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Citations for "Pseudo maximum likelihood methods : theory"

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  1. Calzolari, Giorgio & Fiorentini, Gabriele, 1994. "Conditional heteroskedasticity in nonlinear simultaneous equations," MPRA Paper 24428, University Library of Munich, Germany.
  2. Chevallier, Julien, 2010. "The impact of Australian ETS news on wholesale spot electricity prices : an exploratory analysis," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/4219, Paris Dauphine University.
  3. Jalal, Amine & Rockinger, Michael, 2008. "Predicting tail-related risk measures: The consequences of using GARCH filters for non-GARCH data," Journal of Empirical Finance, Elsevier, Elsevier, vol. 15(5), pages 868-877, December.
  4. Kraft, Kornelius & Czarnitzki, Dirk, 2001. "Firm leadership and innovative performance: evidence from seven EU Countries," ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research 01-35, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  5. Anatolyev, Stanislav, 2009. "Dynamic modeling under linear-exponential loss," Economic Modelling, Elsevier, Elsevier, vol. 26(1), pages 82-89, January.
  6. Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2012. "Parametric Inference and Dynamic State Recovery from Option Panels," NBER Working Papers 18046, National Bureau of Economic Research, Inc.
  7. Calzolari, Giorgio & Fiorentini, Gabriele & Panattoni, Lorenzo, 1993. "Alternative estimators of the covariance matrix in GARCH models," MPRA Paper 24433, University Library of Munich, Germany.
  8. Daniel Hellerstein, 1993. "Intertemporal data and travel cost analysis," Environmental & Resource Economics, European Association of Environmental and Resource Economists, European Association of Environmental and Resource Economists, vol. 3(2), pages 193-207, April.
  9. Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2004. "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva, Institut d'Economie et Econométrie, Université de Genève 2004.04, Institut d'Economie et Econométrie, Université de Genève.
  10. Patrick A. Puhani, 2002. "Wage Rigidities in Western Germany? Microeconometric Evidence from the 1990s," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data D3-3, International Conferences on Panel Data.
  11. Geweke, John & Amisano, Gianni, 2007. "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series, European Central Bank 0831, European Central Bank.
  12. Partha Deb & Papa Seck, 2009. "Internal Migration, Selection Bias and Human Development: Evidence from Indonesia and Mexico," Human Development Research Papers (2009 to present), Human Development Report Office (HDRO), United Nations Development Programme (UNDP) HDRP-2009-31, Human Development Report Office (HDRO), United Nations Development Programme (UNDP), revised Jul 2009.
  13. V.A. Hajivassiliou & P. A. Ruud, 1993. "Classical Estimation Methods for LDV Models Using Simulation," Econometrics, EconWPA 9311002, EconWPA.
  14. Ginés Guirao Pérez & Victor Javier Cano Fernández & Marta Isabel López Yurda & María Carolina Rodríguez Donate & Margarita Esther Romero Rodríguez, 2004. "Relación entre la frecuencia de consumo de vino y algunas características socioeconómicas de los individuos," Documentos de trabajo conjunto ULL-ULPGC, Facultad de Ciencias Económicas de la ULPGC 2004-01, Facultad de Ciencias Económicas de la ULPGC.
  15. Jacquinot, Pascal & Mihoubi, F., 1996. "Dynamique et hétérogénéité de l’emploi en déséquilibre," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 72(2), pages 113-148, juin.
  16. Gianluca Cassesse & Massimo Guidolin, 2005. "Modelling the MIB30 implied volatility surface. Does market efficiency matter?," Working Papers, Federal Reserve Bank of St. Louis 2005-008, Federal Reserve Bank of St. Louis.
  17. David Veredas & Juan Rodriguez-Poo & Antoni Espasa, 2001. "On the (Intradaily) Seasonality and Dynamics of a Financial Point Process : A Semiparametric Approach," Working Papers, Centre de Recherche en Economie et Statistique 2001-19, Centre de Recherche en Economie et Statistique.
  18. Valeriano Martínez-San Román & Marta Bengoa-Calvo & Blanca Sánchez-Robles Rute, 2013. "The Trade-FDI Nexus: Evidence from the European Union," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) 2013/15, Economics Department, Universitat Jaume I, Castellón (Spain).
  19. Fiorentini,G. & Calzolari,G. & Panattoni,L., 1995. "Analytic Derivatives and the Computation of Garch Estimates," Papers, Centro de Estudios Monetarios Y Financieros- 9519, Centro de Estudios Monetarios Y Financieros-.
  20. Leslie E. Papke, 1989. "Interstate Business Tax Differentials and New Firm Location: Evidence from Panel Data," NBER Working Papers 3184, National Bureau of Economic Research, Inc.
  21. Boswijk, H. Peter & Lucas, Andre, 2002. "Semi-nonparametric cointegration testing," Journal of Econometrics, Elsevier, Elsevier, vol. 108(2), pages 253-280, June.
  22. Kelly, Clare & Gauthier Lanot, 2002. "Consumption Patterns over Pay Periods," Royal Economic Society Annual Conference 2002, Royal Economic Society 112, Royal Economic Society.
  23. Karine Lamiraud & Jean-Paul Moatti & François Raffi & Maria Patrizia Carrieri & Camelia Protopopescu & Christian Michelet & Luminita Schneider & Fidéline Collin & Catherine Leport & Bruno Spire, 2011. "Adherence to and effectiveness of Highly Active Antiretroviral Treatment for HIV infection: assessing the bidirectional relationship," Post-Print, HAL hal-00660923, HAL.
  24. Yuan, Ke-Hai, 2009. "Normal distribution based pseudo ML for missing data: With applications to mean and covariance structure analysis," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 100(9), pages 1900-1918, October.
  25. Calzolari, G. & Fiorentini, G. & Sentana, E., 2000. "Constrained EMM and Indirect Inference Estimation," Papers, Centro de Estudios Monetarios Y Financieros- 0005, Centro de Estudios Monetarios Y Financieros-.
  26. Chevallier, Julien, 2009. "Carbon futures and macroeconomic risk factors : a view from the EU ETS," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/4210, Paris Dauphine University.
  27. Michael R. Baye & J. Rupert J. Gatti & Paul Kattuman & John Morgan, 2009. "Clicks, Discontinuities, and Firm Demand Online," Journal of Economics & Management Strategy, Wiley Blackwell, Wiley Blackwell, vol. 18(4), pages 935-975, December.
  28. Nam, Suhyeon, 2012. "Multiple Fractional Response Variables with Continuous Endogenous Explanatory Variables," MPRA Paper 42696, University Library of Munich, Germany.
  29. Michael R. Baye & J. Rupert J. Gatti & Paul Kattuman & John Morgan, 2005. "Estimating Firm-Level Demand at a Price Comparison Site: Accounting for Shoppers and the Number of Competitors," Microeconomics, EconWPA 0504005, EconWPA.
  30. Montserrat Guillen & Manuel Artis, 1994. "Count Data Models For A Credit Scoring System," Risk and Insurance, EconWPA 9407004, EconWPA.
  31. MEDDAHI, Nour & RENAULT, Éric, 1998. "Quadratic M-Estimators for ARCH-Type Processes," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 9814, Universite de Montreal, Departement de sciences economiques.
  32. Matthias HAGMANN & Olivier SCAILLET, 2003. "Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators," FAME Research Paper Series, International Center for Financial Asset Management and Engineering rp91, International Center for Financial Asset Management and Engineering.
  33. Cappelen, Ådne & Raknerud, Arvid & Rybalka, Marina, 2012. "The effects of R&D tax credits on patenting and innovations," Research Policy, Elsevier, Elsevier, vol. 41(2), pages 334-345.
  34. Ivaldi, Marc & Monier-Dilhan, Sylvette & Simioni, Michel, 1995. "Stochastic production frontiers and panel data: A latent variable framework," European Journal of Operational Research, Elsevier, Elsevier, vol. 80(3), pages 534-547, February.
  35. Vassilis A. Hajivassiliou, 1991. "Simulation Estimation Methods for Limited Dependent Variable Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1007, Cowles Foundation for Research in Economics, Yale University.
  36. Willa Chen & Rohit Deo, 2005. "Estimation of mis-specified long memory models," Econometrics, EconWPA 0501004, EconWPA.
  37. McCarthy, Michael D., 1998. "Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case," Journal of Econometrics, Elsevier, Elsevier, vol. 83(1-2), pages 239-262.
  38. Alberto Holly & Alain Montfort & Michael Rockinger, 2008. "Fourth order pseudo maximum likelihood methods," Working Papers, University of Lausanne, Institute of Health Economics and Management (IEMS) 0802, University of Lausanne, Institute of Health Economics and Management (IEMS).
  39. Bollinger,C.R. & David,M.H., 1999. "Estimation with response error and non-response : food stamp participation in SIPP," Working papers, Wisconsin Madison - Social Systems 20, Wisconsin Madison - Social Systems.
  40. Brambilla, Irene, 2009. "Multinationals, technology, and the introduction of varieties of goods," Journal of International Economics, Elsevier, Elsevier, vol. 79(1), pages 89-101, September.
  41. Asche, Frank & Tveteras, Ragnar, 1999. "Modeling Production Risk With A Two-Step Procedure," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, Western Agricultural Economics Association, vol. 24(02), December.
  42. John Mullahy, 2010. "Multivariate Fractional Regression Estimation of Econometric Share Models," NBER Working Papers 16354, National Bureau of Economic Research, Inc.
  43. G. Dionne, 1998. "La mesure empirique des problèmes d'information," THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise 98-33, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  44. Monfort, Alain, 1992. "Quelques développements récents des méthodes macroéconométriques," L'Actualité Economique, Société Canadienne de Science Economique, Société Canadienne de Science Economique, vol. 68(1), pages 305-324, mars et j.
  45. Crepon, Bruno & Duguet, Emmanuel, 1997. "Research and development, competition and innovation pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity," Journal of Econometrics, Elsevier, Elsevier, vol. 79(2), pages 355-378, August.
  46. Yi-Ting Chen & Chung-Ming Kuan, 2000. "The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 1723, Econometric Society.
  47. Dimitrios Christelis & Dimitris Georgarakos, 2009. "Household Economic Decisions under the Shadow of Terrorism," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy 213, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  48. Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison, 2011. "Option pricing with discrete time jump processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne 11037r, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Apr 2012.
  49. Christan Francq & Jean-Michel Zakoian, 2012. "Optimal Predictions of Powers of Conditionally Heteroskedastic Processes," Working Papers, Centre de Recherche en Economie et Statistique 2012-17, Centre de Recherche en Economie et Statistique.
  50. Barbosa, Natália & Faria, Ana Paula, 2011. "Innovation across Europe: How important are institutional differences?," Research Policy, Elsevier, Elsevier, vol. 40(9), pages 1157-1169.
  51. Moeltner, Klaus, 2003. "Addressing aggregation bias in zonal recreation models," Journal of Environmental Economics and Management, Elsevier, Elsevier, vol. 45(1), pages 128-144, January.
  52. Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," Working Papers, HAL halshs-00387286, HAL.
  53. Cassese, Gianluca & Guidolin, Massimo, 2006. "Modelling the implied volatility surface: Does market efficiency matter?: An application to MIB30 index options," International Review of Financial Analysis, Elsevier, Elsevier, vol. 15(2), pages 145-178.
  54. Wang, Zhu & Wolman, Alexander L., 2014. "Payment Choice and the Future of Currency: Insights from Two Billion Retail Transactions," Working Paper, Federal Reserve Bank of Richmond 14-9, Federal Reserve Bank of Richmond.
  55. Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Finite sample performance of the robust Wald test in simultaneous equation systems," MPRA Paper 22557, University Library of Munich, Germany.
  56. Daniel Ventosa, . "A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchang," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) 513.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  57. Tom Downes & Shane Greenstein, 2005. "Understanding Why Universal Service Obligations May Be Unnecessary: The Private Development of Local Internet Access Markets," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University 0516, Department of Economics, Tufts University.
  58. Maria Pacurar, 2008. "Autoregressive Conditional Duration Models In Finance: A Survey Of The Theoretical And Empirical Literature," Journal of Economic Surveys, Wiley Blackwell, Wiley Blackwell, vol. 22(4), pages 711-751, 09.
  59. Mario Jovanovic, 2011. "Financial Uncertainty in Germany and its Impact on Western European Terrorism," Ruhr Economic Papers, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen 0296, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  60. Broze, Laurence & Gourieroux, Christian, 1998. "Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators," Journal of Econometrics, Elsevier, Elsevier, vol. 85(1), pages 75-98, July.
  61. Bellemare, Charles & Shearer, Bruce S., 2006. "Sorting, Incentives and Risk Preferences: Evidence from a Field Experiment," IZA Discussion Papers 2227, Institute for the Study of Labor (IZA).
  62. Jones, A.M, 2010. "Models For Health Care," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York 10/01, HEDG, c/o Department of Economics, University of York.
  63. Pierre-André Chiappori & Bernard Salanié, 2002. "Testing Contract Theory : A Survey of Some Recent Work," Working Papers, Centre de Recherche en Economie et Statistique 2002-11, Centre de Recherche en Economie et Statistique.
  64. Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco, 2013. "On loss functions and ranking forecasting performances of multivariate volatility models," Journal of Econometrics, Elsevier, Elsevier, vol. 173(1), pages 1-10.
  65. Boes, Stefan & Gerfin, Michael, 2013. "Does Full Insurance Increase the Demand for Health Care?," IZA Discussion Papers 7689, Institute for the Study of Labor (IZA).
  66. Chèze, Benoît & Chevallier, Julien & Alberola, Emilie, 2009. "Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/4224, Paris Dauphine University.
  67. Jeffrey M. Wooldridge, 2004. "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP05/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  68. Franses, Philip Hans & Lucas, Andr‚, 1997. "Outlier robust cointegration analysis," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0045, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  69. Dermine, J. & de Carvalho, C. Neto, 2006. "Bank loan losses-given-default: A case study," Journal of Banking & Finance, Elsevier, Elsevier, vol. 30(4), pages 1219-1243, April.
  70. Peter Molenaar & Jan Gooijer & Bernhard Schmitz, 1992. "Dynamic factor analysis of nonstationary multivariate time series," Psychometrika, Springer, Springer, vol. 57(3), pages 333-349, September.
  71. Blackburn, McKinley L., 2007. "Estimating wage differentials without logarithms," Labour Economics, Elsevier, Elsevier, vol. 14(1), pages 73-98, January.
  72. Nam, Doohee & Mannering, Fred, 2000. "An exploratory hazard-based analysis of highway incident duration," Transportation Research Part A: Policy and Practice, Elsevier, Elsevier, vol. 34(2), pages 85-102, February.
  73. Alessie, Rob & Gradus, Raymond H J M & Melenberg, Bertrand, 1990. "The Problem of Not Observing Small Expenditures in a Consumer Expenditure Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 5(2), pages 151-66, April-Jun.
  74. Gerard Gannon, 2004. "Simultaneous Volatility Transmissions and Spillover Effects: US and Hong Kong Stock and Futures Markets," Accounting, Finance, Financial Planning and Insurance Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 2004_09, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  75. Grzegorz Grabek & Bohdan Klos & Grzegorz Koloch, 2011. "Skew-normal shocks in the linear state space form DSGE model," National Bank of Poland Working Papers, National Bank of Poland, Economic Institute 101, National Bank of Poland, Economic Institute.
  76. Hyytinen, Ari & Takalo, Tuomas, 2004. "Multihoming in the Market for Payment Media: Evidence from Young Finnish Consumers," Discussion Papers, The Research Institute of the Finnish Economy 893, The Research Institute of the Finnish Economy.
  77. Hong, H. & Scaillet, O. & Tamer, E., 2001. "A fast Subsampling Method for Nonlinear Dynamic Models," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve- 2001.09, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
  78. Jan R. Magnus, 2007. "The asymptotic variance of the pseudo maximum likelihood estimator," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo CIRJE-F-479, CIRJE, Faculty of Economics, University of Tokyo.
  79. Séménou, M., 1996. "Quantile estimation under possibly misspecified generalised linear model," Statistics & Probability Letters, Elsevier, Elsevier, vol. 27(4), pages 357-365, May.
  80. Xiaoming Li, 2011. "Fixed Effects Estimation in Panel Nonlinear Fractional Response Models," Working papers, University of Connecticut, Department of Economics 2011-11, University of Connecticut, Department of Economics.
  81. Patton, Andrew J, 2001. "Estimation of Copula Models for Time Series of Possibly Different Length," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego qt3fc1c8hw, Department of Economics, UC San Diego.
  82. Gillen, David & Hasheminia, Hamed, 2013. "Estimating the demand responses for different sizes of air passenger groups," Transportation Research Part B: Methodological, Elsevier, Elsevier, vol. 49(C), pages 24-38.
  83. Stéfan Lollivier & Pascale Pollet, 2003. "Impact de la formation initiale sur les rémunérations au cours de la vie active," Revue d'économie politique, Dalloz, Dalloz, vol. 0(6), pages 801-827.
  84. Bierings, H. & Sneek, K., 1989. "Pseudo maximum likelihood techniques in a simple rationing model of the Dutch labour market," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 0063, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  85. Ioannis Kasparis & Peter C. B. Phillips, 2009. "Dynamic Misspecification in Nonparametric Cointegrating Regression," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics 2-2009, University of Cyprus Department of Economics.
  86. Nijman, T.E. & Palm, F.C., 1991. "Recent developments in modeling volatility in financial data," Discussion Paper, Tilburg University, Center for Economic Research 1991-68, Tilburg University, Center for Economic Research.
  87. Kim, C.S. & Hallahan, Charles B. & Schaible, Glenn D. & Leath, Mack N., 2000. "A Decomposed Regression Model For Measuring Structural Changes In The Flour Milling Industry," 2000 Annual meeting, July 30-August 2, Tampa, FL, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) 21834, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  88. Bolancé, Catalina & Guillén, Montserrat & Pinquet, Jean, 2008. "On the link between credibility and frequency premium," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 43(2), pages 209-213, October.
  89. Filip Zikes & Vít Bubák, 2006. "Trading Intensity and Intraday Volatility on the Prague Stock Exchange: Evidence from an Autoregressive Conditional Duration Model (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 56(5-6), pages 223-245, May.
  90. Alwyn Young, 2004. "The Gift of the Dying: The Tragedy of AIDS and the Welfare of Future African Generations," NBER Working Papers 10991, National Bureau of Economic Research, Inc.
  91. Johannes Dick & Katrin Hussinger & Boris Blumberg & John Hagedoorn, 2013. "Is success hereditary? Evidence on the performance of spawned ventures," Small Business Economics, Springer, Springer, vol. 40(4), pages 911-931, May.
  92. Jean Abraham & Ashish Arora & Martin Gaynor & Douglas Wholey, 1999. "Enter at Your Own Risk: HMO Participation and Enrollment in the MedicareRisk Market," NBER Working Papers 7385, National Bureau of Economic Research, Inc.
  93. Meitz, Mika & Teräsvirta, Timo, 2004. "Evaluating models of autoregressive conditional duration," Working Paper Series in Economics and Finance, Stockholm School of Economics 557, Stockholm School of Economics, revised 13 Dec 2004.
  94. Hainen, Alexander M. & Remias, Stephen M. & Bullock, Darcy M. & Mannering, Fred L., 2013. "A hazard-based analysis of airport security transit times," Journal of Air Transport Management, Elsevier, Elsevier, vol. 32(C), pages 32-38.
  95. Papke, Leslie E & Wooldridge, Jeffrey M, 1996. "Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 11(6), pages 619-32, Nov.-Dec..
  96. Wolak, Frank A., 1996. "Can universal service survive in a competitive telecommunications environment? Evidence from the United States consumer expenditure survey," Information Economics and Policy, Elsevier, Elsevier, vol. 8(3), pages 163-203, September.
  97. Loriano Mancini & Fabio Trojani, 2005. "Robust Value at Risk Prediction," Swiss Finance Institute Research Paper Series, Swiss Finance Institute 07-31, Swiss Finance Institute, revised Oct 2007.
  98. Luger, Richard, 2012. "Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 56(11), pages 3198-3211.
  99. Rock, Steve & Sedo, Stanley & Willenborg, Michael, 2000. "Analyst following and count-data econometrics," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 30(3), pages 351-373, December.
  100. Rebecca B. Morton & Daniel Mueller & Lionel Page & Benno Torgler, 2013. "Exit Polls, Turnout, and Bandwagon Voting: Evidence from a Natural Experiment," QuBE Working Papers, QUT Business School 008, QUT Business School.
  101. Masao Nakamura & John Hagedoorn & Hans van Kranenburg & Richard N. Osborn, 2003. "Joint patenting amongst companies - exploring the effects of inter-firm R&D partnering and experience," Managerial and Decision Economics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 24(2-3), pages 71-84.
  102. Gourieroux, C. & Jasiak, J., 2004. "Heterogeneous INAR(1) model with application to car insurance," Insurance: Mathematics and Economics, Elsevier, Elsevier, vol. 34(2), pages 177-192, April.
  103. Joann Jasiak, 1996. "Persistence in Intertrade Durations," Working Papers, York University, Department of Economics 1999_8, York University, Department of Economics, revised Mar 1999.
  104. Christopher Bollinger & Martin H. David, 2000. "Estimation with Response Error and Non-Response: Food Stamp Participation in the SIPP," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 0198, Econometric Society.
  105. Wolfgang Keller & Arik Levinson, 1999. "Environmental Compliance Costs and Foreign Direct Investment Inflows to U.S. States," NBER Working Papers 7369, National Bureau of Economic Research, Inc.
  106. Dirk Dohse & Andrea Schertler, 2003. "Explaining the Regional Distribution of New Economy Firms � A Count Data Analysis," Kiel Working Papers, Kiel Institute for the World Economy 1193, Kiel Institute for the World Economy.
  107. Bhatti, Chad R., 2010. "The Birnbaum–Saunders autoregressive conditional duration model," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 80(10), pages 2062-2078.
  108. Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix," MPRA Paper 28806, University Library of Munich, Germany.
  109. Ford, Stephen A. & Shonkwiler, John Scott, 1994. "The Effect Of Managerial Ability On Farm Financial Success," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, Northeastern Agricultural and Resource Economics Association, vol. 23(2), October.
  110. Denisa Georgiana Banulescu & Gilbert Colletaz & Christophe Hurlin & Sessi Tokpavi, 2013. "High-Frequency Risk Measures," Working Papers, HAL halshs-00859456, HAL.
  111. J. Shonkwiler & Nick Hanley, 2003. "A New Approach to Random Utility Modeling using the Dirichlet Multinomial Distribution," Environmental & Resource Economics, European Association of Environmental and Resource Economists, European Association of Environmental and Resource Economists, vol. 26(3), pages 401-416, November.
  112. Komunjer, Ivana, 2002. "Quasi-Maximum Likelihood Estimation for Conditional Quantiles," Working Papers, California Institute of Technology, Division of the Humanities and Social Sciences 1139, California Institute of Technology, Division of the Humanities and Social Sciences.
  113. repec:hal:wpaper:halshs-00586005 is not listed on IDEAS
  114. J.M.C. Santos Silva & Silvana Tenreyro & Kehai Wei, 2012. "Estimating the Extensive Margin of Trade," Economics Discussion Papers, University of Essex, Department of Economics 721, University of Essex, Department of Economics.
  115. Abadir, Karim M. & Lucas, Andre, 2000. "Quantiles for t-statistics based on M-estimators of unit roots," Economics Letters, Elsevier, Elsevier, vol. 67(2), pages 131-137, May.
  116. Jorge González-Chapela, 2010. "Things that make us different: analysis of variance in the use of time," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) 2010-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  117. Cafiero, Carlo & Bobenrieth H., Eugenio S.A. & Bobenrieth H., Juan R.A. & Wright, Brian D., 2011. "The empirical relevance of the competitive storage model," Journal of Econometrics, Elsevier, Elsevier, vol. 162(1), pages 44-54, May.
  118. Ferhat Mihoubi & Salima Hamouche & Riadh Ben Jelili, 1994. "Le pseudo-maximum de vraisemblance théorique et simulé. Application au cas des modèles de déséquilibre," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 112(1), pages 149-174.
  119. De Silva, Dakshina G. & McComb, Robert P., 2009. "Research universities and regional high-tech firm start-ups and exit," MPRA Paper 13022, University Library of Munich, Germany.
  120. Justin Falk, 2012. "Comparing Benefits and Total Compensation in the Federal Government and the Private Sector: Working Paper 2012-04," Working Papers, Congressional Budget Office 42923, Congressional Budget Office.
  121. Alberto Holly & Alain Monfort & Michael Rockinger, 2011. "Fourth order pseudo maximum likelihood methods," Post-Print, HAL hal-00815562, HAL.
  122. Ana Cardoso & Elsa Fontainha & Chiara Monfardini, 2010. "Children’s and parents’ time use: empirical evidence on investment in human capital in France, Germany and Italy," Review of Economics of the Household, Springer, Springer, vol. 8(4), pages 479-504, December.
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