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Citations for "Generalised residuals"

by Gourieroux, Christian & Monfort, Alain & Renault, Eric & Trognon, Alain

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  1. Wendelin Schnedler, 2005. "Likelihood Estimation for Censored Random Vectors," Econometric Reviews, Taylor & Francis Journals, vol. 24(2), pages 195-217.
  2. Patton, Andrew J. & Timmermann, Allan, 2007. "Properties of optimal forecasts under asymmetric loss and nonlinearity," Journal of Econometrics, Elsevier, vol. 140(2), pages 884-918, October.
  3. Mora Rodriguez, Jhon James, 2013. "Introduccion a la teoría del consumidor
    [Introduction to Consumer Theory]
    ," MPRA Paper 48129, University Library of Munich, Germany, revised 08 Jul 2013.
  4. Valentino Dardanoni & Giuseppe De Luca & Salvatore Modica & Franco Peracchi, 2013. "Bayesian Model Averaging for Generalized Linear Models with Missing Covariates," EIEF Working Papers Series 1311, Einaudi Institute for Economics and Finance (EIEF), revised May 2013.
  5. Steven Stern & Leora Friedberg, 2010. "Marriage, Divorce, and Asymmetric Information," Virginia Economics Online Papers 385, University of Virginia, Department of Economics.
  6. Hausman, J.A. & Lo, A.W. & MacKinlay, A.C., 1991. "An Ordered Probit Analysis of Transaction Stock Prices," Weiss Center Working Papers 26-91, Wharton School - Weiss Center for International Financial Research.
  7. Iván Fernández-Val & Frank Vella, 2007. "Bias corrections for two-step fixed effects panel data estimators," CeMMAP working papers CWP04/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  8. Fortin, Nicole M., 1997. "L’impact des règles de prêts hypothécaires sur l’offre de travail des femmes au Canada : évidence paramétrique et non paramétrique," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 129-159, mars-juin.
  9. Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon, 2010. "Quantile and Probability Curves without Crossing," Sciences Po publications info:hdl:2441/5rkqqmvrn4t, Sciences Po.
  10. Owen O'Donnell, 1998. "The Effect of Disability on Employment Allowing for Work Incapacity," Studies in Economics 9813, Department of Economics, University of Kent.
  11. Vella, Francis & Gregory, R. G., 1996. "Selection bias and human capital investment: Estimating the rates of return to education for young males," Labour Economics, Elsevier, vol. 3(2), pages 197-219, September.
  12. repec:eid:wpaper:27/09 is not listed on IDEAS
  13. YiLin Wu & Lee Cheng-Few, 2008. "Specification analysis of corporate equity financing decision: a conditional residual approach," Review of Quantitative Finance and Accounting, Springer, vol. 31(4), pages 395-423, November.
  14. Ciarli, Tommaso & Parto, Saeed & Savona, Maria, 2010. "Conflict and Entrepreneurial Activity in Afghanistan: Findings from the National Risk Vulnerability Assessment Data," Working Paper Series UNU-WIDER Working Paper W, World Institute for Development Economic Research (UNU-WIDER).
  15. William H. Greene & David A. Hensher, 2008. "Modeling Ordered Choices: A Primer and Recent Developments," Working Papers 08-26, New York University, Leonard N. Stern School of Business, Department of Economics.
  16. Spindler, Martin, 2013. "“They do know what they are doing... at least most of them.” Asymmetric Information in the (private) Disability Insurance," MEA discussion paper series 12260, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  17. Georgios Marios Chrysanthou, 2007. "Determinants of Trade Union Membership in Great Britain During 1991-2003," Discussion Papers 07/01, Department of Economics, University of York.
  18. Yacine Ait-Sahalia & Per A. Mykland, 2002. "The Effects of Random and Discrete Sampling When Estimating Continuous-Time Diffusions," NBER Technical Working Papers 0276, National Bureau of Economic Research, Inc.
  19. Michelle Sovinsky Goeree, 2005. "Advertising in the US Personal Computer Industry," Industrial Organization 0503002, EconWPA.
  20. Spindler, Martin & Winter, Joachim & Hagmayer, Steffen, 2012. "Asymmetric Information in the Market for Automobile Insurance: Evidence from Germany," MEA discussion paper series 12259, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
  21. Qu, Xi & Lee, Lung-fei, 2012. "LM tests for spatial correlation in spatial models with limited dependent variables," Regional Science and Urban Economics, Elsevier, vol. 42(3), pages 430-445.
  22. Jensen, Peter & Rosholm, Michael & Verner, Mette, 2002. "A Comparison of Different Estimators for Panel Data Sample Selection Models," Working Papers 02-1, University of Aarhus, Aarhus School of Business, Department of Economics.
  23. Lui, Silvia & Mitchell, James & Weale, Martin, 2011. "The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1128-1146, October.
  24. Viviana P. Fernandez, 2000. "Decisions To Replace Consumer Durables Goods: An Econometric Application Of Wiener And Renewal Processes," The Review of Economics and Statistics, MIT Press, vol. 82(3), pages 452-461, August.
  25. Piracha, Matloob & Vadean, Florin, 2010. "Return Migration and Occupational Choice: Evidence from Albania," World Development, Elsevier, vol. 38(8), pages 1141-1155, August.
  26. Kajal Lahiri & Jae G. Song, 2000. "The effect of smoking on health using a sequential self-selection model," Health Economics, John Wiley & Sons, Ltd., vol. 9(6), pages 491-511.
  27. Foreman-Peck, James, 2012. "Effectiveness and Efficiency of SME Innovation Policy," Cardiff Economics Working Papers E2012/4, Cardiff University, Cardiff Business School, Economics Section.
  28. James E. Prieger, 2003. "Conditional Moment Tests for Parametric Duration Models," Working Papers 010, University of California, Davis, Department of Economics.
  29. König, Heinz & Lechner, Michael, 1994. "Some recent developments in microeconometrics: A survey," ZEW Discussion Papers 94-12, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  30. Martin Kukuk, 2002. "Indirect estimation of (latent) linear models with ordinal regressors A Monte Carlo study and some empirical illustrations," Statistical Papers, Springer, vol. 43(3), pages 379-399, July.
  31. Leandro M. Magnusson, 2008. "Tests in Censored Models when the Structural Parameters Are Not Identified," Working Papers 0802, Tulane University, Department of Economics.
  32. Daunfeldt, Sven-Olov & Hellström, Jörgen & Landström, Mats, 2008. "Why Do Politicians Implement Central Bank Independence Reforms?," HUI Working Papers 13, HUI Research.
  33. Christophe Kolodziejczyk, 2005. "Wives’ Labor Supply and Taxation: a Conditional Preferences Approach," CAM Working Papers 2005-02, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
  34. Andrei Sirchenko, 2011. "Policymakers' Votes and Predictability of Monetary Policy," Economics Working Papers ECO2011/05, European University Institute.
  35. Ourania Karakosta & Nikos Tsakiris, 2009. "Indirect Tax Reforms and Public Goods under Imperfect Competition," University of Cyprus Working Papers in Economics 5-2009, University of Cyprus Department of Economics.
  36. Cassiman, Bruno & Veugelers, Reinhilde, 2001. "Foreign subsidiaries as channel of international technology diffusion. Some direct firm level evidence from Belgium," IESE Research Papers D/441, IESE Business School.
  37. Trannoy, A & Tubeuf, S & Jusot, F & Devaux, M, 2008. "Inequality in Opportunities in Health in France: A first pass," Health, Econometrics and Data Group (HEDG) Working Papers 08/24, HEDG, c/o Department of Economics, University of York.
  38. Thomas Theobald, 2012. "Combining Recession Probability Forecasts from a Dynamic Probit Indicator," IMK Working Paper 89-2012, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  39. Alexander Chudik & M. Hashem Pesaran, 2013. "Large Panel Data Models with Cross-Sectional Dependence: A Survey," CESifo Working Paper Series 4371, CESifo Group Munich.
  40. repec:wyi:journl:002081 is not listed on IDEAS
  41. Christophe Muller, 1997. "Transient seasonal and chronic poverty of peasants: Evidence from Rwanda," CSAE Working Paper Series 1997-08, Centre for the Study of African Economies, University of Oxford.
  42. Hsiao, C. & Pesaran, M.H. & Pick, A., 2007. "Diagnostic Tests of Cross Section Independence for Nonlinear Panel Data Models," Cambridge Working Papers in Economics 0716, Faculty of Economics, University of Cambridge.
  43. Alain Trannoy & Sandy Tubeuf & Florence Jusot, 2012. "Les différences d'état de santé en France : inégalités des chances ou reflet des comportements à risques ?," Économie et Statistique, Programme National Persée, vol. 455(1), pages 37-51.
  44. Renault, Régis & Liaukonyte, Jura & Ciliberto, Federico & Anderson, Simon, 2012. "Push-Me Pull-You: Comparative Advertising in the OTC Analgesics Industry," Economics Papers from University Paris Dauphine 123456789/12285, Paris Dauphine University.
  45. Fang, Hai & Eggleston, Karen N. & Rizzo, John A. & Zeckhauser, Richard, 2010. "Female Employment and Fertility in Rural China," Working Paper Series rwp10-011, Harvard University, John F. Kennedy School of Government.
  46. Bedi, Arjun S. & Gaston, Noel, 1999. "Using variation in schooling availability to estimate educational returns for Honduras," Economics of Education Review, Elsevier, vol. 18(1), pages 107-116, February.
  47. Vella, F. & Verbeek, M., 1993. "Estmating and Interpreting Models with Endogenous Treatment Effects: The Relationship between Competing Estimators of the Union Impact on Wages," Papers 9351, Tilburg - Center for Economic Research.
  48. Simone BERTOLI & Francesca Marchetta, 2012. "Bringing It All Back Home Return migration and fertility choices," Working Papers halshs-00659292, HAL.
  49. Trannoy, Alain & Tubeuf, Sandy & Jusot, Florence, 2010. "Effort or Circumstances : Which one matters in health inequality ?," Economics Papers from University Paris Dauphine 123456789/9524, Paris Dauphine University.
  50. Skeels, Christopher L. & Vella, Francis, 1999. "A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models," Journal of Econometrics, Elsevier, vol. 92(2), pages 275-294, October.
  51. de Jong, Abe & Verbeek, Marno & Verwijmeren, Patrick, 2011. "Firms' debt-equity decisions when the static tradeoff theory and the pecking order theory disagree," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1303-1314, May.
  52. Vella, Francis & Verbeek, Marno, 1999. "Two-step estimation of panel data models with censored endogenous variables and selection bias," Journal of Econometrics, Elsevier, vol. 90(2), pages 239-263, June.
  53. Gerhard, Frank & Hautsch, Nikolaus, 2002. "Volatility estimation on the basis of price intensities," Journal of Empirical Finance, Elsevier, vol. 9(1), pages 57-89, January.
  54. Lang, Oliver, 1995. "Steuersubventionen und Ersparnisbildung in Lebensversicherungen," ZEW Discussion Papers 95-13, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  55. Dr Silvia Lui & Dr Martin Weale & Dr. James Mitchell, 2008. "Qualitative Business Surveys: Signal or Noise?," NIESR Discussion Papers 1960, National Institute of Economic and Social Research.
  56. repec:wyi:wpaper:001959 is not listed on IDEAS
  57. Viviana Fernández, 2002. "What Drives Replacement of Durable Goods at the Micro Level?," Documentos de Trabajo 122, Centro de Economía Aplicada, Universidad de Chile.
  58. Cassiman, Bruno & Veugelers, Reinhilde, 2002. "Complementarity in the Innovation Strategy: Internal R&D, External Technology Acquisition and Cooperation," CEPR Discussion Papers 3284, C.E.P.R. Discussion Papers.
  59. John G. Sessions & Nikolaos Theodoropoulos, 2009. "Tenure, Wage Profiles and Monitoring," University of Cyprus Working Papers in Economics 4-2009, University of Cyprus Department of Economics.
  60. Geert Dhaene & Koen Jochmans, 2014. "Split-Panel Jackknife Estimation of Fixed-Effect Models," Sciences Po Economics Discussion Papers 2014-03, Sciences Po Departement of Economics.
  61. Horst, J.R. ter & Nijman, T.E. & Verbeek, M.J.C.M., 1998. "Eliminating biases in evaluating mutual fund performance from a survivorship free sample," Discussion Paper 98.55, Tilburg University, Center for Economic Research.
  62. Sergio Pastorello & Valentin Patilea & Éric Renault, 2003. "Iterative and Recursive Estimation in Structural Non-Adaptive Models," CIRANO Working Papers 2003s-08, CIRANO.
  63. Andrés Langebaek R. & Diego Vásquez E., . "Determinantes de la actividad innovadora en la industria manufacturera colombiana," Borradores de Economia 433, Banco de la Republica de Colombia.
  64. Teodora Paligorova & João A. C. Santos, 2012. "When Is It Less Costly for Risky Firms to Borrow? Evidence from the Bank Risk-Taking Channel of Monetary Policy," Working Papers 12-10, Bank of Canada.
  65. Sessions, John G. & Theodoropoulos, Nikolaos, 2009. "Tenure, Wage Profiles and Monitoring," Department of Economics Working Papers 17071, University of Bath, Department of Economics.
  66. Trottmann, Maria & Zweifel, Peter & Beck, Konstantin, 2012. "Supply-side and demand-side cost sharing in deregulated social health insurance: Which is more effective?," Journal of Health Economics, Elsevier, vol. 31(1), pages 231-242.
  67. Michael Binder & Marcel Bluhm, 2010. "On the Conditional Effects of IMF Program Participation on Output Growth," CESifo Working Paper Series 3161, CESifo Group Munich.
  68. David SAHN & Francesca MARCHETTA, 2012. "The role of education and family background in marriage, childbearing and labor market participation in Senegal," Working Papers 201224, CERDI.
  69. Amilon, Henrik, 2003. "GARCH estimation and discrete stock prices: an application to low-priced Australian stocks," Economics Letters, Elsevier, vol. 81(2), pages 215-222, November.
  70. Nikolaj Malchow-M�ller & Michael Svarer, 2005. "Wage - labour activities by agricultural households in Nicaragua," Journal of Development Studies, Taylor & Francis Journals, vol. 41(7), pages 1221-1246.
  71. Cassiman, Bruno & Veugelers, Reinhilde, 2002. "Complementarity in the innovation strategy: Internal R&D, external technology acquisition, and cooperation in R&D," IESE Research Papers D/457, IESE Business School.
  72. Horst, J.R. ter & Nijman, T.E. & Verbeek, M.J.C.M., 2001. "Eliminating look-ahead bias in evaluating persistence in mutual fund performance," Open Access publications from Tilburg University urn:nbn:nl:ui:12-87532, Tilburg University.
  73. Giampiero M. Gallo & Edoardo Otranto, 2012. "Volatility Swings in the US Financial Markets," Econometrics Working Papers Archive 2012_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Jul 2012.
  74. Binder, Michael & Bluhm, Marcel, 2014. "On the Conditional Effects of IMF Loan Program Participation on Output Growth," IMFS Working Paper Series 78, Institute for Monetary and Financial Stability (IMFS), Goethe University Frankfurt.
  75. Gow, Hamish R. & Swinnen, Johan F.M., 2002. "Investment, and Contract Hold-Ups in Transition: Evidence from Hungary," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24853, European Association of Agricultural Economists.
  76. Pinkse, Joris & Slade, Margaret E., 1998. "Contracting in space: An application of spatial statistics to discrete-choice models," Journal of Econometrics, Elsevier, vol. 85(1), pages 125-154, July.
  77. Hugo Benítez-Silva, 2003. "Labor Supply Flexibility and Portfolio Choice: An Empirical Analysis," Working Papers wp056, University of Michigan, Michigan Retirement Research Center.
  78. Gueorgui Kambourov & Iourii Manovskii & Miana Plesca, 2012. "Occupational Mobility and the Returns to Training," Working Papers tecipa-444, University of Toronto, Department of Economics.
  79. Marcelo Resende & Rodrigo Zeidan, 2010. "Adverse selection in the health insurance market: some empirical evidence," The European Journal of Health Economics, Springer, vol. 11(4), pages 413-418, August.
  80. Florence Jusot & Sandy Tubeuf & Alain Trannoy, 2013. "Circumstances And Efforts: How Important Is Their Correlation For The Measurement Of Inequality Of Opportunity In Health?," Health Economics, John Wiley & Sons, Ltd., vol. 22(12), pages 1470-1495, December.
  81. Andrew J. Patton & Allan Timmermann, 2005. "Testable implications of forecast optimality," LSE Research Online Documents on Economics 6834, London School of Economics and Political Science, LSE Library.
  82. Fang, Hai & Eggleston, Karen N. & Rizzo, John A. & Zeckhauser, Richard J., 2012. "Jobs and Kids: Female Employment and Fertility in China," Working Paper Series rwp12-054, Harvard University, John F. Kennedy School of Government.
  83. Bonin, Holger & Schneider, Hilmar, 2004. "Analytical Prediction of Transitions Probabilities in the Conditional Logit Model," IZA Discussion Papers 1015, Institute for the Study of Labor (IZA).
  84. Corder, Matthew & Weale, Martin, 2011. "Banking crises and recessions: what can leading indicators tell us?," Discussion Papers 33, Monetary Policy Committee Unit, Bank of England.
  85. Giampiero M. Gallo & Edoardo Otranto, 2014. "Forecasting Realized Volatility with Changes of Regimes," Econometrics Working Papers Archive 2014_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Feb 2014.
  86. Benito Arruñada & Luis Garicano & Luis Vázquez, 1999. "Contractual allocation of decision rights and incentives: The case of automobile distribution," Economics Working Papers 424, Department of Economics and Business, Universitat Pompeu Fabra.
  87. Kajal Lahiri & Guibo Xing, 2004. "An econometric analysis of veterans’ health care utilization using two-part models," Empirical Economics, Springer, vol. 29(2), pages 431-449, 05.
  88. Fosgerau, Mogens & Bjørner, Thomas Bue, 2006. "Joint models for noise annoyance and willingness to pay for road noise reduction," Transportation Research Part B: Methodological, Elsevier, vol. 40(2), pages 164-178, February.
  89. Henrik Amilon, 2002. "A Score Test for Discreteness in GARCH Models," Research Paper Series 76, Quantitative Finance Research Centre, University of Technology, Sydney.
  90. Marco Bazzi & Francisco Blasques & Siem Jan Koopman & and Andre Lucas, 2014. "Time Varying Transition Probabilities for Markov Regime Switching Models," Tinbergen Institute Discussion Papers 14-072/III, Tinbergen Institute.
  91. Giampiero M. Gallo & Edoardo Otranto, 2012. "Realized Volatility and Change of Regimes," Econometrics Working Papers Archive 2012_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Jul 2012.
  92. Viviana Fernández, 1998. "Un Modelo de Duración Estructural para el Reemplazo de Bienes Durables," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(105), pages 237-254.
  93. Hong, Yongmiao & Li, Haitao & Zhao, Feng, 2007. "Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates," Journal of Econometrics, Elsevier, vol. 141(2), pages 736-776, December.
  94. Francesca MARCHETTA, 2012. "Return Migration and the Survival of Entrepreneurial Activities in Egypt," Working Papers 201217, CERDI.
  95. Claudia PIGINI, 2012. "Of Butterflies and Caterpillars: Bivariate Normality in the Sample Selection Model," Working Papers 377, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  96. Li Donni, P; & Peragine, V; & Pignataro G;, 2011. "Measuring equity in health: a normative decomposition," Health, Econometrics and Data Group (HEDG) Working Papers 11/06, HEDG, c/o Department of Economics, University of York.
  97. Christian Langpap & Joe Kerkvliet, 2010. "Allocating Conservation Resources Under The Endangered Species Act," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 92(1), pages 110-124.
  98. Gottlieb, Daniel, 2007. "Asymmetric information in late 19th century cooperative insurance societies," Explorations in Economic History, Elsevier, vol. 44(2), pages 270-292, April.
  99. Broseta, Bruno, 2000. "Adaptive Learning and Equilibrium Selection in Experimental Coordination Games: An ARCH(1) Approach," Games and Economic Behavior, Elsevier, vol. 32(1), pages 25-50, July.
  100. Weale, Martin, 2011. "A cost-benefit analysis of cataract surgery based on the English Longitudinal Survey of Ageing," Journal of Health Economics, Elsevier, vol. 30(4), pages 730-739, July.
  101. J L Ford & K Park & S Sen, 2009. "All Work and No Play: Pecuniary Versus Non-Pecuniary Factors in the Labour Supply of the Elderly," Discussion Papers 09-08, Department of Economics, University of Birmingham.
  102. Xiaodi Xie, 1997. "Children and female labour supply behaviour," Applied Economics, Taylor & Francis Journals, vol. 29(10), pages 1303-1310.