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

2007

• Chiara Pederzoli, 2007, "Default risk: Poisson mixture and the business cycle," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0002, Jun.
• Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2007, "Assessing Structural VARs," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2006, Volume 21".
• Justin McCrary, 2007, "Manipulation of the Running Variable in the Regression Discontinuity Design: A Density Test," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0334, Jan.
• Jay Bhattacharya & William B. Vogt, 2007, "Do Instrumental Variables Belong in Propensity Scores?," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0343, Sep.
• K. K., Suresh & K., Pradeepa Veerakumari, 2007, "Construction and Evaluation of Performance Measures for Bayesian Chain Sampling Plan (BChSP-1)," MPRA Paper, University Library of Munich, Germany, number 10105, revised 2007.
• Varsanyi, Zoltan, 2007, "Rating philosophies: some clarifications," MPRA Paper, University Library of Munich, Germany, number 1660, Jan.
• Cifter, Atilla & Ozun, Alper, 2007, "Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 2483, Mar.
• Dramani, Latif & Laye, Oumy, 2007, "Estimation of the Equilibrium Interest Rate: Case of CFA zone," MPRA Paper, University Library of Munich, Germany, number 3610, Jun.
• Finger, Robert & Hediger, Werner, 2007, "The Application of Robust Regression to a Production Function Comparison – the Example of Swiss Corn," MPRA Paper, University Library of Munich, Germany, number 4740, Sep.
• Pötscher, Benedikt M., 2007, "Confidence Sets Based on Sparse Estimators Are Necessarily Large," MPRA Paper, University Library of Munich, Germany, number 5677, Aug.
• van den Hauwe, Ludwig, 2007, "Did F. A. Hayek Embrace Popperian Falsificationism? A Critical Comment About Certain Theses of Popper, Duhem and Austrian Methodology," MPRA Paper, University Library of Munich, Germany, number 6067.
• Mutaşcu, Mihai Ioan & Crasneac, Alexandru Ocatavian & Dănuleţiu, Dan-Constantin, 2007, "The Taxes Impact On The Economic Growth: The Case Of European Union," MPRA Paper, University Library of Munich, Germany, number 6143.
• Pham, Hung T & Reilly, Barry, 2007, "The Gender Pay Gap In Vietnam, 1993-2002: A Quantile Regression Approach," MPRA Paper, University Library of Munich, Germany, number 6475, Sep.
• Armstrong, J. Scott, 2007, "Significance Tests Harm Progress in Forecasting," MPRA Paper, University Library of Munich, Germany, number 81664, Apr.
• Gencay, Ramazan & Fan, Yanqin, 2007, "Unit Root Tests with Wavelets," MPRA Paper, University Library of Munich, Germany, number 9832, Feb.
• Thanasis Stengos & Ximing Wu†, 2007, "Information-Theoretic Distribution Test with Application to Normality," Working Paper series, Rimini Centre for Economic Analysis, number 24_07, Jul.
• Simon D. Woodcock & Gary Benedetto, 2007, "Distribution-Preserving Statistical Disclosure Limitation," Discussion Papers, Department of Economics, Simon Fraser University, number dp07-15, Sep.
• Oliver Mußhoff & Norbert Hirschauer, 2007, "Improved program planning with formal models? The case of high risk crop farming in Northeast Germany," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 15, issue 2, pages 127-141, June, DOI: 10.1007/s10100-007-0022-2.
• Yu-Ting Chen & Cheng-Few Lee & Yuan-Chung Sheu, 2007, "An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model," Finance and Stochastics, Springer, volume 11, issue 3, pages 323-355, July, DOI: 10.1007/s00780-007-0045-5.
• Robert Kohn & Rachida Ouysse, 2007, "Bayesian Variable Selection of Risk Factors in the APT Model," Discussion Papers, School of Economics, The University of New South Wales, number 2007-32, Oct.
• B. Bhaskara Rao, 2007, "Estimating short and long-run relationships: a guide for the applied economist," Applied Economics, Taylor & Francis Journals, volume 39, issue 13, pages 1613-1625, DOI: 10.1080/00036840600690256.
• Kleijnen, J.P.C., 2007, "Screening Experiments for Simulation : A Review," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-21.
• Kleijnen, J.P.C., 2007, "Kriging Metamodeling in Simulation : A Review," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-13.
• Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, J.P.C., 2007, "Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-45.
• Kleijnen, J.P.C., 2007, "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-09.
• Kleijnen, J.P.C. & van Schaik, F.D.J., 2007, "Sealed-Bid Auction of Dutch Mussels : Statistical Analysis," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-83.
• Kleijnen, J.P.C., 2007, "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-30.
• Kleijnen, J.P.C., 2007, "Kriging Metamodeling in Simulation : A Review," Other publications TiSEM, Tilburg University, School of Economics and Management, number 29d6926e-c381-4b58-ae58-8.
• Kleijnen, J.P.C., 2007, "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Other publications TiSEM, Tilburg University, School of Economics and Management, number 66449de2-3d9c-4d19-a3e4-a.
• Kleijnen, J.P.C., 2007, "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Other publications TiSEM, Tilburg University, School of Economics and Management, number d4bee6b0-7a00-4695-85ed-6.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007, "Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility," The Review of Economics and Statistics, MIT Press, volume 89, issue 4, pages 701-720, November.
• Peter R. Mueser & Kenneth R. Troske & Alexey Gorislavsky, 2007, "Using State Administrative Data to Measure Program Performance," The Review of Economics and Statistics, MIT Press, volume 89, issue 4, pages 761-783, November.
• Andrew D. Bugg, 2007, "Owner Motivations in the UK Speciality Food Sector," Working Paper series, University of East Anglia, Centre for Competition Policy (CCP), Centre for Competition Policy, University of East Anglia, Norwich, UK., number 2007-04, Mar.
• Juan Pablo Domínguez H., 2007, "Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 32, issue 23, pages 63-90, january-j.
• Luis Nava Puente & Surendra P. Sinha, 2007, "Agreement measure in two faculty classifications," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 32, issue 24, pages 113-127, july-dece.
• G. Fagiolo & M. Napoletano & A. Roventini, 2007, "Sulle distribuzioni dei tassi di crescita dell’output aggregato: un’analisi per Stati Uniti e Italia," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 115, issue 2, pages 215-241.
• Hui Feng & David E. Giles, 2007, "Bayesian Fuzzy Regression Analysis and Model Selection: Theory and Evidence," Econometrics Working Papers, Department of Economics, University of Victoria, number 0710, Dec.
• Fabienne Bonetto, 2007, "Équilibres multiples et poids de l’histoire: quelle responsabilité pour la politique économique?," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 54, issue 2, pages 159-184.
• Graham Kendall & Xin Yao & Siang Yew Chong, 2007, "The Iterated Prisoners' Dilemma:20 Years On," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6461, ISBN: ARRAY(0x5e790a58), September.
• Siang Yew Chong & Jan Humble & Graham Kendall & Jiawei Li & Xin Yao, 2007, "The Iterated Prisoner's Dilemma: 20 Years On," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "The Iterated Prisoners' Dilemma 20 Years On".
• Siang Yew Chong & Jan Humble & Graham Kendall & Jiawei Li & Xin Yao, 2007, "Iterated Prisoner's Dilemma and Evolutionary Game Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "The Iterated Prisoners' Dilemma 20 Years On".
• Siang Yew Chong & Jan Humble & Graham Kendall & Jiawei Li & Xin Yao, 2007, "Learning IPD Strategies Through Co-evolution," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "The Iterated Prisoners' Dilemma 20 Years On".
• Jiawei Li, 2007, "How to Design a Strategy to Win an IPD Tournament," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "The Iterated Prisoners' Dilemma 20 Years On".
• Oscar Alonso & Fernando Niño, 2007, "An Immune Adaptive Agent for the Iterated Prisoner's Dilemma," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "The Iterated Prisoners' Dilemma 20 Years On".
• Michael Filzmoser, 2007, "Exponential Smoothed Tit-for-Tat," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "The Iterated Prisoners' Dilemma 20 Years On".
• Philip Hingston & Dan Dyer & Luigi Barone & Tim French & Graham Kendall, 2007, "Opponent Modelling, Evolution, and the Iterated Prisoner ' s Dilemma," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "The Iterated Prisoners' Dilemma 20 Years On".
• Wolfgang Slany & Wolfgang Kienreich, 2007, "On some winning strategies for the Iterated Prisoner's Dilemma or Mr. Nice Guy and the Cosa Nostra," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "The Iterated Prisoners' Dilemma 20 Years On".
• Alex Rogers & Rajdeep K. Dash & Sarvapali D. Ramchurn & Perukrishnen Vytelingum & Nicholas R. Jennings, 2007, "Error-Correcting Codes for Team Coordination within a Noisy Iterated Prisoner's Dilemma Tournament," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "The Iterated Prisoners' Dilemma 20 Years On".
• Tsz-Chiu Au & Dana Nau, 2007, "Is it Accidental or Intentional? A Symbolic Approach to the Noisy Iterated Prisoner's Dilemma," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "The Iterated Prisoners' Dilemma 20 Years On".
• Casey Quinn, 2007, "The health-economic applications of copulas: methods in applied econometric research," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/22, Oct.
• Casey Quinn, 2007, "Improving precision in cost-effectiveness analysis using copulas," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/23, Oct.
• Casey Quinn, 2007, "Using copulas to estimate reduced-form systems of equations," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/25, Oct.
• Chihying, Hsiao & Chen, Pu, 2007, "Learning Causal Relations in Multivariate Time Series Data," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-15.
• Chen, Pu & Chihying, Hsiao, 2007, "Learning Causal Relations in Multivariate Time Series Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-43, DOI: 10.5018/economics-ejournal.ja.2007-.

2006

• Ellen McGrattan, 2006, "Measurement with Minimal Theory," 2006 Meeting Papers, Society for Economic Dynamics, number 338.
• Andreica, Marin, 2006, "A Model to Forecast the Evolution of the Structure of a System of Economic Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 1, pages 65-73, March.
• Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006, "Detrending and Output Growth-Rate Distributions," Computing in Economics and Finance 2006, Society for Computational Economics, number 76, Jul.
• Cheng Hsiao & Siyan Wang, 2006, "Lag-Augmented Two- and Three-Stage Least Squares Estimators for Integrated Structural Dynamic Models," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 06.55, Sep.
• Adam Sliwinski, 2006, "Ownership structure and development of Polish life insurance companies - evidence from 1991 to 2004," UCL SSEES Economics and Business working paper series, UCL School of Slavonic and East European Studies (SSEES), number 63, May.
• Zhenlin Yang, 2006, "On Joint Modelling and Testing for Local and Global Spatial Externalities," Working Papers, Singapore Management University, School of Economics, number 25-2006, Oct.
• M. Emin İnal & Derviş Topuz & Okyay Uçan, 2006, "Doğrusal Olasılık ve Logit Modelleri ile Parametre Tahmini," Sosyoekonomi Journal, Sosyoekonomi Society, issue 2006-1.
• Susanne Rässler & Regina Riphahn, 2006, "Survey item nonresponse and its treatment," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 217-232, March, DOI: 10.1007/s10182-006-0231-3.
• Saralees Nadarajah & Samuel Kotz, 2006, "Beta trigonometric distributions," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 5, issue 3, pages 207-224, December, DOI: 10.1007/s10258-006-0013-6.
• Susanne Rässler & Regina T. Riphahn, 2006, "Survey Item Nonresponse and its Treatment," Springer Books, Springer, chapter 15, in: Olaf Hübler & Jachim Frohn, "Modern Econometric Analysis", DOI: 10.1007/3-540-32693-6_15.
• Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006, "Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2006/23, Sep.
• B. Bhaskara Rao & Rup Singh, 2006, "Demand for money in India: 1953-2003," Applied Economics, Taylor & Francis Journals, volume 38, issue 11, pages 1319-1326, DOI: 10.1080/00036840500396228.
• Kleijnen, J.P.C. & Wan, J., 2006, "Optimization of Simulated Inventory Systems : OptQuest and Alternatives," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-75.
• Kleijnen, J.P.C., 2006, "Regression Models and Experimental Designs : A Tutorial for Simulation Analaysts," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-10.
• Kleijnen, J.P.C., 2006, "Generalized Response Surface Methodology : A New Metaheuristic," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-77.
• Kleijnen, J.P.C., 2006, "White Noise Assumptions Revisited : Regression Models and Statistical Designs for Simulation Practice," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-50.
• Itzhak Gilboa & Offer Lieberman & David Schmeidler, 2006, "Empirical Similarity," The Review of Economics and Statistics, MIT Press, volume 88, issue 3, pages 433-444, August.
• Darren Lubotsky & Martin Wittenberg, 2006, "Interpretation of Regressions with Multiple Proxies," The Review of Economics and Statistics, MIT Press, volume 88, issue 3, pages 549-562, August.
• Christopher F Baum, 2006, "An Introduction to Modern Econometrics using Stata," Stata Press books, StataCorp LLC, number imeus, ISBN: ARRAY(0xa2dcb500), March.
• V. Joseph Hotz & Guido W. Imbens & Jacob A. Klerman, 2006, "Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Reanalysis of the California GAIN Program," Journal of Labor Economics, University of Chicago Press, volume 24, issue 3, pages 521-566, July, DOI: 10.1086/505050.
• Thanasis Stengos & Ximing Wu, 2006, "Information-Theoretic Distribution Test with Application to Normality," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 3-2006, Mar.
• Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006, "Are Output Growth-Rate Distributions Fat-Tailed? Some Evidence from OECD Countries," Working Papers, University of Verona, Department of Economics, number 36/2006, Oct.
• Anthony Garratt & Donald Robertson & Stephen Wright, 2006, "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 4, pages 521-542, May, DOI: 10.1002/jae.850.
• Lothian, James R. & Taylor, Mark P., 2006, "Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect?," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 768.
• Oleg Glouchakov, 2006, "Joint change point estimation in regression coeffcients and variances of the errors of a linear model," Working Papers, York University, Department of Economics, number 2006_3, Mar.
• Casey Quinn, 2006, "Alternative methods for estimating systems of (health) equations," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 06/05, Jul.
• Masschelein, Nancy & Düllmann, Klaus, 2006, "Sector concentration in loan portfolios and economic capital," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2006,09.
• Marianne P. Bitler & Jonah B. Gelbach & Hilary W. Hoynes, 2006, "What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments," American Economic Review, American Economic Association, volume 96, issue 4, pages 988-1012, September, DOI: 10.1257/aer.96.4.988.
• Lothian, James R. & Taylor, Mark P., , "Real Exchange Rates Over the Past Two Centuries: How Important is the Harrod-Balassa-Samuelson Effect?," Economic Research Papers, University of Warwick - Department of Economics, number 269738, DOI: 10.22004/ag.econ.269738.
• Carmen Radu, 2006, "A Critical Approach To The Demographic Policy," Revista Tinerilor Economisti (The Young Economists Journal), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 6, pages 156-162, April.
• Alejandro García & Ramazan Gençay, 2006, "Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events," Staff Working Papers, Bank of Canada, number 06-17, DOI: 10.34989/swp-2006-17.
• Antonio Diez de los Rios & René Garcia, 2006, "Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns," Staff Working Papers, Bank of Canada, number 06-31, DOI: 10.34989/swp-2006-31.
• Jean-Marie Dufour & David Tessier, 2006, "Short-Run and Long-Run Causality between Monetary Policy Variables and Stock Prices," Staff Working Papers, Bank of Canada, number 06-39, DOI: 10.34989/swp-2006-39.
• Ferreira, Jose T.A.S. & Steel, Mark F.J., 2006, "A Constructive Representation of Univariate Skewed Distributions," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 823-829, June.
• Pitarakis Jean-Yves, 2006, "Model Selection Uncertainty and Detection of Threshold Effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 1, pages 1-30, March, DOI: 10.2202/1558-3708.1256.
• Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006, "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0655, Nov.
• Thomas Mayer, 2006, "The Empirical Significance of Econometric Models," Working Papers, University of California, Davis, Department of Economics, number 122, May.
• Simon D. Woodcock & Gary Benedetto, 2006, "Distribution Preserving Statistical Disclosure Limitation," Longitudinal Employer-Household Dynamics Technical Papers, Center for Economic Studies, U.S. Census Bureau, number 2006-04, Sep.
• Jörn-Steffen Pischke & Till von Wachter, 2006, "Zero Returns to Compulsory Schooling in Germany: Evidence and Interpretation," CEE Discussion Papers, Centre for the Economics of Education, LSE, number 0054, Jan.
• Ricardo Caballero & Stavros Panageas, 2006, "Contingent Reserves Management: An Applied Framework," Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile, chapter 12, in: Ricardo Caballero & César Calderón & Luis Felipe Céspedes & Norman Loayza (Series Editor) & Klaus Sc, "External Vulnerability and Preventive Policies".
• Juan Miguel VILLA LORA, 2006, "Propuesta para la estimación del salario de reserva de los empleados en Colombia con el análisis de fronteras estocásticas," Archivos de Economía, Departamento Nacional de Planeación, number 3402, Aug.
• Matthew Brzozowski, 2006, "Does One Size Fit All? The CPI and Canadian Seniors," Canadian Public Policy, University of Toronto Press, volume 32, issue 4, pages 387-412, December.
• Siebert, Ralph & Kannan, Karthik, 2006, "Learning in Sequential Auctions when Bidders May Acquire Multiple Objects," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5845, Sep.
• Henri Bertholon & Alain Monfort & Fulvio Pegoraro, 2006, "Pricing and Inference with Mixtures of Conditionally Normal Processes," Working Papers, Center for Research in Economics and Statistics, number 2006-28.
• Alain Monfort & Fulvio Pegoraro, 2006, "Multi-Lag Term Structure Models with Stochastic Risk Premia," Working Papers, Center for Research in Economics and Statistics, number 2006-29.
• Javier Alejo, 2006, "Desigualdad Salarial en el Gran Buenos Aires: Una Aplicación de Regresión por Cuantiles en Microdescomposiciones," CEDLAS, Working Papers, CEDLAS, Universidad Nacional de La Plata, number 0036, Mar.
• Vijayamohanan Pillai N., 2006, "Casualty and Error Correction in Markov Chain: Inflation in India Revisited," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 41, issue 1, pages 25-54, July.
• Pesavento, Elena & Rossi, Barbara, 2006, "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Working Papers, Duke University, Department of Economics, number 06-03.
• Mukherjee, D., 2006, "A Note on Polio Count: Some empirical evidence from India," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 3.
• Luiz Lima & Breno Neri, 2006, "Omitted Asymmetric Persistence and Conditional Heteroskedasticity," Economics Bulletin, AccessEcon, volume 3, issue 5, pages 1-6.
• Andreas C. Drichoutis & Rodolfo M. Nayga, Jr. & Panagiotis Lazaridis, 2006, "Heteroskedasticity, the single crossing property and ordered response models," Economics Bulletin, AccessEcon, volume 3, issue 32, pages 1-6.
• Steven Zongshin Liu & Sophia Meiying Lai & Kung-Cheng Lin, 2006, "Stock Market Interdependence and Trade Relations: A Correlation Test for the U.S. and Its Trading Partners," Economics Bulletin, AccessEcon, volume 7, issue 5, pages 1-15.
• Giorgio Fagiolo, 2006, "Directed or Undirected? A New Index to Check for Directionality of Relations in Socio-Economic Networks," Economics Bulletin, AccessEcon, volume 3, issue 34, pages 1-12.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez & Manuel S. Santos, 2006, "Convergence Properties of the Likelihood of Computed Dynamic Models," Econometrica, Econometric Society, volume 74, issue 1, pages 93-119, January.
• Tsoukalas, John D., 2006, "Financing constraints and firm inventory investment: A reexamination," Economics Letters, Elsevier, volume 90, issue 2, pages 266-271, February.
• Deo, Rohit & Hurvich, Clifford & Lu, Yi, 2006, "Forecasting realized volatility using a long-memory stochastic volatility model: estimation, prediction and seasonal adjustment," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 29-58.
• Engle, Robert F. & Gallo, Giampiero M., 2006, "A multiple indicators model for volatility using intra-daily data," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 3-27.
• Bai, Jushan & Ng, Serena, 2006, "Evaluating latent and observed factors in macroeconomics and finance," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 507-537.
• Dufour, Jean-Marie & Pelletier, Denis & Renault, Eric, 2006, "Short run and long run causality in time series: inference," Journal of Econometrics, Elsevier, volume 132, issue 2, pages 337-362, June.
• Krauth, Brian V., 2006, "Simulation-based estimation of peer effects," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 243-271, July.
• Detemple, Jerome & Garcia, Rene & Rindisbacher, Marcel, 2006, "Asymptotic properties of Monte Carlo estimators of diffusion processes," Journal of Econometrics, Elsevier, volume 134, issue 1, pages 1-68, September.
• Gencay, Ramazan & Selcuk, Faruk, 2006, "Overnight borrowing, interest rates and extreme value theory," European Economic Review, Elsevier, volume 50, issue 3, pages 547-563, April.
• Kleijnen, Jack P.C. & den Hertog, Dick & Angun, Ebru, 2006, "Response surface methodology's steepest ascent and step size revisited: Correction," European Journal of Operational Research, Elsevier, volume 170, issue 2, pages 664-666, April.
• Fryzlewicz, Piotr & Sapatinas, Theofanis & Subba Rao, Suhasini, 2006, "A Haar-Fisz technique for locally stationary volatility estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25225, Sep.
• Fryzlewicz, Piotr & Nason, Guy P., 2006, "Haar-Fisz estimation of evolutionary wavelet spectra," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25227.
• Antoniadis, Anestis & Fryzlewicz, Piotr, 2006, "Parametric modelling of thresholds across scales in wavelet regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25832, Jun.
• Dassios, Angelos & Nagaradjasarma, Jayalaxshmi, 2006, "The square-root process and Asian options," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2851.
• Dassios, Angelos, 2006, "Quantiles of Lévy processes and applications in finance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 32103, Mar.
• Yao, Qiwei & Brockwell, Peter J, 2006, "Gaussian maximum likelihood estimation for ARMA models II: spatial processes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5416.
• Yao, Qiwei & Brockwell, Peter J, 2006, "Gaussian maximum likelihood estimation for ARMA models. I. Time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 57580, Nov.
• Lawrence R. Klein (ed.), 2006, "Long-run Growth and Short-run Stabilization," Books, Edward Elgar Publishing, number 3299, ISBN: ARRAY(0x6acaaf50).
• García Pérez, Carmelo & Callealta Barroso, Francisco Javier & Núñez Velázquez, José Javier, 2006, "La evolución de la distribución personal de la renta en España (1973-2000). Con parámetros del modelo de Dagum," El Trimestre Económico, Fondo de Cultura Económica, volume 73, issue 292, pages 783-807, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v73i.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Ginger Wu, 2006, "Realized Beta: Persistence and Predictability," Advances in Econometrics, Emerald Group Publishing Limited, "Econometric Analysis of Financial and Economic Time Series", DOI: 10.1016/S0731-9053(05)20020-8.
• Elena Pesavento, Barbara Rossi, 2006, "Impulse Response Confidence Intervals for Persistent Data: What Have We Learned?," Economics Working Papers, European University Institute, number ECO2006/19.
• Tomáš Tichý, 2006, "Model Dependency of the Digital Option Replication – Replication under an Incomplete Model (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 7-8, pages 361-379, July.
• Lawrence J. Christiano & Martin S. Eichenbaum & Robert J. Vigfusson, 2006, "Assessing structural VARs," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 866.
• Ellen R. McGrattan, 2006, "Measurement with minimal theory," Working Papers, Federal Reserve Bank of Minneapolis, number 643.
• Thanasis Stengos & Ximing Wu, 2006, "Information-Theoretic Distribution Test with Application to Normality," Working Papers, University of Guelph, Department of Economics and Finance, number 0604.
• Alex Coad, 2006, "Towards an Explanation of the Exponential Distribution of Firm Growth Rates
  [A la recherche d'une explication de la distribution exponentielle des taux de croissance des firmes]," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00113346, Mar.
• Itzhak Gilboa & David Schmeidler & Offer Lieberman, 2006, "Empirical Similarity," Post-Print, HAL, number hal-00746558, DOI: 10.1162/rest.88.3.433.
• Alex Coad, 2006, "Towards an Explanation of the Exponential Distribution of Firm Growth Rates
  [A la recherche d'une explication de la distribution exponentielle des taux de croissance des firmes]," Post-Print, HAL, number halshs-00113346, Mar.
• Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006, "Are output growth-rate distributions fat-tailed? Some evidence from OECD countries," Sciences Po Economics Publications (main), HAL, number hal-01065643, Oct.
• Giorgio Fagiolo & Mauro Napoletano & Andrea Roventini, 2006, "Are output growth-rate distributions fat-tailed? Some evidence from OECD countries," Working Papers, HAL, number hal-01065643, Oct.
• Ebru ÇAĞLAYAN, 2006, "Sermaye yapısı bileşenleri: kantil regresyon modeli," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 248, pages 66-76.
• Andoni Gárritz Cruz, 2006, "VOLATILIDAD ESTOCÁSTICA, TEORÍA DE VALORES EXTREMOS Y VALUACIÓN DE DERIVADOS: CALIBRACIÓN Y ANÁLISIS DE 3 MODELOS DE PROCESOS ESTOCÁSTICOS PARA EL ÍNDICE DE LA BMV DE 1990 a 2005," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 5, issue 1, pages 85-110, Marzo 200.
• Lucas Navarro & Raimundo Soto, 2006, "Procyclical Productivity in Manufacturing," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 43, issue 127, pages 193-220.
• Arulampalam, Wiji & Bhalotra, Sonia R., 2006, "Sibling Death Clustering in India: State Dependence vs. Unobserved Heterogeneity," IZA Discussion Papers, IZA Network @ LISER, number 2251, Aug.
• Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006, "Econometrics: A Bird's Eye View," IZA Discussion Papers, IZA Network @ LISER, number 2458, Nov.
• Arulampalam, Wiji & Bhalotra, Sonia R., 2006, "Persistence in Infant Mortality: Evidence for the Indian States," IZA Discussion Papers, IZA Network @ LISER, number 2488, Dec.
• Donald Robertson & Anthony Garratt & Stephen Wright, 2006, "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 4, pages 521-542, DOI: 10.1002/jae.850.
• Y. K. Tse & Z. L. Yang, 2006, "Modelling firm-size distribution using Box-Cox heteroscedastic regression," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 5, pages 641-653, DOI: 10.1002/jae.870.
• Paxton, Julia A., 2006, "Technical efficiency in the rural financial sector: evidence from Mexico," Journal of Developing Areas, Tennessee State University, College of Business, volume 39, issue 2, pages 101-119, January-M.
• Haydée Lugo & Raúl Jiménez, 2006, "Incentives to Cooperate in Network Formation," Computational Economics, Springer;Society for Computational Economics, volume 28, issue 1, pages 15-27, August, DOI: 10.1007/s10614-006-9033-7.
• Alex Coad, 2006, "Towards an explanation of the exponential distribution of firm growth rates," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number r06025, Mar.
• Zhangpeng Gao & Shahidur Rahman, 2006, "A New Direction of Fund Rating Based on the Finite Normal Mixture Model," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0603, Mar.
• Zhangpeng Gao & Shahidur Rahman, 2006, "A Comparative Simulation Study of Fund Performance Measures," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0604, Apr.
• Klaus Düllmann & Nancy Masschelein, 2006, "Sector Concentration in Loan Portfolios and Economic Capital," Working Paper Research, National Bank of Belgium, number 105, Nov.
• Patrick Bajari & Han Hong, 2006, "Semiparametric Estimation of a Dynamic Game of Incomplete Information," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0320, Feb.
• David S. Lee & David Card, 2006, "Regression Discontinuity Inference with Specification Error," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0322, Mar.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006, "Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0330, Oct.
• V. Joseph Hotz & Guido W. Imbens & Jacob A. Klerman, 2006, "Evaluating the Differential Effects of Alternative Welfare-to-Work Training Components: A Re-Analysis of the California GAIN Program," NBER Working Papers, National Bureau of Economic Research, Inc, number 11939, Jan.
• Patrick Bajari & Han Hong & John Krainer & Denis Nekipelov, 2006, "Estimating Static Models of Strategic Interaction," NBER Working Papers, National Bureau of Economic Research, Inc, number 12013, Feb.
• Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2006, "Assessing Structural VARs," NBER Working Papers, National Bureau of Economic Research, Inc, number 12353, Jul.
• Patrick Bajari & Jeremy T. Fox & Stephen Ryan, 2006, "Evaluating Wireless Carrier Consolidation Using Semiparametric Demand Estimation," NBER Working Papers, National Bureau of Economic Research, Inc, number 12425, Aug.
• Hashem Dezhbakhsh & Joanna M. Shepherd, 2006, "The Deterrent Effect of Capital Punishment: Evidence from a "Judicial Experiment"," Economic Inquiry, Western Economic Association International, volume 44, issue 3, pages 512-535, July.
• Mehmet Caner, 2006, "Near Exogeneity and Weak Identification in Generlized Empirical Likelihood estimators : Fixed and Many Moment Asymptotics," Working Paper, Department of Economics, University of Pittsburgh, number 212, Jan, revised Jan 2006.
• Hirano, Keisuke & Porter, Jack, 2006, "Asymptotics for statistical treatment rules," MPRA Paper, University Library of Munich, Germany, number 1173, Aug.
• Pendakur, Krishna & Pendakur, Ravi & Woodcock, Simon, 2006, "Glass Ceilings and Sticky Floors: A Representation Index," MPRA Paper, University Library of Munich, Germany, number 133, Jun.
• Pinto, Hugo & Guerreiro, Hugo, 2006, "As dimensões latentes da Inovação: o caso das regiões europeias
  [The latent dimensions of Innovation: The case of European Regions]," MPRA Paper, University Library of Munich, Germany, number 13478, Mar, revised Dec 2006.
• Otchia Samen, Christian, 2006, "Impact de la mondialisation et des inégalités sur la pauvreté en Europe de l'Est: Approche par la méthode des moments généralisés
  [Impact of the globalisation and inequality on poverty in Eastern Europe: using generalized method of moments]," MPRA Paper, University Library of Munich, Germany, number 16170, revised 2007.
• Okoye, B.C & Onyenweaku, C.E & Asumugha, G.N, 2006, "Allocative Efficiency of Small-Holder Cocoyam Farmers in Anambra State, Nigeria," MPRA Paper, University Library of Munich, Germany, number 17362, Oct.
• Pfau, Wade Donald, 2006, "Predicting the Medal Wins by Country at the 2006 Winter Olympic Games: An Econometrics Approach," MPRA Paper, University Library of Munich, Germany, number 18829, Dec.
• Deniss, Titarenko, 2006, "Эконометрический Анализ Модели Инвестиционного Акселератора
  [The Econometric Analysis of the Investment Accelerator Model]," MPRA Paper, University Library of Munich, Germany, number 19305, Oct.
• Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006, "The Levy sections theorem revisited," MPRA Paper, University Library of Munich, Germany, number 1983.
• Figueiredo, Annibal & Gleria, Iram & Matsushita, Raul & Da Silva, Sergio, 2006, "Characteristic function approach to the sum of stochastic variables," MPRA Paper, University Library of Munich, Germany, number 1984.
• Everts, Martin, 2006, "Band-Pass Filters," MPRA Paper, University Library of Munich, Germany, number 2049, Jan.
• Bassler, Kevin E. & McCauley, Joseph L. & Gunaratne, Gemunu H., 2006, "Nonstationary increments, scaling distributions, and variable diffusion processes in financial markets," MPRA Paper, University Library of Munich, Germany, number 2126, Sep.
• McCauley, Joseph L. & Gunaratne, Gemunu H. & Bassler, Kevin E., 2006, "Hurst exponents, Markov processes, and fractional Brownian motion," MPRA Paper, University Library of Munich, Germany, number 2154, Sep.
• Calzaroni, Manlio & Cappiello, Antonio & Della Rocca, Giorgio & Di Zio, Marco & Martelli, Cristina & Pieraccini, Guido & Profili, Francesco & Tembe, Cirilo, 2006, "Metodologia - O Sector Informal em Moçambique: Resultados do Primeiro Inquérito Nacional (2005)
  [Methodology Handbook - Informal Sector in Mozambique - First National Survey (INFOR - 2004)]," MPRA Paper, University Library of Munich, Germany, number 3703.
• Kimbugwe, Hassan, 2006, "The bilateral J-Curve hypothesis between Turkey and her 9 trading partners," MPRA Paper, University Library of Munich, Germany, number 4254, May.
• Buzzigoli, Lucia & Giusti, Antonio, 2006, "From Marginals to Array Structure with the Shuttle Algorithm," MPRA Paper, University Library of Munich, Germany, number 49245, Jun.
• Wallis, Kenneth, 2006, "A note on the calculation of entropy from histograms," MPRA Paper, University Library of Munich, Germany, number 52856, Oct.
• Saidi, Youssef & Zakoian, Jean-Michel, 2006, "Stationarity and geometric ergodicity of a class of nonlinear ARCH models," MPRA Paper, University Library of Munich, Germany, number 61988, revised 2006.
• Bersimis, Sotiris & Psarakis, Stelios & Panaretos, John, 2006, "Multivariate Statistical Process Control Charts: An Overview," MPRA Paper, University Library of Munich, Germany, number 6399, Nov.
• Himanshu Sekhar, Rout, 2006, "Linkages Between Income, Education And Health: Case Of Rural Orissa," MPRA Paper, University Library of Munich, Germany, number 6519.