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

• He, Yijun & Barnett, William A., 2006, "Existence of bifurcation in macroeconomic dynamics: Grandmont was right," MPRA Paper, University Library of Munich, Germany, number 756, Nov.

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 Economía 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.
• Elizagarate Gutiérrez, Victoria & Mediano Serrano, Lucía & Domingo Prieto, Maite, 2005, "Estrategias de Marketing para la gestión público-privada del comercio de Guipúzcoa. Un modelo basado en el análisis cluster," Revista de Dirección y Administración de Empresas, Universidad del País Vasco - Escuela Universitaria de Estudios Empresariales de San Sebastián.
• Julia Campos & Neil R. Ericsson (ed.), 2005, "General-to-Specific Modelling," Books, Edward Elgar Publishing, number 2417, ISBN: ARRAY(0x6a7044d0).
• 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(0x686daa28), 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, December.
• 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
  [A study on the factors affecting gold price and a neuro-fuzzy model of forcast]," MPRA Paper, University Library of Munich, Germany, number 2855.
• 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.
• Bent Jesper Christensen & Morten Ø. Nielsen & Thomas Busch, 2005, "Forecasting Exchange Rate Volatility In The Presence Of Jumps," Working Paper, Economics Department, Queen's University, number 1187, Dec.
• Colin Beardsley & John R. O'Brien, 2005, "The Financial Services Reform Act 2001: Impact on Systemic risk in Australia," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2005-12, Aug.
• Giulio Bottazzi & Marco Grazzi & Angelo Secchi, 2005, "Characterizing the Production Process: A Disaggregated Analysis of Italian Manufacturing Firms," Rivista di Politica Economica, SIPI Spa, volume 95, issue 1, pages 291-318, January-F.
• Haydée Lugo, 2005, "Incentives to Cooperate in Network Formation," Computing in Economics and Finance 2005, Society for Computational Economics, number 181, Nov.
• Esben Hoeg, 2005, "Volatility and realized quadratic variation of differenced returns," Computing in Economics and Finance 2005, Society for Computational Economics, number 333, Nov.
• Lugo, H. & Dalmagro & F. Jiménez J., 2005, "Co-evolution of bounded rational agents in adaptive social networks," Computing in Economics and Finance 2005, Society for Computational Economics, number 354, Nov.
• M. Perakis & P. Maravelakis & S. Psarakis & E. Xekalaki & J. Panaretos, 2005, "On Certain Indices for Ordinal Data with Unequally Weighted Classes," Quality & Quantity: International Journal of Methodology, Springer, volume 39, issue 5, pages 515-536, October, DOI: 10.1007/s11135-005-1611-6.
• Gianna Boero & Jeremy Smith & Kenneth Wallis, 2005, "The Sensitivity of Chi-Squared Goodness-of-Fit Tests to the Partitioning of Data," Econometric Reviews, Taylor & Francis Journals, volume 23, issue 4, pages 341-370, DOI: 10.1081/ETC-200040782.
• Artur C. B. da Silva Lopes & Antonio Montanes, 2005, "The Behavior Of Hegy Tests For Quarterly Time Series With Seasonal Mean Shifts," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 1, pages 83-108, DOI: 10.1081/ECR-200049141.
• Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, Jack P.C., 2005, "Statistical Testing of Optimality Conditions in Multiresponse Simulation-Based Optimization (Replaced by Discussion Paper 2007-45)," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-81.
• van Beers, W.C.M. & Kleijnen, J.P.C., 2005, "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-55.
• van Beers, W.C.M. & Kleijnen, J.P.C., 2005, "Customized Sequential Designs for Random Simulation Experiments : Kriging Metamodelling and Bootstrapping," Other publications TiSEM, Tilburg University, School of Economics and Management, number 893d38f9-8ca5-42ae-9737-6.
• Arthur Lewbel & Serena Ng, 2005, "Demand Systems with Nonstationary Prices," The Review of Economics and Statistics, MIT Press, volume 87, issue 3, pages 479-494, August.
• Christopher R. Bollinger & Amitabh Chandra, 2005, "Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data," Journal of Labor Economics, University of Chicago Press, volume 23, issue 2, pages 235-258, April, DOI: 10.1086/428028.
• Joseph G. Altonji & Todd E. Elder & Christopher R. Taber, 2005, "Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools," Journal of Political Economy, University of Chicago Press, volume 113, issue 1, pages 151-184, February, DOI: 10.1086/426036.
• Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005, "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-01, Jan.
• Don J Webber & Paul White, 2005, "Convergence towards a Steady State Distribution," Working Papers, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol, number 0502, Jan.
• Timothy K.M. 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/Revue canadienne d'économique, John Wiley & Sons, volume 38, issue 2, pages 482-499, May, DOI: 10.1111/j.0008-4085.2005.00289.x.
• Philipp Koellinger, 2005, "Technological change: An analysis of the diffusion and implications of e-business technologies," Development and Comp Systems, University Library of Munich, Germany, number 0507008, Jul.
• Rohit Deo & Clifford Hurvich & Yi Lu, 2005, "Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment," Econometrics, University Library of Munich, Germany, number 0501002, Jan.
• Rohit Deo & Mengchen Hsieh & Clifford Hurvich, 2005, "Tracing the Source of Long Memory in Volatility," Econometrics, University Library of Munich, Germany, number 0501005, Jan.
• Willa Chen & Rohit Deo, 2005, "GMM Estimation for Long Memory Latent Variable Volatility and Duration Models," Econometrics, University Library of Munich, Germany, number 0501006, Jan.
• Dubois, 2005, "Grocer 1.0, an Econometric Toolbox for Scilab: an Econometrician Point of View," Econometrics, University Library of Munich, Germany, number 0501014, Jan.
• Eric Hillebrand, 2005, "Overlaying Time Scales in Financial Volatility Data," Econometrics, University Library of Munich, Germany, number 0501015, Jan.
• Bragoudakis Zacharias, 2005, "Assessing Forecast Performance in a VEC Model: An Empirical Examination," Econometrics, University Library of Munich, Germany, number 0502007, Feb.
• Kusum Mundra, 2005, "Nonparametric Slope Estimators for Fixed-Effect Panel Data," Econometrics, University Library of Munich, Germany, number 0502008, Feb.
• Dmitry, 2005, "Grinkevych's Model of forecasting," Econometrics, University Library of Munich, Germany, number 0502009, Feb.
• Costas Milas & Phil Rothman, 2005, "Multivariate STAR Unemployment Rate Forecasts," Econometrics, University Library of Munich, Germany, number 0502010, Feb.
• Edoardo Otranto, 2005, "Extraction of Common Signal from Series with Different Frequency," Econometrics, University Library of Munich, Germany, number 0502011, Feb.
• Cornelis A. Los, 2005, "Were Cobb and Douglas Prejudiced? A Critical Re-analysis of their 1928 Production Model Identification," Econometrics, University Library of Munich, Germany, number 0502013, Feb.
• adela parra romero & viviana vargas franco & carlos castellar palma, 2005, "Metodología estadística para estudios de Disponibilidad a Pagar (DAP) aplicada a un proyecto de Abastecimiento de Agua," Econometrics, University Library of Munich, Germany, number 0502014, Feb.
• Mukti Diah Riani & Stuart Wattam, 2005, "A link between measures of Gross National Product, and measures of corruption," Econometrics, University Library of Munich, Germany, number 0502015, Feb.
• feng dai, 2005, "Boating Against the Current: Cases, Concepts, Models and Development Power," Econometrics, University Library of Munich, Germany, number 0503003, Mar.
• T. Di Matteo & T. Aste & Michel M. Dacorogna, 2005, "Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development," Econometrics, University Library of Munich, Germany, number 0503004, Mar.
• Matteo M. Pelagatti & Stefania Rondena, 2005, "Dynamic Conditional Correlation with Elliptical Distributions," Econometrics, University Library of Munich, Germany, number 0503007, Mar.
• Matteo M. Pelagatti, 2005, "Time Series Modeling with Duration Dependent Markov-Switching Vector Autoregressions: MCMC Inference, Software and Applications," Econometrics, University Library of Munich, Germany, number 0503008, Mar.
• Giovanis Elephtherios, 2005, "Econometric Analysis for the rural sector in Greek economy," Econometrics, University Library of Munich, Germany, number 0503009, Mar.
• Giovanis Elephtherios, 2005, "Econometric Analysis of O.U.T.A. – Organisation of Urban Transportations of Athens," Econometrics, University Library of Munich, Germany, number 0503010, Mar.
• Giovanis Elephtherios, 2005, "The hunting in the Province of Elassona," Econometrics, University Library of Munich, Germany, number 0503011, Mar.
• Giovanis Elephtherios, 2005, "The Inflation In European Union," Econometrics, University Library of Munich, Germany, number 0503012, Mar.
• Amjad D. Al-Nasser, 2005, "Customer Satisfaction Measurement Models: Generalised Maximum Entropy Approach," Econometrics, University Library of Munich, Germany, number 0503013, Mar.
• Ozgen Sayginsoy, 2005, "Powerful and Serial Correlation Robust Tests of the Economic Convergence Hypothesis," Econometrics, University Library of Munich, Germany, number 0503014, Mar, revised 11 Mar 2005.
• Jonathan B. Hill, 2005, "Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited," Econometrics, University Library of Munich, Germany, number 0503016, Mar, revised 23 Mar 2005.
• John Tsoukalas, 2005, "Financing Constraints and Firm Inventory Investment: A Reexamination," Econometrics, University Library of Munich, Germany, number 0503019, Mar.
• Ching-Kang Ing, 2005, "Accumulated Prediction Errors, Information Criteria And Optimal Forecasting For Autoregressive Time Series," Econometrics, University Library of Munich, Germany, number 0503020, Mar.
• David Chappell & Theodore Panagiotidis, 2005, "Using the correlation dimension to detect non-linear dynamics: Evidence from the Athens Stock Exchange," Econometrics, University Library of Munich, Germany, number 0504005, Apr.
• Teck-Hua Ho & Juanjuan Zhang, 2005, "Does Format of Pricing Contract Matter?," Econometrics, University Library of Munich, Germany, number 0504008, Apr.
• Sangho Choo & Patricia L. Mokhtarian & Ilan Salomon, 2005, "Does Telecommuting Reduce Vehicle-miles Traveled? An Aggregate Time Series Analysis for the U. S," Econometrics, University Library of Munich, Germany, number 0505001, May.
• Jonathan B. Hill, 2005, "On Tail Index Estimation for Dependent, Heterogenous Data," Econometrics, University Library of Munich, Germany, number 0505005, May, revised 24 Mar 2006.
• Honggao Cao & Daniel H. Hill, 2005, "Active versus Passive Sample Attrition: The Health and Retirement Study," Econometrics, University Library of Munich, Germany, number 0505006, May.
• Evens SALIES, 2005, "The effect on retail charges of mergers in the GB electricity market," Econometrics, University Library of Munich, Germany, number 0506001, Jun.
• Yixiao Sun, 2005, "Adaptive Estimation of the Regression Discontinuity Model," Econometrics, University Library of Munich, Germany, number 0506003, Jun.
• Xiujian Chen & Shu Lin & W. Robert Reed, 2005, "Another Look At What To Do With Time-Series Cross-Section Data," Econometrics, University Library of Munich, Germany, number 0506004, Jun.
• Gino Santarossa & Marie-Ève Brouard, 2005, "Les Regroupements Municipaux Au Québec Et Leur Incidence Sur La Masse Salariale Des Municipalités : 1992-2000," Econometrics, University Library of Munich, Germany, number 0506005, Jun.
• ZhaoYuan Wang, 2005, "Inspiration About The Economy," Econometrics, University Library of Munich, Germany, number 0506006, Jun.
• zaharey, 2005, "Structural change in Export and economics growth: Analysis for spain (1980-2001)," Econometrics, University Library of Munich, Germany, number 0506007, Jun.
• Supreena Narayanan, 2005, "Liberalisation and it’s effect on inequality in developing countries-A case study on India," Econometrics, University Library of Munich, Germany, number 0506008, Jun.
• Mehmet Dalkir, 2005, "A New Method For Estimating The Order Of Integration Of Fractionally Integrated Processes Using Bispectra," Econometrics, University Library of Munich, Germany, number 0507001, Jul, revised 07 Jul 2005.
• Stefano Fachin, 2005, "Long-Run Trends in Internal Migrations in Italy: a Study in Panel Cointegration with Dependent Units," Econometrics, University Library of Munich, Germany, number 0507002, Jul.
• Giovanni Maria Giorgi & Michele Crescenzi, 2005, "A look at the Bonferroni inequality measure in a reliability framework," Econometrics, University Library of Munich, Germany, number 0507004, Jul.
• Giovanni Maria Giorgi & Andrea Pallini, 2005, "About a general method for the lower and upper distribution-free bounds on Gini's concentration ratio from grouped data," Econometrics, University Library of Munich, Germany, number 0507005, Jul.
• Pier Luigi Conti & Giovanni Maria Giorgi, 2005, "Distribution-free estimation of the Gini inequality index: the kernel method approach," Econometrics, University Library of Munich, Germany, number 0507006, Jul.
• Giovanni Maria Giorgi & Michele Crescenzi, 2005, "Bayesian estimation of the Bonferroni index from a Pareto-type I population," Econometrics, University Library of Munich, Germany, number 0507007, Jul.
• Giovanni Maria Giorgi & Riccardo Mondani, 2005, "Sampling distribution of the Bonferroni inequality index from exponential population," Econometrics, University Library of Munich, Germany, number 0507008, Jul.
• Giovanni Maria Giorgi, 2005, "Encounter with the Italian Statistical School: A conversation with Carlo Benedetti," Econometrics, University Library of Munich, Germany, number 0507009, Jul.
• Giovanni Maria Giorgi & Michele Crescenzi, 2005, "A proposal of poverty measures based on the Bonferroni inequality index," Econometrics, University Library of Munich, Germany, number 0507010, Jul.
• Giovanni Maria Giorgi & Maria Grazia Pittau & Roberto Zelli, 2005, "Regional Empirics for Economic Disparities in Italy: 1951-2001," Econometrics, University Library of Munich, Germany, number 0507011, Jul.
• Feng Dai & Hui Liu & Ying Wang, 2005, "Multivariate Partial Distribution: A New Method of Pricing Group Assets and Analyzing the Risk for Hedging," Econometrics, University Library of Munich, Germany, number 0507012, Jul.
• Philip Kostov & John Lingard, 2005, "Seasonally specific model analysis of UK cereals prices," Econometrics, University Library of Munich, Germany, number 0507014, Jul.
• Feng Dai & Lin Liang, 2005, "The Advance in Partial Distribution£ºA New Mathematical Tool for Economic Management," Econometrics, University Library of Munich, Germany, number 0508001, Aug.
• Isabel Proenca, 2005, "A Simple Deconvolving Kernel Density Estimator when Noise is Gaussian," Econometrics, University Library of Munich, Germany, number 0508006, Aug.
• Wolfgang Haerdle & Enno MAMMEN & Isabel Proenca, 2005, "A Bootstrap Test for Single Index Models," Econometrics, University Library of Munich, Germany, number 0508007, Aug.
• Ching-Kang Ing & Ching-Zong Wei, 2005, "A maximal moment inequality for long range dependent time series with applications to estimation and model selection," Econometrics, University Library of Munich, Germany, number 0508009, Aug.
• Chen Pu & Hsiao Chihying, 2005, "Subsampling Cointegration Ranks in Large Systems," Econometrics, University Library of Munich, Germany, number 0508010, Aug.
• Bhaskara Rao, 2005, "Estimating Short and Long Run Relationships: A Guide to the Applied Economist," Econometrics, University Library of Munich, Germany, number 0508013, Aug.
• Rana Bose, 2005, "Total Factor Productivity Growth in Finland 1960 − 1999," Econometrics, University Library of Munich, Germany, number 0508014, Aug.
• Miguel Rodrigues, 2005, "Regression with R," Econometrics, University Library of Munich, Germany, number 0508016, Aug.
• Melitón Ramirez Mattos, 2005, "Econometric Model for Cement demand and supply in Bolivia," Econometrics, University Library of Munich, Germany, number 0508019, Aug.
• Hayette GATFAOUI, 2005, "From Fault Tree to Credit Risk Assessment: A Case Study," Econometrics, University Library of Munich, Germany, number 0509002, Sep.
• Giovanni Maria Giorgi, 2005, "A methodological survey of recent studies for the measurement of inequality of economic welfare carried out by some Italian statisticians," Econometrics, University Library of Munich, Germany, number 0509007, Sep.
• Giovanni Maria Giorgi, 2005, "About a 'new' inequality index," Econometrics, University Library of Munich, Germany, number 0509008, Sep.
• Sudip Ranjan Basu, 2005, "Estimating the Quality of Economic Governance: A Cross-Country Analysis," Econometrics, University Library of Munich, Germany, number 0509012, Sep.
• Ahmed Shamiri & Abu Hassan, 2005, "Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities," Econometrics, University Library of Munich, Germany, number 0509015, Sep.
• Mehmet Caner, 2005, "Boundedly Pivotal Structural Change Tests in Continuous Updating GMM with Strong, Weak Identification and Completely Unidentified Cases," Econometrics, University Library of Munich, Germany, number 0509016, Sep.
• Mehmet Caner, 2005, "Exponential Tilting with Weak Instruments: Estimation and Testing," Econometrics, University Library of Munich, Germany, number 0509017, Sep.
• Mehmet Caner, 2005, "Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics," Econometrics, University Library of Munich, Germany, number 0509018, Sep.
• Mehmet Caner, 2005, "Nearly Singular Design In Gmm And Generalized Empirical Likelihood Estimators," Econometrics, University Library of Munich, Germany, number 0509019, Sep.
• Ugo Colombino & Rolf Aaberge & Tom Wennemo, 2005, "Evaluating Alternative Representations of the Choice Sets in Models of Labour Supply," Econometrics, University Library of Munich, Germany, number 0510001, Oct.
• Juan M.C. Larrosa, 2005, "Compositional Time Series: Past and Present," Econometrics, University Library of Munich, Germany, number 0510002, Oct.
• Ravi, 2005, "Open Source Software Development Projects: Determinants of Project Popularity," Econometrics, University Library of Munich, Germany, number 0510003, Oct.
• Chen Pu & Hsiao Chihying, 2005, "What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth," Econometrics, University Library of Munich, Germany, number 0510005, Oct.
• Ekrem Kilic, 2005, "A Nonparametric Way of Distribution Testing," Econometrics, University Library of Munich, Germany, number 0510006, Oct.
• Ekrem Kilic, 2005, "Forecasting Volatility of Turkish Markets: A Comparison of Thin and Thick Models," Econometrics, University Library of Munich, Germany, number 0510007, Oct.
• Hossein Abbasi-Nejad & Mahmoud Motavasseli & Shapour Mohammadi, 2005, "Economic Growth as a Nonlinear and Discontinuous Process," Econometrics, University Library of Munich, Germany, number 0510008, Oct.
• José T.A.S. Ferreira & Miguel A Juárez & MArk F.J. Steel, 2005, "Directional Log-spline Distributions," Econometrics, University Library of Munich, Germany, number 0511001, Nov.
• Oldrich Kyn & Wolfram Schrettl & Volkhart Vincentz, 2005, "Simulation des Einflusses der Planung auf die sowjetische Wirtschaft," Econometrics, University Library of Munich, Germany, number 0511002, Nov.
• Oldrich Kyn & Hans-Juergen Wagener & Joerg Hocke, 2005, "Production Functions Estimates for Soviet Industry and Some Implications," Econometrics, University Library of Munich, Germany, number 0511003, Nov.
• Giovanni Maria Giorgi, 2005, "Bibliographic portrait of the Gini concentration ratio," Econometrics, University Library of Munich, Germany, number 0511004, Nov.
• Giovanni Maria Giorgi, 2005, "A fresh look at the topical interest of the Gini concentration ratio," Econometrics, University Library of Munich, Germany, number 0511005, Nov.
• J.M.C. Santos Silva, 2005, "A Note On Influence Assessment In Score Tests," Econometrics, University Library of Munich, Germany, number 0511008, Nov, revised 12 Nov 2005.
• Rohit Deo & Clifford Hurvich & Philippe Soulier & Yi Wang, 2005, "Propagation of Memory Parameter from Durations to Counts," Econometrics, University Library of Munich, Germany, number 0511010, Nov.
• Eleftherios Giovanis, 2005, "‘‘Moving Median’’ A Method Of Autocorrelation Solution," Econometrics, University Library of Munich, Germany, number 0511011, Nov.
• Eleftherios Giovanis, 2005, "Application Of Mean Propensity To Consumption And Interest Rate Of Keynes Theory And The Application Of Cobb-Douglas Model And Solow Theory In The Greek Rural Economy," Econometrics, University Library of Munich, Germany, number 0511012, Nov.
• Eleftherios Giovanis, 2005, "‘‘Moving Median’’ A New Method Of Forecasting," Econometrics, University Library of Munich, Germany, number 0511013, Nov.
• Guanghua Wan & Ming Lu & Zhao Chen, 2005, "Globalization and Regional Income Inequality--Evidence from within China," Econometrics, University Library of Munich, Germany, number 0511014, Nov.
• Peter Ilmolelian, 2005, "The Determinants of the Harare Stock Exchange (HSE) Market Capitalisation," Econometrics, University Library of Munich, Germany, number 0511016, Nov.
• Mogens Fosgerau & Michel Bierlaire, 2005, "A practical test for the choice of mixing distribution in a discrete choice model," Econometrics, University Library of Munich, Germany, number 0512002, Dec.
• Gad Allon & Michael Beenstock & Steven Hackman & Ury Passy & Alex Shapiro, 2005, "Nonparametric estimation of concave production technologies by entropic methods," Econometrics, University Library of Munich, Germany, number 0512003, Dec.
• Guido Travaglini, 2005, "Modern and Ancient Cultural Capital. A Worldwide Cross-Sectional Analysis," Econometrics, University Library of Munich, Germany, number 0512006, Dec.