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Research classified by
Journal of
Economic Literature (JEL) codes Top JEL C: Mathematical and Quantitative MethodsC8: Data Collection and Data Estimation Methodology; Computer ProgramsC87: Econometric Software
This topic is covered by the following reading lists: SOEP based publications
2009 Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application by Aguirregabiria, Victor [Downloadable!] 2009 The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization by Mishra, SK [Downloadable!] 2009 Covariate Augmented Dickey-Fuller Tests with R by Lupi, Claudio [Downloadable!] 2009 (String Matching Algorithms,An Applicatione ti ISAE and ISTAT Firms's Registers) by Emma De Angelis & Carmine Pappalardo [Downloadable!] 2009 Comment on ``Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom'' by Zisimos Koustas & Jean-Francois Lamarche [Downloadable!] 2009 Seasonal adjustment of bank deposits and loans by Andrea Silvestrini [Downloadable!] 2009 SNM Guide by Michael Creel & Dennis Kristensen [Downloadable!] 2009 PellicanHPC by Michael Creel [Downloadable!] 2009 Econometrics with gretl. Proceedings of the gretl Conference 2009 by [Downloadable!] 2008 A report on using parallel MATLAB for solutions to stochastic optimal control problems by Azzato, Jeffrey D. & Krawczyk, Jacek B. [Downloadable!] 2008 A parallel Matlab package for approximating the solution to a continuous-time stochastic optimal control problem by Azzato, Jeffrey D. & Krawczyk, Jacek B. [Downloadable!] 2008 Robust Two-Stage Least Squares: some Monte Carlo experiments by Mishra, SK [Downloadable!] 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 [Downloadable!] 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 [Downloadable!] 2008 JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models by Viktor Winschel & Markus Krätzig [Downloadable!] 2008 Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality by Viktor Winschel & Markus Krätzig [Downloadable!] 2008 Marginal effects in the probit model with a triple dummy variable interaction term by Cornelissen, Thomas & Sonderhof, Katja [Downloadable!] 2008 A Stata implementation of the Blinder-Oaxaca decomposition by Ben Jann [Downloadable!] 2007 Mixture Models of Choice Under Risk by Anna Conte & John D Hey & Peter G Moffatt [Downloadable!] 2007 Developing the concept of Sustainable Peace using Econometrics and scenarios granting Sustainable Peace in Colombia by year 2019 by Gomez-Sorzano, Gustavo [Downloadable!] 2007 Using a finite horizon numerical optimisation method for a periodic optimal control problem by Azzato, Jeffrey D. & Krawczyk, Jacek [Downloadable!] 2007 Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly? by Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan [Downloadable!] 2007 Enhanced routines for instrumental variables/GMM estimation and testing by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!] 2007 Integrating latent variables in discrete choice models – How higher-order values and attitudes determine consumer choice by Dirk Temme & Marcel Paulssen & Till Dannewald [Downloadable!] 2007 Estimation with the Nested Logit Model: Specifications and Software Particularities by Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt [Downloadable!] 2007 Computational Statistics and Data Visualization by Antony Unwin & Chun-houh Chen & Wolfgang Härdle [Downloadable!] 2007 Propositions for the Building of a Quantitative Austrian Modelling: An Answer to Prof. Rizzo and to Prof. Vriend by Rodolphe Buda [Downloadable!] 2007 Enhanced routines for instrumental variables/GMM estimation and testing by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!] 2007 GRAN7: Gauss procedure to generate lognormal random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN6: Gauss procedure to generate Pareto-distributed random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN5: Gauss procedure to generate heteroskedastic normal random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN4: Gauss procedure to generate Laplace-distributed random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN3: Gauss procedure to generate stable random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN2: Gauss procedure to generate t-distributed random numbers by Urzúa, Carlos M. [Downloadable!] 2007 GRAN1: Gauss procedure to generate normal random numbers by Urzúa, Carlos M. [Downloadable!] 2007 How much the Rounding Errors could affect the Computer Results by Stefanescu, Stefan [Downloadable!] 2006 Einführung in die Statistiksoftware STATA by Andreas Kuhnn & Oliver Ruf [Downloadable!] 2006 High wage workers and low wage firms : negative assortative matching or statistical artefact? by Andrews, Martyn J. & Gill, Len & Schank, Thorsten & Upwarde, Richard [Downloadable!] 2006 A Data Set Generation Algorithm in Combinatorial Auctions by Crescenzio Gallo & Giancarlo De Stasio & Cristina Di Letizia [Downloadable!] 2006 The miracle of the Septuagint and the promise of data mining in economics by Stan du Plessis [Downloadable!] 2006 Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix by Michael Creel & Universitat Autònoma de Barcelona 2006 A report on NISOCSol: An algorithm for approximating Markovian equilibria in dynamic games with coupled-constraints by Krawczyk, Jacek B. & Azzato, Jeffrey D. [Downloadable!] 2006 SOCSol4L: An improved MATLAB package for approximating the solution to a continuous-time stochastic optimal control problem by Azzato, Jeffrey D. & Krawczyk, Jacek B. [Downloadable!] 2006 Calculation of Multivariate Normal Probabilities by Simulation, with Applications to Maximum Simulated Likelihood Estimation by Lorenzo Cappellari & Stephen P. Jenkins [Downloadable!] 2006 PLS Path Modeling – A Software Review by Dirk Temme & Henning Kreis & Lutz Hildebrandt [Downloadable!] 2006 Estimation with the Nested Logit Model: Specifications and Software Particularities by Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt [Downloadable!] 2006 Bilateral FDI Stocks by sector by Nico van Leeuwen & Arjan Lejour [Downloadable!] 2006 How to Do xtabond2: An Introduction to "Difference" and "System" GMM in Stata by David Roodman [Downloadable!] 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 [Downloadable!] 2006 Creating and Using a Non-Dedicated HPC Cluster with ParallelKnoppix by Michael Creel [Downloadable!] 2006 A Back-of-the-Envelope Rule to Identify Atheoretical VARs by Urzúa, Carlos M. [Downloadable!] 2006 Detection of Key Sectors within a Social Accounting Matrix (GAMS code) by Ferran Sancho [Downloadable!] 2005 Practical estimation methods for linked employer-employee data by Upward, Richard & Schank, Thorsten & J. Andrews, Martyn [Downloadable!] 2005 An intuitive guide to wavelets for economists by Patrick M. Crowley [Downloadable!] 2005 An intuitive guide to wavelets for economists by Patrick Crowley [Downloadable!] 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 Numerical Analysis in Econom(etr)ic Softwares: the Data-Memory Shortage Management by Buda, Rodolphe [Downloadable!] 2005 The determinants of the Harare Stock Exchange (HSE) market capitalisation by Ilmolelian, Peter [Downloadable!] 2005 Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables by Alfonso Miranda & Sophia Rabe-Hesketh [Downloadable!] 2005 A two state model for noise-induced resonance in bistable systems with delay by Markus Fischer & Peter Imkeller [Downloadable!] 2005 Working with the XQC by Wolfgang Härdle & Heiko Lehmann [Downloadable!] 2005 An intuitive guide to wavelets for economists by Crowley, Patrick [Downloadable!] 2005 Standard errors of marginal effects in the heteroskedastic probit model by Cornelißen, Thomas [Downloadable!] 2005 Capital humano e crescimento: impactos diretos e indiretos by Luciano Nakabashi & Lízia de Figueiredo [Downloadable!] 2005 A little bit of Stata programming goes a long way.. by Christopher F. Baum [Downloadable!] 2005 User-Friendly Parallel Computations with Econometric Examples by Michael Creel [Downloadable!] 2005 Periodic Autoregressive Time Series Models in R: The partsm Package by Javier López-de-Lacalle [Downloadable!] 2005 ParallelKnoppix by Michael Creel [Downloadable!] 2004 Practical estimation methods for linked employer-employee data by Andrews, Martyn J. & Schank, Thorsten & Upward, Richard [Downloadable!] 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power by Evzen Kocenda & Lubos Briatka [Downloadable!] 2004 Limited dependent panel data models: a comparative analysis of classical and Bayesian inference among econometric packages by Giuseppe Bruno 2004 Optimal solution of the nearest correlation matrix problem by minimization of the maximum norm by Mishra, SK [Downloadable!] 2004 On generating correlated random variables with a given valid or invalid Correlation matrix by Mishra, SK [Downloadable!] 2004 L'AED et SAS/INSIGHT : visualisations dynamiques des données by Monique Le Guen [Downloadable!] 2004 Dynamic Conditional Correlation with Elliptical Distributions by Matteo Pelagatti & Stefania Rondena [Downloadable!] 2004 Practical estimation methods for linked employer-employee data by Andrews, Martyn & Schank, Thorsten & Upward, Richard [Downloadable!] 2004 Challenges of Trending Time Series Econometrics by Peter C.B. Phillips [Downloadable!] 2004 Automated Discovery in Econometrics by Peter C.B. Phillips [Downloadable!] 2004 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power by Evzen Kocenda & Lubos Briatka [Downloadable!] 2004 ‘Estimation of Discrete Choice Models Using DCM for Ox’ by Eklöf, M. & Weeks, M. [Downloadable!] 2004 Stata: The language of choice for time series analysis? by Christopher F. Baum [Downloadable!] 2004 Unconstrained Optimization with MINTOOLKIT for GNU Octave by Michael Creel [Downloadable!] 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 [Downloadable!] 2003 Laws and Limits of Econometrics by Peter C.B. Phillips [Downloadable!] 2003 A review of Stata 8.1 and its time series capabilities by Christopher F. Baum [Downloadable!] 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 [Downloadable!] 2002 Instrumental variables and GMM: Estimation and testing by Christopher F Baum & Mark E. Schaffer & Steven Stillman [Downloadable!] 2002 Facilitating Applied Economic Research with Stata by Christopher F Baum [Downloadable!] 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 G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models by S»bastien Laurent and Jean-Philippe Peters [Downloadable!] 2001 Les algorithmes de la modélisation : une analyse critique pour la modélisation économique by Buda, Rodolphe [Downloadable!] 2001 Using R to Teach Econometrics by Racine, J & Hyndman, R.J. [Downloadable!] 2001 Metagrowth 1.0, a computer program for robustness analysis by Heijungs, Reinout & Groot, Henri L. F. de & Florax, Raymond J.G.M. [Downloadable!] 2000 An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series by Maravall, A. & Sanchez, F.J. 2000 An Application of TRAMO-SEATS: Model Selection and Out-of-Sample Performance: the Swiss CPI Series by Agustín Maravall & Fernando J. Sánchez [Downloadable!] 2000 GAUSS™ Programs for the Estimation of State-Space Models with ARCH Errors: A User's Guide by Kichian, Maral [Downloadable!] 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 [Downloadable!] 1998 Bandwidth Selection for Kernel Conditional Density Estimation by Bashtannyk, D.M. & Hyndman, R.J. 1998 Bayesian Analysis of Road Accidents: A General Framework for the Multinomial Case by Bolduc, Denis & Bonin, Sylvie [Downloadable!] 1998 Guide for Using the Programs TRAMO and SEATS (Beat Version: December 1997) by Gomez, V. & Maravall, A. 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 1997 A Matlab Package for Approximating the Solution to a Continuous- Time Stochastic Optimal Control Problem by Alistair Windsor & Jacek B. Krawczyk [Downloadable!] 1997 Relaxation Algorithms in Finding Nash Equilibria by Jacek B. Krawczyk & Steffan Berridge [Downloadable!] 1997 MKSTRSN: Stata modules to format Social Security number variables by William Gould [Downloadable!] 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 1996 A Root n Bandwidth Selector in Hazard Estimation by fermanian, J.D., 1995 Sparse Direct Methods for Model Simulation by Manfred Gilli & Giorgio Pauletto [Downloadable!] 1994 La modélisation macroéconomique comme processus de communication : pour une formalisation finaliste des équations de comportement by Buda, Rodolphe [Downloadable!] 1985 Testing the Response of Consumption Change by Joseph Altonji & A. Siow [Downloadable!] Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis by Gauri Khanna [Downloadable!] Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis by Gauri Khanna [Downloadable!]
This page was last updated on 2009-11-22.
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 . 
