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Citations for "Maximum Likelihood Estimation of Misspecified Models"

by White, Halbert

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Cited by (explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.):
  1. Franco Peracchi, 1988. "Bounded Influence Estimators for the Censored Regression Model," UCLA Economics Working Papers 487, UCLA Department of Economics. [Downloadable!]
  2. Pasquale Della Corte & Lucio Sarno & Daniel L. Thornton, 2007. "The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value," Working Papers 2006-061, Federal Reserve Bank of St. Louis. [Downloadable!]
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  3. Domac, Ilker & Martinez-Peria, Maria Soledad, 2000. "Banking crises and exchange rate regimes - Is there a link?," Policy Research Working Paper Series 2489, The World Bank. [Downloadable!]
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  4. Raffaele Miniaci & Sergio Pastorello, 2008. "Mean-Variance Econometric Analysis of Household Portfolios," Working Papers 0807, University of Brescia, Department of Economics. [Downloadable!]
  5. Shelly Lundberg & Daniel Klepinger & Robert Plotnick, 1998. "Teen Childbearing and Human Capital: Does Timing Matter?," Discussion Papers in Economics at the University of Washington 0057, Department of Economics at the University of Washington. [Downloadable!]
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  6. Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini, 2004. "Indirect Estimation Of Conditionally Heteroskedastic Factor Models," Working Papers wp2004_0409, CEMFI. [Downloadable!]
  7. Jeffrey Englin & Klaus Moeltner, 2004. "The Value of Snowfall to Skiers and Boarders," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 29(1), pages 123-136, September. [Downloadable!] (restricted)
  8. Stefan Reitz, 2005. "Central Bank Intervention and Heterogeneous Exchange Rate Expectations: Evidence from the Daily DEM/US-Dollar Exchange Rate," Open Economies Review, Springer, vol. 16(1), pages 33-50, January. [Downloadable!] (restricted)
  9. Komunjer, Ivana, 2002. "Quasi-Maximum Likelihood Estimation for Conditional Quantiles," Working Papers 1139, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
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  10. Claudio ARAUJO & Catherine ARAUJO BONJEAN & Jean-Louis COMBES & Pascale COMBES MOTEL, 2001. "Devaluation and Cattle Markets Integration in Burkina Faso," Working Papers 200114, CERDI. [Downloadable!]
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  11. George Judge & Marco Van_Akkeren, 2000. "Generalized Moment Based Estimation and Inference," Econometric Society World Congress 2000 Contributed Papers 0073, Econometric Society. [Downloadable!]
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  12. Marc Henry & Olivier Scaillet, 2002. "Nonparametric specification analysis of dynamic parametric models," Discussion Papers 0102-20, Columbia University, Department of Economics. [Downloadable!]
  13. Robert H. Patrick & Frank A. Wolak, 2001. "Estimating the Customer-Level Demand for Electricity Under Real-Time Market Prices," NBER Working Papers 8213, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  14. Cavaco, Sandra & Lesueur, Jean-Yves & Sabatier, Mareva, 2003. "Stratégies De Recherche, Contraintes Spatiales Et Hétérogénéité Des Transitions Vers L’Emploi : Estimation Économétrique D’Un Modèle Structurel De Recherche
    [Job search strategies, spa    ," MPRA Paper 10499, University Library of Munich, Germany. [Downloadable!]
  15. Francisco J. Ruge-Murcia, 2001. "Inflation Targeting Under Asymmetric Preferences," Banco de España Working Papers 0106, Banco de España. [Downloadable!]
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  16. Kostas G. Mavromaras & Chris D. Orme, 2004. "Temporary layoffs and split population models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 19(1), pages 49-67. [Downloadable!]
  17. Viviana Fernández, 2003. "Extreme Value Theory: Value at Risk and Returns Dependence Around the World," Documentos de Trabajo 161, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
  18. Kocenda, Evzen & Svejnar, Jan, 2003. "Ownership and Firm Performance After Large-Scale Privatization," CEPR Discussion Papers 4143, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  19. Jonathan Hill, 2006. "Asymptotically Nuisance-Parameter-Free Consistent Tests of Lp-Functional Form," Working Papers 0608, Florida International University, Department of Economics. [Downloadable!]
  20. Erik Brouwer, Hana Budil-Nadvornikova, Alfred Kleinknecht, 1999. "Are Urban Agglomerations a Better Breeding Place for Product Innovation? An Analysis of New Product Announcements," Regional Studies, Taylor and Francis Journals, vol. 33(6), pages 541-549, August. [Downloadable!] (restricted)
  21. Launov, Andrey, 2004. "An Alternative Approach to Testing Dual Labour Market Theory," IZA Discussion Papers 1289, Institute for the Study of Labor (IZA). [Downloadable!]
  22. Teresa Aparicio, Inmaculada Villanua, 2001. "The asymptotically efficient version of the information matrix test in binary choice models. A study of size and power," Journal of Applied Statistics, Taylor and Francis Journals, vol. 28(2), pages 167-182, February. [Downloadable!] (restricted)
  23. William Greene, 2002. "Convenient estimators for the panel probit model: Further results," Working Papers 02-06, New York University, Leonard N. Stern School of Business, Department of Economics. [Downloadable!]
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  24. Enrique Sentana, 2008. "The Econometrics Of Mean-Variance Efficiency Tests: A Survey," Working Papers wp2008_0807, CEMFI. [Downloadable!]
  25. Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," Working Paper Series in Economics and Finance 0652, Stockholm School of Economics.
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  26. Andrew Tan & Steven Yen & Rodolfo Nayga, 2009. "Factors Affecting Alcohol Purchase Decisions and Expenditures: A Sample Selection Analysis by Ethnicity in Malaysia," Journal of Family and Economic Issues, Springer, vol. 30(2), pages 149-159, June. [Downloadable!] (restricted)
  27. Ignacio Fonseca, 1997. "¿Actúan los dividendos como señal?: un contraste basado en los cambios de la fiscalidad en España (1985-1995)," Investigaciones Economicas, Fundación SEPI, vol. 21(1), pages 93-109, January. [Downloadable!]
  28. Yongsung Chang & Andreas Hornstein & Pierre-Daniel G. Sarte, 2004. "Productivity, employment, and inventories," Working Paper 04-09, Federal Reserve Bank of Richmond.
  29. Markus Junker & Alexander Szimayer & Niklas Wagner, 2004. "Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications," Econometrics 0401007, EconWPA. [Downloadable!]
  30. Jiri Podpiera, 2008. "Policy Rate Decisions and Unbiased Parameter Estimation in Conventionally Estimated Monetary Policy Rules," Working Papers 2008/2, Czech National Bank, Research Department. [Downloadable!]
  31. Arvid Raknerud, 2002. "Identification, Estimation and Testing in Panel Data Models with Attrition: The Role of the Missing at Random Assumption," Discussion Papers 330, Research Department of Statistics Norway. [Downloadable!]
  32. JOUNEAU-SION, FrŽdŽric & TORRES, Olivier, 2000. "Auctions with discrete increments: a structural econometric approach based on dominated strategies," CORE Discussion Papers 2000046, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  33. Peter Christoffersen & Kris Jacobs, 2002. "Which Volatility Model for Option Valuation?," CIRANO Working Papers 2002s-33, CIRANO. [Downloadable!]
  34. Lucas, Andr‚, 1997. "A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior," Serie Research Memoranda 0056, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
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  35. Francisco Cribari-Neto, 1996. "On the Corrections to Information Matrix Tests," Econometrics 9601001, EconWPA. [Downloadable!]
  36. DOLADO , Juan J. & RODRIGUEZ-POO, Juan & VEREDAS, David, 2004. "Testing weak exogeneity in the exponential family : an application to financial point processes," CORE Discussion Papers 2004049, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  37. Christian Leuz, 1998. "Voluntary Disclosure of Cash Flow Statements and Segment Data in Germany," Working Paper Series: Finance and Accounting 21, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  38. Andreas Ziegler, 2008. "Disentangling Specific Subsets of Innovations : A Micro-Econometric Analysis of their Determinants," CER-ETH Economics working paper series 08/100, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich. [Downloadable!]
  39. Kuswanto, Heri & Sibbertsen, Philipp, 2009. "Testing for Long Memory Against ESTAR Nonlinearities," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover dp-427, Universität Hannover, Wirtschaftswissenschaftliche Fakultät. [Downloadable!]
  40. Lopez-Bazo, Enrique & Del Barrio, Tomas & Artis, Manuel, 2002. "The regional distribution of spanish unemployment. A spatial analysis," ERSA conference papers ersa02p020, European Regional Science Association. [Downloadable!]
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  41. Robert Engle & Asger Lunde, 1998. "Trades and Quotes: A Bivariate Point Process," University of California at San Diego, Economics Working Paper Series 1998-07, Department of Economics, UC San Diego. [Downloadable!]
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  42. Robert Aebi & Klaus Neusser & Peter Steiner, 1999. "Evaluating Theories of Income Dynamics: A Probabilistic Approach," Diskussionsschriften dp9905, Universitaet Bern, Departement Volkswirtschaft. [Downloadable!]
  43. Rob van den Goorbergh, 2004. "A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets," DNB Working Papers 022, Netherlands Central Bank, Research Department. [Downloadable!]
  44. Vadim Marmer & Taisuke Otsu, 2009. "Optimal Comparison of Misspecified Moment Restriction Models," Cowles Foundation Discussion Papers 1724, Cowles Foundation, Yale University. [Downloadable!]
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  45. Willa Chen & Rohit Deo, 2005. "Estimation of mis-specified long memory models," Econometrics 0501004, EconWPA. [Downloadable!]
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  46. Kaddour Hadri & Cherif Guermat & Julie Whittaker, 2003. "Estimating Farm Efficiency in the Presence of Double Heteroscedasticity Using Panel Data," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 255-268, November. [Downloadable!]
  47. Geert Bekaert & Campbell R. Harvey, 1997. "Emerging Equity Market Volatility," NBER Working Papers 5307, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  48. Jonathan Eaton & Akiko Tamura, 1995. "Bilateralism and Regionalism in Japanese and U.S. Trade and Direct Foreign Investment Patterns," NBER Working Papers 4758, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  49. Yacine Ait-Sahalia & Per A. Mykland, 2003. "How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise," NBER Working Papers 9611, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  50. Richard H Spady, 1996. "Nonparametric inference by quasi-likelihood methods'/A>Size-v0: 198,000," Economics Papers 19. & 111., Economics Group, Nuffield College, University of Oxford. [Downloadable!]
  51. Andreas P. Georgiadis, 2006. "Is there a Wage-Supervision Trade-Off? Efficiency Wages Evidence From the 1990 British Workplace Industrial Relations Survey," The Centre for Market and Public Organisation 06/152, Department of Economics, University of Bristol, UK. [Downloadable!]
  52. Philipp Köllinger & Maria Minniti & Christian Schade, 2005. ""I Think I Can, I Think I Can": Overconfidence and Entrepreneurial Behavior," Discussion Papers of DIW Berlin 501, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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  53. Christian Bontemps & Nour Meddahi, 2002. "Testing Normality: A GMM Approach," CIRANO Working Papers 2002s-63, CIRANO. [Downloadable!]
  54. Rosario Crinò, 2009. "Service Offshoring and White-Collar Employment," UFAE and IAE Working Papers 775.09, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
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  55. Ayouz, Mourad K. & Remaud, Herve, 2003. "The Internationalization Determinants Of The Small Agro-Food Firms: Hypotheses And Statistical Tests," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association (IAMA), vol. 5(02). [Downloadable!]
  56. Sungbae An & Frank Schorfheide, 2006. "Bayesian analysis of DSGE models," Working Papers 06-5, Federal Reserve Bank of Philadelphia. [Downloadable!]
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  57. Özlem Onaran & Engelbert Stockhammer, 2006. "The effect of FDI and foreign trade on wages in the Central and Eastern European Countries in the post-transition era: A sectoral analysis," Department of Economics Working Papers wuwp094, Vienna University of Economics and B.A., Department of Economics. [Downloadable!]
  58. David Brownstone & Robert Valletta, 2001. "The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 129-141, Fall. [Downloadable!] (restricted)
  59. Goeij, P. de & Marquering, W.A., 2002. "Do Macroeconomic Announcements Cause Asymetric Volatility?," Research Paper ERS-2002-103-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
  60. Smith, V. Kerry & Mansfield, Carol, 1996. "Buying Time: Real and Hypothetical Offers," Discussion Papers dp-97-09, Resources For the Future. [Downloadable!]
  61. Prakash Kannan, 2008. "Perspectives on High Real Interest Rates in Turkey," IMF Working Papers 08/251, International Monetary Fund. [Downloadable!]
  62. Franco Peracchi, 1988. "Robust Estimators of Regression," UCLA Economics Working Papers 476, UCLA Department of Economics. [Downloadable!]
  63. Fufa, B. & Hassan, R.M., 2006. "Determinants of fertilizer use on maize in Eastern Ethiopia: A weighted endogenous sampling analysis of the extent and intensity of adoption," Agrekon, Agricultural Economics Association of South Africa (AEASA), vol. 45(1), March. [Downloadable!]
  64. Jin-Chuan Duan & Kris Jacobs, 2001. "Short and Long Memory in Equilibrium Interest Rate Dynamics," CIRANO Working Papers 2001s-22, CIRANO. [Downloadable!]
  65. de Luna, Xavier & Johansson, Per, 2001. "Testing exogeneity under distributional misspecification," Working Paper Series 2001:9, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
  66. Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1995. "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data," NBER Technical Working Papers 0174, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  67. George Hall & John Rust, 2002. "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," NBER Technical Working Papers 0278, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  68. R. Golden, 2003. "Discrepancy Risk Model Selection Test theory for comparing possibly misspecified or nonnested models," Psychometrika, Springer, vol. 68(2), pages 229-249, June. [Downloadable!] (restricted)
  69. Jun Yang, 2008. "Macroeconomic Determinants of the Term Structure of Corporate Spreads," Working Papers 08-29, Bank of Canada. [Downloadable!]
  70. Trino-Manuel Ñíguez, 2008. "Volatility and VaR forecasting in the Madrid Stock Exchange," Spanish Economic Review, Springer, vol. 10(3), pages 169-196, September. [Downloadable!] (restricted)
  71. Patrick Marsh, . "Nonparametric Likelihood Ratio Tests," Discussion Papers 00/56, Department of Economics, University of York. [Downloadable!]
  72. Sirimon Treepongkaruna, 2003. "Quasi-maximum likelihood estimates of Kiwi short-term interest rate," Applied Economics Letters, Taylor and Francis Journals, vol. 10(15), pages 937-942, December. [Downloadable!] (restricted)
  73. Stanislav Anatolyev, 2006. "Dynamic modeling under linear-exponential loss," Working Papers w0092, Center for Economic and Financial Research (CEFIR). [Downloadable!]
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  74. Douglas J. Hodgson & Oliver Linton & Keith Vorkink, 2004. "Testing forward exchange rate unbiasedness efficiently: a semiparametric approach," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 325-353, November. [Downloadable!]
  75. Andeaou, E. & Werker, B.J.M., 2004. "An alternative asymptotic analysis of residual-based statistics," Discussion Paper 56, Tilburg University, Center for Economic Research. [Downloadable!]
  76. Ceema Zahra Namazie, 2002. "Who Bore the Burden of Wage Arrears in the Kyrgyz Republic?," STICERD - Distributional Analysis Research Programme Papers 64, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
  77. Adrian Pagan, 1985. "Two Stage and Related Estimators and Their Applications," Cowles Foundation Discussion Papers 741, Cowles Foundation, Yale University. [Downloadable!]
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  78. Allan D. Brunner, 1994. "On the dynamic properties of asymmetric models of real GNP," International Finance Discussion Papers 489, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  79. Robert G. King, 1995. "Quantitative theory and econometrics," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 53-105. [Downloadable!]
  80. Stuart Lipsitz & Michael Parzen & Garrett Fitzmaurice & Neil Klar, 2003. "A two-stage logistic regression model for analyzing inter-rater agreement," Psychometrika, Springer, vol. 68(2), pages 289-298, June. [Downloadable!] (restricted)
  81. Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Papers 687, Queen's University, Department of Economics. [Downloadable!]
  82. Wiji Arulampalam & Alison L. Booth, 2000. "Union status of young men in Britain: a decade of change," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(3), pages 289-310. [Downloadable!]
  83. repec:ese:iserwp: is not listed on IDEAS
  84. Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2009. "Merits and drawbacks of variance targeting in GARCH models," MPRA Paper 15143, University Library of Munich, Germany. [Downloadable!]
  85. Russell Davidson & James G. MacKinnon, 2004. "The Power of Bootstrap and Asymptotic Tests," Working Papers 1035, Queen's University, Department of Economics. [Downloadable!]
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  86. Olaf Posch, 2007. "Structural estimation of jump-diffusion processes in macroeconomics," CREATES Research Papers 2007-23, School of Economics and Management, University of Aarhus. [Downloadable!]
  87. Cavalieri, Marina, 2009. "Geographical patterns of unmet health care needs in Italy," MPRA Paper 16097, University Library of Munich, Germany. [Downloadable!]
  88. Russell Davidson & James G. MacKinnon, 1994. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," Working Papers 903, Queen's University, Department of Economics. [Downloadable!]
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  89. Richard Harmon, 1988. "The simultaneous equations model with generalized autoregressive conditional heteroskedasticity: the SEM-GRACH model," International Finance Discussion Papers 322, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  90. Jie Zhu, 2009. "Pricing volatility of stock returns with volatile and persistent components," Financial Markets and Portfolio Management, Springer, vol. 23(3), pages 243-269, September. [Downloadable!] (restricted)
  91. Mur, Jesús & Trivez, F. Javier, 2000. "Scale Elements In Spatial Autocorrelation Tests," ERSA conference papers ersa00p97, European Regional Science Association. [Downloadable!]
  92. Neil G. Bennett & Hsien-Hen Lu & Younghwan Song, 2002. "Welfare Reform and Changes in the Economic Well-Being of Children," NBER Working Papers 9399, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  93. Leonardo Becchetti & Marika Santoro, 2000. "The Determinants Of Small-Medium Firm Internationalisation And Its Effects On Productive Efficiency," Departmental Working Papers 125, Tor Vergata University, CEIS. [Downloadable!]
  94. Boone,Christophe & Olffen,Woody,van & Witteloostuijn,Arjan,van, 2003. "TEAM COMPOSITION, LEADERSHIP AND INFORMATION-PROCESSING BEHAVIOR A simulation game study of the locus-of-control personality trait," Research Memoranda 035, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
  95. Somnath Chatterjee, 2005. "Application Of The Kalman Filter For Estimating Continuous Time Term Structure Models: The Case Of Uk And Germany," Working Papers 2005_2, Department of Economics, University of Glasgow. [Downloadable!]
  96. Wen-Den Chen, 2006. "Testing for spurious regression in a panel data model with the individual number and time length growing," Journal of Applied Statistics, Taylor and Francis Journals, vol. 33(8), pages 759-772, September. [Downloadable!] (restricted)
  97. Marco Casari & John C. Ham & John H. Kagel, 2005. "Selection bias, demographic effects, and ability effects in common value auction experiments," Staff Reports 213, Federal Reserve Bank of New York. [Downloadable!]
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  98. Mikkel Barslund, 2007. "Estimation of Tobit Type Censored Demand Systems: A Comparison of Estimators," Discussion Papers 07-16, University of Copenhagen. Department of Economics. [Downloadable!]
  99. Mark W. Watson, 1991. "Measures of Fit for Calibrated Models," NBER Technical Working Papers 0102, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  100. Richter, Martin & Sørensen, Carsten, 2002. "Stochastic Volatility and Seasonality in Commodity Futures and Options: The Case of Soybeans," Working Papers 2002-4, Copenhagen Business School, Department of Finance. [Downloadable!]
  101. Fuchun Li & Greg Tkacz, 2001. "A Consistent Bootstrap Test for Conditional Density Functions with Time-Dependent Data," Working Papers 01-21, Bank of Canada. [Downloadable!]
  102. Janet Lutz* & Jeffrey Englin & J. Shonkwiler, 2000. "On the Aggregate Value of Recreational Activities: A Nested Price Index Approach Using Poisson Demand Systems," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 15(3), pages 217-226, March. [Downloadable!] (restricted)
  103. Bäckman, Olof, 2005. "Welfare States, Social Structure and the Dynamics of Poverty Rates. A comparative study of 16 countries, 1980-2000," Arbetsrapport 2005:7, Institute for Futures Studies. [Downloadable!]
  104. Jie Zhu, 2008. "Pricing Volatility of Stock Returns with Volatile and Persistent Components," CREATES Research Papers 2008-14, School of Economics and Management, University of Aarhus. [Downloadable!]
  105. George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, EconWPA, revised 07 Mar 1996. [Downloadable!]
  106. D. Klepinger & S. Lundberg & R. Plotnick, . "How Does Adolescent Fertility Affect the Human Capital and Wages of Young Women?," Institute for Research on Poverty Discussion Papers 1145-97, University of Wisconsin Institute for Research on Poverty. [Downloadable!]
  107. Xiaodi Xie, 1997. "Children and female labour supply behaviour," Applied Economics, Taylor and Francis Journals, vol. 29(10), pages 1303-1310, October. [Downloadable!] (restricted)
  108. Nour Meddahi & Éric Renault, 1998. "Quadratic M-Estimators for ARCH-Type Processes," CIRANO Working Papers 98s-29, CIRANO. [Downloadable!]
  109. Peter Hordahl & Oreste Tristani & David Vestin, 2004. "A joint econometric model of macroeconomic and term structure dynamics," Money Macro and Finance (MMF) Research Group Conference 2003 48, Money Macro and Finance Research Group. [Downloadable!]
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  110. Andreas Lange & Andreas Löschel & Carsten Vogt & Andreas Ziegler, 2009. "On the Self-interested Use of Equity in International Climate Negotiations," NBER Working Papers 14930, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  111. Michael Lechner & Martin Eichler, 1999. "An Evaluation of Public Employment Programmes in the East German State of Sachsen-Anhalt," IZA Discussion Papers 94, Institute for the Study of Labor (IZA). [Downloadable!]
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  112. William Gradner, 1990. "Analyzing sequential categorical data: Individual variation in markov chains," Psychometrika, Springer, vol. 55(2), pages 263-275, June. [Downloadable!] (restricted)
  113. Francesco Bravo, . "Higher order asymptotics and the bootstrap for empirical likelihood J tests," Discussion Papers 00/30, Department of Economics, University of York. [Downloadable!]
  114. D. Klepinger & S. Lundberg & R. Plotnick, . "Instrument selection: The case of teenage childbearing and women's educational attainment," Institute for Research on Poverty Discussion Papers 1077-95, University of Wisconsin Institute for Research on Poverty. [Downloadable!]
  115. E Fe-Rodriguez & C D Orme, 2005. "The Asymptotic Equivalence of Kernel-based Nonparametric Conditional Moment Test Statistics," The School of Economics Discussion Paper Series 0504, Economics, The University of Manchester. [Downloadable!]
  116. Jesus Mur & Ana Angulo, 2004. "Vuong and Wald tests. Simplicity vs. Complexity," ERSA conference papers ersa04p36, European Regional Science Association. [Downloadable!]
  117. Silvestro Di Sanzo, 2009. "Testing for linearity in Markov switching models: a bootstrap approach," Statistical Methods and Applications, Springer, vol. 18(2), pages 153-168, July. [Downloadable!] (restricted)
  118. Nogareda, Jazmin Seijas & Ziegler, Andreas, 2006. "Green management and green technology - exploring the causal relationship," ZEW Discussion Papers 06-40, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  119. Nakatani, Tomoaki & Sato, Kazuo, 2005. "Truncation and Endogenous Stratification in Various Count Data Models for Recreation Demand Analysis," Working Paper Series in Economics and Finance 615, Stockholm School of Economics. [Downloadable!]
  120. Durham, Catherine A., 2007. "The Impact of Environmental and Health Motivations on the Organic Share of Produce Purchases," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 36(2), October. [Downloadable!]
  121. Glenn T. Sueyoshi, 1994. "Regression Based Tests for Non-Nested Alternatives in Grouped Duration Models," University of California at San Diego, Economics Working Paper Series 94-11, Department of Economics, UC San Diego. [Downloadable!]
  122. Andreas Ziegler & Michael Schröder & Klaus Rennings, 2007. "The effect of environmental and social performance on the stock performance of european corporations," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 37(4), pages 661-680, August. [Downloadable!] (restricted)
  123. Ken Nyholm, 2003. "Inferring the private information content of trades: a regime-switching approach

    The views presented in the paper are not necessarily shared by," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 457-470. [Downloadable!]

  124. Reize, Frank, 2001. "FIML estimation of a bivariate probit selection rule : an application on firm growth and subsidisation," ZEW Discussion Papers 01-13, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  125. Giovanni Caggiano & Leone Leonida, . "A note on the empirics of the neoclassical growth model," Working Papers 2006_2, Department of Economics, University of Glasgow. [Downloadable!]
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  126. Jeffrey M. Wooldridge, 2002. "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers CWP11/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
  127. Jin Seo Cho & Meng Huang & Halbert White, 2009. "Testing for a Constant Mean Function using Functional Regression," Discussion Paper Series 0915, Institute of Economic Research, Korea University. [Downloadable!]
  128. Juan A. Sanchis-llopis, 2001. "Infrequency of Purchase: A Model for Clothing Consumption with Panel Data," Annales d'Economie et de Statistique, ADRES, issue 61, pages 05, Janvier-M. [Downloadable!]
  129. Jinyong Hahn & Whitney Newey, 2003. "Jackknife and analytical bias reduction for nonlinear panel models," CeMMAP working papers CWP17/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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  130. Manuel Acosta & Daniel Coronado, 2004. "The effects of scientific regional opportunities in science-technology flows: Evidence from scientific literature in firms' patent data," ERSA conference papers ersa04p270, European Regional Science Association. [Downloadable!]
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  131. Zhuo Chen & Steven Yen & David Eastwood, 2007. "Does smoking have a causal effect on weight reduction?," Journal of Family and Economic Issues, Springer, vol. 28(1), pages 49-67, March. [Downloadable!] (restricted)
  132. Vijverberg, Wim P.M., 2000. "Betit: A Family That Nests Probit and Logit," IZA Discussion Papers 222, Institute for the Study of Labor (IZA). [Downloadable!]
  133. Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini Jr., 1997. "Robust Permanent Income and Pricing," Levine's Working Paper Archive 596, David K. Levine. [Downloadable!]
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  134. Ivana Komunjer, 2001. "Consistent Estimation for Aggregated GARCH Processes," University of California at San Diego, Economics Working Paper Series 2001-08, Department of Economics, UC San Diego. [Downloadable!]
  135. Kajal Lahiri & Guibo Xing, 2001. "An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models," Discussion Papers 01-13, University at Albany, SUNY, Department of Economics. [Downloadable!]
  136. David H. Annis & Bruce A. Craig, 2005. "Hybrid Paired Comparison Analysis, with Applications to the Ranking of College Football Teams," Journal of Quantitative Analysis in Sports, Berkeley Electronic Press, vol. 1(1). [Downloadable!]
  137. Georgiadis, Andreas & Pitelis, Christos, 2009. "Human Resource Practices and Value Capture from Investment in Knowledge/Innovation: Evidence from a Quasi-Experiment," Papers DYNREG41, Economic and Social Research Institute (ESRI). [Downloadable!]
  138. Yoon-Jae Whang & Donald W.K. Andrews, 1991. "Tests of Specification for Parametric and Semiparametric Models," Cowles Foundation Discussion Papers 968, Cowles Foundation, Yale University. [Downloadable!]
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  139. Michael Baker & Samuel A. Rea, Jr., 1994. "Employment Spells and Unemployment Insurance Eligibility Requirements," Working Papers reas-95-02, University of Toronto, Department of Economics. [Downloadable!]
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  140. Thanasis Stengos & Ximing Wu, 2006. "Information-Theoretic Distribution Test with Application to Normality," University of Cyprus Working Papers in Economics 3-2006, University of Cyprus Department of Economics. [Downloadable!]
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  141. Loriana Pelizzon & Monica Billio & Mila Getmansky, 2008. "Crisis and Hedge Fund Risk," Working Papers 2008_10, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
  142. Arne Risa Hole, 2006. "Small-sample properties of tests for heteroscedasticity in the conditional logit model," Economics Bulletin, Economics Bulletin, vol. 3(18), pages 1-14. [Downloadable!]
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  143. Francq, Christian & Zakoian, Jean-Michel, 2008. "Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons," MPRA Paper 16672, University Library of Munich, Germany. [Downloadable!]
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  144. Rennings, Klaus & Ziegler, Andreas, 2004. "Determinants of Environmental Innovations in Germany : Do Organizational Measures Matter? ; A Discrete Choice Analysis at the Firm Level," ZEW Discussion Papers 04-30, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  145. Jan Svejnar & Evzen Kocenda, 2002. "The Effects of Ownership Forms and Concentration on Firm Performance after Large-Scale Privatization," William Davidson Institute Working Papers Series 471, William Davidson Institute at the University of Michigan Stephen M. Ross Business School. [Downloadable!]
  146. Liv Osland & Inge Thorsen & Jens Petter Gitlesen, 2004. "The impact of labour market accessibility on housing prices," ERSA conference papers ersa04p355, European Regional Science Association. [Downloadable!]
  147. Gerard Gannon, 2004. "Simultaneous Volatility Transmissions and Spillover Effects: US and Hong Kong Stock and Futures Markets," Accounting, Finance, Financial Planning and Insurance Series 2004_09, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
  148. Todd Stinebrickner & Ralph Stinebrickner, 2001. "Time Use and College Outcomes," University of Western Ontario, CIBC Human Capital and Productivity Project Working Papers 20012, University of Western Ontario, CIBC Human Capital and Productivity Project. [Downloadable!]
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  149. Taisuke Otsu & Yoon-Jae Whang, 2005. "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers 1533, Cowles Foundation, Yale University. [Downloadable!]
  150. Frank X. Zhang, 2003. "What did the credit market expect of Argentina default? Evidence from default swap data," Finance and Economics Discussion Series 2003-25, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  151. David M. Drukker, 2002. "Bootstrapping a conditional moments test for normality after tobit estimation," Stata Journal, StataCorp LP, vol. 2(2), pages 125-139, May. [Downloadable!]
  152. Douglas J. Hodgson & Keith Vorkink, 2001. "Efficient Estimation of Conditional Asset Pricing Models," Cahiers de recherche CREFE / CREFE Working Papers 144, CREFE, Université du Québec à Montréal. [Downloadable!]
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  153. Peter Hördahl & David Vestin, 2003. "Interpreting implied risk neutral densities: the role of risk premia," Working Paper Series 274, European Central Bank. [Downloadable!]
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  154. David A. Grigorian & Tigran A. Melkonyan & J. Scott Shonkwiler, 2008. "Garbage In, Gospel Out? Controlling for the Underreporting of Remittances," IMF Working Papers 08/230, International Monetary Fund. [Downloadable!]
  155. B. Praag & T. Dijkstra & J. Velzen, 1985. "Least-squares theory based on general distributional assumptions with an application to the incomplete observations problem," Psychometrika, Springer, vol. 50(1), pages 25-36, March. [Downloadable!] (restricted)
  156. Xiaohong Chen & Yingyao Hu, 2006. "Identification and Inference of Nonlinear Models Using Two Samples with Arbitrary Measurement Errors," Cowles Foundation Discussion Papers 1590, Cowles Foundation, Yale University. [Downloadable!]
  157. Kai-Li Wang & Christopher Fawson & Christopher B. Barrett & James B. McDonald, 2001. "A flexible parametric GARCH model with an application to exchange rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 521-536. [Downloadable!]
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  158. Christian Leuz, 1999. "The Development of Voluntary Cash Flow Statements in Germany and the Influence of International Reporting Standards," Working Paper Series: Finance and Accounting 40, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
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  159. Joachim Zietz, 2005. "Detecting Neglected Parameter Heterogeneity with Chow Tests," Working Papers 200503, Middle Tennessee State University, Department of Economics and Finance. [Downloadable!]
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  160. Andreas Georgiadis & Christos N. Pitelis, 2008. "HRM Practices and Knowledge Processes Outcomes: Empirical Evidence from a Quasi-Experiment on UK SMEs in the Tourism Hospitality and Leisure Sector," CEP Discussion Papers dp0850, Centre for Economic Performance, LSE. [Downloadable!]
  161. James R. Frew & G. Donald Jud & Daniel T. Winkler, 1990. "Atypicalities and Apartment Rent Concessions," Journal of Real Estate Research, American Real Estate Society, vol. 5(2), pages 195-202. [Downloadable!]
  162. 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 0504005, EconWPA. [Downloadable!]
  163. Yilmazkuday, Hakan & Akay, Koray, 2008. "An analysis of regime shifts in the Turkish economy," Economic Modelling, Elsevier, vol. 25(5), pages 885-898, September. [Downloadable!] (restricted)
  164. Martin Browning & Anne Moller Dano & Eskil Heinesen, 2006. "Job displacement and stress-related health outcomes," Health Economics, John Wiley & Sons, Ltd., vol. 15(10), pages 1061-1075. [Downloadable!]
  165. Jean-Pierre Bompard & Thierry Magnac & Gilles Postel-vinay, 1990. "Migrations saisonnières de main-d'oeuvre. Le cas de la france en 1860," Annales d'Economie et de Statistique, ADRES, issue 19, pages 05, Juillet-S. [Downloadable!]
  166. Kool, J.T.C. & Merkies, A.H.Q.M., 1986. "On the integration of multi-step prediction and model selection for stationary time series," Serie Research Memoranda 0022, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  167. Geert Bekaert & Jun Liu, 2001. "Conditioning Information and Variance on Pricing Kernals," University of California at Los Angeles, Anderson Graduate School of Management 1009, Anderson Graduate School of Management, UCLA. [Downloadable!]
  168. Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1996. "On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates," NBER Technical Working Papers 0191, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  169. Herbert S. Buscher & Juliane Parys, 2006. "Prekäre Einkommenslagen in Deutschland: Ein Ost-West-Vergleich 1996 bis 2002," IWH Discussion Papers 2-06, Halle Institute for Economic Research. [Downloadable!]
  170. Jan R. Magnus, 2007. "The asymptotic variance of the pseudo maximum likelihood estimator," CIRJE F-Series CIRJE-F-479, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
  171. Hamparsum Bozdogan, 1987. "Model selection and Akaike's Information Criterion (AIC): The general theory and its analytical extensions," Psychometrika, Springer, vol. 52(3), pages 345-370, September. [Downloadable!] (restricted)
  172. Rainer Winkelmann, 2009. "Copula-based bivariate binary response models," Working Papers 0913, University of Zurich, Socioeconomic Institute. [Downloadable!]
  173. Eduardo Fé-Rodríguez & Richard Hofler, 2009. "Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship," The School of Economics Discussion Paper Series 0916, Economics, The University of Manchester. [Downloadable!]
  174. Ziegler, Andreas R., 2001. "Simulated z-tests in multinomial probit models," ZEW Discussion Papers 01-53, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  175. Valentina Corradi & Norman R. Swanson, 2003. "A Test for Comparing Multiple Misspecified Conditional Distributions," Departmental Working Papers 200314, Rutgers University, Department of Economics. [Downloadable!]
  176. In-Koo Cho & Thomas J. Sargent, 2000. "Escaping Nash inflation," Working Paper Series 23, European Central Bank. [Downloadable!]
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  177. Marta Simões & Adelaide Duarte, 2007. "Levels of education, growth and policy complementarities," GEMF Working Papers 2007-02, GEMF - Faculdade de Economia, Universidade de Coimbra. [Downloadable!]
  178. Osikominu, Aderonke, 2005. "Eine Analyse der Teilnehmerselektion in die berufliche Weiterbildung auf Basis der Integrierten Erwerbsbiografien (IEB)," IAB-Forschungsbericht 200523, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]. [Downloadable!]
  179. Christian de Peretti, 2003. "Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market," Computational Economics, Springer, vol. 22(2), pages 187-212, October. [Downloadable!] (restricted)
  180. David Johnson & Tim Fry, 2002. "Factors Affecting Return to Work after Injury: A study for the Victorian WorkCover Authority," Melbourne Institute Working Paper Series wp2002n28, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
  181. Rehfeld, Katharina-Maria & Rennings, Klaus & Ziegler, Andreas, 2004. "Integrated Product Policy and Environmental Product Innovations : An Empirical Analysis," ZEW Discussion Papers 04-71, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  182. Boswijk, H. Peter & Lucas, Andr‚, 1997. "Semi-nonparametric cointegration testing," Serie Research Memoranda 0041, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
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  183. H. Vincent Poor & Li Chen, 2003. "Parametric Estimation of Quadratic Term Structure Models of Interest Rates," Computing in Economics and Finance 2003 22, Society for Computational Economics. [Downloadable!]
  184. David K. Levine, 1985. "Sensitivity of MLE to Measurement Error," Levine's Working Paper Archive 48, David K. Levine. [Downloadable!]
  185. R. Hujer & K.-O. Maurer & M. Wellner, 1997. "Estimating the Effect of Training on Unemployment Duration in West Germany - A Discrete Hazard-Rate Model with Instrumental Variables," Econometrics 9704001, EconWPA. [Downloadable!]
  186. Declerck C.H. & Boone Ch. & Kiyonari T., 2008. "Oxytocin and cooperative behavior in social dilemmas: The moderating role of explicit incentives, social cues and individual differences," Working Papers 2008014, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
  187. Ziegler, Andreas, 2002. "Simulated Classical Tests in the Multiperiod Multinomial Probit Model," ZEW Discussion Papers 02-38, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  188. Özlem Onaran, 2008. "Jobless Growth in the Central and Eastern European Countries," Working Papers wp165, Political Economy Research Institute, University of Massachusetts at Amherst. [Downloadable!]
  189. Volker Zimmermann, 2003. "Innovationsaktivitäten von kmU im verarbeitenden Gewerbe : was zeichnet Imitatoren und originäre Innovatoren aus?," ZEW Discussion Papers 03-37, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  190. Lars Eric Kroll & Thomas Lampert, 2008. "Soziale Unterschiede in der Lebenserwartung: Möglichkeiten auf Basis des Sozio-oekonomischen Panels," SOEPpapers 112, DIW Berlin, The German Socio-Economic Panel (SOEP). [Downloadable!]
  191. 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 513.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]
  192. Mehmet Dalkir, 2005. "A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra," Econometrics 0507001, EconWPA, revised 07 Jul 2005. [Downloadable!]
  193. Reitz, Stefan, 2002. "Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate," Discussion Paper Series 1: Economic Studies 2002,17, Deutsche Bundesbank, Research Centre. [Downloadable!]
  194. Christopher Stomberg & Halbert White, 2000. "Bootstrapping the Information Matrix Test," University of California at San Diego, Economics Working Paper Series 2000-04, Department of Economics, UC San Diego. [Downloadable!]
  195. Jönsson, Kristian, 2004. "Effective Consumption and Non-Keynesian Effects of Fiscal Policy," Working Papers 2004:26, Lund University, Department of Economics. [Downloadable!]
  196. Otavio De Medeiros & Carmem Tiberio, 2005. "Factors Influencing Brazilian Firms in their Decision to List on Foreign Stock Exchanges," Finance 0503017, EconWPA. [Downloadable!]
  197. BOUAKEZ, Hafedh & CARDIA, Emanuela & RUGE-MURCIA, Francisco J., 2002. "Habit Formation and the Persistence of Monetary Shocks," Cahiers de recherche 2002-08, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
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  198. de Jong, Frank, 1999. "Time-series and Cross-section Information in Affine Term Structure Models," CEPR Discussion Papers 2065, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  199. Ashok Parikh & Kunal Sen, 2006. "Probit with heteroscedasticity: an application to Indian poverty analysis," Applied Economics Letters, Taylor and Francis Journals, vol. 13(11), pages 699-707, September. [Downloadable!] (restricted)
  200. Ken Cavalluzzo & John Wolken, 2002. "Small business loan turndowns, personal wealth and discrimination," Finance and Economics Discussion Series 2002-35, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  201. V. Kerry Smith & Donald H. Taylor Jr. & Frank A. Sloan, 2001. "Longevity Expectations and Death: Can People Predict Their Own Demise?," American Economic Review, American Economic Association, vol. 91(4), pages 1126-1134, September. [Downloadable!] (restricted)
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  202. Lechner, Michael, . "An Evaluation of Public Sector Sponsored Continuous Vocational Training Programs in East Germany," IVS discussion paper series 539, Institut für Volkswirtschaft und Statistik (IVS), University of Mannheim. [Downloadable!]
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  203. Geert Dhaene & Olivier Scaillet, 2000. "Reversed Score and Likelihood Ratio Tests," Econometric Society World Congress 2000 Contributed Papers 1746, Econometric Society. [Downloadable!]
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  204. Alexander Kriwoluzky, 2008. "Matching Theory and Data: Bayesian Vector Autoregression and Dynamic Stochastic General Equilibrium Models," SFB 649 Discussion Papers SFB649DP2008-060, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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  205. Lorenzo Cappellari & Stephen P. Jenkins, 2002. "Modelling Low Income Transitions," Discussion Papers of DIW Berlin 288, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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  206. Michael Lechner, 1999. "The Effects of Enterprise-Related Training in East Germany on Individual Employment and Earnings," Annales d'Economie et de Statistique, ADRES, issue 55-56, pages 05, Juillet-D. [Downloadable!]
  207. Luc Bauwens & Michel Lubrano, 1991. "Bayesian Diagnostics for Heterogeneity," Annales d'Economie et de Statistique, ADRES, issue 20-21, pages 03, Octobre-m. [Downloadable!]
  208. Roger Klein & Richard H. Spady & Andrew Weiss, 1987. "Factors Affecting the Output adn Quit Propensities of Production Workers," NBER Working Papers 2184, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  209. Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov, 2009. "Robustness, Infinitesimal Neighborhoods, and Moment Restrictions," Cowles Foundation Discussion Papers 1720, Cowles Foundation, Yale University. [Downloadable!]
  210. Leonardo Becchetti & Maria Santoro, 2001. "The determinants of small and medium-sized firm internationalization and its relationship with productive efficiency," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 137(2), pages 297-319, June. [Downloadable!] (restricted)
  211. Chesher, Andrew & Dhaene, Geert & GouriŽroux, Christian & Scaillet, Olivier, 1999. "Bartlett Identities Tests," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1999019, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
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    • Andrew Chesher ; Geert Dhaene ; Christian Gourieroux ; Olivier Scaillet, . "Bartlett Identities Tests," Working Papers 99-32, Centre de Recherche en Economie et Statistique. [Downloadable!]
    • CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier, 1999. "Bartlett identities tests," CORE Discussion Papers 1999039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  212. Ingrid Keilegom & Wenceslao González Manteiga & César Sánchez Sellero, 2008. "Goodness-of-fit tests in parametric regression based on the estimation of the error distribution," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 17(2), pages 401-415, August. [Downloadable!] (restricted)
  213. Bontemps, Christian & Meddahi, Nour, 2007. "Testing Distributional Assumptions: A GMM Approach," IDEI Working Papers 486, Institut d'Économie Industrielle (IDEI), Toulouse. [Downloadable!]
  214. Xavier Labandeira Villot & José María Labeaga & Xiral López-Otero, 2009. "Estimation of Elasticity Price of Electricity with Incomplete Information," Working Papers 2009-18, FEDEA. [Downloadable!]
  215. Thomas Lubik & Frank Schorfheide, 2005. "A Bayesian Look at New Open Economy Macroeconomics," Economics Working Paper Archive 521, The Johns Hopkins University,Department of Economics. [Downloadable!]
  216. Russell Davidson & James Mackinnon, 1991. "Une nouvelle forme du test de la matrice d'information," Annales d'Economie et de Statistique, ADRES, issue 20-21, pages 09, Octobre-m. [Downloadable!]
  217. Angulo, Ana M. & Gil, Jose M. & Mur, Jesus, 2002. "Spanish Demand for Food Away From Home: A Panel Data Approach," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24977, European Association of Agricultural Economists. [Downloadable!]
  218. Jean-Pierre Dubé & Günter Hitsch & Puneet Manchanda, 2005. "An Empirical Model of Advertising Dynamics," Quantitative Marketing and Economics, Springer, vol. 3(2), pages 107-144, June. [Downloadable!] (restricted)
  219. Juan A. Máñez & María E. Rochina-Barrachina & Juan A. Sanchis, 2008. "Sunk Costs Hysteresis in Spanish Manufacturing Exports," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 144(2), pages 272-294, July. [Downloadable!] (restricted)
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  220. Lee J. Alston & Joseph P. Ferrie, 2005. "Time on the Ladder: Career Mobility in Agriculture, 1890-1938," NBER Working Papers 11231, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  221. Bellmann, Lutz & Caliendo, Marco & Hujer, Reinhard & Radic, Dubravko, 2002. "Beschäftigungswirkungen technisch-organisatorischen Wandels : eine mikroökonometrische Analyse mit dem Linked IAB-Panel (Technological and organisational change and its effects on employment : a mic," Mitteilungen aus der Arbeitsmarkt- und Berufsforschung, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], vol. 35(4), pages 506-522. [Downloadable!]
  222. Roberto Ezcurra & Pedro Pascual & Manuel Rapún, 2006. "Regional mobility in the European Union," Applied Economics, Taylor and Francis Journals, vol. 38(19), pages 2237-2253, October. [Downloadable!] (restricted)
  223. Daisuke Nagakura, 2008. "A note on the relationship between the information matrx test and a score test for parameter constancy," Economics Bulletin, Economics Bulletin, vol. 3(5), pages 1-7. [Downloadable!]
  224. Satu Nurmi, 2004. "Plant Size, Age and Growth in Finnish Manufacturing," Finnish Economic Papers, Finnish Economic Association, vol. 17(1), pages 3-17, Spring. [Downloadable!]
  225. Richard A. March, 2002. "A review of SORITEC for Windows," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 17(1), pages 85-90. [Downloadable!]
  226. Gerard L. Gannon, 2009. "Dispersion of Information or Market Behaviour: General Public Trading in S&P500 Index Futures," Accounting, Finance, Financial Planning and Insurance Series 2009_01, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
  227. Philipp Köllinger & Maria Minniti, 2006. "Not for Lack of Trying: American Entrepreneurship in Black and White," Discussion Papers of DIW Berlin 574, DIW Berlin, German Institute for Economic Research. [Downloadable!]
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  228. Douglas J Hodgson & Oliver Linton & Keith Vorkink, 2000. "Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach," STICERD - Econometrics Paper Series /2000/398, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE. [Downloadable!]
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  229. Alastair R. Hall & Atsushi Inoue, 2005. "The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models," Econometrics 0505002, EconWPA. [Downloadable!]
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  230. I. Bertschek & M. Lechner, . "GMM Estimation of Panel Probit Models: Nonparametric Esitmation of the Optimal Instruments," Sonderforschungsbereich 373 1995-25, Humboldt Universitaet Berlin.
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  231. Gerard L. Gannon, 2008. "Market Makers V's The General Public: A First Look at S&P500 Futures Trade Data," Accounting, Finance, Financial Planning and Insurance Series 2008_02, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance. [Downloadable!]
  232. Stefania D'Amico, 2004. "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004 273, Society for Computational Economics. [Downloadable!]
  233. Albert Satorra, 1989. "Alternative test criteria in covariance structure analysis: A unified approach," Psychometrika, Springer, vol. 54(1), pages 131-151, March. [Downloadable!] (restricted)
  234. Yacine Ait-Sahalia, 1998. "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach," NBER Technical Working Papers 0222, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  235. Geert Bekaert & Robert J. Hodrick & David A. Marshall, 1997. ""Peso Problem" Explanations for Term Structure Anomalies," NBER Working Papers 6147, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  236. Xiaohong Chen & Yanqin Fan, 2004. "Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification," Working Papers 0419, Department of Economics, Vanderbilt University, revised Sep 2004. [Downloadable!]
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