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

2002

• Maria Eugenia PINTO BORREGO & Andr�s VERGARA BALLEN & Yilberto LAHUERTA PERCIPIANO, 2002, "Diagnóstico del programa de reinserción en Colombia: mecanismos para incentivar la desmovilización voluntaria individual," Archivos de Economía, Departamento Nacional de Planeación, number 2344, Nov.
• Mario Coccia, 2002, "Metrics of the public research lab performance and strategic behaviour," 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 200212, Dec.
• Linton, Oliver & Whang, Yoon-Jae, 2002, "Nonparametric Estimation With Aggregated Data," Econometric Theory, Cambridge University Press, volume 18, issue 2, pages 420-468, April.
• Vijayamohanan Pillai N, 2002, "A Markov Chain Model of Inflation in India," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 37, issue 1, pages 91-116, January.
• Anderson, Torben G. & Bollerslev, Tim & Diebold, Francis X. & Labys, Paul, 2002, "Modeling and Forecasting Realized Volatility," Working Papers, Duke University, Department of Economics, number 02-12.
• Arcidiacono, Peter & Sieg, Holger & Sloan, Frank, 2002, "Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking," Working Papers, Duke University, Department of Economics, number 02-30.
• Harry Haupt & Walter Oberhofer, 2002, "Fully restricted linear regression: A pedagogical note," Economics Bulletin, AccessEcon, volume 3, issue 1, pages 1-7.
• Eduardo Ley, 2002, "On Plutocratic and Democratic CPIs," Economics Bulletin, AccessEcon, volume 4, issue 3, pages 1-5.
• Fabien Tripier, 2002, "The Dynamic Correlation Between Growth and Unemployment," Economics Bulletin, AccessEcon, volume 5, issue 4, pages 1-9.
• Christopher Bajada, 2002, "How Reliable are the Estimates of the Underground Economy?," Economics Bulletin, AccessEcon, volume 3, issue 14, pages 1-11.
• Stanislav Anatolyev & Andrey Vasnev, 2002, "Markov chain approximation in bootstrapping autoregressions," Economics Bulletin, AccessEcon, volume 3, issue 19, pages 1-8.
• Elena Casquel & Ezequiel Uriel, 2002, "An efficient monte carlo study of two-step generalized least squares estimators for random-effects panel data models," Economics Bulletin, AccessEcon, volume 3, issue 23, pages 1-10.
• Hendry, David F & Michael P. Clements, 2002, "Economic Forecasting: Some Lessons from Recent Research," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 99, Aug.
• Chang, Yoosoon, 2002, "Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency," Working Papers, Rice University, Department of Economics, number 2000-08, Jan.
• Benedikt M. Poetscher, 2002, "Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters," Econometrica, Econometric Society, volume 70, issue 3, pages 1035-1065, May.
• Dean Corbae & Sam Ouliaris & Peter C. B. Phillips, 2002, "Band Spectral Regression with Trending Data," Econometrica, Econometric Society, volume 70, issue 3, pages 1067-1109, May.
• Davidson, Russell & MacKinnon, James G., 2002, "Bootstrap J tests of nonnested linear regression models," Journal of Econometrics, Elsevier, volume 109, issue 1, pages 167-193, July.
• Chang, Yoosoon, 2002, "Nonlinear IV unit root tests in panels with cross-sectional dependency," Journal of Econometrics, Elsevier, volume 110, issue 2, pages 261-292, October.
• Cowell, Frank & Flachaire, Emmanuel, 2002, "Sensitivity of inequality measures to extreme values," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2213, Mar.
• Tong, Howell & Stenseth, Nils Chr & Yao, Qiwei, 2002, "Nonlinear time series modelling of highly fluctuating biological population over space - main results," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24149, Jan.
• Sear, Rebecca & Steele, Fiona & McGregor, Ian A. & Mace, Ruth, 2002, "The effects of kin on child mortality in rural Gambia," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 247, Feb.
• Linton, Oliver & Whang, Yoon-Jae, 2002, "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 320, Apr.
• Rédei, Miklós & Summers, Stephen J., 2002, "Local primitive causality and the common cause principle in quantum field theory," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 49736.
• Yao, Qiwei & Polonik, Wolfgang, 2002, "Set-indexed conditional empirical and quantile processes based on dependent data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 5878, Feb.
• Hall, Peter & Peng, Liang & Yao, Qiwei, 2002, "Moving-maximum models for extrema of time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6084, Apr.
• Hall, Peter & Peng, Liang & Yao, Qiwei, 2002, "Prediction and nonparametric estimation for time series with heavy tails," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6086, May.
• Yao, Qiwei & Hyndman, Rob J., 2002, "Nonparametric estimation and symmetry tests for conditional density functions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6092.
• Terence C. Mills (ed.), 2002, "Long Term Trends and Business Cycles," Books, Edward Elgar Publishing, number 2501, ISBN: ARRAY(0x6f2016c0).
• Badi H. Baltagi (ed.), 2002, "Recent Developments in the Econometrics of Panel Data," Books, Edward Elgar Publishing, number 2701, ISBN: ARRAY(0x693dc020).
• Fève, Frédérique & Fève, Patrick & Florens, Jean-Pierre, 2002, "Attribute Choices and Structural Econometrics of Price Elasticity of Demand," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 155, revised 2003.
• José Carlos Ramírez & Rogelio Sandoval-Saavedra, 2002, "¿Existen Componentes Pronosticables En Las Series De Los Rendimientos De Las Acciones?," 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 1, issue 1, pages 39-58, Marzo 200.
• La Torre Davide & Rocca Matteo, 2002, "C 1,1 functions and optimality conditions," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0208, Apr.
• Constant, Amelie F. & Konstantopoulos, Spyros, 2002, "School Effects and Labor Market Outcomes for Young Adults in the 1980s and 1990s," IZA Discussion Papers, IZA Network @ LISER, number 671, Dec.
• Se-Hak Chun & Steven H. Kim, 2002, "Financial Forecasting Through Data Mining : A Comparative Evaluation of Probabilistic Neural Networks and Other Models," Korean Economic Review, Korean Economic Association, volume 18, pages 159-175.
• Gauthier Lanot, 2002, "On the Variance Covariance Matrix of the Maximum Likelihood Estimator of a Discrete Mixture," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2002/07, Jul.
• Ramses H. ABUL NAGA, 2002, "A Test for Correlation between Signal and Noise within the Errors in Variables Model," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 02.08, Apr.
• Davide La Torre & Matteo Rocca, 2002, "C1,1 functions and optimality conditions," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2002-013, Jan.
• Davide La Torre & Carlo Vercellis, 2002, "C1,1 approximations of generalized support vector machines," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2002-019, Jan.
• Davide La Torre & Matteo Rocca, 2002, "C1,1 functions and optimality conditions," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2002-13, Jan.
• Davide La Torre & Carlo Vercellis, 2002, "C1,1 approximations of generalized support vector machines," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2002-19, Jan.
• George Hall & John Rust, 2002, "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0278, Aug.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2002, "Parametric and Nonparametric Volatility Measurement," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0279, Aug.
• Nelson C. Mark & Donggyu Sul, 2002, "Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0287, Dec.
• Andrew B. Bernard & Stephen Redding & Peter K. Schott & Helen Simpson, 2002, "Factor Price Equalization in the UK?," NBER Working Papers, National Bureau of Economic Research, Inc, number 9052, Jul.
• Ásta Herdís Hall & Sólveig Frída Jóhannsdóttir, 2002, "Generational Equality in Iceland," Nordic Journal of Political Economy, Nordic Journal of Political Economy, volume 28, pages 27-42.
• Andrew Glyn & Robert Rowthorn & Faculty of Economics and Politics & Cambridge University, 2002, "Convergence and Stability in US Regional Employment," Economics Series Working Papers, University of Oxford, Department of Economics, number 92, Mar.
• Lord, Montague, 2002, "Modeling the Macro-Economy of Bangladesh," MPRA Paper, University Library of Munich, Germany, number 41171, Jan.
• Maravelakis, Petros & Panaretos, John & Psarakis, Stelios, 2002, "Effect of Estimation of the Process Parameters on the Control Limits of the Univariate Control Charts for Process Dispersion," MPRA Paper, University Library of Munich, Germany, number 6386.
• Maravelakis, Petros & Bersimis, Sotiris & Panaretos, John & Psarakis, Stelios, 2002, "Identifying the Out of Control Variable in a Multivariate Control Chart," MPRA Paper, University Library of Munich, Germany, number 6387.
• Kaplanski, Guy & Kroll, Yoram, 2002, "VaR Risk Measures versus Traditional Risk Measures: an Analysis and Survey," MPRA Paper, University Library of Munich, Germany, number 80070.

2001

• Davidson, Russell & Flachaire, Emmanuel, 2001, "The Wild Bootstrap, Tamed at Last," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273426, Oct, DOI: 10.22004/ag.econ.273426.
• Davidson, Russell, 2001, "Artificial Regressions," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273508, Jan, DOI: 10.22004/ag.econ.273508.
• Perloff, Jeffrey M. & Shen, Edward Z., 2001, "Collinearity in Linear Structural Models of Market Power," CUDARE Working Papers, University of California, Berkeley, Department of Agricultural and Resource Economics, number 25012, DOI: 10.22004/ag.econ.25012.
• Faruk Selcuk & Ramazan Gencay, 2001, "Overnight Borrowing, Interest Rates and Extreme Value Theory," Working Papers, Department of Economics, Bilkent University, number 0103.
• Zongwu Cai & Qiwei Yao & Wenyang Zhang, 2001, "Smoothing for discrete‐valued time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 63, issue 2, pages 357-375, DOI: 10.1111/1467-9868.00290.
• Michel Armatte, 2001, "Le statut changeant de la corrélation en économétrie (1910-1944)," Revue économique, Presses de Sciences-Po, volume 52, issue 3, pages 617-631.
• Perloff, Jeffrey M. & Shen, Edward Z., 2001, "Collinearity in Linear Structural Models of Market Power," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt3wz759dd, Dec.
• Perloff, Jeffrey M. & Shen, Edward Z., 2001, "Collinearity in Linear Structural Models of Market Power," Institute for Research on Labor and Employment, Working Paper Series, Institute of Industrial Relations, UC Berkeley, number qt3wz759dd, Dec.
• Emmanuel Flachaire, 2001, "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 58, Feb.
• Thomas Mayer, 2001, "A Frequent Misuse of Significance Tests," CESifo Working Paper Series, CESifo, number 549.
• René Garcia & Richard Luger & Eric Renault, 2001, "Asymmetric Smiles, Leverage Effects and Structural Parameters," CIRANO Working Papers, CIRANO, number 2001s-01, Jan.
• René Garcia & Richard Luger & Eric Renault, 2001, "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002)," CIRANO Working Papers, CIRANO, number 2001s-02, Jan.
• Eric Ghysels & Alain Guay, 2001, "Testing for Structural Change in the Presence of Auxiliary Models," CIRANO Working Papers, CIRANO, number 2001s-54, Sep.
• Blanca Zuluaga & Juliana María Idrobo, 2001, "Crisis de la deuda en las empresas municipales de Cali y perspectivas," Estudios Gerenciales, Universidad Icesi.
• Mark Lijesen, 2002, "End user prices in liberalised energy markets," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 16, Dec.
• Henry van der Wiel, 2001, "Does ICT boost Dutch productivity growth?," CPB Document, CPB Netherlands Bureau for Economic Policy Analysis, number 16, Dec.
• Eric Ghysels & Alain Guay, 2001, "Testing for Structural Change in the Presence of Auxiliary Models," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 133, Jun.
• Alain Guay, 2001, "Optimal Predictive Tests and a Simulation Study," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 142, Oct.
• Aman Ullah & Shalabh & Debasri Mukherjee, 2001, "Consistent Estimation of Regression Coefficients in Replicated Data with Non-Normal Measurement Errors," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 249-264, May.
• Linton, Oliver & Xiao, Zhijie, 2001, "Second-Order Approximation For Adaptive Regression Estimators," Econometric Theory, Cambridge University Press, volume 17, issue 5, pages 984-1024, October.
• Ling, S. & McAleer, M., 2001, "Regression Quantiles for Unstable Autoregressive Models," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0526, Jan.
• Harry Haupt & Walter Oberhofer, 2001, "Prior Information: The Mixed Prediction Approach," Economics Bulletin, AccessEcon, volume 28, issue 12, pages 1.
• Peter E. Kennedy & John Elder, 2001, "F versus t tests for unit roots," Economics Bulletin, AccessEcon, volume 3, issue 3, pages 1-6.
• Steven Cook, 2001, "Asymmetric unit root tests in the presence of structural breaks under the null," Economics Bulletin, AccessEcon, volume 3, issue 6, pages 1-10.
• Teruko Takada, 2001, "Nonparametric density estimation: A comparative study," Economics Bulletin, AccessEcon, volume 3, issue 16, pages 1-10.
• Brian Silverstone & Richard Harris, 2001, "Testing for asymmetry in Okun's law: A cross-country comparison," Economics Bulletin, AccessEcon, volume 5, issue 2, pages 1-13.
• Clements, Michael P. & Hendry, David F., 2001, "Economic forecasting: some lessons from recent research," Working Paper Series, European Central Bank, number 82, Nov.
• Norman Fickel, 2001, "Sequential Regression: A Neodescriptive Approach to Multicollinearity," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2001_09, Oct.
• Ozlem ONDER, 2001, "Least Median Squares: A Robust Regression Techique," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 1, issue 1, pages 185-191.
• Giraitis, L & Hidalgo, J & Robinson, Peter M., 2001, "Gaussian estimation of parametric spectral density with unknown pole," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 297, Aug.
• Marinucci, D. & Robinson, Peter M., 2001, "Narrow-band analysis of nonstationary processes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 303.
• Linton, Oliver & Xiao, Zhijie, 2001, "Second-order approximation for adaptive regression estimators," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 317, Oct.
• Lahlou, Saadi, 2001, "Text mining methods: an answer to Chartier and Meunier," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 46728.
• Marinucci, D & Robinson, Peter M, 2001, "Finite sample improvement in statistical inference with I(1) processes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 58079, Jul.
• Cai, Zongwu & Yao, Qiwei & Zhang, Wenyang, 2001, "Smoothing for discrete-valued time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6095.
• Yao, Qiwei & Yang, Wengyan & Tong, Howell, 2001, "Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6103, Nov.
• Davidson, Russell & Flachaire, Emmanuel, 2001, "The wild bootstrap, tamed at last," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6560, Feb.
• Marios Fridakis & Alexandra Livada, 2001, "Detrending Methods for Macroeconomic Variables: A Comparative View Patterns in Neighboring Areas," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 5, issue 1, pages 84-109, Summer.
• Arantza Beitia & Javier Bilbao & Ana Fernández Sainz, 2001, "El papel de la calidad en la demanda universitaria de transporte público," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 46, issue 01, pages 268-283.
• JManuel González Gómez & Xosé M. González Martínez, 2001, "Rentabilidad social de la protección de la naturaleza. El caso de las Illas Cíes y sus atributos," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 47, issue 02, pages 152-181.
• W. D. Dechert (ed.), 2001, "Growth Theory, Nonlinear Dynamics and Economic Modelling," Books, Edward Elgar Publishing, number 1491, ISBN: ARRAY(0x69c1cab8).
• Gilboa, I. & Schmeidler, D., 2001, "Inductive Inference: An Axiomatic Approach," Papers, Tel Aviv, number 2001-19.
• Emmanuel Flachaire, 2001, "Les méthodes du bootstrap dans les modèles de régression," Post-Print, HAL, number halshs-00175894.
• Elisabet Viladecans Marsal, 2001, "La concentración territorial de las empresas industriales: un estudio sobre la unidad geogr fica de an lisis mediante técnicas de econometría espacial," Working Papers, Institut d'Economia de Barcelona (IEB), number 2001/2.
• Davide La Torre & Matteo Rocca, 2001, "Some remarks on second-order generalized derivatives for C1,1 functions," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2001-017, Jan.
• Davide La Torre & Matteo Rocca, 2001, "Some remarks on second-order generalized derivatives for C1,1 functions," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2001-17, Jan.
• Giovanni Maria Giorgi & Michele Crescenzi, 2001, "A proposal of poverty measures based on the Bonferroni inequality index," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, volume 0, issue 3-4, pages 3-16.
• Jeffrey M. Wooldridge, 2001, "Econometric Analysis of Cross Section and Panel Data," MIT Press Books, The MIT Press, number 0262232197, edition 1, ISBN: ARRAY(0x686b6eb8), December.
• Patrick Bajari & C. Lanier Benkard, 2001, "Demand Estimation With Heterogeneous Consumers and Unobserved Product Characteristics: A Hedonic Approach," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0272, Jul.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001, "Modeling and Forecasting Realized Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 8160, Mar.
• Peter Arcidiacono & Holger Sieg & Frank Sloan, 2001, "Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking," NBER Working Papers, National Bureau of Economic Research, Inc, number 8602, Nov.
• David Hendry & Michael P. Clements, 2001, "Economic Forecasting: Some Lessons from Recent Research," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2002-W11, Oct.
• Gabriel Rodriguez & Yiagadeesen Samy, 2001, "Analyzing the Effects of Labor Standards on U.S. Export Performance: A Time Series Approach With Structural Change," Working Papers, University of Ottawa, Department of Economics, number 0108E.
• David Hendry & Michael P. Clements & Department of Economics & University of Warwick, 2001, "Economic Forecasting: Some Lessons from Recent Research," Economics Series Working Papers, University of Oxford, Department of Economics, number 78, Oct.
• A. Arrighetti & A. Lasagni & G. Seravalli, 2001, "Capitale sociale, associazionismo economico e istituzioni: indicatori statistici di sintesi," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2001-EP04.
• Paulo Brito, 2001, "A Wavelet Exploration Of The Bvl Index," Portuguese Journal of Management Studies, ISEG, Universidade de Lisboa, volume 0, issue 1, pages 3-21.
• Vorobyev, Oleg Yu. & Novosyolov, Arcady A. & Simonov, Konstantin V. & Fomin, Andrew, 2001, "Portfolio Analysis of Financial Market Risks by Random Set Tools," MPRA Paper, University Library of Munich, Germany, number 16756.
• Buda, Rodolphe, 2001, "Les algorithmes de la modélisation : une analyse critique pour la modélisation économique," MPRA Paper, University Library of Munich, Germany, number 3926, Jul, revised Jul 2004.
• Maravelakis, Petros & Panaretos, John & Psarakis, Stelios, 2001, "Effect of Estimation on the Univariate Control Charts for Process Dispersion," MPRA Paper, University Library of Munich, Germany, number 6356.
• Margiora, Philippa & Panaretos, John, 2001, "Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 6358.
• Tsourti, Zoi & Panaretos, John, 2001, "A Simulation Study on the Performance of Extreme-Value Index Estimators and Proposed Robustifying Modifications," MPRA Paper, University Library of Munich, Germany, number 6381.
• Panaretos, John & Tzavidis, Nikolaos, 2001, "Aspects of Estimation Procedures at Eurostat with Some Emphasis on Over-Space Harmonisation," MPRA Paper, University Library of Munich, Germany, number 6382.
• Psarakis, Stelios & Panaretos, John, 2001, "On Some Bivariate Extensions of the Folded Normal and the Folded-T Distributions," MPRA Paper, University Library of Munich, Germany, number 6383.
• Tsourti, Zoi & Panaretos, John, 2001, "Extreme Value Index Estimators and Smoothing Alternatives: Review and Simulation Comparison," MPRA Paper, University Library of Munich, Germany, number 6384, Jul.
• Perakis, Michael & Maravelakis, Petros & Psarakis, Stelios & Xekalaki, Evdokia & Panaretos, John, 2001, "On Certain Indices for Ordinal Data with Unequally Weighted Classes," MPRA Paper, University Library of Munich, Germany, number 6385, Dec.
• Darren Lubotsky & Martin Wittenberg, 2001, "Interpretation of Regressions with Multiple Proxies," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 836, Sep.
• Emmanuel Flachaire & Russell Davidson, 2001, "The Wild Bootstrap, Tamed At Last," Working Paper, Economics Department, Queen's University, number 1000, Oct.
• Jiahui Wang, 2001, "Simulated Specification Tests for Panel Multinomial Probit Models: Some Finite Sample Evidence," Computing in Economics and Finance 2001, Society for Computational Economics, number 107, Apr.
• Ralph Siebert and Christine Zulehner, 2001, "Testing for Asymmetric Dynamic Oligopoly Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 182, Apr.
• Jenny X. Li and Peter Winker, 2001, "Quasi Monte Carlo methods for macroeconometric simulation," Computing in Economics and Finance 2001, Society for Computational Economics, number 199, Apr.
• Max E. Jerrell and Wendy A. Campione, 2001, "The Network-Enabled Optimization System (NEOS) - a means of solving optimization problems over the Internet," Computing in Economics and Finance 2001, Society for Computational Economics, number 87, Apr.
• (*), Nigel Rice & Paul Contoyannis, 2001, "The impact of health on wages: Evidence from the British Household Panel Survey," Empirical Economics, Springer, volume 26, issue 4, pages 599-622.
• Giuseppe Arbia, 2001, "articles: Modelling the geography of economic activities on a continuous space," Papers in Regional Science, Springer;Regional Science Association International, volume 80, issue 4, pages 411-424.
• G. M. Giorgi & M. Crescenzi, 2001, "Bayesian estimation of the Bonferroni index from a Pareto-type I population," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 10, issue 1, pages 41-48, January, DOI: 10.1007/BF02511638.
• Paramsothy Silvapulle, 2001, "A Score Test For Seasonal Fractional Integration And Cointegration," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 85-104, DOI: 10.1081/ETC-100104081.
• Christopher Nelson & Kevin Hollenbeck, 2001, "Does Charter School Attendance Improve Test Scores?: Comments and Reactions on the Arizona Achievement Study," Upjohn Working Papers, W.E. Upjohn Institute for Employment Research, number 01-70, Jul.
• Heijungs, Reinout & Groot, Henri L. F. de & Florax, Raymond J.G.M., 2001, "Metagrowth 1.0, a computer program for robustness analysis," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0031.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2001, "Modeling and Forecasting Realized Volatility," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-01, Jan.
• Jesus Gonzalo & Jean-Yves Pitarakis, 2001, "Lag Length Estimation in Large Dimensional Systems," Econometrics, University Library of Munich, Germany, number 0108002, Aug.
• Darren Lubotsky & Martin Wittenberg, 2001, "Interpretation of Regressions with Multiple Proxies," Econometrics, University Library of Munich, Germany, number 0110005, Oct.

2000

• Emmanuel Flachaire, 2000, "Les méthodes du bootstrap dans les modèles de régression," Économie et Prévision, Programme National Persée, volume 142, issue 1, pages 183-194, DOI: 10.3406/ecop.2000.5996.
• Yoosoon Chang, 2000, "Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-85, Jul.
• Bondonio, Daniele, 2000, "Quantitative methods to evaluate geographically-targeted economic development programs," POLIS Working Papers, Institute of Public Policy and Public Choice - POLIS, number 13, Apr.
• William A. Brock & Steven N. Durlauf, 2000, "Interactions-Based Models," Working Papers, Santa Fe Institute, number 00-05-028, May.
• Norman Fickel, 2000, "Sequential Regression: A Neodescriptive Approach to Multicollinearity," Econometrics, University Library of Munich, Germany, number 0004009, Nov.
• Lawrence R Klein & Shinichi Ichimura (ed.), 2000, "Econometric Modeling of China," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 4492, ISBN: ARRAY(0x5e562490), September.
• L. R. Klein & S. Ichimura, 2000, "Introduction to: Econometric Modeling of China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Lawrence R Klein & Shinichi Ichimura, "Econometric Modeling Of China".
• Guoxing Tang, 2000, "A Model Study Of Balance Of Payments And Money Supply Of China," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Lawrence R Klein & Shinichi Ichimura, "Econometric Modeling Of China".
• Yoshihisa Inada, 2000, "Icsead'S Econometric Model Of The Chinese Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Lawrence R Klein & Shinichi Ichimura, "Econometric Modeling Of China".
• So Umezaki, 2000, "Outline Of The Pair China-Hong Kong Link Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Lawrence R Klein & Shinichi Ichimura, "Econometric Modeling Of China".
• Youcai Liang, 2000, "China'S Econometric Model For Project Pair," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Lawrence R Klein & Shinichi Ichimura, "Econometric Modeling Of China".
• Shantong Li & Fan Zhai, 2000, "A Computable General Equilibrium Model for the Chinese Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Lawrence R Klein & Shinichi Ichimura, "Econometric Modeling Of China".
• Zhou Fang, 2000, "Natural Decomposition Of Total Factor Productivity Growth," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Lawrence R Klein & Shinichi Ichimura, "Econometric Modeling Of China".
• Lisheng Shen, 2000, "China'S Macro Econometric Annual Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Lawrence R Klein & Shinichi Ichimura, "Econometric Modeling Of China".
• Yoshihisa Inada & Lawrence Klein & Junichi Makino, 2000, "A Retrospective View Of The Asian Financial Crisis: Special Reference To Exchange Rate Policy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Lawrence R Klein & Shinichi Ichimura, "Econometric Modeling Of China".
• Soshichi Kinoshita, 2000, "Output And Price Determination In Chinese Macroeconometric Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Lawrence R Klein & Shinichi Ichimura, "Econometric Modeling Of China".
• Shoichi Ito, 2000, "A Note On The Statistical Data Of China: Population And Labor," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Lawrence R Klein & Shinichi Ichimura, "Econometric Modeling Of China".
• Härdle, Wolfgang & Mammen, Enno & Proença, Isabel, 2000, "A bootstrap test for single index models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2000,20.
• Brock,W.A. & Durlauf,S.N., 2000, "Growth economics and reality," Working papers, Wisconsin Madison - Social Systems, number 24.
• Diebold, Francis X & Kilian, Lutz, 2000, "Unit-Root Tests Are Useful for Selecting Forecasting Models," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 3, pages 265-273, July.
• Arthur Lewbel & Serena Ng, 2000, "Demand Systems With Nonstationary Prices," Boston College Working Papers in Economics, Boston College Department of Economics, number 441, Jan, revised 07 Jun 2002.
• Oliver Linton & Enno Mammen & N Nielsen, 2000, "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 386, Apr.
• Zongwu Cai & Jianqin Fan & Qiwei Yao, 2000, "Adaptive Varying-Coefficient Linear Models," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 388, Apr.
• Oliver Linton & Yoon-Jae Whang, 2000, "Nonparametric Estimation with Aggregated Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 397, Jul.
• Jean-Marie Dufour & Joann Jasiak, 2000, "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," CIRANO Working Papers, CIRANO, number 2000s-13, Apr.
• Nupia Oscar Andrés & Mart�n Bermudez, Juana Paola Bustamante Cristina Arango & Camilo Dominguez, Ana Carolina Duque Ana Mar�a Cadena & Daniel G�mez, Diana Hern�ndez, Luisa Valdes, Carolina Zuluaga Mar, 2000, "Qué hacer y no hacer para mejorar las notas? Un caso aplicado al curso de Econometría I," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE.
• René Garcia & Richard Luger & Eric Renault, 2000, "Asymmetric Smiles, Leverage Effects and Structural Parameters," Working Papers, Center for Research in Economics and Statistics, number 2000-57.
• Mora, Ricardo & Siotis, Georgios, 2000, "External factors in emerging market recoveries: an empirical investigation," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 7251, Apr.
• Russell Davidson & Emmanuel Flachaire, 2000, "The Wild Bootstrap, Tamed at Last," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1413, Aug.
• Ricardo Mora & Georges Siotis, 2000, "External Factors in Emerging Market Recoveries: An Empirical Investigation," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1415, Aug.
• Jean-Marie Dufour & Joanna Jasiak, 2000, "Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1536, Aug.
• Michelacci, Claudio & Zaffaroni, Paolo, 2000, "(Fractional) beta convergence," Journal of Monetary Economics, Elsevier, volume 45, issue 1, pages 129-153, February.
• Polonik, Wolfgang & Yao, Qiwei, 2000, "Conditional minimum volume predictive regions for stochastic processes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6311, Jun.
• Cai, Zongwu & Fan, Jianqing & Yao, Qiwei, 2000, "Functional-coefficient regression models for nonlinear time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6314, Sep.
• Tong, Howell & Yao, Qiwei, 2000, "Nonparametric estimation of ratios of noise to signal in stochastic regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6324, Jul.
• Yao, Qiwei & Tong, Howell & Finkenstädt, Bärbel & Stenseth, Nils Chr, 2000, "Common structure in panels of short time series," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6325, Dec.
• Zubia Zubiaurre, Marian, 2000, "Cluster analisiaren aplikazio bat ekonomian Donostiako auzoen ikerketa," Revista de Dirección y Administración de Empresas, Universidad del País Vasco - Escuela Universitaria de Estudios Empresariales de San Sebastián.
• Leroux, F. & Menif, B., 2000, "Quelques possibilites d'amelioration du traitement des creances souveraines aux fins du calcul du ratio de capitalisation des banques," Papers, Ecole des Hautes Etudes Commerciales de Montreal-, number 2000-03.
• Brännäs, Kurt, 2000, "Estimation in a Duration Model for Evaluating Educational Programs," IZA Discussion Papers, IZA Network @ LISER, number 103, Jan.
• Bender, Stefan & Haas, Anette & Klose, Christoph, 2000, "IAB Employment Subsample 1975-1995 Opportunities for Analysis Provided by the Anonymised Subsample," IZA Discussion Papers, IZA Network @ LISER, number 117, Feb.
• Lonnie Magee & John Burbidge & Les Robb, 2000, "The Correlation Between Husband's and Wife's Education: Canada, 1971-1996," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 353, Jul.
• Lonnie Magee & John Burbidge & Les Robb, 2000, "The Correlation Between Husband's and Wife's Education: Canada, 1971-1996," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 24, Jul.
• William Brock & Steven N. Durlauf, 2000, "Interactions-Based Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0258, Aug.
• Joseph G. Altonji & Todd E. Elder & Christopher R. Taber, 2000, "Selection on Observed and Unobserved Variables: Assessing the Effectiveness of Catholic Schools," NBER Working Papers, National Bureau of Economic Research, Inc, number 7831, Aug.
• William A. Brock & Steven N.Durlauf, 2000, "Growth Economics and Reality," NBER Working Papers, National Bureau of Economic Research, Inc, number 8041, Dec.
• David Longworth & Joseph Atta-Mensah, 2000, "The Canadian Experience with Weighted Monetary Aggregates," Palgrave Macmillan Books, Palgrave Macmillan, chapter 12, in: Michael T. Belongia & Jane M. Binner, "Divisia Monetary Aggregates", DOI: 10.1057/9780230288232_13.
• Panaretos, John, 2000, "Social and Educational Impact from the Introduction of National Exams in Greek High Schools: First Findings," MPRA Paper, University Library of Munich, Germany, number 6354.

1999

• Robin C. Sickles & Jenny Williams, 1999, "Turning from Crime: A Dynamic Perspective," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1999-08.
• MacKinnon, James & Davidson, Russell, 1999, "Artificial Regressions," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273406, Jan, DOI: 10.22004/ag.econ.273406.
• Jensen Mark J., 1999, "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 3, issue 4, pages 1-17, January, DOI: 10.2202/1558-3708.1051.
• Pesaran, M. H. & Weeks, M., 1999, "Non-nested Hypothesis Testing: An Overview," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9918, Sep.
• Jérôme Detemple & René Garcia & Marcel Rindisbacher, 2003, "Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes," CIRANO Working Papers, CIRANO, number 2003s-11, Apr.
• Anders Eriksson & Lars Forsberg & Eric Ghysels, 2004, "Approximating the Probability Distribution of Functions of Random Variables: A New Approach," CIRANO Working Papers, CIRANO, number 2004s-21, May.
• Pere Arqué-Castells & Pierre Mohnen, 2012, "Sunk costs, extensive R&D subsidies and permanent inducement effects," CIRANO Working Papers, CIRANO, number 2012s-09, Apr.
• Eric Jacquier & Nicholas G. Polson & Peter E. Rossi, 1999, "Stochastic Volatility: Univariate and Multivariate Extensions," CIRANO Working Papers, CIRANO, number 99s-26, Jul.
• René Garcia & Eric Renault, 1999, "Latent Variable Models for Stochastic Discount Factors," CIRANO Working Papers, CIRANO, number 99s-47, Nov.