Research classified by Journal of Economic Literature (JEL) codes

2008

• Peter Asch & Burton G. Malkiel & Richard E. Quandt, 2008, "Market Efficiency in Racetrack Betting: Further Evidence and a Correction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 37, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Donald B. Hausch & William T. Ziemba & Mark Rubinstein, 2008, "Efficiency Of The Market For Racetrack Betting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 38, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Donald B. Hausch & William T. Ziemba, 2008, "Transactions Costs, Extent Of Inefficiencies, Entries And Multiple Wagers In A Racetrack Betting Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 39, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Donald B. Hausch & William T. Ziemba, 2008, "Arbitrage Strategies for Cross-Track Betting on Major Horse Races," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 40, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Donald B. Hausch & William T. Ziemba, 2008, "Locks at the Racetrack," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 41, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Jay R. Ritter, 2008, "Racetrack Betting–An Example Of A Market With Efficient Arbitrage," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 42, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba, 2008, "Introduction to the Efficiency of Exotic Wagering Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 43, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Mukhtar M. Ali, 2008, "Some Evidence Of The Efficiency Of A Speculative Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 44, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Peter Asch & Richard E. Quandt, 2008, "Efficiency and Profitability in Exotic Bets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 45, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Victor S. Y. Lo & Kelly Busche, 2008, "How Accurately Do Bettors Bet in Doubles ?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 46, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba, 2008, "Pricing Exotic Racetrack Wagers," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 47, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Antti Kanto & Gunnar Rosenqvist, 2008, "On The Efficiency Of The Market For Double (Quinella) Bets At A Finnish Racetrack," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 48, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Brian R. Canfield & Bruce C. Fauman & William T. Ziemba, 2008, "Efficient Market Adjustment Of Odds Prices To Reflect Track Biases," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 49, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Sandra Betton, 2008, "POST POSITION BIAS: An Econometric Analysis of the 1987 Season at Exhibition Park," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 50, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Donald B. Hausch & Victor S. Y. Lo & William T. Ziemba, 2008, "Introduction to the Efficiency of Racetrack Betting Markets in England," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 51, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Jack Dowie, 2008, "On the Efficiency and Equity of Betting Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 52, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• N F R Crafts, 2008, "Winning Systems?: Some Further Evidence on Insiders and Outsiders in British Horse Race Betting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 53, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Paul E. Gabriel & James R. Marsden, 2008, "An Examination of Market Efficiency in British Racetrack Betting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 54, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Paul Gabriel & James R. Marsden, 2008, "An Examination of Efficiency in British Racetrack Betting: Errata and Corrections," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 55, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• William T. Ziemba & Donald B. Hausch, 2008, "The Dr. Z Betting System in England," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 56, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• R. Bird & M. McCrae, 2008, "The Efficiency Of Racetrack Betting Markets: Australian Evidence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 57, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• R. H. Tuckwell, 2008, "Anomalies In The Gambling Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 58, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Ron Bird & Michael Mccrae, 2008, "Tests Of The Efficiency Of Racetrack Betting Using Bookmaker Odds," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 59, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Kelly Busche & Christopher D. Hall, 2008, "An Exception to the Risk Preference Anomaly," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 60, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Kelly Busche, 2008, "Efficient Market Results in an Asian Setting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 61, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Siew Meng Leong & Kian Guan Lim, 2008, "Cross-Track Betting: Is the Crass Greener on the Other Side ?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 62, in: Donald B Hausch & Victor SY Lo & William T Ziemba, "Efficiency Of Racetrack Betting Markets".
• Basu, A & Polsky, D & Manning, W G, 2008, "Use of propensity scores in non-linear response models: The case for health care expenditures," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 08/11, May.
• Melolinna, Marko, 2008, "Using financial markets information to identify oil supply shocks in a restricted VAR," Bank of Finland Research Discussion Papers, Bank of Finland, number 9/2008.
• Zhang, Junni L. & Härdle, Wolfgang Karl, 2008, "The bayesian additive classification tree applied to credit risk modelling," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-003.
• Chen, Ray-Bing & Guo, Meihui & Härdle, Wolfgang Karl & Huang, Shih-Feng, 2008, "Independent component analysis via copula techniques," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-004.
• Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008, "Measuring downside risk — realised semivariance," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-42, Sep.
• George C. Galster, 2008, "Quantifying the Effect of Neighbourhood on Individuals: Challenges, Alternative Approaches, and Promising Directions," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, volume 128, issue 1, pages 7-48.
• Jongeneel, Roelof A. & Tonini, Axel, undated, "The 'Milk Quotas Rent Puzzle' In The Eu: Economic Significance, Review, And Policy Relevance," 109th Seminar, November 20-21, 2008, Viterbo, Italy, European Association of Agricultural Economists, number 44796, DOI: 10.22004/ag.econ.44796.
• Galluzzo, Nicola, undated, "The Impact Of Ii Pillar On The Multifunctionality In Italian Farms: Analysis On The Farm Holidays," 109th Seminar, November 20-21, 2008, Viterbo, Italy, European Association of Agricultural Economists, number 44850, DOI: 10.22004/ag.econ.44850.
• Bezlepkina, Irina V. & Jongeneel, Roelof A. & Karaczun, Zbigniew, undated, "New Member States And Cross Compliance: The Case Of Poland," 109th Seminar, November 20-21, 2008, Viterbo, Italy, European Association of Agricultural Economists, number 44852, DOI: 10.22004/ag.econ.44852.
• Acciani, Claudio & Fucilli, Vincenzo & Sardaro, Ruggiero, undated, "Model Tree: An Application In Real Estate Appraisal," 109th Seminar, November 20-21, 2008, Viterbo, Italy, European Association of Agricultural Economists, number 44853, DOI: 10.22004/ag.econ.44853.
• Onofri, Laura & Nunes, Paulo A.L.D. & Cenoz, Jasone & Gorter, Durk, 2008, "Language Diversity in Urban Landscapes: An Econometric Study," Knowledge, Technology, Human Capital Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 36764, Apr, DOI: 10.22004/ag.econ.36764.
• Nicola, Danieli Scalcon & Freitas, Clailton Ataides & Paz, Marlon Vidal, 2008, "Previsão Dos Preços Do Açúcar E Análise Da Sua Volatilidade No Mercado Futuro Brasileiro (2003 A 2007): Uma Aplicação De Modelos Da Família Arch," 46th Congress, July 20-23, 2008, Rio Branco, Acre, Brazil, Sociedade Brasileira de Economia, Administracao e Sociologia Rural (SOBER), number 108829, Jul, DOI: 10.22004/ag.econ.108829.
• Raluca DRACEA & Cristian STANCIU & Ekrem TUFAN, 2008, "The Impact of the Fiscal Competition on The Migration in European Union," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, volume 3, issue 36, pages 1267-1273, May.
• Halil Altintas & Hakan Cetintas & Sami Taban, 2008, "Econometric Analysis Of The Relationship Between Budget Deficit, Monetary Growth And Inflation In Turkey- 1992–2006," Anadolu University Journal of Social Sciences, Anadolu University, volume 8, issue 2, pages 185-208, December.
• Pankaj Sinha & Ashok K. Bansal, 2008, "Hierarchical Bayes Prediction for the 2008 US Presidential Election," Journal of Prediction Markets, University of Buckingham Press, volume 2, issue 3, pages 47-59, December.
• Les Oxley & Marco Reale & Granville Tunnicliffe Wilson, 2008, "Constructing Structural VAR Models with Conditional Independence Graphs," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/19, Nov.
• Bruno Contini, 2008, "Forecasting errors: yet more problems for identification?," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 88.
• Wong, Woon K, 2008, "A Unique Orthogonal Variance Decomposition," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/10, Apr.
• Nohora Y. Forero Ram√≠rez & Manuel Ram√≠rez G√≥mez, 2008, "Determinantes de los ingresos laborales de los graduados universitarios durante el per√≠odo 2001-2004," Documentos de Trabajo, Universidad del Rosario, number 4591, Jan.
• Juan Ricardo Perilla Jiménez, 2008, "Determinantes inmediatos y fundamentales del Crecimiento económico en Colombia bajo el Método Bayesiano de selección de variables," Archivos de Economía, Departamento Nacional de Planeación, number 5118, Oct.
• Nohora Y. Forero Ramírez & Manuel Ramírez Gómez, 2008, "Determinantes de los ingresos laborales de los graduados universitarios en Colombia: un análisis a partir de la Herramienta de Seguimiento a Graduados," Revista de Economía del Rosario, Universidad del Rosario.
• Néstor Juan Sanabria Landazábal, 2008, "Estado del Arte, Hasta El primer lustro de los Noventa, de la Demanda residencial de Energía," Revista Equidad y Desarrollo, Universidad de la Salle, DOI: 10.19052/ed.267.
• Christian Francq & Jean-Michel Zakoïan, 2008, "Testing the Nullity of GARCH Coefficients : Correction of the Standard Tests and Relative Efficiency Comparisons," Working Papers, Center for Research in Economics and Statistics, number 2008-04.
• Dikaios Tserkezos & Konstantinos Tsagarakis, 2008, "A Note on Missing Data Effects on the Hausman (1978) Simultaneity Test: Some Monte Carlo Results," Working Papers, University of Crete, Department of Economics, number 0821, Jun.
• Escribano, Álvaro & Guasch, J. Luis, 2008, "Robust methodology for investment climate assessment on productivity: application to investment climate surveys from Central America," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we081911, Jun.
• Escribano, Álvaro & Guasch, J. Luis & Orte, Manuel De & Pena, Jorge, 2008, "Investment climate and firm’s economic performance: econometric methodology and application to Turkey's investment climate survey," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we082113, Jun.
• Donald W.K. Andrews & Sukjin Han, 2008, "Invalidity of the Bootstrap and the m Out of n Bootstrap for Interval Endpoints Defined by Moment Inequalities," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1671, Jul.
• Mario A. Maggioni & Teodora Erika Uberti & Stefano Usai, 2008, "Treating patent as relational data: Knowledge transfers and spillovers across Italian provinces," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS), number dis0802.
• Carlos Bozzoli & Tilman Brück & Thorsten Drautzburg & Simon Sottsas, 2008, "Economic Costs of Mass Violent Conflicts: Final Report for the Small Arms Survey, Geneva, Switzerland," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, number pbk42, ISBN: ARRAY(0x82311d58).
• Bruno Arpino & Fabrizia Mealli, 2008, "The specification of the propensity score in multilevel observational studies," Working Papers, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi, number 006, Oct.
• Diebold, Francis X. & Li, Canlin & Yue, Vivian Z., 2008, "Global yield curve dynamics and interactions: A dynamic Nelson-Siegel approach," Journal of Econometrics, Elsevier, volume 146, issue 2, pages 351-363, October.
• Fok, D. & Paap, R. & Franses, Ph.H.B.F., 2008, "Incorporating responsiveness to marketing efforts in brand choice modelling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2008-15, Aug.
• Raluca Dacea & Cristian Stanciu & Narcis Eduard Mitu, 2008, "The Impact of the Fiscal Competition on the Migration in The European Union," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 101-110.
• Paulo A.L.D. Nunes & Laura Onofri & Jasone Cenoz & Durk Gorter, 2008, "Language Diversity in Urban Landscapes: An econometric study," Working Papers, Fondazione Eni Enrico Mattei, number 2008.40, Apr.
• S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008, "Real-time measurement of business conditions," Working Papers, Federal Reserve Bank of Philadelphia, number 08-19.
• Matteo Modena, 2008, "An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates," Working Papers, Business School - Economics, University of Glasgow, number 2008_35, Sep.
• Matteo Modena, 2008, "The Term Structure and the Expectations Hypothesis: a Threshold Model," Working Papers, Business School - Economics, University of Glasgow, number 2008_36, Jul.
• Audrey Dumas & Saïd Hanchane, 2008, "Qualité de la formation professionnelle initiale au Maroc et impact des actions de formation continue sur les performances des entreprises marocaines," Working Papers, HAL, number halshs-00382948.
• Gadd, Håkan & Hansson, Gustav & Månsson, Jonas, 2008, "Evaluating the impact of firm subsidy using a multilevel propensity score approach," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:3, Jul.
• Ignacio Ab solo & Jaime Pinilla & Miguel Negr n, 2008, "Equity in the utilization of public health care services by regions in Spain: a multinivel analysis," Hacienda Pública Española / Review of Public Economics, IEF, volume 187, issue 4, pages 87-106, December.
• Ernesto Cupé Clemente, 2008, "Descomposición dual del R2 en modelos de regresión lineal," Investigación & Desarrollo, Universidad Privada Boliviana, number 0108.
• Roshaiza Taha & Nanthakumar Loganathan, 2008, "Causality Between Tax Revenue And Government Spending In Malaysia," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 2, issue 2, pages 63-73.
• Aviv Nevo & Adam Rosen, 2008, "Identification with imperfect instruments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/08, Jun.
• Guido Imbens & Jeffrey M. Wooldridge, 2008, "Recent developments in the econometrics of program evaluation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/08, Aug.
• Hasan Ağan KARADUMAN, 2008, "Türkiye’de Büyüme Hızının Asimetrik Davranışı: Lstar Modeli," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 271, pages 115-132.
• Harun DOĞAN, 2008, "Türkiye’de finans ve reel ekonomi ilişkisi: Schumpeter haklı mıydı?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 23, issue 272, pages 49-79.
• Daisuke Nagakura, 2008, "How Are Shocks to Trend and Cycle Correlated? A Simple Methodology for Unidentified Unobserved Components Models," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 08-E-24, Oct.
• Marcus Adolphson, 2008, "New urban settlements in a perspective of public and private interests. Case study: a Swedish municipality within the hinterland of the Stockholm city," Journal of Geographical Systems, Springer, volume 10, issue 4, pages 345-367, December, DOI: 10.1007/s10109-008-0065-5.
• Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008, "Is It Possible to Construct Derivatives for the Paris Residential Market?," The Journal of Real Estate Finance and Economics, Springer, volume 37, issue 3, pages 233-264, October, DOI: 10.1007/s11146-008-9114-6.
• Thomas Bundt & Robert Murphy, 2008, "Are residual economic relationships normally distributed? Testing an assumption of neoclassical economics," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, volume 21, issue 4, pages 329-340, December, DOI: 10.1007/s11138-008-0045-5.
• Luis Gil-Alana & Rolando Peláez, 2008, "The persistence of earnings per share," Review of Quantitative Finance and Accounting, Springer, volume 31, issue 4, pages 425-439, November, DOI: 10.1007/s11156-007-0077-0.
• Nadia Saleem, 2008, "Measuring Volatility of Inflation in Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 2, pages 99-128, Jul-Dec.
• Monique Le Guen, 2008, "Ce qu'apporte l'exploration dynamique des données dans l'enseignement de la statistique," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number r08046, Jul.
• Anirban Basu & Daniel Polsky & Willard G. Manning, 2008, "Use of Propensity Scores in Non-Linear Response Models: The Case for Health Care Expenditures," NBER Working Papers, National Bureau of Economic Research, Inc, number 14086, Jun.
• Ariel Pakes, 2008, "Theory and Empirical Work on Imperfectly Competitive Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 14117, Jun.
• Guido M. Imbens & Jeffrey M. Wooldridge, 2008, "Recent Developments in the Econometrics of Program Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 14251, Aug.
• S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2008, "Real-Time Measurement of Business Conditions," NBER Working Papers, National Bureau of Economic Research, Inc, number 14349, Sep.
• Debopam Bhattacharya & Pascaline Dupas, 2008, "Inferring Welfare Maximizing Treatment Assignment under Budget Constraints," NBER Working Papers, National Bureau of Economic Research, Inc, number 14447, Oct.
• Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008, "Measuring downside risk-realised semivariance," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W02, 01.
• Neil Shephard & Torben Andersen, 2008, "Stochastic Volatility: Origins and Overview," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W04, May.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2008-W10, Jan.
• Lee C. Adkins, 2008, "Small Sample Performance of Instrumental Variables Probit Estimators: A Monte Carlo Investigation," Economics Working Paper Series, Oklahoma State University, Department of Economics and Legal Studies in Business, number 0807, Sep.
• Neil Shephard & Ole E. Barndorff-Nielsen, 2008, "Modelling and measuring volatility," Economics Series Working Papers, University of Oxford, Department of Economics, number 2008--FE-31, Nov.
• Neil Shephard & Silja Kinnebrock & Ole E. Barndorff-Neilsen, 2008, "Measuring downside risk - realised semivariance," Economics Series Working Papers, University of Oxford, Department of Economics, number 382, Jan.
• Neil Shephard & Torben G. Andersen, 2008, "Stochastic Volatility: Origins and Overview," Economics Series Working Papers, University of Oxford, Department of Economics, number 389, Mar.
• Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers, University of Oxford, Department of Economics, number 397, Jul.
• Neil Shephard & Kevin Sheppard & Robert F. Engle, 2008, "Fitting vast dimensional time-varying covariance models," Economics Series Working Papers, University of Oxford, Department of Economics, number 403, Sep.
• Nikkin L. Beronilla & Dennis S. Mapa, 2008, "Range-based models in estimating value-at-risk (VaR)," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 45, issue 2, pages 87-99, December.
• Sinha, Pankaj & Bansal, Ashok, 2008, "Hierarchical Bayes prediction for the 2008 US Presidential election," MPRA Paper, University Library of Munich, Germany, number 10470, Aug.
• Hooy, Chee-Wooi & Chan, Tze-Haw, 2008, "Examining Exchange Rates Exposure, J-Curve and the Marshall-Lerner Condition for High Frequency Trade Series between China and Malaysia," MPRA Paper, University Library of Munich, Germany, number 10916, Aug, revised 06 Oct 2008.
• Santarossa, Gino, 2008, "Note d'introduction sur l'évaluation d'impact d'un programme public par la méthode de régression par discontinuité
  [The Evaluation of Public Program Effect Using Regression Discontinuity Method : An introduction]," MPRA Paper, University Library of Munich, Germany, number 11268, Oct.
• Matsuki, Takashi & Usami, Ryoichi, 2008, "Long-run growth patterns within Asian NIEs: Empirical analysis based on the panel unit root test, allowing the heterogeneity of time trend and endogenous multiple structural breaks," MPRA Paper, University Library of Munich, Germany, number 11541.
• Venier, Guido, 2008, "A Simple Hypothesis Test for Heteroscedasticity," MPRA Paper, University Library of Munich, Germany, number 11591, Nov.
• Rossi, Eduardo & Spazzini, Filippo, 2008, "Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis," MPRA Paper, University Library of Munich, Germany, number 12260.
• Corduneanu, Carmen & Turcas, Daniela, 2008, "Optimizing models of a stock portfolio issued by Financial Investment Companies," MPRA Paper, University Library of Munich, Germany, number 12919, Dec.
• Atiq-ur-Rehman, Atiq-ur-Rehman & Zaman, Asad, 2008, "Model specification, observational equivalence and performance of unit root tests," MPRA Paper, University Library of Munich, Germany, number 13489, Jul.
• Shamiri, Ahmed, 2008, "Volatility Transmission: What Does Asia-Pacific Markets Expect?," MPRA Paper, University Library of Munich, Germany, number 13706.
• Faghih, Nezameddin & Faghih, Ali, 2008, "Nyquist Frequency in Sequentially Sampled Data," MPRA Paper, University Library of Munich, Germany, number 14311.
• Drezner, Zvi & Turel, Ofir & Zerom, Dawit, 2008, "A modified Kolmogorov-Smirnov test for normality," MPRA Paper, University Library of Munich, Germany, number 14385, Oct, revised 30 Mar 2009.
• Rao, Surekha & Ghali, Moheb & Krieg, John, 2008, "On the J-test for nonnested hypotheses and Bayesian extension," MPRA Paper, University Library of Munich, Germany, number 14637, Jan.
• Mukherjee, Sacchidananda & Shah, Zankhana & Kumar, M. Dinesh, 2008, "Large reservoirs: are they the last Oasis for the survival of cities in India?," MPRA Paper, University Library of Munich, Germany, number 15640, Apr.
• Aguirregabiria, Victor, 2008, "Comment: The Identification Power of Equilibrium in Simple Games," MPRA Paper, University Library of Munich, Germany, number 15987, Jul.
• Harding, Don, 2008, "FoolWatch: A Case study of econometric analysis and evidenced-based-policy making in the Australian Government," MPRA Paper, University Library of Munich, Germany, number 16041, Jul.
• Harding, Don, 2008, "FoolWatch - Further Discussion of Econometric Analysis Undertaken By ACCC," MPRA Paper, University Library of Munich, Germany, number 16048, Jul.
• Islam, Tanweer ul, 2008, "Normality Testing- A New Direction," MPRA Paper, University Library of Munich, Germany, number 16452.
• Francq, Christian & Zakoian, Jean-Michel, 2008, "Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons," MPRA Paper, University Library of Munich, Germany, number 16672.
• Maldonado, Diego & Pazmiño, Mariela, 2008, "Nuevas Herramientas para la Administración del Riesgo Crediticio: El caso de una Cartera Crediticia Ecuatoriana
  [New Management Tool for Credit Risk analysis: An aplication for Financial Institution in Ecuador]," MPRA Paper, University Library of Munich, Germany, number 17163, Dec, revised 30 Dec 2008.
• Arpino, Bruno & Mealli, Fabrizia, 2008, "The specification of the propensity score in multilevel observational studies," MPRA Paper, University Library of Munich, Germany, number 17407.
• Tiffin, R & Arnoult, M, 2008, "Bayesian estimation of the infrequency of purchase model with an application to food demand in the UK," MPRA Paper, University Library of Munich, Germany, number 18836, Aug.
• Pavlyuk, Dmitry, 2008, "An Efficiency Analysis of European Countries' Railways," MPRA Paper, University Library of Munich, Germany, number 20922, Aug.
• Bandyopadhyay, Kaushik Ranjan, 2008, "Implication of Fuel Price Deregulation on Fuel Demand and CO2 Emission: A Case Study of Car Ownership and Utilisation in India," MPRA Paper, University Library of Munich, Germany, number 25641, revised 2009.
• Ahmed, Walid M.A., 2008, "Cointegration and dynamic linkages of international stock markets: an emerging market perspective," MPRA Paper, University Library of Munich, Germany, number 26986, Dec.
• Cavalcante, Mileno, 2008, "Preços do petróleo e bolhas especulativas: algumas evidências para o mercado de WTI
  [Crude oil prices and speculative bubbles: evidence from the WTI market]," MPRA Paper, University Library of Munich, Germany, number 28582, Aug.
• Guzman, Giselle C., 2008, "Using sentiment to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36505, Jun.
• Deluna, Roperto Jr, 2008, "Anthropogenic Carbon Dioxide Emmision in Asia: Effect of Population, Affluence and Energy Effeciency," MPRA Paper, University Library of Munich, Germany, number 36603.
• Mohamed Hassan, Hisham, 2008, "Cointegration growth, poverty and inequality in Sudan," MPRA Paper, University Library of Munich, Germany, number 36651, May, revised Feb 2012.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Lotfi, Habib & Ahmadzadeh Mashinchi, Sina, 2008, "Investigating the effect of granted facilities by specialist banks to agriculture part on value added agriculture part of Iran," MPRA Paper, University Library of Munich, Germany, number 37979, Sep.
• Baccouche, Rafik & Bouoiyour, Jamal & Hatem, M’Henni & Mouley, Sami, 2008, "Dynamique des investissements, mutations sectorielles et convertibilité du compte de capital : impacts des mesures de libéralisation et expériences comparées Tunisie - Maroc
  [Dynamics of investments, changing industry and convertibility capital ac," MPRA Paper, University Library of Munich, Germany, number 38148, Aug.
• Bouoiyour, Jamal & Dumas, Audrey & Hanchane, Said, 2008, "Qualité de la formation professionnelle initiale au Maroc et impact des actions de formation continue sur les performances des entreprises marocaines
  [Quality of initial vocational training in Morocco and impact of job training on the performance ," MPRA Paper, University Library of Munich, Germany, number 38223, Aug.
• Dovonon, Prosper, 2008, "Large sample properties of the three-step euclidean likelihood estimators under model misspecification," MPRA Paper, University Library of Munich, Germany, number 40025, Nov, revised 16 May 2010.
• Dovonon, Prosper, 2008, "Conditionally heteroskedastic factor models with skewness and leverage effects," MPRA Paper, University Library of Munich, Germany, number 40206, Dec, revised Feb 2012.
• Almosabbeh, Imadeddin, 2008, "العوامل المؤثرة في البطالة في الجمهورية العربية السورية دراسة تطبيقية باستخدام منهجية التكامل المشترك
  [The Effective Factories in Unemployment in the Syrian Arab Republic: An Empirical Study by Using Cointegration Method]," MPRA Paper, University Library of Munich, Germany, number 41871, Mar.
• Bandi, Federico & Moloche, Guillermo, 2008, "On the functional estimation of multivariate diffusion processes," MPRA Paper, University Library of Munich, Germany, number 43681, Jul.
• Martellosio, Federico, 2008, "Power Properties of Invariant Tests for Spatial Autocorrelation in Linear Regression," MPRA Paper, University Library of Munich, Germany, number 7255, Jan.
• Chin, Wencheong, 2008, "Spurious long-range dependence: evidence from Malaysian equity markets," MPRA Paper, University Library of Munich, Germany, number 7914.
• Olenev, Nicholas & Petrov, Alexander & Shatrov, Anatoly, 2008, "Технология Высокопроизводительных Вычислений В Исследовании Влияния Сектора Биотехнологий На Макропоказатели Развития Экономики Кировской Области
  [High Performance Computing in Research of Biotechnology Sector Impact on Macroindexes of Efficiency ," MPRA Paper, University Library of Munich, Germany, number 8015, Mar.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2008, "Adaptive Experimental Design Using the Propensity Score," MPRA Paper, University Library of Munich, Germany, number 8315, Apr.
• DeBacker, Jason, 2008, "Flip-Flopping: Ideological Adjustment Costs in the United States Senate," MPRA Paper, University Library of Munich, Germany, number 8735, Apr.
• Modena, Matteo, 2008, "Yield curve, time varying term premia, and business cycle fluctuations," MPRA Paper, University Library of Munich, Germany, number 8873, May.
• Mishra, SK, 2008, "Construction of composite indices in presence of outliers," MPRA Paper, University Library of Munich, Germany, number 8874, May.
• Pötscher, Benedikt M. & Schneider, Ulrike, 2008, "Confidence sets based on penalized maximum likelihood estimators," MPRA Paper, University Library of Munich, Germany, number 9062, Jun.
• Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008, "Inference regarding multiple structural changes in linear models estimated via two stage least squares," MPRA Paper, University Library of Munich, Germany, number 9251, Jun, revised 20 Jun 2008.
• Ahmed, Vaqar & O' Donoghue, Cathal, 2008, "Welfare impact of external balance in pakistan: CGE-microsimulation analysis," MPRA Paper, University Library of Munich, Germany, number 9267, Jun.
• Adam, Anokye M. & Tweneboah, George, 2008, "Do macroeconomic variables play any role in the stock market movement in Ghana?," MPRA Paper, University Library of Munich, Germany, number 9301.
• Mishra, SK, 2008, "A new method of robust linear regression analysis: some monte carlo experiments," MPRA Paper, University Library of Munich, Germany, number 9445, Jul.
• Taboga, Marco & Pericoli, Marcello, 2008, "Bond risk premia, macroeconomic fundamentals and the exchange rate," MPRA Paper, University Library of Munich, Germany, number 9523, Jun.
• Dhas, Albert Christopher, 2008, "Determinants of Work Animal Density in Tamil Nadu: An Econometric Analysis," MPRA Paper, University Library of Munich, Germany, number 9589, Aug.
• Rao, B. Bhaskara, 2008, "Estimates of the Steady State Growth Rates for Selected Asian Countries with an Extended Solow Model," MPRA Paper, University Library of Munich, Germany, number 9724, Jul, revised 01 Jul 2008.
• Kasai Ndahiriwe & Rangan Gupta, 2008, "Financial Liberalisation and the Effectiveness of Monetary Policy on House Prices in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200803, Mar.
• Miloslav Vošvrda & Jozef Baruník, 2008, "Modelování krachů na kapitálových trzích: aplikace teorie stochastických katastrof
  [Stock market crashes modeling: stochastic cusp catastrophe application]," Politická ekonomie, Prague University of Economics and Business, volume 2008, issue 6, pages 759-771, DOI: 10.18267/j.polek.662.
• Pinelopi Koujianou Goldberg & Rebecca Hellerstein, 2008, "A Framework for Identifying the Sources of Local-Currency Price Stability with an Empirical Application," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 1161, Mar.
• Uwe Jirjahn, 2008, "Betriebsraete und Beschaeftigungswachstum: Spielt die Spezifikation der Betriebsgroesse eine Rolle fuer den geschaetzten Zusammenhang?," Industrielle Beziehungen - Zeitschrift fuer Arbeit, Organisation und Management - The German Journal of Industrial Relations, Rainer Hampp Verlag, volume 15, issue 3, pages 279-291.
• John T. Addison & Paulino Teixeira, 2008, "Works Councils and Employment Growth: A Rejoinder to Uwe Jirjahn’s Critique," Industrielle Beziehungen - Zeitschrift fuer Arbeit, Organisation und Management - The German Journal of Industrial Relations, Rainer Hampp Verlag, volume 15, issue 4, pages 427-435.
• Uwe Jirjahn, 2008, "Works Councils and Employment Growth: - A Reply to Addison and Teixeira," Industrielle Beziehungen - Zeitschrift fuer Arbeit, Organisation und Management - The German Journal of Industrial Relations, Rainer Hampp Verlag, volume 15, issue 4, pages 436-448.
• Sergei Aivazian, 2008, "Bayesian Methods in Econometrics," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 9, issue 1, pages 93-130.
• Ignacio Abásolo Alessón & Lidia García Pérez & Raquel Aguiar Ibáñez & Asier Amador Robayna, 2008, "Analysis of the effect of the “double insularity” condition on the equity in the utilisation of public health care services: the case of the Canary Islands," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 13, pages 159-175.
• Fernandez, Paula & Teixeira, Joao & Ferreira, Joao & Azevedo, Susana G., 2008, "Modelling Tourism Demand: A Comparative Study Between Artificial Neural Networks And The Box-Jenkins Methodology," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 3, pages 30-50, Septembe2.
• Jana Eklund & George Kapetanios, 2008, "A review of forecasting techniques for large datasets," National Institute Economic Review, National Institute of Economic and Social Research, volume 203, issue 1, pages 109-115, January.
• Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008, "Measuring downside risk - realised semivariance," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe01.
• Neil Shephard & Torben G. Andersen, 2008, "Stochastic Volatility: Origins and Overview," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe23.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe29.
• Robert Engle & Neil Shephard & Kevin Shepphard, 2008, "Fitting vast dimensional time-varying covariance models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe30.
• Ole E. Barndorff-Nielsen & Neil Shephard, 2008, "Modelling and measuring volatility," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe31.
• Harry Kelejian, 2008, "A spatial J-test for model specification against a single or a set of non-nested alternatives," Letters in Spatial and Resource Sciences, Springer, volume 1, issue 1, pages 3-11, April, DOI: 10.1007/s12076-008-0001-9.
• Tomás Rau Binder & Jorge Rivera Cayupi & Rodrigo Krell, 2008, "An optimization-based matching procedure," Working Papers, University of Chile, Department of Economics, number wp279, Jan.
• Luis A. Gil-Alana & Rolando Pelaez, 2008, "The Persistence of Earnings per Share," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/08, Nov.
• Karl Schlag, 2008, "Exact tests for correlation and for the slope in simple linear regressions without making assumptions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1097, Jun.
• Sudhanshu Kumar MISHRA, 2008, "A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 3, issue 3(5)_Fall, pages 261-268.
• Qian Chen & David E. Giles, 2008, "Finite-Sample Moments of the MLE for the Binary Logit Model," Econometrics Working Papers, Department of Economics, University of Victoria, number 0801, Feb.
• Ivana Stešević, 2008, "Econometric Model of Interest Rates on Deposits in Montenegro," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 55, issue 3, pages 383-398.
• Ozlem Tasseven, 2008, "Modelling Seasonality – An Extension of the HEGY Approach in the Presence of Two Structural Breaks," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 55, issue 4, pages 465-484.
• Ngoc-Anh Vo Thi & Dev Vencappa, 2008, "Does the Entry Mode of Foreign Banks Matter for Bank Efficiency? Evidence from the Czech Republic,Hungary, and Poland," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number wp925, Jun.
• Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), 2008, "Efficiency of Racetrack Betting Markets," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6910, ISBN: ARRAY(0x5eb50c88), May.

2007

• Cardamone, Paola, 2007, "A survey of the assessments of the effectiveness of Preferential Trade Agreements using gravity models," Working Papers, TRADEAG - Agricultural Trade Agreements, number 7282, DOI: 10.22004/ag.econ.7282.
• Alberto Herrou-Aragón, 2007, "Agricultural Supply Response in the Argentinean Economy," Económica, Instituto de Investigaciones Económicas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, volume 0, issue 1-2, pages 73-100, January-D.
• Giovanni Reyes, 2007, "Variable tiempo y paradigma de hipercompetencia: asignacion de recursos y aplicación del teorema de separacion de oportunidades de fisher," Revista Tendencias, Universidad de Narino, volume 8, issue 1, pages 7-21.
• Baltagi, Badi H., 2007, "Worldwide Econometrics Rankings: 1989–2005," Econometric Theory, Cambridge University Press, volume 23, issue 5, pages 952-1012, October.
• Steffen Andersen & Glenn W. Harrison & Morten Igel Lau & Elisabet E. Rutstroem, 2007, "Behavioral Econometrics for Psychologists," Department of Economics Working Papers, Durham University, Department of Economics, number 2007_08, Sep.
• Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007, "Is it possible to construct derivatives for the Paris residential market?," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School, number DR 07026, Dec.
• Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007, "Is it possible to construct derivatives for the Paris residential market?," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2007-24.
• Irina – Eugenia IAMANDI & Andreea Raluca CARAGIN, & Alina CHICIUDEAN & Mihaela Cristina DRAGOI, 2007, "Corporate Social Responsibility – Analysing Social and Financial Performance The Case of Romania," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 19-30.
• Richard H. Spady, 2007, "Semiparametric Methods for the Measurement of Latent Attitudes and the Estimation of Their Behavioural Consequences," Economics Working Papers, European University Institute, number ECO2007/29.
• S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007, "Real-time measurement of business conditions," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 901.