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Econometrics
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2005
- 0512012 How Useful Is Contingent Valuation Of The Environment To Water Services? Evidence From South East, Nigeria
by Ukwueze Ezebuilo & Ogujiuba Kanayo & Adenuga Adeniyi - 0512011 Estimating a third-order translog demand system using Canadian micro-data
by Vik Singh - 0512010 Socio-Economic Development : Mathematical Models By Dr.Vsrs
by Dr.Vsr.Subramaniam - 0512009 M-Estimators with Non Standard Rates of Convergence and Weakly Dependent Data
by Mehmet Caner - 0512008 How information influences the cost of transport in a supply chain, a monte carlo simulation
by Xavier Brusset - 0512007 Comparison between minimum purchase, quantity flexibility contracts and spot procurement in a supply chain
by Xavier Brusset - 0512006 Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis
by Guido Travaglini - 0512005 Transport contract optimization under information asymmetry: an example
by Xavier Brusset & Nico Temme - 0512004 Score Tests of Normality in Bivariate Probit Models
by Anthony Murphy - 0512003 Nonparametric estimation of concave production technologies by entropic methods
by Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro - 0512002 A practical test for the choice of mixing distribution in a discrete choice model
by Mogens Fosgerau & Michel Bierlaire - 0512001 Property Crime and Law Enforcement in Italy. A Regional Panel Analysis 1980-95
by Guido Travaglini - 0511018 Sound and Fury: McCloskey and Significance Testing in Economics
by Kevin D. Hoover & Mark V. Siegler - 0511017 Optimal Time Interval Selection in Long-Run Correlation Estimation
by Pedro H. Albuquerque - 0511016 The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation
by Peter Ilmolelian - 0511015 A Quarterly Econometric Model of the Slovenian Economy
by Miroslav Verbic - 0511014 Globalization and Regional Income Inequality--Evidence from within China
by Guanghua Wan & Ming Lu & Zhao Chen - 0511013 ‘‘Moving Median’’ A New Method Of Forecasting
by Eleftherios Giovanis - 0511012 Application Of Mean Propensity To Consumption And Interest Rate Of Keynes Theory And The Application Of Cobb-Douglas Model And Solow Theory In The Greek Rural Economy
by Eleftherios Giovanis - 0511011 ‘‘Moving Median’’ A Method Of Autocorrelation Solution
by Eleftherios Giovanis - 0511010 Propagation of Memory Parameter from Durations to Counts
by Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang - 0511009 Consumer Demand and Labor Supply (scanned out-of-print 1981 Elsevier book)
by William A. Barnett - 0511008 A Note On Influence Assessment In Score Tests
by J.M.C. Santos Silva - 0511007 Recreation Demand Analysis under Truncation, Overdispersion, and Endogenous Stratification: An Application to Gros Morne National Park
by Roberto Martinez-Espineira & Joe Amoako-Tuffour - 0511006 Functional Structure and Approximation in Econometrics (book front matter)
by William A. Barnett & Jane Binner & W. Erwin Diewert - 0511005 A fresh look at the topical interest of the Gini concentration ratio
by Giovanni Maria Giorgi - 0511004 Bibliographic portrait of the Gini concentration ratio
by Giovanni Maria Giorgi - 0511003 Production Functions Estimates for Soviet Industry and Some Implications
by Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke - 0511002 Simulation des Einflusses der Planung auf die sowjetische Wirtschaft
by Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz - 0511001 Directional Log-spline Distributions
by José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel - 0510008 Economic Growth as a Nonlinear and Discontinuous Process
by Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi - 0510007 Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models
by Ekrem Kilic - 0510006 A Nonparametric Way of Distribution Testing
by Ekrem Kilic - 0510005 What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth
by Chen Pu & Hsiao Chihying - 0510004 Estimating a Life Cycle Model with Unemployment and Human Capital Depreciation
by Andreas Pollak - 0510003 Open Source Software Development Projects: Determinants of Project Popularity
by Ravi - 0510002 Compositional Time Series: Past and Present
by Juan M.C. Larrosa - 0510001 Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply
by Ugo Colombino & Rolf Aaberge & Tom Wennemo - 0509020 A Note on Imposing Local Curvature on Generalized Leontief Models
by Apostolos Serletis & Asghar Shahmoradi - 0509019 Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators
by Mehmet Caner - 0509018 Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics
by Mehmet Caner - 0509017 Exponential Tilting with Weak Instruments: Estimation and Testing
by Mehmet Caner - 0509016 Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases
by Mehmet Caner - 0509015 Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities
by Ahmed Shamiri & Abu Hassan - 0509012 Estimating the Quality of Economic Governance: A Cross-Country Analysis
by Sudip Ranjan Basu - 0509011 Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe
by Pierangelo De Pace - 0509010 State Space Modelling of Cointegrated Systems using Subspace Algorithms
by Segismundo Izquierdo & Ces�reo Hern�ndez & Javier Pajares - 0509009 An Empirical Analysis of Permanent Income Hypothesis Applied to Italy using State Space Models with non zero correlation between trend and cycle
by Riccardo Corradini - 0509008 About a 'new' inequality index
by Giovanni Maria Giorgi - 0509007 A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians
by Giovanni Maria Giorgi - 0509006 Can fear beat hope? A story of GARCH-in-Mean-Level effects for Emerging Market Country Risks
by Maurício Yoshinori Une & Marcelo Savino Portugal - 0509005 Fear of disruption: a model of Markov-switching regimes for the Brazilian country risk conditional volatility
by Maurício Yoshinori Une & Marcelo Savino Portugal - 0509004 Bayesian Stochastic Frontier Analysis Using WinBUGS
by Jim Griffin & Mark Steel - 0509003 Bayesian Estimation of a Dynamic Partial-Equilibrium Model for Investment
by Matthias Kredler - 0509002 From Fault Tree to Credit Risk Assessment: A Case Study
by Hayette GATFAOUI - 0509001 Dirichlet-Multinomial Regression
by Paulo Guimaraes & Richard Lindrooth - 0508019 Econometric Model for Cement demand and supply in Bolivia
by Melitón Ramirez Mattos - 0508018 Robus Standard Error Estimation in Fixed-Effects Panel Models
by Gabor Kezdi - 0508017 Classical Estimation of Multivariate Markov-Switching Models using MSVARlib
by Benoit Bellone - 0508016 Regression with R
by Miguel Rodrigues - 0508015 The smooth transition autoregressive target zone model with the Gaussian stochastic volatility and TGARCH error terms with applications
by Oleg Korenok & Stanislav Radchenko - 0508014 Total Factor Productivity Growth in Finland 1960 − 1999
by Rana Bose - 0508013 Estimating Short and Long Run Relationships: A Guide to the Applied Economist
by Bhaskara Rao - 0508012 Measuring Customer Value Gaps: An Empirical Study in Mexican Retail Market
by Rajagopal - 0508011 Robustness or Efficiency, A Test to Solve the Dilemma
by Catherine Dehon & Marjorie Gassner & Vincenzo Verardi - 0508010 Subsampling Cointegration Ranks in Large Systems
by Chen Pu & Hsiao Chihying - 0508009 A maximal moment inequality for long range dependent time series with applications to estimation and model selection
by Ching-Kang Ing & Ching-Zong Wei - 0508008 Parametric and semiparametric specification tests for binary choice models: a comparative simulation study
by Isabel Proenca & Joao Santos Silva - 0508007 A Bootstrap Test for Single Index Models
by Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca - 0508006 A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian
by Isabel Proenca - 0508005 A Trend-Cycle(-Season) Filter: Prgoramme Code for Eviews, Excel, and MatLab
by Matthias Mohr - 0508004 A Trend-Cycle(-Season) Filter
by Matthias Mohr - 0508003 Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?
by Catalin Starica & Stefano Herzel & Tomas Nord - 0508002 Forecasting in Continuous Double Auction
by Martin Smid - 0508001 The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management
by Feng Dai & Lin Liang - 0507014 Seasonally specific model analysis of UK cereals prices
by Philip Kostov & John Lingard - 0507013 Assessing Forecast Performance in a VEC Model: An Empirical Examination
by Zacharias Bragoudakis - 0507012 Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging
by Feng Dai & Hui Liu & Ying Wang - 0507011 Regional Empirics for Economic Disparities in Italy: 1951-2001
by Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli - 0507010 A proposal of poverty measures based on the Bonferroni inequality index
by Giovanni Maria Giorgi & Michele Crescenzi - 0507009 Encounter with the Italian Statistical School: A conversation with Carlo Benedetti
by Giovanni Maria Giorgi - 0507008 Sampling distribution of the Bonferroni inequality index from exponential population
by Giovanni Maria Giorgi & Riccardo Mondani - 0507007 Bayesian estimation of the Bonferroni index from a Pareto-type I population
by Giovanni Maria Giorgi & Michele Crescenzi - 0507006 Distribution-free estimation of the Gini inequality index: the kernel method approach
by Pier Luigi Conti & Giovanni Maria Giorgi - 0507005 About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data
by Giovanni Maria Giorgi & Andrea Pallini - 0507004 A look at the Bonferroni inequality measure in a reliability framework
by Giovanni Maria Giorgi & Michele Crescenzi - 0507003 Estimating the Underground Economy using MIMIC Models
by Trevor Breusch - 0507002 Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units
by Stefano Fachin - 0507001 A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra
by Mehmet Dalkir - 0506010 New Panel Unit Root Tests under Cross Section Dependence for Practitioners
by Donggyu Sul - 0506009 A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios
by Hsiang-Tai Lee & Jonathan Yoder - 0506008 Liberalisation and it’s effect on inequality in developing countries-A case study on India
by Supreena Narayanan - 0506007 Structural change in Export and economics growth: Analysis for spain (1980-2001)
by zaharey - 0506006 Inspiration About The Economy
by ZhaoYuan Wang - 0506005 Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000
by Gino Santarossa & Marie-Ève Brouard - 0506004 Another Look At What To Do With Time-Series Cross-Section Data
by Xiujian Chen & Shu Lin & W. Robert Reed - 0506003 Adaptive Estimation of the Regression Discontinuity Model
by Yixiao Sun - 0506002 The Price-Dividend Relationship In Inflationary And Deflationary Regimes
by Jakob Madsen & Costas Milas - 0506001 The effect on retail charges of mergers in the GB electricity market
by Evens SALIES - 0505008 Informatique, organisation du travail et intéractions sociales
by Nathalie Greenan & Emmanuelle Walkowiak - 0505007 Tests for cointegration in panels with regime shifts
by Luciano Gutierrez - 0505006 Active versus Passive Sample Attrition: The Health and Retirement Study
by Honggao Cao & Daniel H. Hill - 0505005 On Tail Index Estimation for Dependent, Heterogenous Data
by Jonathan B. Hill - 0505004 Periodic Properties of Interpolated Time Series
by Hashem Dezhbakhsh & Daniel Levy - 0505003 Econometric Modeling of Business Telecommunications Demand using RETINA and Finite Mixtures
by Massimiliano Marinucci & Teodosio Pérez-Amaral - 0505002 The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models
by Alastair R. Hall & Atsushi Inoue - 0505001 Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S
by Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon - 0504008 Does Format of Pricing Contract Matter?
by Teck-Hua Ho & Juanjuan Zhang - 0504007 Measuring Willingness-To-Pay in Discrete Choice Models with Semi- Parametric Techniques
by Pablo M Garcia - 0504006 Another Look at the Identification of Dynamic Discrete Decision Processes
by Victor Aguirregabiria - 0504005 Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange
by David Chappell & Theodore Panagiotidis - 0504004 Oil And Gas Markets In The Uk: Evidence For From A Cointegrating Approach
by Theodore Panagiotidis & Emilie Rutledge - 0504003 Where Did the Trade Liberalization Drive Latin American Economy: A Cross Section Analysis
by Rajagopal - 0504002 Testing Cointegration Rank in Large Systems
by Chen Pu & Hsiao Chihying - 0504001 Forecasting Spot Electricity Prices With Time Series Models
by Rafal Weron & Adam Misiorek - 0503021 Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models
by Arnab Bhattacharjee - 0503020 Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series
by Ching-Kang Ing - 0503019 Financing Constraints and Firm Inventory Investment: A Reexamination
by John Tsoukalas - 0503018 What causes the forecasting failure of Markov-Switching models? A Monte Carlo study
by Marie Bessec & Othman Bouabdallah - 0503017 An intuitive guide to wavelets for economists
by Patrick Crowley - 0503016 Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited
by Jonathan B. Hill - 0503015 Conditional Distribution of the Limit Order Book Given the History of the Best Quote Process
by Martin Smid - 0503014 Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis
by Ozgen Sayginsoy - 0503013 Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach
by Amjad D. Al-Nasser - 0503012 The Inflation In European Union
by Giovanis Elephtherios - 0503011 The hunting in the Province of Elassona
by Giovanis Elephtherios - 0503010 Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens
by Giovanis Elephtherios - 0503009 Econometric Analysis for the rural sector in Greek economy
by Giovanis Elephtherios - 0503008 Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications
by Matteo M. Pelagatti - 0503007 Dynamic Conditional Correlation with Elliptical Distributions
by Matteo M. Pelagatti & Stefania Rondena - 0503006 Business cycle and sector cycles
by Matteo M. Pelagatti - 0503005 A Residential Energy Demand System for Spain
by Xavier Labandeira & José M. Labeaga & Miguel Rodríguez - 0503004 Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
by T. Di Matteo & T. Aste & Michel M. Dacorogna - 0503003 Boating Against the Current: Cases, Concepts, Models and Development Power
by feng dai - 0503002 Nonlinearity, Nonstationarity and Spurious Forecasts
by Vadim Marmer - 0503001 Structural Changes in NICs: Some Evidences on Attractor Points
by Hossein Abbasi-Nejad & Shapour Mohammadi - 0502017 A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria
by Victor Aguirregabiria & Pedro Mira - 0502016 Structural Changes in NICs: Some Evidences on Attractor Points
by Hossein Abbasi-Nejad & Shapour Mohammadi - 0502015 A link between measures of Gross National Product, and measures of corruption
by Mukti Diah Riani & Stuart Wattam - 0502014 Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua
by adela parra romero & viviana vargas franco & carlos castellar palma - 0502013 Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification
by Cornelis A. Los - 0502012 Measuring Customer Value and Market Dynamics for New Products of a Firm:An Analytical Construct for Gaining Competitive Advantage
by Rajagopal - 0502011 Extraction of Common Signal from Series with Different Frequency
by Edoardo Otranto - 0502010 Multivariate STAR Unemployment Rate Forecasts
by Costas Milas & Phil Rothman - 0502009 Grinkevych's Model of forecasting
by Dmitry - 0502008 Nonparametric Slope Estimators for Fixed-Effect Panel Data
by Kusum Mundra - 0502007 Assessing Forecast Performance in a VEC Model: An Empirical Examination
by Bragoudakis Zacharias - 0502006 On detecting and modeling periodic correlation in financial data
by Ewa Broszkiewicz-Suwaj & Andrzej Makagon & Rafal Weron & Agnieszka Wylomanska - 0502005 Modeling electricity prices with regime switching models
by Michael Bierbrauer & Stefan Trueck & Rafal Weron - 0502004 Modeling and forecasting electricity loads: A comparison
by Rafal Weron & Adam Misiorek - 0502003 Market price of risk implied by Asian-style electricity options
by Rafal Weron - 0502002 The Long-Run Forecasting of Energy Prices Using the Model of Shifting Trend
by Stanislav Radchenko - 0502001 Protection Of Privacy Through Microaggregation
by Edgar L. Feige & Harold W. Watts - 0501015 Overlaying Time Scales in Financial Volatility Data
by Eric Hillebrand - 0501014 Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View
by Dubois - 0501013 The Inflation In European Union
by Giovanis Elephtherios - 0501012 The hunting in the Province of Elassona
by Giovanis Elephtherios - 0501008 Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens
by Giovanis Elephtherios - 0501007 Econometric Analysis for the rural sector in Greek economy
by Giovanis Elephtherios - 0501006 GMM Estimation for Long Memory Latent Variable Volatility and Duration Models
by Willa Chen & Rohit Deo - 0501005 Tracing the Source of Long Memory in Volatility
by Rohit Deo & Mengchen Hsieh & Clifford Hurvich - 0501004 Estimation of mis-specified long memory models
by Willa Chen & Rohit Deo - 0501003 The Variance Ratio Statistic at large Horizons
by Willa Chen & Rohit Deo - 0501002 Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment
by Rohit Deo & Clifford Hurvich & Yi Lu - 0501001 Structural VAR identification in asset markets using short-run market inefficiencies
by Gultekin Isiklar
2004
- 0412012 HABIT FORMATION IN CONSUMPTION: A Case Study of Rural India
by Puja Guha - 0412011 On aggregation bias in fixed-event forecast efficiency tests
by Gultekin Isiklar - 0412010 Un Modelo Estadístico Flexible para la Estructura Intertemporal de Tasas en Chile
by Dante Jara - 0412009 Asymptotics for Duration-Driven Long Range Dependent Processes
by Mengchen Hsieh & Clifford Hurvich & Philippe Soulier - 0412008 Predictive Regressions: A Reduced-Bias Estimation Method
by Yakov Amihud & Clifford Hurvich - 0412007 Semiparametric Estimation of Fractional Cointegrating Subspaces
by Willa Chen & Clifford Hurvich - 0412006 Estimating Long Memory in Volatility
by Clifford Hurvich & Eric Moulines & Philippe Soulier - 0412005 Non-stationarities in financial time series, the long range dependence and the IGARCH effects
by Thomas Mikosch & Catalin Starica - 0412004 Long range dependence effects and ARCH modelling
by Thomas Mikosch & Catalin Starica - 0412003 Changes of structure in financial time series and the GARCH model
by Thomas Mikosch & Catalin Starica - 0412002 Is it really long memory we see in financial returns?
by Thomas Mikosch - 0412001 Threshold Cointegration between Stock Returns : An application of STECM Models
by Jawadi Fredj & Koubaa Yousra - 0411018 Linear and nonlinear models for the analysis of the relationship between stock market prices and macroeconomic and financial factors
by Andreia Dionisio & Rui Menezes & Diana A. Mendes & Jacinto Vidigal da Silva - 0411017 When did the 2001 recession really start?
by J. Polzehl & V. Spokoiny & C. Starica - 0411016 Non-stationarities in stock returns
by Catalin Starica & Clive Granger - 0411015 Is GARCH(1,1) as good a model as the Nobel prize accolades would imply?
by Catalin Starica - 0411014 Gaussian Tests of "Extremal White Noise" for Dependent, Heterogeneous, Heavy Tailed Time Series with an Application
by Jonathan B. Hill - 0411013 Model Uncertainty, Complexity and Rank in Finance
by Cornelis A. Los - 0411012 On the Estimation of Nonlinearly Aggregated Mixed Models
by Tommaso Proietti - 0411011 Temporal Disaggregation by State Space Methods: Dynamic Regression Methods Revisited
by Tommaso Proietti - 0411010 The Behavior of HEGY Tests for Quarterly Time Series with Seasonal Mean Shifts
by Artur C. B. da Silva Lopes & Antonio Montañés - 0411009 Demand Pull and Supply Push in Portuguese Cable Television
by João Leitão - 0411008 Data-Driven Rate-Optimal Specification Testing In Regression Models
by Emmanuel Guerre & Pascal Lavergne - 0411007 Design-Adaptive Pointwise Nonparametric Regression Estimation For Recurrent Markov Time Series
by Guerre - 0411006 Measuring Eco-efficiency of Production: A Frontier Approach
by Mika Kortelainen & Timo Kuosmanen - 0411005 Space-Time Lags: Specification Strategy In Spatial Regression Models
by Fernando A. López Hernández & Coro Chasco Yrigoyen - 0411004 Modelos De Heterogeneidad Espacial
by Coro Chasco Yrigoyen - 0411003 Tests of seasonal integration and cointegration in multivariate unobserved component models
by Fabio Busetti - 0411002 Do Technology Shocks Drive Hours Up or Down? A Little Evidence From an Agnostic Procedure
by Elena Pesavento & Barbara Rossi - 0410011 The Unscientific Incompleteness and Bias of Unidirectional Projections (= Regressions): A Questionnaire
by Cornelis A Los - 0410010 On the Anatomy of Productivity Growth: A Decomposition of the Fisher Ideal TFP Index
by Timo Kuosmanen & Timo Sipiläinen - 0410009 SURGAT: Seasonal Unit Roots Graphical Analysis and Testing device
by Ignacio Díaz-Emparanza - 0410008 TRAMO/SEATS y X12ARIMA. Breve guía de acceso mediante Gretl
by Ignacio Díaz-Emparanza - 0410007 On the stability of recursive least squares in the Gauss-Markov model
by Evens SALIES - 0410006 Modelling Directional Dispersion Through Hyperspherical Log- Splines
by J.T.A.S. Ferreira & M.F.J. Steel