Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C10: General
/ / / C11: Bayesian Analysis: General
/ / / C12: Hypothesis Testing: General
/ / / C13: Estimation: General
/ / / C14: Semiparametric and Nonparametric Methods: General
/ / / C15: Statistical Simulation Methods: General
/ / / C16: Econometric and Statistical Methods; Specific Distributions
/ / / C18: Methodolical Issues: General
/ / / C19: Other

2008

• James R. Lothian & Mark P. Taylor, 2008, "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod‐Balassa‐Samuelson Effect?," Economic Journal, Royal Economic Society, volume 118, issue 532, pages 1742-1763, October, DOI: 10.1111/j.1468-0297.2008.02188.x.
• Geoffrey Poitras & John Heaney, 2008, ""How Is The Stock Market Doing?" Using Absence Of Arbitrage To Measure Stock Market Performance," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 4, issue 01, pages 1-27, DOI: 10.1142/S2010495208500012.
• Umut Çetin & Robert Jarrow & Philip Protter & Yildiray Yildirim, 2008, "Modeling Credit Risk With Partial Information," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "Financial Derivatives Pricing Selected Works of Robert Jarrow".
• Spanos, Aris, 2008, "The 'Pre-Eminence of Theory' versus the 'General-to-Specific' Cointegrated VAR Perspectives in Macro-Econometric Modeling," Economics Discussion Papers, Kiel Institute for the World Economy, number 2008-25.
• Jie Zhu, 2008, "Testing for Expected Return and Market Price of Risk in Chinese A-B Share Market: A Geometric Brownian Motion and Multivariate GARCH Model Approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-15, Mar.
• Musshoff, Oliver & Hirschauer, Norbert, , "Sophisticated Program Planning Approaches Generate Large Benefits in High Risk Crop Farming," 82nd Annual Conference, March 31 - April 2, 2008, Royal Agricultural College, Cirencester, UK, Agricultural Economics Society, number 36865, DOI: 10.22004/ag.econ.36865.
• Andersen, Torben G. & Bollerslev, Tim & Frederiksen, Per & Orregaard Nielsen, Morten, 2008, "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273649, Jul, DOI: 10.22004/ag.econ.273649.
• Mougoue, Mbodja & Noula, Armand Gilbert & Ajayi, Richard A., 2008, "Maturities, Nonlinearities, and the International Transmission of Short-Term Interest Rates," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 4, issue 01-2, pages 1-20, DOI: 10.22004/ag.econ.50009.
• Brooks, Lara & Whitacre, Brian E. & Muske, Glenn & Woods, Michael D., 2008, "Entrepreneurial Communities in Rural Oklahoma," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas, Southern Agricultural Economics Association, number 6829, DOI: 10.22004/ag.econ.6829.
• Saghaian, Sayed H. & Ozertan, Gokhan & Spaulding, Aslihan D., 2008, "The Impacts of Atlantic Bonito Rush and the Avian Influenza on Meat Products in Turkey," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas, Southern Agricultural Economics Association, number 6892, DOI: 10.22004/ag.econ.6892.
• Whitacre, Brian E., 2008, "Factors Influencing the Temporal Diffusion of Broadband Adoption: Evidence from Oklahoma," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas, Southern Agricultural Economics Association, number 6934, DOI: 10.22004/ag.econ.6934.
• Radu Catalin Criveanu & Mirela Ganea, 2008, "Management model of the correlation between the tax bites and the GDP," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 143-152, November.
• Ilie Murarita & Florin Cristian Ciurlau, 2008, "Tendencies of the Gross Domestic Product at the level of the South-Western developing Region Oltenia," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 11, pages 153-162, November.
• Luis Lanteri, 2008, "Argentina’s Soybean Acreage Response to Changes in Price Incentives," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 52, pages 57-86, October -.
• Bertholon, H. & Alain Monfort & Fulvio Pegoraro, 2008, "Econometric Asset Pricing Modelling," Working papers, Banque de France, number 223.
• Jianqing Fan & Mingjin Wang & Qiwei Yao, 2008, "Modelling multivariate volatilities via conditionally uncorrelated components," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 70, issue 4, pages 679-702, September, DOI: 10.1111/j.1467-9868.2008.00654.x.
• Ajit Singh, 2008, "Better to be rough and relevant than to be precise and irrelevant. Reddaway's Legacy to Economics," Working Papers, Centre for Business Research, University of Cambridge, number wp379, Dec.
• Bernard Fingleton, 2008, "Testing the NEG Model: Further Evidence from Panel Data," SERC Discussion Papers, Centre for Economic Performance, LSE, number 0005, Aug.
• John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006, "Econometrics: A Bird’s Eye View," CESifo Working Paper Series, CESifo, number 1870.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2008, "Short and long run causality measures: theory and inference," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we083720, Jul.
• Gonzalo, Jesús & Olmo, José, 2008, "Testing downside risk efficiency under market distress," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we084321, Sep.
• Dufour, Jean-Marie & García, René & Taamouti, Abderrahim, 2008, "Measuring causality between volatility and returns with high-frequency data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we084422, Sep.
• Dufour, Jean-Marie & Taamouti, Abderrahim, 2008, "Exact optimal and adaptive inference in regression models under heteroskedasticity and non-normality of unknown forms," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we086027, Nov.
• Gonzalo, J. & Olmo, J., 2008, "Testing Downside Risk Efficiency Under Market Distress," Working Papers, Department of Economics, City St George's, University of London, number 08/11.
• Cicchetti, Domenic V., 2008, "From Bayes to the Just Noticeable Difference to Effect Sizes: A Note to Understanding the Clinical and Statistical Significance of Oenologic Research Findings," Journal of Wine Economics, Cambridge University Press, volume 3, issue 2, pages 185-193, January.
• Xiaohong Chen & Han Hong & Alessandro Tarozzi, 2008, "Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1644, Mar.
• Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1668, Jul.
• Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1668R, Jul, revised May 2011.
• 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(0x7c2674f0).
• Daisuke Nagakura, 2008, "A note on the relationship between the information matrx test and a score test for parameter constancy," Economics Bulletin, AccessEcon, volume 3, issue 5, pages 1-7.
• Katsuhiro Sugita, 2008, "Bayesian analysis of a vector autoregressive model with multiple structural breaks," Economics Bulletin, AccessEcon, volume 3, issue 22, pages 1-7.
• Deniz Dilan Karaman Örsal, 2008, "Comparison of Panel Cointegration Tests," Economics Bulletin, AccessEcon, volume 3, issue 6, pages 1-20.
• Yu-Lieh Huang & Chia-Wen Ho, 2008, "Demarcating stable and turbulent regimes in Taiwan's stock market," Economics Bulletin, AccessEcon, volume 3, issue 35, pages 1-11.
• Hisashi Tanizaki, 2008, "A Simple Gamma Random Number Generator for Arbitrary Shape Parameters," Economics Bulletin, AccessEcon, volume 3, issue 7, pages 1-10.
• Marcel Voia, 2008, "A Distributional Analysis Of Treatment Effects In Randomized Experiments," Economics Bulletin, AccessEcon, volume 3, issue 36, pages 1-9.
• Naorayex K Dastoor, 2008, "A simple explanation for the non-invariance of a Wald statistic to a reformulation of a null hypothesis," Economics Bulletin, AccessEcon, volume 3, issue 62, pages 1-10.
• David Jacho-Chávez, 2008, "k nearest-neighbor estimation of inverse density weighted expectations," Economics Bulletin, AccessEcon, volume 3, issue 48, pages 1-6.
• JAWADI Fredj, 2008, "Does nonlinear econometrics confirm the macroeconomic models of consumption?," Economics Bulletin, AccessEcon, volume 5, issue 17, pages 1-11.
• Frédérique Bec & Anders Rahbek & Mélika Ben Salem, 2008, "Purchasing power parity: A nonlinear multivariate perspective," Economics Bulletin, AccessEcon, volume 6, issue 39, pages 1-6.
• Yu-Shu Cheng & Yi-Pei Liu, 2008, "Does a change in debt structure matter in earnings management? the application of nonlinear panel threshold test," Economics Bulletin, AccessEcon, volume 13, issue 4, pages 1-10.
• Debasri Mukherjee & Elias Shukralla & Eskander Alvi, 2008, "Foreign Aid, Growth, Policy And Reform," Economics Bulletin, AccessEcon, volume 15, issue 6, pages 1-9.
• Sayed H. Saghaian & Gökhan Özertan & Aslihan D. Spaulding, 2008, "The impacts of Atlantic bonito rush and the avian influenza on meat products in Turkey," Economics Bulletin, AccessEcon, volume 17, issue 16, pages 1-10.
• Mario Forni & Domenico Giannone & Marco Lippi & Lucrezia Reichlin, 2008, "Opening the Black Box: Structural Factor Models with Large Cross-Sections," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_036.
• JamesR. Lothian & MarkP. Taylor, 2008, "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Journal, Royal Economic Society, volume 118, issue 532, pages 1742-1763, October.
• Chen, Xiaohong & Hong, Han & Tarozzi, Alessandro, 2008, "Semiparametric Efficiency in GMM Models of Nonclassical Measurement Errors, Missing Data and Treatment Effects," Working Papers, Yale University, Department of Economics, number 42, Mar.
• Clifford M. Hurvich & Eric Moulines & Philippe Soulier, 2008, "Corrigendum to "Estimating Long Memory in Volatility"," Econometrica, Econometric Society, volume 76, issue 3, pages 661-662, May.
• Caballero, Ricardo J. & Panageas, Stavros, 2008, "Hedging sudden stops and precautionary contractions," Journal of Development Economics, Elsevier, volume 85, issue 1-2, pages 28-57, February.
• Ñopo, Hugo, 2008, "An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups," Economics Letters, Elsevier, volume 100, issue 2, pages 292-296, August.
• Lee, David S. & Card, David, 2008, "Regression discontinuity inference with specification error," Journal of Econometrics, Elsevier, volume 142, issue 2, pages 655-674, February.
• Caner, Mehmet, 2008, "Nearly-singular design in GMM and generalized empirical likelihood estimators," Journal of Econometrics, Elsevier, volume 144, issue 2, pages 511-523, June.
• Sickles, Robin C. & Williams, Jenny, 2008, "Turning from crime: A dynamic perspective," Journal of Econometrics, Elsevier, volume 145, issue 1-2, pages 158-173, July.
• Davidson, Russell & Flachaire, Emmanuel, 2008, "The wild bootstrap, tamed at last," Journal of Econometrics, Elsevier, volume 146, issue 1, pages 162-169, September.
• van Beers, Wim C.M. & Kleijnen, Jack P.C., 2008, "Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping," European Journal of Operational Research, Elsevier, volume 186, issue 3, pages 1099-1113, May.
• Chen, Pu & Hsiao, Chih-Ying, 2008, "What happens to Japan if China catches a cold?: A causal analysis of Chinese growth and Japanese growth," Japan and the World Economy, Elsevier, volume 20, issue 4, pages 622-638, December.
• Stephen Fagan & Ramazan Gencay, 2008, "Liquidity-Induced Dynamics in Futures Markets," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2008_01, Jan.
• Ensar Yesilyurt, 2008, "Sectoral Transformation Ratios (ISIC Revise 2 and Revise 3)," Working Papers, Ege University, Department of Economics, number 0808, Dec.
• Pischke, Jorn-Steffen & Wachter, Till von, 2008, "Zero returns to compulsory schooling in Germany: evidence and interpretation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19509, Aug.
• Schiraldi, Pasquale, 2008, "Automobile replacement: a dynamic structural approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 21780, Oct.
• Fan, Jianqing & Wang, Mingjin & Yao, Qiwei, 2008, "Modelling multivariate volatilities via conditionally uncorrelated components," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 22875.
• Pan, Jiazhu & Yao, Qiwei, 2008, "Modelling multiple time series via common factors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 22876.
• Polonik, Wolfgang & Yao, Qiwei, 2008, "Testing for multivariate volatility functions using minimum volume sets and inverse regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24132, Nov.
• Lu, Zudi & Tjostheim, Dag & Yao, Qiwei, 2008, "Spatial smoothing, Nugget effect and infill asymptotics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24133, Dec.
• Kreiss, Jens-Peter & Neumann, Michael H. & Yao, Qiwei, 2008, "Bootstrap tests for simple structures in nonparametric time series regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24135.
• Fryzlewicz, Piotr, 2008, "Data-driven wavelet-Fisz methodology for nonparametric function estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25165.
• Fryzlewicz, Piotr & Nason, Guy P. & von Sachs, Rainer, 2008, "A wavelet-Fisz approach to spectrum estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25186, Sep.
• Fryzlewicz, Piotr & Sapatinas, Theofanis & Subba Rao, Suhasini, 2008, "Normalized least-squares estimation in time-varying ARCH models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25187.
• Lam, Clifford, 2008, "Estimation of large precision matrices through block penalization," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 31543, May.
• Lam, Clifford & Fan, Jianqing, 2008, "Profile-kernel likelihood inference with diverging number of parameters," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 31548, Oct.
• Dassios, Angelos & Jang, Jiwook, 2008, "The distribution of the interval between events of a Cox process with shot noise intensity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 31864.
• Dassios, Angelos & Wu, Shanle, 2008, "Parisian ruin with exponential claims," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 32033, Jul.
• Dassios, Angelos & Wu, Shanle, 2008, "Ruin probabilities of the Parisian type for small claims," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 32037, Oct.
• Fingleton, Bernard, 2008, "Testing the NEG model: further evidence from panel data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 33147, Aug.
• Skinner, Chris J. & Shlomo, Natalie, 2008, "Assessing identification risk in survey microdata using log-linear models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 39112.
• Steele, Fiona, 2008, "Multilevel models for longitudinal data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 52203.
• Huang, Da & Wang, Hansheng & Yao, Qiwei, 2008, "Estimating GARCH models: when to use what?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5398, Mar.
• John S. Chipman, 2008, "The Theory of International Trade: Volume 1," Books, Edward Elgar Publishing, number 3016, ISBN: ARRAY(0x76761510), June.
• 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.
• Muhammad Akram & Rob J Hyndman & J. Keith Ord, 2008, "Exponential smoothing and non-negative data," Working Papers, The George Washington University, The Center for Economic Research, number 2008-003, Jul.
• J. Keith Ord, 2008, "Monitoring Processes with Changing Variances," Working Papers, The George Washington University, The Center for Economic Research, number 2008-004, Jul.
• Alex Coad, 2008, "Firms as Bundles of Discrete Resources - Towards an Explanation of the Exponential Distribution of Firm Growth Rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00331282, Oct.
• Theophile Azomahou & Dong Li, 2008, "A Consistent Nonparametric Estimation of Spatial Autocovariances," Post-Print, HAL, number hal-00279181.
• Hayette Gatfaoui, 2008, "From Fault Tree to Credit Risk Assessment: A Case Study," Post-Print, HAL, number hal-00564963, Mar.
• Russell Davidson & Emmanuel Flachaire, 2008, "The wild bootstrap, tamed at last," Post-Print, HAL, number hal-00649250, Sep, DOI: 10.1016/j.jeconom.2008.08.003.
• Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008, "Are output growth-rate distributions fat-tailed? some evidence from OECD countries," Post-Print, HAL, number hal-03417062, Aug, DOI: 10.1002/jae.1003.
• Frédérique Bec & Mélika Ben & Salem Anders Rahbek, 2008, "Purchasing power parity: A nonlinear multivariate perspective," Post-Print, HAL, number hal-04176294.
• Marcel Voia, 2008, "A Distributional Analysis Of Treatment Effects In Randomized Experiments," Post-Print, HAL, number hal-04926664, Jul.
• Alex Coad, 2008, "Firms as Bundles of Discrete Resources - Towards an Explanation of the Exponential Distribution of Firm Growth Rates," Post-Print, HAL, number halshs-00331282, Oct.
• Essahbi Essaadi & Mohamed Boutahar, 2008, "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Post-Print, HAL, number halshs-00550460.
• Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008, "Are output growth-rate distributions fat-tailed? some evidence from OECD countries," Sciences Po Economics Publications (main), HAL, number hal-03417062, Aug, DOI: 10.1002/jae.1003.
• Essahbi Essaadi & Mohamed Boutahar, 2008, "A Measure of Variability in Comovement for Economic Variables : a Time-Varying Coherence Function Approach," Working Papers, HAL, number halshs-00333582, Oct.
• Hirofumi SUTO & James ALLEMAN & Paul RAPPOPORT, 2008, "An Investment Criterion Incorporating Real Options," Communications & Strategies, IDATE, Com&Strat dept., volume 1, issue 70, pages 45-66, 2nd quart.
• Robert Finger & Werner Hediger, 2008, "The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn," IED Working paper, IED Institute for Environmental Decisions, ETH Zurich, number 08-02, Jun.
• Joseph Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008, "Estimating derivatives in nonseparable models with limited dependent variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP20/08, Jul.
• Muruvvet Pamuk, 2008, "21. YUZYILDA EKONOMETRININ KARSILASTIGI ZORLUKLAR (Tercume)," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 7, issue 1, pages 104-109, May.
• Belzil, Christian & Hansen, Jörgen, 2008, "Calibration and IV Estimation of a Wage Outcome Equation in a Dynamic Environment," IZA Discussion Papers, IZA Network @ LISER, number 3528, Jun.
• Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2008, "Are output growth-rate distributions fat-tailed? some evidence from OECD countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 23, issue 5, pages 639-669, DOI: 10.1002/jae.1003.
• Anca Pruteanu-Podpiera & Jiří Podpiera, 2008, "The Czech transition banking sector instability: the role of operational cost management," Economic Change and Restructuring, Springer, volume 41, issue 3, pages 209-219, September, DOI: 10.1007/s10644-008-9049-1.
• Patrick Bajari & Jeremy Fox & Stephen Ryan, 2008, "Evaluating wireless carrier consolidation using semiparametric demand estimation," Quantitative Marketing and Economics (QME), Springer, volume 6, issue 4, pages 299-338, December, DOI: 10.1007/s11129-008-9044-x.
• Qazi Muhammad Adnan Hye & Sana Riaz, 2008, "Causality between Energy Consumption and Economic Growth: The Case of Pakistan," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 13, issue 2, pages 45-58, Jul-Dec.
• Stefano Maria IACUS & Ilia NEGRI, 2008, "Analisi di secondo livello del questionario E-Learning CTU," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-022, Jul.
• Stefano Maria IACUS & Ilia NEGRI, 2008, "Analisi di secondo livello del questionario E-Learning CTU," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2008-22, Jul.
• Tindara Addabbo & Gisella Facchinetti & Anna Maccagnan & Tommaso Pirotti & Giovanni Mastroleo, 2008, "The interaction between parents and children as a relevant dimension of child well being. The case of Italy," Center for the Analysis of Public Policies (CAPP), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0050, Apr.
• Tindara Addabbo & Maria Laura Di Tommaso, 2008, "Children capabilities and family characteristics in Italy," Center for the Analysis of Public Policies (CAPP), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0051, Jun.
• Tindara Addabbo & Gisella Facchinetti & Anna Maccagnan & Giovanni Mastroleo & Tommaso Pirotti, 2008, "The Interaction between Parents and Children as a Relevant Dimension of Child Well Being. The Case of Italy," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 015, Jul.
• Tindara Addabbo & Maria Laura Di Tommaso, 2008, "Children Capabilities and Family Characteristics in Italy," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 022, Jun.
• Alex Coad, 2008, "Firms as bundles of discrete resources - towards an explanation of the exponential distribution of firm growth rates," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number r08055, Oct.
• J. Keith Ord & Rob J. Hyndman & Anne B. Koehler & Ralph D. Snyder, 2008, "Monitoring Processes with Changing Variances," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/08.
• John W. Pratt & Howard Raiffa & Robert Schlaifer, 2008, "Introduction to Statistical Decision Theory," MIT Press Books, The MIT Press, number 026266206x, edition 1, ISBN: ARRAY(0x8b595990), December.
• Raj Arunachalam & Trevon Logan, 2008, "Is There Dowry Inflation in South Asia?," NBER Working Papers, National Bureau of Economic Research, Inc, number 13905, Mar.
• Patrick Bayer & Shakeeb Khan & Christopher Timmins, 2008, "Nonparametric Identification and Estimation in a Generalized Roy Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 13949, Apr.
• Christopher R. Knittel & Konstantinos Metaxoglou, 2008, "Estimation of Random Coefficient Demand Models: Challenges, Difficulties and Warnings," NBER Working Papers, National Bureau of Economic Research, Inc, number 14080, Jun.
• Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu, 2008, "Estimating Derivatives in Nonseparable Models with Limited Dependent Variables," NBER Working Papers, National Bureau of Economic Research, Inc, number 14161, Jul.
• Juan Carlos Calcagno & Bridget Terry Long, 2008, "The Impact of Postsecondary Remediation Using a Regression Discontinuity Approach: Addressing Endogenous Sorting and Noncompliance," NBER Working Papers, National Bureau of Economic Research, Inc, number 14194, Jul.
• Bridget Terry Long & Michal Kurlaender, 2008, "Do Community Colleges provide a Viable Pathway to a Baccalaureate Degree?," NBER Working Papers, National Bureau of Economic Research, Inc, number 14367, Sep.
• Bryan S. Graham, 2008, "Efficiency bounds for missing data models with semiparametric restrictions," NBER Working Papers, National Bureau of Economic Research, Inc, number 14376, Oct.
• Jeremy T. Fox, 2008, "Estimating Matching Games with Transfers," NBER Working Papers, National Bureau of Economic Research, Inc, number 14382, Oct.
• Raj Chetty, 2008, "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," NBER Working Papers, National Bureau of Economic Research, Inc, number 14399, Oct.
• H. Bertholon & A. Monfort & F. Pegoraro, 2008, "Econometric Asset Pricing Modelling," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 4, pages 407-458, Fall.
• Jennifer Castle & David Hendry & Nicholas W.P. Fawcett, 2008, "Forecasting with Equilibrium-correction Models during Structural Breaks," Economics Series Working Papers, University of Oxford, Department of Economics, number 408, Oct.
• Jorge Toma Inafuko & Jorge Luis Rubio Donet (ed.), 2008, "Estadística aplicada. Segunda Parte," Books, Fondo Editorial, Universidad del Pacífico, number 08-06, edition 1, February.
• Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2008, "Muestreo aleatorio," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 1, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet, "Estadística aplicada. Segunda Parte".
• Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2008, "Distribuciones muestrales," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 2, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet, "Estadística aplicada. Segunda Parte".
• Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2008, "Inferencia estadística," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 3, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet, "Estadística aplicada. Segunda Parte".
• Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2008, "Estadística no paramétrica," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 4, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet, "Estadística aplicada. Segunda Parte".
• Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2008, "Análisis de regresión y correlación lineal simple," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 5, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet, "Estadística aplicada. Segunda Parte".
• Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2008, "Análisis de regresión lineal múltiple," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 6, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet, "Estadística aplicada. Segunda Parte".
• Jorge Toma Inafuko & Jorge Luis Rubio Donet, 2008, "Análisis de regresión no lineal," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 7, in: Jorge Toma Inafuko & Jorge Luis Rubio Donet, "Estadística aplicada. Segunda Parte".
• Elena Stanghellini & Francesco Claudio Stingo & Rosa Capobianco, 2008, "On the estimation of a binary response model in a selected population," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 62/2008, Nov.
• Marcus Vinicius Andrade Lima & Leonardo Ensslin & Ana Lucia de Miranda Lopes & Ademar Dutra, 2008, "Avaliação de Empresas de Pequeno Porte no Brasil através da Metodologia Construtivista de Apoio à Decisão MCDA-C," Working Papers, globADVANTAGE, Polytechnic Institute of Leiria, number 10, Mar.
• Montrone, Silvestro & Perchinunno, Paola & Torre, Carmelo M., 2008, "Identification of relationship between housing difficulty and property values in urban areas," MPRA Paper, University Library of Munich, Germany, number 10970, Oct.
• Poitras, Geoffrey & Heaney, John, 2008, "‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance," MPRA Paper, University Library of Munich, Germany, number 114056, Mar.
• Ezeh, Chima Innocent & Onwuka, Onyema W & Nwachukwu, Ifeanyi Ndubuto, 2008, "Correlates Of Inorganic Fertilizer Consumption Among Smallholder Farmers In Abia State, Nigeria," MPRA Paper, University Library of Munich, Germany, number 13414.
• Subbotin, Viktor, 2008, "Essays on the econometric theory of rank regressions," MPRA Paper, University Library of Munich, Germany, number 14086, Dec.
• Moore, Winston & Thomas, Chrystol, 2008, "A Meta-Analysis of the Relationship between Debt and Growth," MPRA Paper, University Library of Munich, Germany, number 21474, Apr.
• Liew, Venus Khim-Sen & Qiao, Zhuo & Wong, Wing-Keung, 2008, "Linearity and stationarity of G7 government bond returns," MPRA Paper, University Library of Munich, Germany, number 24836, revised 08 Sep 2010.
• 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.
• Mac an Bhaird, Ciaran & Lucey, Brian, 2008, "Determinants of capital structure in Irish SMEs," MPRA Paper, University Library of Munich, Germany, number 62370, Jun, revised 28 Nov 2008.
• Rao, B. Bhaskara & Singh, Rup & Kumar, Saten, 2008, "Do we need time series econometrics?," MPRA Paper, University Library of Munich, Germany, number 6627, Jan.
• Fagan, Stephen & Gencay, Ramazan, 2008, "Liquidity-Induced Dynamics in Futures Markets," MPRA Paper, University Library of Munich, Germany, number 6677, Jan.
• Halicioglu, Ferda, 2008, "An Econometric Analysis of Aggregate Outbound Tourism Demand of Turkey," MPRA Paper, University Library of Munich, Germany, number 6765, revised 2008.

2007

• Torben G. Andersen & Tim Bollerslev & Xin Huang, 2007, "A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-14, Aug.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007, "Roughing It Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-18, Aug.
• Torben G. Andersen & Tim Bollerslev & Per Houmann Frederiksen & Morten Ørregaard Nielsen, 2007, "Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-21, Aug.
• Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2007, "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-22, Aug.
• Musshoff, Oliver & Hirschauer, Norbert, 2007, "Improved Program Planning Approaches Generates Large Benefits in High Risk Crop Farming," 2007 Conference (51st), February 13-16, 2007, Queenstown, New Zealand, Australian Agricultural and Resource Economics Society, number 10442, DOI: 10.22004/ag.econ.10442.
• Costel Ionascu, 2007, "Statistical Annalisys Of The Correlation Between Gdp, Productivity And Brute Investments At The Level Of Oltenia Region," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 133-137, November.
• Dorel Savulea, 2007, "Appreciations Regarding The Prediction Of The Gross Domestic Product In The Period After Romania’S Adherence To The Eu," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 9, pages 138-147, November.
• Fan, Jianqing & Hall, Peter & Yao, Qiwei, 2007, "To How Many Simultaneous Hypothesis Tests Can Normal, Student's t or Bootstrap Calibration Be Applied?," Journal of the American Statistical Association, American Statistical Association, volume 102, pages 1282-1288, December.
• Bertholon, H. & Alain Monfort & Fulvio Pegoraro, 2007, "Pricing and Inference with Mixtures of Conditionally Normal Processes," Working papers, Banque de France, number 188.
• Alain Monfort & Fulvio Pegoraro, 2007, "Multi-Lag Term Structure Models with Stochastic Risk Premia," Working papers, Banque de France, number 189.
• Alain Monfort & Fulvio Pegoraro, 2007, "Switching VARMA Term Structure Models - Extended Version," Working papers, Banque de France, number 191.
• Fiona Steele & Anna Vignoles & Andrew Jenkins, 2007, "The effect of school resources on pupil attainment: a multilevel simultaneous equation modelling approach," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 170, issue 3, pages 801-824, July, DOI: 10.1111/j.1467-985X.2007.00476.x.
• Gayer Gabrielle & Gilboa Itzhak & Lieberman Offer, 2007, "Rule-Based and Case-Based Reasoning in Housing Prices," The B.E. Journal of Theoretical Economics, De Gruyter, volume 7, issue 1, pages 1-37, April, DOI: 10.2202/1935-1704.1284.
• Michele Meoli & Alexander Mertens & Giovanni Urga, 2007, "An Econometric Analysis of the Banking Crises in Russia and Ukraine," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0702.
• Francisca Guedes de Oliveira, 2007, "Empirical Determinants of Government Efficiency - Exploring the Data," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 18, Nov.
• Andrew Bugg, 2007, "Owner Motivations in the UK Speciality Food Sector," Working Papers, Centre for Competition Policy, University of East Anglia, number 07-4, Mar.
• Juan Camilo C√°rdenas & Rajiv Sethi, 2007, "Attitudes and attributes: a field experiment with public officials and transfer recipients In Colombia," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 6881, Aug.
• Henri Bertholon & Alain Monfort & Fulvio Pegoraro, 2007, "Econometric Asset Pricing Modelling," Working Papers, Center for Research in Economics and Statistics, number 2007-18.
• Alain Monfort & Fulvio Pegoraro, 2007, "Switching VARMA Term Structure Models - Extended Version," Working Papers, Center for Research in Economics and Statistics, number 2007-19.
• Gonzalo, Jesús & Olmo, José, 2007, "The impact of heavy tails and comovements in downside-risk diversification," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we20070208, Feb.
• Gonzalo, J. & Olmo, J., 2007, "The impact of heavy tails and comovements in downside-risk diversification," Working Papers, Department of Economics, City St George's, University of London, number 07/02.
• Astrid Cullmann & Christian von Hirschhausen, 2007, "From Transition to Competition: Dynamic Efficiency Analysis of Polish Electricity Distribution Companies," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 716.
• Dipendra Sinha, 2007, "Safety, profitability and the load factor for airlines in the USA," Economics Bulletin, AccessEcon, volume 12, issue 6, pages 1-7.
• virginie terraza & stephane mussard, 2007, "New trading risk indexes: application of the shapley value in finance," Economics Bulletin, AccessEcon, volume 3, issue 25, pages 1-7.
• Sheng-Kai Chang, 2007, "The asymptotic global power comparisons of the GMM overidentifying restrictions tests," Economics Bulletin, AccessEcon, volume 3, issue 44, pages 1-6.
• Sudhanshu Mishra, 2007, "Least squares estimation of joint production functions by the differential evolution method of global optimization," Economics Bulletin, AccessEcon, volume 3, issue 51, pages 1-13.
• Kim Huynh & David Jacho-Chavez, 2007, "Conditional density estimation: an application to the Ecuadorian manufacturing sector," Economics Bulletin, AccessEcon, volume 3, issue 62, pages 1-6.
• Chi-Wei Su & Yahn-Shir Chen & Hsu-Ling Chang, 2007, "Stock Prices and Dividends in Taiwan's Stock Market: Evidence Based on Time-Varying Present Value Model," Economics Bulletin, AccessEcon, volume 7, issue 4, pages 1-12.
• Kevin Aretz & David Peel, 2007, "Some implications of a quartic loss function," Economics Bulletin, AccessEcon, volume 7, issue 13, pages 1-7.
• Eric S. Lin, 2007, "On the standard errors of Oaxaca-type decompositions for inter-industry gender wage differentials," Economics Bulletin, AccessEcon, volume 10, issue 6, pages 1-11.
• Eiji Yamamura & Inyong Shin, 2007, "Technological Change and Catch-up and Capital Deepening: Relative Contributions to Growth and Convergence: Comment," Economics Bulletin, AccessEcon, volume 15, issue 3, pages 1-8.
• Forni, Mario & Giannone, Domenico & Lippi, Marco & Reichlin, Lucrezia, 2007, "Opening the black box: structural factor models with large cross-sections," Working Paper Series, European Central Bank, number 712, Jan.
• Cheng Hsiao & Siyan Wang, 2007, "Lag-augmented two- and three-stage least squares estimators for integrated structural dynamic models," Econometrics Journal, Royal Economic Society, volume 10, issue 1, pages 49-81, March.
• Pham, Thai-Hung & Reilly, Barry, 2007, "The gender pay gap in Vietnam, 1993-2002: A quantile regression approach," Journal of Asian Economics, Elsevier, volume 18, issue 5, pages 775-808, October.
• Planas, Christophe & Roeger, Werner & Rossi, Alessandro, 2007, "How much has labour taxation contributed to European structural unemployment?," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 4, pages 1359-1375, April.
• Pesavento, Elena & Rossi, Barbara, 2007, "Impulse response confidence intervals for persistent data: What have we learned?," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 7, pages 2398-2412, July.
• Webber, Don J. & White, Paul, 2007, "Convergence towards a steady-state distribution," Economics Letters, Elsevier, volume 94, issue 3, pages 338-341, March.
• Caner, Mehmet, 2007, "Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases," Journal of Econometrics, Elsevier, volume 137, issue 1, pages 28-67, March.
• Ferreira, Jose T.A.S. & Steel, Mark F.J., 2007, "Model comparison of coordinate-free multivariate skewed distributions with an application to stochastic frontiers," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 641-673, April.
• Davidson, Russell & Flachaire, Emmanuel, 2007, "Asymptotic and bootstrap inference for inequality and poverty measures," Journal of Econometrics, Elsevier, volume 141, issue 1, pages 141-166, November.
• Cowell, Frank A. & Flachaire, Emmanuel, 2007, "Income distribution and inequality measurement: The problem of extreme values," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1044-1072, December.
• Hsieh, Meng-Chen & Hurvich, Clifford M. & Soulier, Philippe, 2007, "Asymptotics for duration-driven long range dependent processes," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 913-949, December.
• Schank, Thorsten & Schnabel, Claus & Wagner, Joachim, 2007, "Do exporters really pay higher wages? First evidence from German linked employer-employee data," Journal of International Economics, Elsevier, volume 72, issue 1, pages 52-74, May.
• Armstrong, J. Scott, 2007, "Significance tests harm progress in forecasting," International Journal of Forecasting, Elsevier, volume 23, issue 2, pages 321-327.
• Ensar Yesilyurt, 2007, "Imalat Sanayi, Madencilik ve Tasocakçiligi ve Enerji Gaz ve Su Sektörlerine Ait ISIC Revize 2-Revize 3 Veri Siniflandirma Sistemlerine Iliskin dönüsüm oranlarinin Hesaplanmasi," Working Papers, Ege University, Department of Economics, number 0706, Jun.
• Fryzlewicz, Piotr, 2007, "Unbalanced Haar technique for nonparametric function estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25216, Dec.
• Fryzlewicz, Piotr, 2007, "Bivariate hard thresholding in wavelet function estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25219.
• Fryzlewicz, Piotr & Delouille, V´eronique & Nason, Guy P., 2007, "GOES-8 X-ray sensor variance stabilization using the multiscale data-driven Haar-Fisz transform," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25221.
• Steele, Fiona & Vignoles, Anna & Jenkins, Andrew, 2007, "The effect of school resources on pupil attainment: a multilevel simultaneous equation modelling approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 26481, Apr.