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

2006

• 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., undated, "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, Centre for Economic Policy Research, 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(0x9606ac38).
• 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, DOI: 10.21034/wp.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.

2005

• Jesper Christensen, Bent & Orregaard Nielsen, Morten, 2005, "The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273663, Nov, DOI: 10.22004/ag.econ.273663.
• Busch, Thomas & Jesper Christensen, Bent & Orregaard Nielsen, Morten, 2005, "Forecasting Exchange Rate Volatility in the Presence of Jumps," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273664, Dec, DOI: 10.22004/ag.econ.273664.
• Hamerle, Alfred & Knapp, Michael & Wildenauer, Nicole, 2005, "Auswirkungen unterschiedlicher Assetkorrelationen in Mehr-Sektoren-Kreditportfoliomodellen," University of Regensburg Working Papers in Business, Economics and Management Information Systems, University of Regensburg, Department of Economics, number 409.
• Anthony Garratt & Donald Robertson & Stephen Wright, 2005, "Permanent vs Transitory Components and Economic Fundamentals," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0501, Jan.
• Ingrid Lo, 2005, "An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate," Staff Working Papers, Bank of Canada, number 05-45, DOI: 10.34989/swp-2005-45.
• Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005, "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 628-641, June.
• José T. A. S. Ferreira & Mark F. J. Steel, 2005, "Modelling directional dispersion through hyperspherical log‐splines," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 67, issue 4, pages 599-616, September, DOI: 10.1111/j.1467-9868.2005.00518.x.
• Stephen Leybourne & Tae‐Hwan Kim & Paul Newbold, 2005, "Examination of Some More Powerful Modifications of the Dickey–Fuller Test," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 3, pages 355-369, May, DOI: 10.1111/j.1467-9892.2004.00406.x.
• George A. Christodoulakis & Emmanuel C. Mamatzakis, 2005, "The European Union GDP Forecast Rationality under Asymmetric Preferences," Working Papers, Bank of Greece, number 30, Dec.
• Hilary W. Hoynes & Marianne P Bitler & Jonah Gelbach, 2005, "What Mean Impacts Miss:Distributional Effects of Welfare Reform Experiments," Working Papers, University of California, Davis, Department of Economics, number 36, Aug.
• Ricardo J. Caballero G. & Stavros Panageas, 2005, "Contingent Reserves Management: an Applied Framework," Journal Econom a Chilena (The Chilean Economy), Central Bank of Chile, volume 8, issue 2, pages 45-56, August.
• Ricardo Caballero & Stavros Panageas, 2005, "Contingent Reserves Management: An Applied Framework," Working Papers Central Bank of Chile, Central Bank of Chile, number 329, Sep.
• Claude Lopez, 2005, "A Panel Unit Root Test with Good Power in Small Samples," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2005-01, revised 2007.
• Jean-Marie Dufour & Abdeljelil Farhat & Lynda Khalaf, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," CIRANO Working Papers, CIRANO, number 2005s-05, Feb.
• Timothy Beatty & Erling Røed Larsen, 2005, "Using Engel curves to estimate bias in the Canadian CPI as a cost of living index," Canadian Journal of Economics, Canadian Economics Association, volume 38, issue 2, pages 482-499, May, DOI: 10.1111/j.0008-4085.2005.00289.x.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos, 2005, "Convergence Properties of the Likelihood of Computed Dynamic Models," Levine's Bibliography, UCLA Department of Economics, number 122247000000000822, Jan.
• Alejandro Gaviria & Carolina MejÔøΩa, 2005, "Las varias caras de la di√°spora: los nexos de los migrantes colombianos con su pa√≠s de origen," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 6882, Apr.
• Wilson Mayorga Mogollón, 2005, "Determinantes sectoriales del desempleo," Archivos de Economía, Departamento Nacional de Planeación, number 2329, Oct.
• Luis Antonio Orozco Castro & Diego Andrés Chavarro Bohorquez, 2005, "De la investigación al mercado: Un acercamiento a la medición del impacto de las heliconias colombianas," Estudios Gerenciales, Universidad Icesi.
• Min-Hsien Chiang & Chihwa Kao, 2005, "Spectral Density Bandwidth Choice and Prewhitening in the Generalized Method of Moments Estimators for the Asset Pricing Model," Economics Bulletin, AccessEcon, volume 3, issue 10, pages 1-13.
• Patrik Guggenberger, 2005, "Monte-carlo evidence suggesting a no moment problem of the continuous updating estimator," Economics Bulletin, AccessEcon, volume 3, issue 13, pages 1-6.
• Marian Gidea & David Quaid, 2005, "On Wesner's method of searching for chaos on low frequency," Economics Bulletin, AccessEcon, volume 3, issue 42, pages 1-8.
• Lawrence Dacuycuy, 2005, "A note on the comparative performance of the Zheng and Elisson-Elisson tests for omitted variables in regression models," Economics Bulletin, AccessEcon, volume 3, issue 21, pages 1-6.
• David Edgerton & Donald Dutkowsky & Thomas Elger & Barry Jones, 2005, "Toward a unified approach to testing for weak separability," Economics Bulletin, AccessEcon, volume 3, issue 20, pages 1-7.
• Claudio Lupi, 2005, "Are credit constraints in Italy really more binding in the South?," Economics Bulletin, AccessEcon, volume 3, issue 35, pages 1-6.
• Théophile Azomahou & Dong Li, 2005, "A consistent nonparametric estimation of spatial autocovariances," Economics Bulletin, AccessEcon, volume 3, issue 29, pages 1-10.
• Lawrence Dacuycuy, 2005, "Is the earnings-schooling relationship linear? a semiparametric analysis," Economics Bulletin, AccessEcon, volume 3, issue 37, pages 1-8.
• Kazuhiko Kakamu, 2005, "Bayesian Estimation of A Distance Functional Weight Matrix Model," Economics Bulletin, AccessEcon, volume 3, issue 57, pages 1-6.
• S. C. Goh, 2005, "Simple Edgeworth approximations for semiparametric averaged derivatives," Economics Bulletin, AccessEcon, volume 3, issue 50, pages 1-8.
• Dimitris Hatzinikolaou & Athanassios Stavrakoudis, 2005, "A New Variant of RESET for Distributed Lag Models," Economics Bulletin, AccessEcon, volume 3, issue 56, pages 1-4.
• Steven Cook, 2005, "Threshold autoregressive testing procedures and structural change in cointegrating relationships," Economics Bulletin, AccessEcon, volume 3, issue 53, pages 1-11.
• Theophile Azomahou & Thi Kim Cuong Pham & Phu Nguyen Van & Jalal El Ouardighi, 2005, "Income distribution dynamics across European regions," Economics Bulletin, AccessEcon, volume 15, issue 12, pages 1-9.
• James J. Heckman & Edward Vytlacil, 2005, "Structural Equations, Treatment Effects, and Econometric Policy Evaluation," Econometrica, Econometric Society, volume 73, issue 3, pages 669-738, May.
• Clifford M. Hurvich & Eric Moulines & Philippe Soulier, 2005, "Estimating Long Memory in Volatility," Econometrica, Econometric Society, volume 73, issue 4, pages 1283-1328, July.
• Aadland, David, 2005, "Detrending time-aggregated data," Economics Letters, Elsevier, volume 89, issue 3, pages 287-293, December.
• Mora, Ricardo & Siotis, Georges, 2005, "External factors in emerging market recoveries: An empirical investigation," European Economic Review, Elsevier, volume 49, issue 3, pages 683-702, April.
• Matteo, T. Di & Aste, T. & Dacorogna, Michel M., 2005, "Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development," Journal of Banking & Finance, Elsevier, volume 29, issue 4, pages 827-851, April.
• Feng Dai & Hui Liu & Ying Wang, 2005, "Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2005_03, Mar.
• Feng Dai & Ling Liang, 2005, "The Advance in Partial Distribution: A New Mathematical Tool for Economic Management," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2005_04, Apr.
• Hall, Peter & Yao, Qiwei, 2005, "Approximating conditional distribution functions using dimension reduction," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 16333.
• Nathan, Laurie, 2005, "‘The frightful inadequacy of most of the statistics’: a critique of Collier and Hoeffler on causes of civil war," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 28337, Sep.
• Gapeev, Pavel V., 2005, "The disorder problem for compound Poisson processes with exponential jumps," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3219.
• Macdonald, Stuart & Martinez, Luis, 2005, "Supporting local data users in the UK academic community," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 871, Jul.
• Julia Campos & Neil R. Ericsson (ed.), 2005, "General-to-Specific Modelling," Books, Edward Elgar Publishing, number 2417, ISBN: ARRAY(0x948cbf20).
• David H. Autor & Lawrence F. Katz & Melissa S. Kearney, 2005, "Rising Wage Inequality: The Role of Composition and Prices," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2096.
• Heitmueller, Axel, 2005, "A Note on Decompositions in Fixed Effects Models in the Presence of Time-Invariant Characteristics," IZA Discussion Papers, IZA Network @ LISER, number 1886, Dec.
• Jeffrey Edwards, 2005, "The Great Growth Debate: A Statistical Look at Mankiw, Romer, and Weil, versus Islam," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 33, issue 1, pages 71-92, March, DOI: 10.1007/s11293-005-1646-z.
• Sangho Choo & Patricia Mokhtarian & Ilan Salomon, 2005, "Does telecommuting reduce vehicle-miles traveled? An aggregate time series analysis for the U.S," Transportation, Springer, volume 32, issue 1, pages 37-64, January, DOI: 10.1007/s11116-004-3046-7.
• Matthew Brzozowski, 2005, "Does One Size Fit All? The CPI and Canadian Seniors," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 130, Sep.
• Nicolas Ponty, 2005, "Un modèle MAcroDYNamique des économies des pays membres de l’UEMOA : MADYN," Documents de travail, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV, number 118, Oct.
• Wing-Keung Wong & Guorui Bian, 2005, "Robust Estimation of Multiple Regression Model with Non-normal Error: Symmetric Distribution," Monash Economics Working Papers, Monash University, Department of Economics, number 09/05, Jun.
• DUFOUR, Jean-Marie & FARHAT, Abdekjelik & KHALAF, Lynda, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-07.
• DUFOUR, Jean-Marie & FARHAT, Abdeljelil & KHALAF, Lynda, 2005, "Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2005.
• Jeroen C. J. M. van den Bergh & Marco A. Janssen (ed.), 2005, "Economics of Industrial Ecology: Materials, Structural Change, and Spatial Scales," MIT Press Books, The MIT Press, number 0262220717, edition 1, ISBN: ARRAY(0x6aa21780), December.
• James J. Heckman & Edward Vytlacil, 2005, "Structural Equations, Treatment Effects and Econometric Policy Evaluation," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0306, Apr.
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Volatility Forecasting," NBER Working Papers, National Bureau of Economic Research, Inc, number 11188, Mar.
• James J. Heckman & Edward Vytlacil, 2005, "Structural Equations, Treatment Effects and Econometric Policy Evaluation," NBER Working Papers, National Bureau of Economic Research, Inc, number 11259, Apr.
• Jay Bhattacharya & Azeem Shaikh & Edward Vytlacil, 2005, "Treatment Effect Bounds: An Application to Swan-Ganz Catheterization," NBER Working Papers, National Bureau of Economic Research, Inc, number 11263, Apr.
• Mitchell A. Petersen, 2005, "Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches," NBER Working Papers, National Bureau of Economic Research, Inc, number 11280, Apr.
• David H. Autor & Lawrence F. Katz & Melissa S. Kearney, 2005, "Rising Wage Inequality: The Role of Composition and Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 11628, Sep.
• Patrick Bajari & Jeremy T. Fox, 2005, "Measuring the Efficiency of an FCC Spectrum Auction," NBER Working Papers, National Bureau of Economic Research, Inc, number 11671, Oct.
• David S. Lee, 2005, "Training, Wages, and Sample Selection: Estimating Sharp Bounds on Treatment Effects," NBER Working Papers, National Bureau of Economic Research, Inc, number 11721, Oct.
• Bruce N. Lehmann, 2005, "The Role of Beliefs in Inference for Rational Expectations Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 11758, Nov.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2005, "Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 11775, Nov.
• Nicholas Bardsley & Peter Moffatt, 2005, "The Experimetrics of Public Goods: Inferring Motivations from Contributions," Discussion Papers, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham, number 2005-09, Jun.
• Michael Creel, 2005, "Econometrics," Online economics textbooks, SUNY-Oswego, Department of Economics, number emetr10.
• Joseph Friedman & Yochanan Shachmurove, 2005, "European Stock Market Dynamics Before and After the Introduction of the Euro," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-028, Oct.
• Mehmet Caner, 2005, "Nearly Singular design in gmm and generalized empirical likelihood estimators," Working Paper, Department of Economics, University of Pittsburgh, number 211, Jan, revised Jan 2005.
• Coleman, Stephen, 2005, "Testing Theories with Qualitative and Quantitative Predictions," MPRA Paper, University Library of Munich, Germany, number 105171, Sep.
• Vorobyev, Oleg Yu., 2005, "Eventology of random-fuzzy events," MPRA Paper, University Library of Munich, Germany, number 15870, Feb.
• Maxim, Belenkiy, 2005, "The Determinants of Outsourcing from the U. S.: Evidence from Domestic Manufacturing Industries, 1972-2002," MPRA Paper, University Library of Munich, Germany, number 17911, Jun.
• Sarfaraz, Leyla & Afsar, Amir, 2005, "بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي
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• Panaretos, John & Psarakis, Stelios & Xekalaki, Evdokia & Karlis, Dimitris, 2005, "The Correlated Gamma-Ratio Distribution in Model Evaluation and Selection," MPRA Paper, University Library of Munich, Germany, number 6355, Sep.
• Perakis, Michael & Maravelakis, Petros & Psarakis, Stelios & Xekalaki, Evdokia & Panaretos, John, 2005, "On Certain Indices for Ordinal Data with Unequally Weighted Classes," MPRA Paper, University Library of Munich, Germany, number 6395.
• Maravelakis, Petros & Panaretos, John & Psarakis, Stelios, 2005, "An Examination of the Robustness to Non Normality of the EWMA Control Charts for the Dispersion," MPRA Paper, University Library of Munich, Germany, number 6396.
• Bersimis, Sotiris & Panaretos, John & Psarakis, Stelios, 2005, "Multivariate Statistical Process Control Charts and the Problem of Interpretation: A Short Overview and Some Applications in Industry," MPRA Paper, University Library of Munich, Germany, number 6397.
• Jayasinghe, Milan, 2005, "On the Mechanics of Measuring the Production of Financial Institutions," MPRA Paper, University Library of Munich, Germany, number 7694.
• Kaufmann, Daniel, 2005, "Myths and Realities of Governance and Corruption," MPRA Paper, University Library of Munich, Germany, number 8089, Oct.
• Paul A. Samuelson, 2005, "Franco: a mind never at rest," BNL Quarterly Review, Banca Nazionale del Lavoro, volume 58, issue 233-234, pages 5-9.
• Paul A. Samuelson, 2005, "Franco: a mind never at rest," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, volume 58, issue 233-234, pages 5-9.
• Paul A. Samuelson, 2005, "Franco: una mente mai ferma," Moneta e Credito, Economia civile, volume 58, issue 230-231, pages 5-10.
• Bent Jesper Christensen & Morten Ø. Nielsen, 2005, "The Implied-realized Volatility Relation With Jumps In Underlying Asset Prices," Working Paper, Economics Department, Queen's University, number 1186, Nov.