2004 Challenges of Trending Time Series Econometrics
    by Peter C.B. Phillips
  • 2004 Automated Discovery in Econometrics
    by Peter C.B. Phillips
  • 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power
    by Evzen Kocenda & Lubos Briatka
  • 2004 ‘Estimation of Discrete Choice Models Using DCM for Ox’
    by Eklöf, M. & Weeks, M.
  • 2004 Stata: The language of choice for time series analysis?
    by Christopher F. Baum
  • 2004 Unconstrained Optimization with MINTOOLKIT for GNU Octave
    by Michael Creel
  • 2003 A Comparative Analysis Of Alternative Econometric Packages For The Unbalanced Two-Way Error Component Model
    by Giuseppe Bruno
  • 2003 Time Series Modelling using TSMod 3.24
    by Charles S. Bos
  • 2003 Laws and Limits of Econometrics
    by Peter C.B. Phillips
  • 2003 A review of Stata 8.1 and its time series capabilities
    by Christopher F. Baum
  • 2002 Perturbation method at order k: A recursive algorithm
    by Michel Juillard
  • 2002 A smooth-transition model of the Australian unemployment rate
    by Gunnar Bårdsen & Stan Hurn & Zoë McHugh
  • 2002 Instrumental variables and GMM: Estimation and testing
    by Christopher F Baum & Mark E. Schaffer & Steven Stillman
  • 2002 Facilitating Applied Economic Research with Stata
    by Christopher F Baum
  • 2001 Diagnosing Failure: When is an Estimation Problem Too Large for a PC?
    by B. D. McCullough and H. D. Vinod
  • 2001 Solving and Estimating Finite Mixture Models in Parallel
    by Christopher Ferrall
  • 2001 Metagrowth 1.0, a computer program for robustness analysis
    by Heijungs, Reinout & Groot, Henri L. F. de & Florax, Raymond J.G.M.
  • 2001 G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models
    by S»bastien Laurent and Jean-Philippe Peters
  • 2001 Les algorithmes de la modélisation : une analyse critique pour la modélisation économique
    by Buda, Rodolphe
  • 2001 Using R to Teach Econometrics
    by Racine, J & Hyndman, R.J.
  • 2001 Metagrowth 1.0, a computer program for robustness analysis
    by Heijungs, Reinout & Groot, Henri L. F. de & Florax, Raymond J.G.M.
  • 2000 An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series
    by Agustín Maravall & Fernando J. Sánchez
  • 2000 GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide
    by Kichian, Maral
  • 2000 Quasi-Monte Carlo methods in stochastic simulations: An application to policy simulations using a disequilibrium model of the West German economy 1960-1994
    by Klaus Göggelmann & Peter Winker & Martin Schellhorn & Wolfgang Franz
  • 1999 Corrigenda: The Numerical Reliability of Econometric Software
    by H. D. Vinod & B. D. McCullough
  • 1999 The Numerical Reliability of Econometric Software
    by H. D. Vinod & B. D. McCullough
  • 1998 Bandwidth Selection for Kernel Conditional Density Estimation
    by Bashtannyk, D.M. & Hyndman, R.J.
  • 1998 TPS 4.4 An Old But Powerful Econometric Software
    by Lubrano, M.
  • 1998 Guide for Using the Programs TRAMO and SEATS (Beta Version: December 1997)
    by Víctor Gómez & Agustín Maravall
  • 1998 Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case
    by Bolduc, Denis & Bonin, Sylvie
  • 1997 A Matlab Package for Approximating the Solution to a Continuous- Time Stochastic Optimal Control Problem
    by Alistair Windsor & Jacek B. Krawczyk
  • 1997 Relaxation Algorithms in Finding Nash Equilibria
    by Jacek B. Krawczyk & Steffan Berridge
  • 1997 MKSTRSN: Stata modules to format Social Security number variables
    by William Gould
  • 1996 Estimation Through The Imprecise Goal Programming Model
    by Aouni, B & Kettani, O & Martel, J-M
  • 1996 Fixed and Changeable Hierarchical Problems in Multiple Obective Dynamic Programming
    by Trzaskalik, T
  • 1994 La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement
    by Buda, Rodolphe
  • 1992 Econometric Software: A User's View
    by Jeffrey K. MacKie-Mason
  • 1986 The behavior of trust-region methods in FIML estimation
    by Weihs, Claus & Calzolari, Giorgio & Panattoni, Lorenzo
  • 1985 Testing the Response of Consumption Change
    by Joseph Altonji & A. Siow
  • 1985 Asymptotic properties of dynamic multipliers in nonlinear econometric models
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Panattoni, Lorenzo
  • 1984 CONRAD – A Maximum Likelihood Program for Estimation of Simultaneous Equations Models that are Non-Linear in the Parameters
    by Jansson, Leif & Mellander, Erik
  • 1980 A simulation approach to some dynamic properties of econometric models
    by Bianchi, Carlo & Calzolari, Giorgio
  • 1979 Condensed version of the OECD foreign trade by commodities tapes
    by Bianchi, Carlo & Calzolari, Giorgio
  • 1978 A manageable support for the O.E.C.D. data on foreign trade by commodities
    by Bianchi, Carlo & Calzolari, Giorgio & Lischi, Pierluigi
  • 1978 Ven der Giessen's reordering algorithm in the program for stochastic simulation of econometric models
    by Bianchi, Carlo & Calzolari, Giorgio & Doret, Remi
  • 1978 Stochastic simulation of econometric models: installation procedures and user's instructions
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo
  • 1978 Stochastic simulation: a package for Monte Carlo experiments on econometric models
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo
  • 1976 Stochastic simulation of an aggregated model of the Italian economy: methodological and empirical aspects
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo & Sitzia, Bruno
  • 1976 Analisi e simulazione stocastica di un modello aggregato dell'economia italiana 1952-1971
    by Bianchi, Carlo & Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo & Cleur, Eugene M. & Sitzia, Bruno & Romagnoli, Gian C.
  • 1976 Generation and testing of pseudo-random numbers to be used in the stochastic simulation of econometric models
    by Calzolari, Giorgio & Ciriani, Tito A. & Corsi, Paolo
  • 1976 User defined functions and operators
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo
  • 1976 Utilizing a program loaded into the user program area to load another module in the same user program area
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo
  • 1975 DMS/2: un sistema per la soluzione e simulazione interattiva di modelli econometrici
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo
  • 1974 Interactive management of time series
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo
  • 1974 Interactive management of time series
    by Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paoli
  • 1974 Interactive management for time series
    by Calzolari, Giorgio
  • 1973 IMTS: un linguaggio per la gestione dell'archivio delle serie storiche
    by Calzolari, Giorgio
  • Seasonal Stability Tests in gretl. An Application to International Tourism Data
    by Díaz-Emparanza Herrero, Ignacio & Moral Zuazo, María Paz