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

2004

• Eric Ghysels & Anders Eriksson Lars Forsberg, 2004, "Approximating the probability distribution of functions of random variables: A new approach," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 503, Aug.
• Deockhyun Ryu & Mahmoud A. El-Gamal, 2004, "Convergence Hypotheses are Ill-Posed:Non-stationarity of Cross-Country Income Distribution D," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 576, Aug.
• Deockhyun Ryu & Mahmoud A. El-Gamal, 2004, "Short Memory and the PPP-puzzle," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 577, Aug.
• Alok Kumar, 2004, "Time Series Behaviour of Stock Trading Volume:An Evidence from Indian Stock Market," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 783, Aug.
• Rene Garcia & Marco Bonomo, 2004, "Optimal Rules under Adjustment Cost and Infrequent Information," Econometric Society 2004 Latin American Meetings, Econometric Society, number 135, Aug.
• Augusto Castillo, 2004, "The Announcement Effect of Bond and Equity Issues: Evidence from Chile," Econometric Society 2004 Latin American Meetings, Econometric Society, number 218, Aug.
• Luiz Renato Lima & Zhijie Xiao, 2004, "Testing Unit Root Based on Partially Adaptive Estimation," Econometric Society 2004 Latin American Meetings, Econometric Society, number 63, Aug.
• Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal), 2004, "A simple estimation method and finite-sample inference for a stochastic volatility model," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 153, Aug.
• Philip G. Gayle, 2004, "Does Price Matter? Price and Non-price Competition in the Airline Industry," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 163, Aug.
• Jeffrey M. Perloff & Ximing Wu, 2004, "China's Income Distribution and Inequality," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 316, Aug.
• Tong Li, 2004, "Inference of Structural Econometric Models: A Unified Approach," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 196, Aug.
• Frank Schorfheide & Hyungsik Roger Moon, 2004, "Bayesian Inference for Econometric Models using Empirical Likelihood Functions," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 284, Aug.
• E. Tamer & V. Chernozhukov & H. Hong, 2004, "Parameter Set Inference in a Class of Econometric Models," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 382, Aug.
• Marcel Rindisbacher & Jérôme Detemple & René Garcia, 2004, "Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 483, Aug.
• Anthony A. Smith, Jr. & Michael Keane, 2004, "Generalized Indirect Inference for Discrete Choice Models," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 512, Aug.
• Christopher Taber & Timothy Conley, 2004, "Inference in Difference in Difference Models," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 545, Aug.
• Ramazan Gencay & Faruk Selcuk, 2004, "Asymmetry of Information Flow Between Volatilities Across Time Scales," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 90, Aug.
• Jean-Yves Pitarakis, 2004, "Least squares estimation and tests of breaks in mean and variance under misspecification," Econometrics Journal, Royal Economic Society, volume 7, issue 1, pages 32-54, June.
• Tsourti, Zoi & Panaretos, John, 2004, "Extreme-value analysis of teletraffic data," Computational Statistics & Data Analysis, Elsevier, volume 45, issue 1, pages 85-103, February.
• Kleijnen, Jack P. C. & den Hertog, Dick & Angun, Ebru, 2004, "Response surface methodology's steepest ascent and step size revisited," European Journal of Operational Research, Elsevier, volume 159, issue 1, pages 121-131, November.
• Burdekin, Richard C.K. & Denzau, Arthur T. & Keil, Manfred W. & Sitthiyot, Thitithep & Willett, Thomas D., 2004, "When does inflation hurt economic growth? Different nonlinearities for different economies," Journal of Macroeconomics, Elsevier, volume 26, issue 3, pages 519-532, September.
• Ling, Shiqing & McAleer, Michael, 2004, "Regression quantiles for unstable autoregressive models," Journal of Multivariate Analysis, Elsevier, volume 89, issue 2, pages 304-328, May.
• Kim, Kyeong-Hun, 2004, "On stochastic partial differential equations with variable coefficients in C1 domains," Stochastic Processes and their Applications, Elsevier, volume 112, issue 2, pages 261-283, August.
• Andrew Gelman & Iain Pardoe, 2004, "Bayesian measures of explained variance and pooling in multilevel (hierarchical) models," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2004_04, Apr.
• Hayette Gatfaoui, 2004, "From Fault Tree to Credit Risk Assessment: A Case Study," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2004_05, May.
• Andrew Gelman, 2004, "Prior distributions for variance parameters in hierarchical models," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2004_06, Jun.
• Wolff, Rodney C. & Yao, Qiwei & Tong, Howell, 2004, "Statistical tests for Lyapunov exponents of deterministic systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 154, Jun.
• Martin, Ralf, 2004, "Globalisation, ICT and the nitty gritty of plant level datasets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19937, Sep.
• Gregg, Paul & Wadsworth, Jonathan, 2004, "Two sides to every story: measuring the polarisation of work," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19959, May.
• Peng, Liang & Yao, Qiwei, 2004, "Nonparametric regression under dependent errors with infinite variance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 22874, Mar.
• Fryzlewicz, Piotr & Nason, Guy P., 2004, "Smoothing the wavelet periodogram using the Haar-Fisz transform," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25231.
• Cetin, Umut & Jarrow, R. & Protter, P. & Yildirim, Y., 2004, "Modeling credit risk with partial information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2840.
• Giraitis, Liudas & Leipus, Remigijus & Robinson, Peter M. & Surgailis, Donatas, 2004, "LARCH, leverage, and long memory," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 294.
• Gyenis, Balázs & Rédei, Miklós, 2004, "When can statistical theories be causally closed?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 49733.
• Halbert White, 2004, "New Perspectives in Econometric Theory," Books, Edward Elgar Publishing, number 3245, ISBN: ARRAY(0x753dc470), June.
• Ralf Becker & Stan Hurn (ed.), 2004, "Contemporary Issues in Economics and Econometrics," Books, Edward Elgar Publishing, number 3277, ISBN: ARRAY(0x770b4398), June.
• Edward E. Ghartey, 2004, "Random Walk as a Universal Test of Weak-Form Foreign Exchange Market Efficiency : A Proof," Frontiers in Finance and Economics, SKEMA Business School, volume 1, issue 1, pages 37-45, June.
• Xiao, Zhijie & Lima, Luiz Renato, 2004, "Testing unit root based on partially adaptive estimation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 528, Mar.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Manuel S. Santos, 2004, "Convergence properties of the likelihood of computed dynamic models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-27.
• Ricardo J. Caballero & Stavros Panageas, 2004, "Contingent reserves management: an applied framework," Working Papers, Federal Reserve Bank of Boston, number 05-2.
• Ibrahim Ahamada, 2004, "A Complementary Test for the KPSS test with an application to the US dollar/euro exchange rate," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00272868.
• Ibrahim Ahamada, 2004, "A Complementary Test for the KPSS test with an application to the US dollar/euro exchange rate," Post-Print, HAL, number halshs-00272868.
• N. Vijayamohanan Pillai, 2004, "Causality and error correction in Markov chain: Inflation in India revisited," Centre for Development Studies, Trivendrum Working Papers, Centre for Development Studies, Trivendrum, India, number 366, Dec.
• Bollinger, Christopher R. & Chandra, Amitabh, 2004, "Iatrogenic Specification Error: A Cautionary Tale of Cleaning Data," IZA Discussion Papers, IZA Network @ LISER, number 1093, Mar.
• Russell Davidson & Emmanuel Flachaire, 2004, "Asymptotic and bootstrap inference for inequality and poverty measures," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number v04100, Mar.
• Frank A. Cowell & Emmanuel Flachaire, 2004, "Income distribution and inequality measurement: the problem of extreme values," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number v04101, Jul.
• Patrick Bajari & Han Hong & Stephen Ryan, 2004, "Identification and Estimation of Discrete Games of Complete Information," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0301, Oct.
• Ricardo J. Caballero & Stavros Panageas, 2004, "Contingent Reserves Management: An Applied Framework," NBER Working Papers, National Bureau of Economic Research, Inc, number 10786, Sep.
• David F. Hendry, 2004, "Unpredictability and the Foundations of Economic Forecasting," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W15, May.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez & Manuel Santos, 2004, "Convergence Properties of the Likelihood of Computed Dynamic Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-034, Aug.
• Mishra, SK, 2004, "Generalization of regression analysis to the spatial context," MPRA Paper, University Library of Munich, Germany, number 2970, Apr.
• Tsourti, Zoi & Panaretos, John, 2004, "Extreme Value Analysis of Teletraffic Data," MPRA Paper, University Library of Munich, Germany, number 6391.
• Maravelakis, Petros & Panaretos, John & Psarakis, Stelios, 2004, "EWMA Chart and Measurement Error," MPRA Paper, University Library of Munich, Germany, number 6392.
• Xekalaki, Evdokia & Panaretos, John, 2004, "A Binomial Distribution With Dependent Trials And Its Use in Stochastic Model Evaluation," MPRA Paper, University Library of Munich, Germany, number 6393.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2004, "Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review," MPRA Paper, University Library of Munich, Germany, number 80487.
• Kaufmann, Daniel, 2004, "Corruption, Governance and Security: Challenges for the Rich Countries and the World," MPRA Paper, University Library of Munich, Germany, number 8207, Oct.

2003

• Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2003, "Do Economic Restrictions Improve Forecasts?," 2003 Annual meeting, July 27-30, Montreal, Canada, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 22208, DOI: 10.22004/ag.econ.22208.
• Roosen, Jutta & Hennessy, David A., 2003, "Testing For The Monotone Likelihood Ratio Assumption," Hebrew University of Jerusalem Archive, Hebrew University of Jerusalem, number 18398, DOI: 10.22004/ag.econ.18398.
• Awokuse, Titus O. & Bessler, David A., 2003, "Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy," Journal of Applied Economics, Universidad del CEMA, volume 6, issue 2, pages 1-24, May, DOI: 10.22004/ag.econ.44001.
• Murphy, Elizabeth A. & Norwood, F. Bailey & Wohlgenant, Michael K., 2003, "Do Economic Restrictions Improve Forecasts?," 2003 Annual Meeting, February 1-5, 2003, Mobile, Alabama, Southern Agricultural Economics Association, number 35075, DOI: 10.22004/ag.econ.35075.
• Michael Creel, 2003, "Econometrics," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 575.03, May, revised 23 Oct 2015.
• Wenyang Zhang & Qiwei Yao & Howell Tong & Nils Chr. Stenseth, 2003, "Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat-Mink Interaction," Biometrics, The International Biometric Society, volume 59, issue 4, pages 813-821, December.
• Jianqing Fan & Qiwei Yao & Zongwu Cai, 2003, "Adaptive varying‐coefficient linear models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 65, issue 1, pages 57-80, February, DOI: 10.1111/1467-9868.00372.
• Nelson C. Mark & Donggyu Sul, 2003, "Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 65, issue 5, pages 655-680, December, DOI: 10.1111/j.1468-0084.2003.00066.x.
• Alain Bihr, 2003, "L'approccio statistico delle disuguaglianze sociali," Working Papers (-2012), University of Bergamo, Department of Economics, number 0302, Jun.
• Wiji Arulampalam & Sonia Bhalotra, 2003, "Sibling Death Clustering in India: Genuine Scarring vs Unobserved Heterogeneity," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 03/552, Jun.
• Thomas Mayer, 2003, "A Frequent Misuse of Significance Tests," Working Papers, University of California, Davis, Department of Economics, number 288, Jan.
• Thomas Mayer, 2003, "Misinterpreting a Failure to Disconfirm as a Confirmation: A Recurrent Misreading of Significance Tests," Working Papers, University of California, Davis, Department of Economics, number 42, Jan.
• Titus O. Awokuse & David A. Bessler, 2003, "Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy," Journal of Applied Economics, Universidad del CEMA, volume 6, pages 1-24, May.
• Claude Lopez, 2003, "An Improved Panel Unit Root Test Using GLS-Detrending," University of Cincinnati, Economics Working Papers Series, University of Cincinnati, Department of Economics, number 2003-06, Oct.
• Jean-Marie Dufour, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," CIRANO Working Papers, CIRANO, number 2003s-49, Jul.
• Jean-Marie Dufour & Denis Pelletier & Eric Renault, 2003, "Short Run and Long Run Causality in Time Series: Inference," CIRANO Working Papers, CIRANO, number 2003s-61, Sep.
• Jean-Marie Dufour, 2003, "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics, Canadian Economics Association, volume 36, issue 4, pages 767-808, November, DOI: 10.1111/1540-5982.t01-3-00001.
• Jhon James Mora, 2003, "Crecimiento y convergencia: a propósito de Quah," Estudios Gerenciales, Universidad Icesi.
• Mario Coccia, 2003, "Models For Measuring The Research Performance And Management Of The Public Labs," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200301, Jun.
• Philip A. Haile & Han Hong & Matthew Shum, 2003, "Nonparametric Tests for Common Values in First-Price Sealed-Bid Auctions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1445, Nov.
• Boriss Siliverstovs, 2003, "Unusual Behaviour of Dickey-Fuller Tests in the Presence of Trend Misspecification: Comment," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 389.
• Tripe, David, 2003, "Trends in New Zealand Bank Efficiency over Time," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 3, issue 1.
• Carsten Trenkler, 2003, "A new set of critical values for systems cointegration tests with a prior adjustment for deterministic terms," Economics Bulletin, AccessEcon, volume 3, issue 11, pages 1-9.
• jérôme Fillol & Fabien Tripier, 2003, "The scaling function-based estimator of the long memory parameter: a comparative study," Economics Bulletin, AccessEcon, volume 3, issue 23, pages 1-7.
• Boriss Siliverstovs, 2003, "Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification: comment," Economics Bulletin, AccessEcon, volume 3, issue 30, pages 1-7.
• Steve Cook, 2003, "The properties of asymmetric unit root tests in the presence of mis-specified asymmetry," Economics Bulletin, AccessEcon, volume 3, issue 10, pages 1-10.
• Ahamada Ibrahim, 2003, "Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density," Economics Bulletin, AccessEcon, volume 3, issue 32, pages 1-7.
• Dolton, Peter, 2003, "Reducing Attrition Bias using Targeted Refreshment Sampling and Matching," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 65, Jun.
• Benkard, C. Lanier & Bajari, Patrick, 2003, "Hedonic Price Indexes with Unobserved Product Characteristics, and Application to PC's," Research Papers, Stanford University, Graduate School of Business, number 1841, Sep.
• Itzhak Gilboa & David Schmeidler, 2003, "Inductive Inference: An Axiomatic Approach," Econometrica, Econometric Society, volume 71, issue 1, pages 1-26, January.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2003, "Modeling and Forecasting Realized Volatility," Econometrica, Econometric Society, volume 71, issue 2, pages 579-625, March.
• Hendry, David F. & Clements, Michael P., 2003, "Economic forecasting: some lessons from recent research," Economic Modelling, Elsevier, volume 20, issue 2, pages 301-329, March.
• Kleibergen, Frank & Zivot, Eric, 2003, "Bayesian and classical approaches to instrumental variable regression," Journal of Econometrics, Elsevier, volume 114, issue 1, pages 29-72, May.
• Ghysels, Eric & Guay, Alain, 2003, "Structural change tests for simulated method of moments," Journal of Econometrics, Elsevier, volume 115, issue 1, pages 91-123, July.
• Xu, Zhaoxia & Gençay, Ramazan, 2003, "Scaling, self-similarity and multifractality in FX markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 323, issue C, pages 578-590, DOI: 10.1016/S0378-4371(03)00030-X.
• Diego Iribarren, 2003, "From Economic Activity to Understanding Spaces," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2003_01, Jan.
• Hall, Peter & Yao, Qiwei, 2003, "Inference in components of variance models with low replication," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 17701, Apr.
• Fryzlewicz, Piotr & van Bellegem, Sébastien & von Sachs, Rainer, 2003, "Forecasting non-stationary time series by wavelet process modelling," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25830, Dec.
• Dassios, Angelos & Jang, Jiwook, 2003, "Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2849, Jan.
• Giraitis, L. & Robinson, P.M., 2003, "Edgeworth expansions for semiparametric Whittle estimation of long memory," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 291.
• Robinson, Peter M., 2003, "Denis Sargan: some perspectives," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 292, Jun.
• Peng, Liang & Yao, Qiwei, 2003, "Least absolute deviations estimation for ARCH and GARCH models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5828, May.
• Zhang, Wenyang & Yao, Qiwei & Tong, Howell & Stenseth, Nils Chr, 2003, "Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5832, Dec.
• Hall, Peter & Yao, Qiwei, 2003, "Inference in ARCH and GARCH models with heavy-tailed errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5875, Jan.
• Fan, Jianqing & Yao, Qiwei & Cai, Zongwu, 2003, "Adaptive varying co-efficient linear models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5885, Feb.
• Hall, Peter & Yao, Qiwei, 2003, "Date tilting for time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5888, May.
• Deng, Kent, 2003, "Fact or fiction? Re-examination of Chinese premodern population statistics," Economic History Working Papers, London School of Economics and Political Science, Department of Economic History, number 22353, Jul.
• S. Lardic & V. Mignon, 2003, "The exact minimum likelihood estimation of ARFIMA processes and model selection criteria: A Monte Carlo study," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2003-06.
• Christophe Planas & Werner Roeger & Alessandro Rossi, 2003, "How much has labour taxation contributed to European structural unemployment?," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 183, Apr.
• Carole Maignan & Gianmarco Ottaviano & Dino Pinelli & Francesco Rullani, 2003, "Bio-Ecological Diversity vs. Socio-Economic Diversity: A Comparison of Existing Measures," Working Papers, Fondazione Eni Enrico Mattei, number 2003.13, Jan.
• Lawrence J. Christiano & Martin S. Eichenbaum & Robert J. Vigfusson, 2003, "What happens after a technology shock?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 768.
• Ariel Pakes, 2003, "Common Sense and Simplicity in Empirical Industrial Organization," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2022.
• Itzhak Gilboa & David Schmeidler, 2003, "Inductive Inference: An Axiomatic Approach," Post-Print, HAL, number hal-00481297, Jan, DOI: 10.1111/1468-0262.00388.
• Weshah A. Razzak, 2003, "Wage-Price Dynamics, the Labour Market and Deflation in Hong Kong," Working Papers, Hong Kong Institute for Monetary Research, number 242003, Dec.
• Jutta Roosen & David A. Hennessy, 2003, "Testing for the Monotone Likelihood Ratio Assumption," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 03-wp325, Feb.
• Lawrence J. Christiano & Terry J. Fitzgerald, 2003, "The Band Pass Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 44, issue 2, pages 435-465, May.
• Ginchev Ivan & Guerraggio Angelo & Rocca Matteo, 2003, "From scalar to vector optimization," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0305, Jun.
• Roosen, Jutta & Hennessy, David A., 2003, "Testing for the Monotone Likelihood Ratio Assumption," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 10193, Feb.
• Mueser, Peter R. & Troske, Kenneth & Gorislavsky, Alexey, 2003, "Using State Administrative Data to Measure Program Performance," IZA Discussion Papers, IZA Network @ LISER, number 786, May.
• Chiswick, Carmel U., 2003, "History of Historical Statistics of the United States," IZA Discussion Papers, IZA Network @ LISER, number 858, Aug.
• Ariel Pakes, 2003, "Common Sense and Simplicity in Empirical Industrial Organization," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 23, issue 3, pages 193-215, December, DOI: 10.1023/B:REIO.0000031365.05276.c1.
• Ariel Pakes, 2003, "Common Sense and Simplicity in Empirical Industrial Organization," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 23, issue 3_4, pages 193-215, December.
• Steen Winther Blindum, 2003, "Relaxing the Strict Exogeneity Assumption in a Dynamic Random Probit Model," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2003-04, Dec.
• A'Hearn, Brian & Komlos, John, 2003, "Improvements in Maximum Likelihood Estimators of Truncated Normal Samples with Prior Knowledge of σ," Discussion Papers in Economics, University of Munich, Department of Economics, number 51, Jul.
• Komlos, John, 2003, "How to (and How Not to) Analyze Deficient Height Samples," Discussion Papers in Economics, University of Munich, Department of Economics, number 56, Jul.
• Davide La Torre & Matteo Rocca, 2003, "On C^(1,1) constrained optimation problems," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2003-006, Jan.
• Davide La Torre & Matteo Rocca, 2003, "On C^(1,1) constrained optimation problems," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2003-06, Jan.
• D'Urso, Pierpaolo & Giordani, Paolo, 2003, "A least squares approach to Principal Component Analysis for interval valued data," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03013, Nov.
• D'Urso, Pierpaolo & Giordani, Paolo, 2003, "A possibilistic approach to latent structure analysis for symmetric fuzzy data," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp03014, Dec.
• Elizabeth Ann Maharaj, 2003, "Using Evolutionary Spectra to Forecast Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/03, Feb.
• DUFOUR, Jean-Marie, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-12.
• DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003, "Short run and long run causality in time series: Inference," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2003-16.
• DUFOUR, Jean-Marie, 2003, "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 10-2003.
• DUFOUR, Jean-Marie & PELLETIER, Denis & RENAULT, Éric, 2003, "Short Run and Long Run Causality in Time Series : Inference," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 14-2003.
• Jeffrey M. Wooldridge, 2003, "Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, number 0262232332, edition 1, ISBN: ARRAY(0x8a820548), December.
• Bernardo A. Huberman, 2003, "The Laws of the Web: Patterns in the Ecology of Information," MIT Press Books, The MIT Press, number 0262582252, edition 1, ISBN: ARRAY(0x8ad68900), December.
• Peter Kennedy, 2003, "A Guide to Econometrics, 5th Edition," MIT Press Books, The MIT Press, number 026261183x, edition 5, December.
• Robert F. Engle & Giampiero M. Gallo, 2003, "A Multiple Indicators Model for Volatility Using Intra-Daily Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 10117, Nov.
• Marianne Bitler & Jonah Gelbach & Hilary Hoynes, 2003, "What Mean Impacts Miss: Distributional Effects of Welfare Reform Experiments," NBER Working Papers, National Bureau of Economic Research, Inc, number 10121, Nov.
• Ariel Pakes, 2003, "Common Sense and Simplicity in Empirical Industrial Organization," NBER Working Papers, National Bureau of Economic Research, Inc, number 10154, Dec.
• David S. Bates, 2003, "Maximum Likelihood Estimation of Latent Affine Processes," NBER Working Papers, National Bureau of Economic Research, Inc, number 9673, May.
• Ricardo J. Caballero & Stavros Panageas, 2003, "Hedging Sudden Stops and Precautionary Contractions," NBER Working Papers, National Bureau of Economic Research, Inc, number 9778, Jun.
• Lawrence J. Christiano & Martin Eichenbaum & Robert Vigfusson, 2003, "What Happens After a Technology Shock?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9819, Jul.
• C. Lanier Benkard & Patrick Bajari, 2003, "Hedonic Price Indexes with Unobserved Product Characteristics, and Application to PC's," NBER Working Papers, National Bureau of Economic Research, Inc, number 9980, Sep.
• Arvind Subramanian & Natalia T. Tamirisa, 2003, "Is Africa Integrated in the Global Economy?," IMF Staff Papers, Palgrave Macmillan, volume 50, issue 3, pages 1-2.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2003, "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 03-025, Feb, revised 01 Sep 2003.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Jin Wu, 2003, "Realized Beta: Persistence and Predictability," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-018, Jan, revised 01 Mar 2004.
• Salmanov, Oleg, 2003, "Математическая экономика с применением Mathcad и Excel
  [Mathematical economics using Mathcad and Excel]," MPRA Paper, University Library of Munich, Germany, number 112603, Jul, revised 07 Jul 2003.
• Gao, Jiti & Lu, Zudi & Tjostheim, Dag, 2003, "Estimation in semiparametric spatial regression," MPRA Paper, University Library of Munich, Germany, number 11971, May.
• Vorobyev, Oleg Yu. & Vorobyev, Alexey O., 2003, "On the New Notion of the Set-Expectation for a Random Set of Events," MPRA Paper, University Library of Munich, Germany, number 17901, Apr, revised 27 Apr 2003.
• McCauley, Joseph L. & Gunaratne, Gemunu H., 2003, "An empirical model of volatility of returns and option pricing," MPRA Paper, University Library of Munich, Germany, number 2161.
• Maravelakis, Petros & Perakis, Michael & Psarakis, Stelios & Panaretos, John, 2003, "The Use of Indices in Surveys," MPRA Paper, University Library of Munich, Germany, number 6388.
• Xekalaki, Evdokia & Panaretos, John & Psarakis, Stelios, 2003, "A Predictive Model Evaluation and Selection Approach - The Correlated Gamma Ratio Distribution," MPRA Paper, University Library of Munich, Germany, number 6389.
• Tsourti, Zoi & Panaretos, John, 2003, "Extreme Value Index Estimators and Smoothing Alternatives: A Critical Review," MPRA Paper, University Library of Munich, Germany, number 6390.
• Alessandro Arrighetti & Andrea Lasagni & Gilberto Seravalli, 2003, "Capitale sociale, associazionismo economico e istituzioni: indicatori statistici di sintesi," Rivista di Politica Economica, SIPI Spa, volume 93, issue 4, pages 47-88, July-Augu.
• Andrei Kirilenko, 2003, "A Network Model of Market Prices and Trading Volume," Computing in Economics and Finance 2003, Society for Computational Economics, number 2, Aug.
• Asger Lunde & Esben Hoeg, 2003, "Wavelet Estimation of Integrated Volatility," Computing in Economics and Finance 2003, Society for Computational Economics, number 274, Aug.
• Tony H. Grubesic, 2003, "Inequities in the broadband revolution," The Annals of Regional Science, Springer;Western Regional Science Association, volume 37, issue 2, pages 263-289, May, DOI: 10.1007/s001680300123.
• Krishna B. Athreya & Mukul Majumdar, 2003, "Estimating the stationary distribution of a Markov chain," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 21, issue 2, pages 729-742, March, DOI: 10.1007/s00199-002-0292-9.
• Karl Mosler, 2003, "Central Regions and Dependency," Methodology and Computing in Applied Probability, Springer, volume 5, issue 1, pages 5-21, March, DOI: 10.1023/A:1024144420002.
• P. Maravelakis & M. Perakis & S. Psarakis & J. Panaretos, 2003, "The Use of Indices in Surveys," Quality & Quantity: International Journal of Methodology, Springer, volume 37, issue 1, pages 1-19, February, DOI: 10.1023/A:1022541829763.
• Gabriel Rodriguez & Yiagadeesen Samy, 2003, "Analysing the effects of labour standards on US export performance. A time series approach with structural change," Applied Economics, Taylor & Francis Journals, volume 35, issue 9, pages 1043-1051, DOI: 10.1080/0003684032000079161.
• Titus O. Awokuse & David A. Bessler, 2003, "Vector Autoregressions, Policy Analysis, and Directed Acyclic Graphs: An Application to the U.S. Economy," Journal of Applied Economics, Taylor & Francis Journals, volume 6, issue 1, pages 1-24, May, DOI: 10.1080/15140326.2003.12040583.
• Eric Porras Musalem & Rommert Dekker, 2003, "Controlling Inventories in a Supply Chain," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-012/4, Feb.
• Shiqing Ling & Michael McAleer, 2003, "Regression Quantiles for Unstable Autoregressive Models," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-205, Mar.
• Frank Kleibergen & Eric Zivot, 2003, "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers, University of Washington, Department of Economics, number UWEC-2002-21-P, May.
• Nunzio Cappuccio & Diego Lubian, 2003, "Asymptotic null distributions of stationarity and nonstationarity," Working Papers, University of Verona, Department of Economics, number 08/2003, Sep.
• Jean‐Marie Dufour, 2003, "Identification, weak instruments, and statistical inference in econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 36, issue 4, pages 767-808, November, DOI: 10.1111/1540-5982.t01-3-00001.
• Jose Ramos Pires Manso, 2003, "Innovation And Technological Evolution In A Western European Country – The Case Of Portugal," Econometrics, University Library of Munich, Germany, number 0301002, Jan.
• Diego Iribarren, 2003, "From Economic Activity to Understanding Spaces," Econometrics, University Library of Munich, Germany, number 0303008, Mar.
• Jaime A. Londoño, 2003, "Parametric Estimation Of Diffusion Processes Sampled At First Exit Time," Econometrics, University Library of Munich, Germany, number 0305002, May, revised 16 Feb 2004.
• Gregory C. Chow, 2003, "Estimating Economic Effects of Political Movements in China," Econometrics, University Library of Munich, Germany, number 0306002, Jun.
• Gregory C. Chow, 2003, "Economic Effects of Political Movements in China: Lower Bound Estimates," Econometrics, University Library of Munich, Germany, number 0306003, Jun.
• Gregory C. Chow, 2003, "Econometrics and Economic Policy," Econometrics, University Library of Munich, Germany, number 0306004, Jun.
• Zaka Ratsimalahelo, 2003, "Strongly Consistent Determination of the Rank of Matrix," Econometrics, University Library of Munich, Germany, number 0307007, Jul.
• Arthur S. Goldberger, 2003, "Structural Equation Models in Human Behavior Genetics," Econometrics, University Library of Munich, Germany, number 0308003, Aug.
• K. Mosler, 2003, "Central regions and dependency," Econometrics, University Library of Munich, Germany, number 0309004, Sep.
• Claude Lopez, 2003, "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics, University Library of Munich, Germany, number 0310003, Oct.
• Claude Lopez, 2003, "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics, University Library of Munich, Germany, number 0310006, Oct, revised 24 Oct 2003.
• Edoardo Otranto, 2003, "the Multi-State Markov Switching Model," Econometrics, University Library of Munich, Germany, number 0311001, Nov.
• Roberto Iannaccone & Edoardo Otranto, 2003, "Signal Extraction in Continuous Time and the Generalized Hodrick- Prescott Filter," Econometrics, University Library of Munich, Germany, number 0311002, Nov.
• Andreia Dionisio & Rui Menezes & Diana A. Mendes, 2003, "Mutual information: a dependence measure for nonlinear time series," Econometrics, University Library of Munich, Germany, number 0311003, Nov.
• David Harris & Steve Leybourne & Brendan McCabe, 2003, "Panel Stationarity Tests with Cross-sectional Dependence," Econometrics, University Library of Munich, Germany, number 0311005, Nov.
• Steve Leybourne & David Harvey, 2003, "On Unit Root Tests and the Initial Observation," Econometrics, University Library of Munich, Germany, number 0311006, Nov.
• Steve Leybourne & Paul Newbold & Tae-Hwan Kim, 2003, "Examination Of Some More Powerful Modifications Of The Dickey- Fuller Test," Econometrics, University Library of Munich, Germany, number 0311007, Nov.
• Steve Leybourne & Tae-Hwan Kim & Paul Newbold, 2003, "Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification," Econometrics, University Library of Munich, Germany, number 0311008, Nov.
• Brendan McCabe & Stephen Leybourne & David Harris, 2003, "Testing for Stochastic Cointegration and Evidence for Present Value Models," Econometrics, University Library of Munich, Germany, number 0311009, Nov.
• Marina Resta & Davide Sciutti, 2003, "Spot price dynamics in deregulated power markets," Econometrics, University Library of Munich, Germany, number 0312002, Dec.
• Giancarlo Bruno & Edoardo Otranto, 2003, "Dating the Italian Business Cycle: A Comparison of Procedures," Econometrics, University Library of Munich, Germany, number 0312003, Dec.