Research classified by Journal of Economic Literature (JEL) codes

2012

• Sung Jae Jun & Joris Pinkse & Haiqing Xu & Nese Yildiz, 2012, "Identification of treatment effects in a triangular system of equations," Department of Economics Working Papers, The University of Texas at Austin, Department of Economics, number 130910, Oct, revised Oct 2012.
• Marija Bockarjova & Piet Rietveld & Erik T. Verhoef, 2012, "Scale, Scope and Cognition: Context Analysis of Multiple Stated Choice Experiments on the Values of Life and Limb," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-046/3, Apr.
• Marija Bockarjova & Piet Rietveld & Erik T. Verhoef, 2012, "Composite Valuation of Immaterial Damage in Flooding: Value of Statistical Life, Value of Statistical Evacuation and Value of Statistical Injury," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-047/3, Apr.
• Francisco Blasques, 2012, "Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 12-133/III, Dec.
• John M Maheu & Yong Song, 2012, "A New Structural Break Model with Application to Canadian Inflation Forecasting," Working Papers, University of Toronto, Department of Economics, number tecipa-448, Mar.
• Aviv Nevo & Adam M. Rosen, 2012, "Identification With Imperfect Instruments," The Review of Economics and Statistics, MIT Press, volume 94, issue 3, pages 659-671, August.
• Domenico Giannone & Jérôme Henry & Magdalena Lalik & Michele Modugno, 2012, "An Area-Wide Real-Time Database for the Euro Area," The Review of Economics and Statistics, MIT Press, volume 94, issue 4, pages 1000-1013, November.
• Juan Díaz & Tomás Rau & Jorge Rivera, 2012, "A matching estimator based on a bi-level optimization problem," Working Papers, University of Chile, Department of Economics, number wp351, Mar.
• Daniel Cerquera & François Laisney & Hannes Ullrich, 2012, "Considerations on partially identified regression models," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2012-07.
• Silvia Altmark & Gabriela Mordecki & Florencia Santiñaque & W. Adrián Risso, 2012, "Demandas de turismo Argentina y Brasileña en Uruguay," Documentos de Trabajo (working papers), Instituto de Economía - IECON, number 12-12, Oct.
• Machin, S. & Marie, O. & Vujic, S., 2012, "Youth crime and education expansion," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 036, Jan, DOI: 10.26481/umamet.2012036.
• Marco Minozzo & Clarissa Ferrari, 2012, "Monte Carlo likelihood inference in multivariate model-based geostatistics," Working Papers, University of Verona, Department of Economics, number 33/2012, Nov.
• Pierre Chausse & Dinghai Xu, 2012, "GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study," Working Papers, University of Waterloo, Department of Economics, number 1203, May, revised May 2012.
• Dinghai Xu, 2012, "Continuous Empirical Characteristic Function Estimation of GARCH Models," Working Papers, University of Waterloo, Department of Economics, number 1204, May, revised May 2012.
• Lie-Jane Kao & Cheng-Few Lee, 2012, "Alternative Method For Determining Industrial Bond Ratings: Theory And Empirical Evidence," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 06, pages 1215-1235, DOI: 10.1142/S0219622012500332.
• Silvia Centanni & Marco Minozzo, 2012, "Monte Carlo Derivative Pricing With Partial Information In A Class Of Doubly Stochastic Poisson Processes With Marks," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., volume 15, issue 03, pages 1-22, DOI: 10.1142/S0219024912500185.
• Cheng Hsiao, 2012, "The Creative Tension Between Statistics And Economics," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 03, pages 1-11, DOI: 10.1142/S0217590812500178.

2011

• Stefano Grassi & Tommaso Proietti, 2011, "Bayesian stochastic model specification search for seasonal and calendar effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-08, Feb.
• Peter Christoffersen & Hugues Langlois, 2011, "The Joint Dynamics of Equity Market Factors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2011-45, Sep.
• Akarapong Untong & Vicente Ramos & Javier Rey-Maquieira & Mingsarn Kaosa-ard, 2011, "Impacts of Crisis Events on International Tourism Demand in Thailand (in Thai)," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 18, issue 2, pages 45-64, December.
• Constant, Labintan Adeniyi, 2011, "Empirical Analysis of Agricultural Productivity: Growth in Benin and Mainly Factors which Influence Growth," 2011 Conference (55th), February 8-11, 2011, Melbourne, Australia, Australian Agricultural and Resource Economics Society, number 100538, DOI: 10.22004/ag.econ.100538.
• Castillo, Juan Sebastián & García, María del Carmen, 2011, "Del distrito industrial al distrito rural: implicaciones teóricas para el desarrollo territorial," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 11, issue 02, pages 1-26, December, DOI: 10.22004/ag.econ.120196.
• Peralta, Maria Alexandra & Swinton, Scott M. & Maredia, Mywish K., 2011, "Accounting for selection bias in impact analysis of a rural development program: An application using propensity score matching," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil, International Association of Agricultural Economists, number 126398, DOI: 10.22004/ag.econ.126398.
• Elie BOURI, 2011, "An Attempt to Capture Leptokurtic of Returns and to Model Its Volatility: The Case of Beirut Stock Exchange," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 8, pages 259-271, December.
• Hedibert F. Lopes & Justin L. Tobias, 2011, "Confronting Prior Convictions: On Issues of Prior Sensitivity and Likelihood Robustness in Bayesian Analysis," Annual Review of Economics, Annual Reviews, volume 3, issue 1, pages 107-131, September.
• Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011, "Quantile Regression with Censoring and Endogeneity," Papers, arXiv.org, number 1104.4580, Apr, revised Mar 2014.
• Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin, 2011, "Reconsideration of Dimensions and Curve Fitting Practice in Economics Elaborating on Georgescu-Roegen’s Economic Methodology," UHE Working papers, Universitat Autònoma de Barcelona, Departament d'Economia i Història Econòmica, Unitat d'Història Econòmica, number 2011_05, Feb.
• Beatriz Larraz, 2011, "An Expert System for Online Residential Properties Valuation," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 69-82, April.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2011, "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 96-108.
• Sheheryar Malik & Pitt, M. K., 2011, "Modelling Stochastic Volatility with Leverage and Jumps: A Simulated Maximum Likelihood Approach via Particle Filtering," Working papers, Banque de France, number 318.
• Idier, J., 2011, "Les modèles fractals en finance," Bulletin de la Banque de France, Banque de France, issue 183, pages 80-86.
• Karen Croxson & J. James Reade, 2011, "Information and Efficiency: Goal Arrival in Soccer Betting," Discussion Papers, Department of Economics, University of Birmingham, number 11-01, Jan.
• J. James Reade, 2011, "Modelling Monetary and Fiscal Policy in the US: A Cointegration Approach," Discussion Papers, Department of Economics, University of Birmingham, number 11-02, Jan.
• Karen Croxson & J. James Reade, 2011, "Exchange vs Dealers: A High-Frequency Analysis of In-Play Betting Prices," Discussion Papers, Department of Economics, University of Birmingham, number 11-19, Dec.
• Yebin Cheng & Jan G. De Gooijer & Dawit Zerom, 2011, "Efficient Estimation of an Additive Quantile Regression Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 38, issue 1, pages 46-62, March, DOI: j.1467-9469.2010.00706.x.
• Paulo Sérgio Ceretta & Fernanda Galvão de Barba & Kelmara Mendes Vieira & Fernando Casarin, 2011, "Intraday volatility forecasting: analysis of alternative distributions," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 2, pages 209-226.
• Conniffe, Denis & Kelly, Robert, 2011, "Structural Breaks - An Instrumental Variable Approach," Research Technical Papers, Central Bank of Ireland, number 4/RT/11, Mar.
• H�ctor Z�rate & Katherine S�nchez & Margarita Mar�n, 2011, "Cuantificaci�n de Encuestas Ordinales y Pruebas de Racionalidad: Una aplicaci�n a la Encuesta Mensual de Expectativas Econ�micas," Borradores de Economia, Banco de la Republica, number 8327, Apr.
• Jhon James Mora & Maria Paola Ulloa, 2011, "El efecto de la educación sobre la calidad del empleo en Colombia," Borradores de Economía y Finanzas, Universidad Icesi, number 7999, Feb.
• Jhon James Mora & Cecilia Albert Verdú & Carlos G. Gonzalez, 2011, "Análisis de la evolución y caracterización de la demanda de educación universitaria en Colombia," Borradores de Economía y Finanzas, Universidad Icesi, number 9451, Nov.
• Carlos Giovanni González Espitia, 2011, "Econometría para la evaluación de políticas públicas con Stata: introducción y análisis de datos," Documentos de Políticas Públicas, Universidad Icesi, number 7814, Jan.
• Observatorio de Políticas Públicas & Ximena Duenas Herrera & Silvana Godoy Mateus & Juan Pablo Milanese, 2011, "Factores y Mapas de Riesgo Electoral. Alcaldía de Cali 2003 y 2007," Documentos de Políticas Públicas, Universidad Icesi, number 9082, Oct.
• Johny Marino Reyes Ingrid Paola Hurtado, 2011, "Colombia: El Traspaso Del Tipo De Cambio A Los Precios. Entre Dos Sistemas Monetarios," Revista Isocuanta, Universidad Santo Tomás, volume 0, issue 0, pages 1-14.
• Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011, "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers, Center for Research in Economics and Statistics, number 2011-05.
• Berenguer Rico, Vanessa & Gonzalo, Jesús, 2011, "Summability of stochastic processes: a generalization of integration and co-integration valid for non-linear processes," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we1115, Jun.
• Morck, Randall & Yeung, Bernard, 2011, "Economics, History, and Causation," Business History Review, Cambridge University Press, volume 85, issue 1, pages 39-63, April.
• Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011, "Quantile Regression with Censoring and Endogeneity," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1797, Apr.
• Teodor HADA, 2011, "Aspects Regarding the Leasing Cost," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 61-68.
• Timm Bönke & Carsten Schröder & Katharina Schulte, 2011, "Zur Entwicklung der Einkommensverteilung unter älteren Menschen in Deutschland seit der Wiedervereinigung," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 80, issue 2, pages 81-99, DOI: 10.3790/vjh.80.2.81.
• Doucouliagos, Hristos (Chris), 2011, "How large is large? Preliminary and relative guidelines for interpreting partial correlations in economics," Working Papers, Deakin University, Department of Economics, number eco_2011_5, Jan.
• Barbara Rossi, 2011, "Advances in Forecasting Under Instability," Working Papers, Duke University, Department of Economics, number 11-20.
• Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011, "One-Sided Representations of Generalized Dynamic Factor Models," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2011-019, Aug.
• Kairat T. Mynbaev, 2011, "Regressions with asymptotically collinear regressors," Econometrics Journal, Royal Economic Society, volume 14, issue 2, pages 304-320, July.
• Lee, Cheng-Few & Gupta, Manak C. & Chen, Hong-Yi & Lee, Alice C., 2011, "Optimal payout ratio under uncertainty and the flexibility hypothesis: Theory and empirical evidence," Journal of Corporate Finance, Elsevier, volume 17, issue 3, pages 483-501, June.
• Arpino, Bruno & Mealli, Fabrizia, 2011, "The specification of the propensity score in multilevel observational studies," Computational Statistics & Data Analysis, Elsevier, volume 55, issue 4, pages 1770-1780, April.
• Chevallier, Julien, 2011, "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, volume 28, issue 6, pages 2634-2656, DOI: 10.1016/j.econmod.2011.08.003.
• Donald, Stephen G. & Hsu, Yu-Chin, 2011, "A new test for linear inequality constraints when the variance–covariance matrix depends on the unknown parameters," Economics Letters, Elsevier, volume 113, issue 3, pages 241-243, DOI: 10.1016/j.econlet.2011.07.018.
• Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011, "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 149-169, June.
• Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011, "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 278-293, June.
• Breitung, Jörg & Eickmeier, Sandra, 2011, "Testing for structural breaks in dynamic factor models," Journal of Econometrics, Elsevier, volume 163, issue 1, pages 71-84, July.
• Malik, Sheheryar & Pitt, Michael K., 2011, "Particle filters for continuous likelihood evaluation and maximisation," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 190-209, DOI: 10.1016/j.jeconom.2011.07.006.
• Serinaldi, Francesco, 2011, "Distributional modeling and short-term forecasting of electricity prices by Generalized Additive Models for Location, Scale and Shape," Energy Economics, Elsevier, volume 33, issue 6, pages 1216-1226, DOI: 10.1016/j.eneco.2011.05.001.
• Vignes, Annick & Etienne, Jean-Michel, 2011, "Price formation on the Marseille fish market: Evidence from a network analysis," Journal of Economic Behavior & Organization, Elsevier, volume 80, issue 1, pages 50-67, DOI: 10.1016/j.jebo.2011.07.003.
• Meyer-ter-Vehn, Moritz & Morris, Stephen, 2011, "The robustness of robust implementation," Journal of Economic Theory, Elsevier, volume 146, issue 5, pages 2093-2104, September.
• Yamada, Ken, 2011, "Labor supply responses to the 1990s Japanese tax reforms," Labour Economics, Elsevier, volume 18, issue 4, pages 539-546, August.
• Hwang, Tsorng-Chyi & Chen, Meng-Gu & Chang, Chia-Lin, 2011, "Price stabilization in the Taiwan hog and broiler industries: Evidence from a STAR approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 82, issue 2, pages 213-219, DOI: 10.1016/j.matcom.2011.03.007.
• Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011, "One-Sided Representations of Generalized Dynamic Factor Models," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 1106, revised Mar 2011.
• Gómez-López, Claudia S. & Barrón Arreola, Karla S. & Moreno Moreno, Luis, 2011, "Crecimiento económico y medio ambiente en México," El Trimestre Económico, Fondo de Cultura Económica, volume 78, issue 311, pages 547-582, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v78i.
• Vladimír Benáček & Eva Michalíková, 2011, "The Factors of Growth of Small Family Businesses: A Robust Estimation of the Behavioral Consistency in the Panel Data Models," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2011/06, Feb, revised Feb 2011.
• Marko Melolinna, 2011, "Using Financial Markets Information to Identify Oil Supply Shocks in a Restricted VAR," Finnish Economic Papers, Finnish Economic Association, volume 24, issue 1, pages 33-54, Spring.
• Arne Henningsen & Géraldine Henningsen, 2011, "Econometric Estimation of the “Constant Elasticity of Substitution" Function in R: Package micEconCES," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2011/9, Jun.
• João Sousa Andrade & António Portugal Duarte, 2011, "The Portuguese Public Finances and the Spanish Horse," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2011-21, Dec.
• Dominique Guegan & Philippe de Peretti, 2011, "An Omnibus Test to Detect Time-Heterogeneity in Time Series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00560221, Oct.
• Dominique Guegan & Philippe de Peretti, 2011, "Tests of structural changes in conditional distributions with unknown changepoints," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00611932, Jul.
• Alberto Holly & Alain Monfort & Michael Rockinger, 2011, "Fourth order pseudo maximum likelihood methods," Post-Print, HAL, number hal-00815562, Apr, DOI: 10.1016/j.jeconom.2011.01.004.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011, "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print, HAL, number hal-00815564, Apr, DOI: 10.1016/j.jeconom.2010.07.009.
• Tang, Chor Foon, 2011, "Multivariate Granger Causality and the Dynamic Relationship between Health Care Spending, Income and Relative Price of Health Care in Malaysia," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 52, issue 2, pages 199-214, December, DOI: 10.15057/22028.
• Daisuke Nagakura, 2011, "How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd10-172, Mar.
• Victor Chernozhukov & Ivan Fernandez-Val & Amanda Kowalski, 2011, "Quantile regression with censoring and endogeneity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/11, May.
• Tómasson, Helgi, 2011, "Some Computational Aspects of Gaussian CARMA Modelling," Economics Series, Institute for Advanced Studies, number 274, Sep.
• John M. Fry & Baoying Lai & Mark Rhodes, 2011, "The interdependence of Coffee spot and futures market," Working Papers, International Network for Economic Research - INFER, number 2011.1.
• Wolfgang Rinnergschwentner & Gottfried Tappeiner & Janette Walde, 2011, "Multivariate Stochastic Volatility via Wishart Processes - A Continuation," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2011-19, Aug.
• Andrés Galvis, 2011, "Potencia Operativa de los Negocios en función de la estructura de inversiones y financiación: caso ecuatoriano," Analítika, Analítika - Revista de Análisis Estadístico/Journal of Statistical Analysis, volume 2, issue 2, pages 55-65, Diciembre.
• SARRACINO Francesco, 2011, "Income missing values imputation: EVS 1999 and 2008," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2011-05, Jan.
• Carlo De Gregorio, 2011, "The dynamics of inflation components and their comparability among countries: the case of the HICP," Rivista di statistica ufficiale, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), volume 13, issue 1, pages 5-32, December.
• Aliye Ayca Supciller & Ozan Capraz, 2011, "AHP-TOPSIS Yontemine Dayali Tedarikci Secimi Uygulamasi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 13, issue 1, pages 1-22, Special I.
• Miroslav Verbic (ed.), 2011, "Advances in Econometrics - Theory and Applications," Books, IntechOpen, number 1032, ISBN: ARRAY(0x98af1740), June, DOI: 10.5772/828.
• Mazza, Jacopo & van Ophem, Hans & Hartog, Joop, 2011, "Unobserved Heterogeneity and Risk in Wage Variance: Does Schooling Provide Earnings Insurance?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5531, Feb.
• Ahmed Nawaz Hakro & Ikhtiar Ali Ghumro, 2011, "Determinants of foreign direct investment flows to Pakistan," Journal of Developing Areas, Tennessee State University, College of Business, volume 44, issue 2, pages 217-242, January-M.
• Andreas Drichoutis & Rodolfo Nayga & Panagiotis Lazaridis & Beom Park, 2011, "A Consistent Econometric Test for Bid Interdependence in Repeated Second-Price Auctions with Posted Prices," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 39, issue 4, pages 329-341, December, DOI: 10.1007/s11293-011-9292-0.
• Maher Asal, 2011, "The Impact of Euro on Sectoral Equity Returns and Portfolio Risk," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 17, issue 2, pages 119-133, May, DOI: 10.1007/s11294-011-9292-5.
• Carmen Cotei & Joseph Farhat, 2011, "An application of the two-stage Bivariate Probit–Tobit model to corporate financing decisions," Review of Quantitative Finance and Accounting, Springer, volume 37, issue 3, pages 363-380, October, DOI: 10.1007/s11156-010-0208-x.
• Hanas Cader & John Leatherman, 2011, "Small business survival and sample selection bias," Small Business Economics, Springer, volume 37, issue 2, pages 155-165, September, DOI: 10.1007/s11187-009-9240-4.
• Schlotter, Martin & Schwerdt, Guido & Wößmann, Ludger, 2011, "Econometric methods for causal evaluation of education policies and practices: A non-technical guide," Munich Reprints in Economics, University of Munich, Department of Economics, number 19780.
• Stéphane GOUTTE & Benteng Zou, 2011, "Foreign exchange rates under Markov Regime switching model," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 11-16.
• Ziegelmeyer, Michael, 2011, "Illuminate the unknown: Evaluation of imputation procedures based on the SAVE Survey," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 11235, Feb.
• Emanuele BACCHIOCCHI, 2011, "Identification through heteroskedasticity: a likelihood-based approach," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-019, Sep.
• Emanuele BACCHIOCCHI, 2011, "Identification in structural VAR models with different volatility regimes," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-039, Dec.
• Emanuele BACCHIOCCHI, 2011, "Identification through heteroskedasticity: a likelihood-based approach," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-19, Sep.
• Emanuele BACCHIOCCHI, 2011, "Identification in structural VAR models with different volatility regimes," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2011-39, Dec.
• Ranjan Ray & Kompal Sinha, 2011, "Interaction between HIV Awareness, Knowledge, Safe Sex Practice and HIV Incidence: Evidence from Botswana," Monash Economics Working Papers, Monash University, Department of Economics, number 12-11, Jun.
• Dominique Guegan & Philippe de Peretti, 2011, "Tests of Structural Changes in Conditional Distributions with Unknown Changepoints," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 11042, Jul.
• Bruno Contini, 2011, "Forecasting Errors: Yet more Problems for Identification?," Economia politica, Società editrice il Mulino, issue 2, pages 185-194.
• Randall Morck & Bernard Yeung, 2011, "Economics, History, and Causation," NBER Working Papers, National Bureau of Economic Research, Inc, number 16678, Jan.
• Bryan S. Graham & Cristine Campos de Xavier Pinto & Daniel Egel, 2011, "Efficient Estimation of Data Combination Models by the Method of Auxiliary-to-Study Tilting (AST)," NBER Working Papers, National Bureau of Economic Research, Inc, number 16928, Apr.
• Lance Lochner & Enrico Moretti, 2011, "Estimating and Testing Models with Many Treatment Levels and Limited Instruments," NBER Working Papers, National Bureau of Economic Research, Inc, number 17039, May.
• Alberto Abadie & Guido W. Imbens & Fanyin Zheng, 2011, "Robust Inference for Misspecified Models Conditional on Covariates," NBER Working Papers, National Bureau of Economic Research, Inc, number 17442, Sep.
• Michal Kolesár & Raj Chetty & John N. Friedman & Edward L. Glaeser & Guido W. Imbens, 2011, "Identification and Inference with Many Invalid Instruments," NBER Working Papers, National Bureau of Economic Research, Inc, number 17519, Oct.
• Jerry A. Hausman & Christopher J. Palmer, 2011, "Heteroskedasticity-Robust Inference in Finite Samples," NBER Working Papers, National Bureau of Economic Research, Inc, number 17698, Dec.
• L. Davezies, 2011, "Fixed effects models, random effects models, mixed models or multilevel models: properties and implementation of modeling of the heterogeneity in presence of clustered data," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2011-03.
• Lee C. Adkins, 2011, "Monte Carlo Experiments Using gretl: A Primer," Economics Working Paper Series, Oklahoma State University, Department of Economics and Legal Studies in Business, number 1103, Jun.
• S M Ali Abbas & Jacques Bouhga-Hagbe & Antonio Fatás & Paolo Mauro & Ricardo C Velloso, 2011, "Fiscal Policy and the Current Account," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 59, issue 4, pages 603-629, November.
• Rana, Seemab, 2011, "Basket peg or flex: A template for assessing the competitiveness of Pakistan’s trade sector," MPRA Paper, University Library of Munich, Germany, number 21333, Nov.
• Santos, Edward P. & Mapa, Dennis S. & Glindro, Eloisa T., 2011, "Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT)," MPRA Paper, University Library of Munich, Germany, number 28266, Jan.
• Kirkpatrick, Colin & Raihan, Selim & Bleser, Adam & Prud'homme, Dan & Mayrand, Karel & Morin, Jean Frederic & Pollitt, Hector & Hinojosa, Leonith & Williams, Michael, 2011, "Trade sustainability impact assessment (SIA) on the comprehensive economic and trade agreement (CETA) between the EU and Canada: Final report," MPRA Paper, University Library of Munich, Germany, number 28812, Jun.
• Livan, Giacomo & Alfarano, Simone & Scalas, Enrico, 2011, "The fine structure of spectral properties for random correlation matrices: an application to financial markets," MPRA Paper, University Library of Munich, Germany, number 28964, Feb.
• Kamal, Mona, 2011, "Bayesian Estimation of Dynamic Stochastic General Equilibrium Model Using UK Data," MPRA Paper, University Library of Munich, Germany, number 28988, Feb.
• Khan, Shakeeb & Ponomareva, Maria & Tamer, Elie, 2011, "Identification of Panel Data Models with Endogenous Censoring," MPRA Paper, University Library of Munich, Germany, number 30373, Apr.
• Bayraci, Selcuk & Ari, Yakup & Yildirim, Yavuz, 2011, "A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets," MPRA Paper, University Library of Munich, Germany, number 30475, Apr.
• Dinda, Soumyananda, 2011, "China’s Trade in Asia and the World: Long run Relation with Short run Dynamics," MPRA Paper, University Library of Munich, Germany, number 30664, Apr, revised 04 May 2011.
• Geurdes, Han / J. F., 2011, "On the mathematical form of CVA in Basel III," MPRA Paper, University Library of Munich, Germany, number 30955.
• Sinha, Pankaj & Gupta, Sushant, 2011, "Mergers and Acquisitions: A pre-post analysis for the Indian financial services sector," MPRA Paper, University Library of Munich, Germany, number 31253, Apr.
• Mohamed, Issam A.W., 2011, "Optimization of hydroelectric power generation, case study of Roseires Dam in Sudan," MPRA Paper, University Library of Munich, Germany, number 31558.
• Mohamed, Issam A.W., 2011, "Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen," MPRA Paper, University Library of Munich, Germany, number 31692.
• Wintenberger, Olivier & Cai, Sixiang, 2011, "Parametric inference and forecasting in continuously invertible volatility models," MPRA Paper, University Library of Munich, Germany, number 31767, Jun.
• Mohamed, Issam A.W., 2011, "Introduction to the Macroeconomic Structure of Yemen," MPRA Paper, University Library of Munich, Germany, number 31782.
• Mailu, Stephen & Lukibisi, Barasa & Waithaka, Michael, 2011, "Application of various count models: Sahiwal demand from Naivasha," MPRA Paper, University Library of Munich, Germany, number 32074, May, revised 06 Jul 2011.
• Raghav, Manu & Barreto, Humberto, 2011, "Understanding and teaching unequal probability of selection," MPRA Paper, University Library of Munich, Germany, number 32334, Jun.
• Geurdes, Han / J.F., 2011, "Macro-economy in models for default probability," MPRA Paper, University Library of Munich, Germany, number 32666, Jul.
• Bai, Jushan & Wang, Peng, 2011, "Conditional Markov chain and its application in economic time series analysis," MPRA Paper, University Library of Munich, Germany, number 33369, Aug.
• Roychowdhury, Punarjit & Dutta, Mousumi, 2011, "Regulation, governance and informality: an empirical analysis of selected countries," MPRA Paper, University Library of Munich, Germany, number 33775, Sep.
• Chani, Muhammad Irfan & Pervaiz, Zahid & Jan, Sajjad Ahmad & Ali, Amjad & Chaudhary, Amatul R., 2011, "Poverty, inflation and economic growth: empirical evidence from Pakistan," MPRA Paper, University Library of Munich, Germany, number 34290, revised 2011.
• Taştan, Hüseyin, 2011, "Simulation based estimation of threshold moving average models with contemporaneous shock asymmetry," MPRA Paper, University Library of Munich, Germany, number 34302.
• Halkos, George & Tzeremes, Nickolaos, 2011, "Kuznets curve and environmental performance: evidence from China," MPRA Paper, University Library of Munich, Germany, number 34312, Oct.
• Hasan, Syed Akif & Subhani, Muhammad Imtiaz & Osman, Ms. Amber, 2011, "Marketing is all about taking money from customers (an application of Tobit model)," MPRA Paper, University Library of Munich, Germany, number 34762.
• Kozhurin, Fedir, 2011, "Supramacroeconomics: the newest management technology," MPRA Paper, University Library of Munich, Germany, number 34842, Nov.
• Dinda, Soumyananda, 2011, "Climate Change and Development: Trade Opportunities of Climate Smart Goods and Technologies in Asia," MPRA Paper, University Library of Munich, Germany, number 34883, Aug, revised Nov 2011.
• Liu, Luke, 2011, "Monetary policy, bank size and bank lending: Evidence from Australia," MPRA Paper, University Library of Munich, Germany, number 35033, Jun.
• Aguilar, Ruben & Valdivia, Daney, 2011, "Precios de exportación de gas natural para Bolivia: Modelación y pooling de pronósticos
  [Bolivian natural gas export prices: Modeling and forecast pooling]," MPRA Paper, University Library of Munich, Germany, number 35485, Oct.
• Travaglini, Guido, 2011, "Principal Components and Factor Analysis. A Comparative Study," MPRA Paper, University Library of Munich, Germany, number 35486, Oct.
• Rotaru, Paul Costel, 2011, "Identificarea disparităților regionale privind ocuparea populatiei pe domenii de activitate în România în anul 2009," MPRA Paper, University Library of Munich, Germany, number 35628, Dec.
• Gurgul, Henryk & Lach, Lukasz & Mestel, Roland, 2011, "The relationship between budgetary expenditure and economic growth in Poland," MPRA Paper, University Library of Munich, Germany, number 35784, Dec.
• Sahbaz, A, 2011, "Cari İşlem Açıklarının Sürdürülebilirliği: 2001-2011 Türkiye Örneği
  [Current Account Deficits Sustainability: 2001-2011 The Case Of Turkey]," MPRA Paper, University Library of Munich, Germany, number 36294, Oct.
• Deluna, Roperto Jr, 2011, "Factors Affecting the Magnitude of Poor Families Across the Philippines: A Cross Section Data Analysis," MPRA Paper, University Library of Munich, Germany, number 36606.
• Guzman, Giselle C., 2011, "The case for higher frequency inflation expectations," MPRA Paper, University Library of Munich, Germany, number 36656, Jun.
• Mynbaev, Kairat & Ibrayeva, Saniya, 2011, "Housing market of Almaty," MPRA Paper, University Library of Munich, Germany, number 36683, Oct.
• Sasikumar, Anoop, 2011, "Testing for weak form market efficiency in Indian foreign exchange market," MPRA Paper, University Library of Munich, Germany, number 37071, May.
• Ekizceleroglu, Caner, 2011, "Türkiye’de Bilgi Ekonomisi ve Bilgi Yoğun Malların Dış Ticareti (1969-2009)
  [Knowledge Economy and Foreign Trade of Knowledge Intensive Goods In Turkey (1969-2009)]," MPRA Paper, University Library of Munich, Germany, number 37543, Jan.
• Herrera Gómez, Marcos & Mur Lacambra, Jesús & Ruiz Marín, Manuel, 2011, "¿Cuál matriz de pesos espaciales?. Un enfoque sobre selección de modelos
  [Which spatial weighting matrix? An approach for model selection]," MPRA Paper, University Library of Munich, Germany, number 37585.
• Raihan, Selim, 2011, "Infrastructure and Growth and Poverty in Bangladesh," MPRA Paper, University Library of Munich, Germany, number 37882, May.
• Fan, Jianqing & Liao, Yuan & Mincheva, Martina, 2011, "Large covariance estimation by thresholding principal orthogonal complements," MPRA Paper, University Library of Munich, Germany, number 38697.
• Liao, Yuan & Jiang, Wenxin, 2011, "Posterior consistency of nonparametric conditional moment restricted models," MPRA Paper, University Library of Munich, Germany, number 38700.
• Oparinde, Adewale & Hodge, Ian, 2011, "Building livelihood resilience: a case study of factors affecting farm households’ adoption of coping and adaptive strategies in rural Nigeria," MPRA Paper, University Library of Munich, Germany, number 39162, Mar.
• Cvijanović, Drago & Andrei, Jean & Subić, Jonel & Ion, Raluca, 2011, "Proceedings"Agro-food and rural economy competitiveness in terms of global crisis"," MPRA Paper, University Library of Munich, Germany, number 39480, Sep.
• Dovonon, Prosper & Renault, Eric, 2011, "Testing for Common GARCH Factors," MPRA Paper, University Library of Munich, Germany, number 40224, Jun.
• Rodríguez, Carlos A., 2011, "Credibilidad, pérdida social y estancamiento económico: el caso de Puerto Rico
  [Credibility, Social Loss and Economic Stagnation: the Case of Puerto Rico]," MPRA Paper, University Library of Munich, Germany, number 41277.
• Andreas, Brunhart, 2011, "Stock market’s reactions to revelation of tax evasion: an empirical assessment," MPRA Paper, University Library of Munich, Germany, number 42047, Oct, revised Sep 2012.
• Lozano Rojas, Felipe Andres, 2011, "HUMAN Capital Contracts in Chile : An excercise based on Income data on Chilean HE graduates," MPRA Paper, University Library of Munich, Germany, number 42982, Jul, revised 29 Nov 2012.
• Nizar, Muhammad Afdi, 2011, "Siklikalitas Kebijakan Fiskal Di Indonesia
  [cyclicality of fiscal policy in Indonesia]," MPRA Paper, University Library of Munich, Germany, number 65607.
• Dilip Abreu & Mihai Manea, 2011, "Markov Equilibria in a Model of Bargaining in Networks," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1359, Sep.
• Stephen Morris & Satoru Takahashi, 2011, "Common Certainty of Rationality Revisited," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1301, Feb.
• Sylvain Chassang, 2011, "Calibrated Incentive Contracts," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1316, Apr.
• Gonzalo Cisternas, 2011, "A Continuous-Time Model of Career Concerns and Human Capital Accumulation," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1327, May.
• Marco Battaglini & Salvatore Nunnari & Thomas Palfrey, 2011, "The Free Rider Problem: a Dynamic Analysis," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1354, Jul.
• Hyun-Soo Choi & Harrison Hong & Jose Scheinkman, 2011, "Speculating on Home Improvements," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1355, Jul.
• Dilip Abreu & Yuliy Sannikov, 2011, "An Algorithm for Two Player Repeated Games with Perfect Monitoring," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1360, Oct.
• John Jerrim & Anna Vignoles, 2011, "The use (and misuse) of statistics in understanding social mobility: regression to the mean and the cognitive development of high ability children from disadvantaged homes," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 11-01, Mar, revised 20 Apr 2011.
• Jhon James Mora & María Paola Ulloa, 2011, "Calidad del empleo en las principales ciudades colombianas y endogeneidad de la educación," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, volume 13, issue 25, pages 163-177, July-Dece.
• Rohit Vishal Kumar & Dhekra Azouzi, 2011, "Tunisian and Indian Forex Markets: A Comparision on Forward Rate Unbiased Hypothesis," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 14, issue 40, pages 81-98, June.
• Sebastian Fossati, 2011, "Dating U.S. Business Cycles with Macro Factors," Working Papers, University of Alberta, Department of Economics, number 2011-05, May.
• Ivan Svetunkov, 2011, "New coefficients of econometrics models quality estimation," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 24, issue 4, pages 85-99.
• Aysu Insel & Mahmut Tekce, 2011, "Bilateral Trade Flows in the Gulf Cooperation Council Countries : What happend to the Middle East Integration after 2003?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 26, pages 244-275.
• Matías Mayor Fernández & Esteba Fernández Vázquez, 2011, "Contributions to spatial econometrics: non-linearity, causality and empirical applications," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 21, pages 5-8.
• Iman NOSOOHI & Ali ZEINAL - HAMADANI, 2011, "Urban Planning With The Aid Of Factor Analysis Approach: The Case Of Isfahan Municipality," Theoretical and Empirical Researches in Urban Management, Research Centre in Public Administration and Public Services, Bucharest, Romania, volume 6, issue 1, pages 56-69, February.
• Maddalena Cavicchioli, 2011, "Structural Macroeconomic Analysis for Dynamic Factor Models," Rivista di Politica Economica, SIPI Spa, issue 4, pages 39-69, October-D.
• Mario Forni & Marc Hallin & Marco Lippi & Paolo Zaffaroni, 2011, "One-Sided Representations of Generalized Dynamic Factor Models," DSS Empirical Economics and Econometrics Working Papers Series, Centre for Empirical Economics and Econometrics, Department of Statistics, "Sapienza" University of Rome, number 2011/5, Dec.
• Andreas A. Andrikopoulos & Dimitrios C. Gkountanis, 2011, "Issues and Models in Applied Econometrics: A partial survey," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 9, issue 2, pages 107-165.