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EconWPA Econometrics Contact information of
EconWPA: http://129.3.20.41
For technical questions regarding this series, please contact
(EconWPA) Series handle: repec:wpa:wuwpem
More pages of listings: 0 |1 |2
2004
0410005 Estimación de Algunas Formas Funcionales de Relaciones Tecnológicas entre Producto y Factores que dan Origen a Este by Juan Miguel Villa [Downloadable!]
0410004 Modelling Long Memory and Risk Premia in Latin American Sovereign Bond Markets by Alfonso Mendoza [Downloadable!]
0410003 A Dynamic “Fixed Effects” Model for Heterogeneous Panel Data by Diana Weinhold [Downloadable!]
0410002 Multifractal analysis of Power Markets. Some empirical evidence by Marina Resta [Downloadable!]
0410001 Do Chinese stock markets share common information arrival processes? by Philip Kostov & Ziping Wu & Seamus McErlean [Downloadable!]
0409013 Model Selection Uncertainty and Detection of Threshold Effecs by Jean-Yves Pitarakis [Downloadable!]
0409012 Arguing A Case For The Cobb-Douglas Production Function by K V Bhanu Murthy [Downloadable!]
0409011 Demand Pull And Supply Push In Portuguese Cable Television by João Leitão [Downloadable!]
0409010 On Describing Multivariate Skewness: A Directional Approach by J. T. A. S. Ferreira & M. F. J. Steel [Downloadable!]
0409009 Surprise Volume and Heteroskedasticity in Equity Market Returns by Niklas Wagner & Terry A. Marsh [Downloadable!]
0409007 Regime-switching Vector Error Correction Model (VECM) analysis of UK meat consumption by Philip Kostov & John Lingard [Downloadable!]
0409006 Confessions of an International Forecaster by Thomas M Fullerton Jr [Downloadable!]
0409005 Bias Reduction by Recursive Mean Adjustment in Dynamic Panel Data Models by Chi-Young Choi & Nelson C. Mark & Donggyu Sul [Downloadable!]
0409004 Application of Local Influence Diagnostics to the Linear Logistic Regression Models by Monzur Hossain & M. Ataharul Islam [Downloadable!]
0409003 Testing The Significance Of Local Influence by Monzur Hossain & M. Ataharul Islam [Downloadable!]
0409002 Econometric Estimation of Parameters of Preservation of Perishable Goods in Cold Logistic Chains by Miroslav Verbic [Downloadable!]
0409001 Advancing the iid Test Based on Integration across the Correlation Integral: Ranges, Competition, and Power by Evzen Kocenda & Lubos Briatka [Downloadable!]
0408009 A model to distribute mark-up amongst quotation component item by David Cattell & Paul Bowen & Ammar Kaka [Downloadable!]
0408008 How Banking System In Post-Soviet Economies Assist To Their Development. The Case Study Of Armenia by Hakob Mnatsakanyan & Angelos Kanas & Zohrak Rafayelov [Downloadable!]
0408007 Evaluating Latent and Observed Factors in Macroeconomics and Financ by Jushan Bai & Serena Ng [Downloadable!]
0408006 Confidence Intervals for Diffusion Index Forecasts with a Large Number of Predictor by Jushan Bai & Serena Ng [Downloadable!]
0408005 How much has labour taxation contributed to European structural unemployment? by Christophe Planas & Werner Roeger & Alessandro Rossi [Downloadable!]
0408004 Nonparametric Identification of Behavioral Responses to Counterfactual Policy Interventions in Dynamic Discrete Decision Processes by Victor Aguirregabiria [Downloadable!]
0408003 Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach by Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho [Downloadable!]
0408002 Simulation-based estimation of peer effects by Brian Krauth [Downloadable!]
0408001 Limited Information Bayesian Analysis of a Simultaneous Equation with an Autocorrelated Error Term and its Application to the U.S. Gasoline Market by Stanislav Radchenko [Downloadable!]
0407002 Une lecture probabiliste du cycle d’affaires américain by Benoit Bellone [Downloadable!]
0407001 Detecting Turning Points with Many Predictors through Hidden Markov Models by Benoit Bellone & David Saint-Martin [Downloadable!]
0406004 MSVARlib: a new Gauss library to estimate multivariate Hidden Markov Models by Benoit Bellone [Downloadable!]
0406003 The consumption of ordinary wines in France : the effect of administered prices by Evens SALIES [Downloadable!]
0406002 A note on the modelling of hyper-inflations by Evens SALIES & Peter MOFFATT [Downloadable!]
0406001 Lags in the response of gasoline prices to changes in crude oil by Stanislav Radchenko [Downloadable!]
0405004 On the Small Sample Properties of Dickey Fuller and Maximum Likelihood Unit Root Tests on Discrete-Sampled Short-Term Interest Rates by Paulo M. M. Rodrigues & Antonio Rubia [Downloadable!]
0405003 The Nonlinear Skeletons in the Closet by William A. Barnett & Barry E. Jones & Milka Kirova & Travis Nesmith & Meenakshi Pasupathy [Downloadable!]
0405002 Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots by Ricardo Gonçalves Silva [Downloadable!]
0405001 Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections by Christian Bayer [Downloadable!]
0404005 Model Comparison of Coordinate-Free Multivariate Skewed Distributions with an Application to Stochastic Frontiers by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
0404004 The long memory story of ex post real interest rates. Can it be supported? by Ioannis A. Venetis & Agustin Duarte & Ivan Paya [Downloadable!]
0404002 Bayesian measures of explained variance and pooling in multilevel (hierarchical) models by Andrew Gelman & Iain Pardoe [Downloadable!]
0404001 Prior distributions for variance parameters in hierarchical models by Andrew Gelman [Downloadable!]
0403009 On The Role Of Wages In The Ukrainian Transition Process : An Empirical Investigation by Gioacchino Fazio & Olivier Hueber [Downloadable!]
0403008 The Partial Distribution: Definition, Properties and Applications in Economy by feng dai [Downloadable!]
0403007 On the Model-Based Interpretation of Filters and the Reliability of Trend-Cycle Estimates by Tommaso Proietti [Downloadable!]
0403006 Characterising the Business Cycle for Accession Countries by Michael Artis & Massimiliano Marcellino & Tommaso Proietti [Downloadable!]
0403005 Policy Makers Priors and Inflation Density Forecasts by Marco Vega [Downloadable!]
0403004 An Estimation Of Disposable Personal Income Of The Spanish Municipalities In 1997 by Coro Chasco-Yrigoyen [Downloadable!]
0403003 Modelos de regresión espacio temporales en la estimación de la renta municipal. Estimación de la renta en los municipios de la Región de Murcia by Coro Chasco-Yrigoyen & Fernando López-Hernández [Downloadable!]
0403002 A Constructive Representation of Univariate Skewed Distributions by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
0403001 Bayesian Multivariate Regression Analysis with a New Class of Skewed Distributions by Jose T.A.S. Ferreira & Mark F.J. Steel [Downloadable!]
0402010 Mexico’s Industrial Engine of Growth: Cointegration and Causality by Alejandro Diaz-Bautista [Downloadable!]
0402009 Classifying the Markets Volatility with ARMA Distance Measures by Edoardo Otranto [Downloadable!]
0402008 The Choice of Time Interval in Seasonal Adjustment: A Heuristic Approach by Giancarlo bruno & Edoardo Otranto [Downloadable!]
0402007 Deterministic Seasonality in Dickey-Fuller Tests: Should We Care? by Artur C. B. da Silva Lopes [Downloadable!]
0402006 Asimetría, Persistencia Y No Linealidad De La Tasa De Desempleo Español by José María Casado García & F.Javier Trívez [Downloadable!]
0402005 Cointegration in Frequency Domain by Daniel Levy [Downloadable!]
0402004 Consistent Model Specification Tests Against Smooth Transition Alternatives by Jonathan B. Hill [Downloadable!]
0402003 Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems by Victor Aguirregabiria [Downloadable!]
0402002 Causation Delays and Causal Neutralization for General Horizons: The Money-Output Relationship Revisited by Jonathan B. Hill [Downloadable!]
0402001 Sequential Detection of US Business Cycle Turning Points: Performances of Shiryayev-Roberts, CUSUM and EWMA Procedures by Bakhodir A Ergashev [Downloadable!]
0401009 Random Walks with Drifts, Simulaneous Equation Errors, and Small Samples - Simulating the Bird's Eye View by Horst Entorf [Downloadable!]
0401008 Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes by Niklas Wagner & Terry A. Marsh [Downloadable!]
0401007 Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications by Markus Junker & Alexander Szimayer & Niklas Wagner [Downloadable!]
0401006 Unit Roots, Nonlinear Cointegration and Purchasing Power Parity by Alfred A. Haug & Syed A. Basher [Downloadable!]
0401005 Structural Breaks, Inflation and Interest Rates: Evidence for the G7 countries by Jesus Clemente & Antonio Montañes & Marcelo Reyes [Downloadable!]
0401004 LM-Tests for Linearity Against Smooth Transition Alternatives: A Bootstrap Simulation Study by Jonathan B. Hill [Downloadable!]
0401003 Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints by Tommaso Proietti & Filippo Moauro [Downloadable!]
0401002 Forecasting and Signal Extraction with Misspecified Models by Tommaso Proietti [Downloadable!]
0401001 Strong Orthogonal Decompositions and Non-Linear Impulse Response Functions for Infinite Variance Processes by Jonathan B. Hill [Downloadable!]
2003 2002 2001 2000 1999 0 |1 |2 Access
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This page was last updated on 2009-12-16.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .