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

2000

• 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.
• FLACHAIRE, Emmanuel, 1999, "A better way to bootstrap pairs," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999024, Apr.
• Robinson, P.M. & Henry, M., 1999, "Long And Short Memory Conditional Heteroskedasticity In Estimating The Memory Parameter Of Levels," Econometric Theory, Cambridge University Press, volume 15, issue 3, pages 299-336, June.
• Cribari-Neto, Francisco & Jensen, Mark J. & Novo, Álvaro A., 1999, "Research In Econometric Theory: Quantitative And Qualitative Productivity Rankings," Econometric Theory, Cambridge University Press, volume 15, issue 5, pages 719-752, October.
• Julio Rotemberg, 1999, "Matlab code for A Method for Decomposing Time Series into Trend and Cycle Components," QM&RBC Codes, Quantitative Macroeconomics & Real Business Cycles, number 75, revised .
• N. E. Savin & A. H. Wurtz, 1999, "Power of Tests in Binary Response Models," Econometrica, Econometric Society, volume 67, issue 2, pages 413-422, March.
• Mohammad Hashem Pesaran & Yongcheol Shin, 1999, "Long-Run Structural Modelling," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 44, Apr.
• Flachaire, Emmanuel, 1999, "A better way to bootstrap pairs," Economics Letters, Elsevier, volume 64, issue 3, pages 257-262, September.
• Gorgens, Tue & Horowitz, Joel L., 1999, "Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable," Journal of Econometrics, Elsevier, volume 90, issue 2, pages 155-191, June.
• Linton, Oliver & Mammen, E. & Nielsen, J., 1999, "The existence and asymptotic properties of a backfitting projection algorithm under weak conditions," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 300.
• Robinson, Peter M. & Henry, M., 1999, "Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 304, Jun.
• Hall, Peter & Wolff, Rodney C. L. & Yao, Qiwei, 1999, "Methods for estimating a conditional distribution function," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6631, Mar.
• T. D. Stanley, 2000, "Challenging Time Series," Books, Edward Elgar Publishing, number 1840, ISBN: ARRAY(0x76196470), June.
• Lawrence J. Christiano & Terry J. Fitzgerald, 1999, "The Band pass filter," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9906, DOI: 10.26509/frbc-wp-199906.
• Christopher J. Neely & Amlan Roy & Charles H. Whiteman, 1999, "Risk aversion vs. intertemporal substitution: identification failure in the intertemporal consumption CAPM," Working Papers, Federal Reserve Bank of St. Louis, number 1995-002, DOI: 10.20955/wp.1995.002.
• Davidson, R. & MacKinnon & J.G., 1999, "Artificial Regressions," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a04.
• Flachaire, E., 1999, "A Comment on a Paper of Cribari-Neto and Zarkos," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a05.
• Davidson, R. & Flachaire, E., 1999, "The Wild Bootstrap, Tamed at Last," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a32.
• Flachaire, E., 1999, "Les methodes du bootstrap dans les modeles de regression," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99c10.
• Landon-Lane, J.S. & Quinn, J.A., 1999, "A Bayesian Exploration of Growth and Convergence," Papers, New South Wales - School of Economics, number 99/12.
• Francis X. Diebold & Lutz Kilian, 1999, "Unit Root Tests are Useful for Selecting Forecasting Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-063, Jan.
• Emmanuel Flachaire, 1999, "A better way to bootstrap pairs," Post-Print, HAL, number halshs-00175892, DOI: 10.1016/S0165-1765(99)00108-1.
• Davidson, Russell & MacKinnon, James G, 1999, "Bootstrap Testing in Nonlinear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 40, issue 2, pages 487-508, May.
• Winker Peter & Fang Kai-Tai, 1999, "Zufall und Quasi-Monte Carlo Ansätze / Randomness and Quasi-Monte Carlo Approaches: Einige Anmerkungen zu Grundlagen und Anwendungen in Statistik und Ökonometrie / Some Remarks on Fundamentals and Applications in Statistics and Econometrics," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 218, issue 1-2, pages 215-228, February, DOI: 10.1515/jbnst-1999-1-212.
• Aka, F.B. & Decaluwé, B., 1999, "Causality and Comovement between Tax Rate and Budget Deficits: Further Evidence from Developing Countries," Cahiers de recherche, Université Laval - Département d'économique, number 9911.
• Donal O'Neill & Olive Sweetman & Dirk van de gaer, 1999, "Equality of Opportunity and Kernel Density Estimation: An Application to Intergenerational Mobility," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n950999, Sep.
• Hung-Gay Fung & Wai K. Leung & Gary A. Patterson, 1999, "Do Trading Rules Based upon Winners and Losers Work Across Markets? Evidence from the Pacific Basin and U.S. Markets," Multinational Finance Journal, Multinational Finance Journal, volume 3, issue 1, pages 41-70, March.
• Daniel S. Hamermesh, 1999, "The Art of Labormetrics," NBER Working Papers, National Bureau of Economic Research, Inc, number 6927, Feb.
• Francis X. Diebold & Lutz Kilian, 1999, "Unit Root Tests Are Useful for Selecting Forecasting Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 6928, Feb.
• Thomas J. Kane & Cecilia Elena Rouse & Douglas Staiger, 1999, "Estimating Returns to Schooling When Schooling is Misreported," NBER Working Papers, National Bureau of Economic Research, Inc, number 7235, Jul.
• Lawrence J. Christiano & Terry J. Fitzgerald, 1999, "The Band Pass Filter," NBER Working Papers, National Bureau of Economic Research, Inc, number 7257, Jul.
• Julio J. Rotemberg, 1999, "A Heuristic Method for Extracting Smooth Trends from Economic Time Series," NBER Working Papers, National Bureau of Economic Research, Inc, number 7439, Dec.
• Autiero, Giuseppina & Bruno, Bruna & Mazzotta, Fernanda, 1999, "A Correspondence Analysis of Labour Market Institutions," MPRA Paper, University Library of Munich, Germany, number 14245, revised 1999.
• Kalogirou, Aikaterini & Panaretos, John, 1999, "Analysis and Comparison of Greek Parliamentary Electoral Systems of the Period 1974-1999," MPRA Paper, University Library of Munich, Germany, number 6284.
• Maravelakis, Petros & Panaretos, John & Psarakis, Stelios, 1999, "Control Charts for the Lognormal Distribution," MPRA Paper, University Library of Munich, Germany, number 6285, Jul.
• Tsiamtsouri, Alexandra & Panaretos, John, 1999, "Some Statistical Analysis of Greek Crime Data," MPRA Paper, University Library of Munich, Germany, number 6353, Jul.
• Eric Jacquier & Nicholas G. Polson & Peter Rossi, 1999, "Stochastic Volatility: Univariate and Multivariate Extensions," Computing in Economics and Finance 1999, Society for Computational Economics, number 112, Mar.
• Mark J. Jensen, 1999, "An Approximate Wavelet MLE of Short- and Long-Memory Parameters," Computing in Economics and Finance 1999, Society for Computational Economics, number 1243, Mar.
• Ingram, Beth & Neumann, George, 1999, "An Analysis of the Evolution of the Skill Premium," Working Papers, University of Iowa, Department of Economics, number 99-08, Aug.
• Luc Devroye & Gábor Lugosi, 1999, "Almost sure testability of classes of densities," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 375, Apr.
• Stéphane Boucheron & Gábor Lugosi & Pascal Massart, 1999, "A sharp concentration inequality with applications," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 376, Apr.
• Nicolò Cesa Bianchi & Gábor Lugosi, 1999, "Worst-case bounds for the logarithmic loss of predictors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 418, Oct.
• Benedikt M. Pötscher, 1999, "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," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0202, Sep.
• Eric Blankmeyer, 1999, "Best Log-linear Index Numbers: Extensions and Applications," Econometrics, University Library of Munich, Germany, number 9904001, Apr.
• Eric Blankmeyer, 1999, "L-scaling," Econometrics, University Library of Munich, Germany, number 9904002, Apr.
• Eric Blankmeyer, 1999, "A Heisenberg Bound for Stationary Time Series," Econometrics, University Library of Munich, Germany, number 9904003, Apr.
• Ronald L. Moy, 1999, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Data Collection And Presentation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Frequency Distributions And Data Analyses," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Numerical Summary Measures," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Probability Concepts And Their Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Discrete Random Variables And Probability Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "The Normal And Lognormal Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Sampling And Sampling Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Other Continuous Distributions And Moments For Distributions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Estimation And Statistical Quality Control," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Hypothesis Testing," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Analysis Of Variance And Chi-Square Tests," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Simple Linear Regression And The Correlation Coefficient," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Simple Linear Regression And Correlation: Analyses And Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Multiple Linear Regression," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Other Topics In Applied Regression Analysis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Nonparametric Statistics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Time-Series: Analysis, Model, And Forecasting," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Index Numbers And Stock Market Indexes," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Sampling Surveys: Methods And Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Study Guide For Statistics For Business And Financial Economics".
• Ronald L. Moy, 1999, "Statistical Decision Theory: Methods And Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "Study Guide For Statistics For Business And Financial Economics".
• Ralph Siebert, 1999, "Multiproduct Competition, Learning by Doing and Price-Cost Margins over the Product Life Cycle: Evidence from the DRAM Industry," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number FS IV 99-21, Oct.
• Gallo, Giampiero M. & Granger, Clive William John & Jeon, Yongil, 1999, "The impact of the use of forecasts in information sets," Research Notes, Deutsche Bank Research, number 99-7.

1998

• Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis, 1998, "Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 98-15.
• Laszlo Matyas & Laszlo Konya & Lachlan MaCquarie, 1998, "The Kuznets U-curve hypothesis: some panel data evidence," Applied Economics Letters, Taylor & Francis Journals, volume 5, issue 11, pages 693-697, DOI: 10.1080/135048598354140.
• Frank Kleibergen & Eric Zivot, 1998, "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers, University of Washington, Department of Economics, number 0063, Aug.
• Surajit, R. & Ravikumar, B. & Savin, N.E., 1998, "Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance," Working Papers, University of Iowa, Department of Economics, number 98-01, Jan.
• Neely, C.J. & Roy, A. & Whiteman, C.H., 1998, "Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM," Working Papers, University of Iowa, Department of Economics, number 98-08, Aug.
• Surajit Ray & B. Ravikumar & N. Eugene Savin, 1998, "Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance," Econometrics, University Library of Munich, Germany, number 9802002, Feb.
• Mark J. Jensen, 1998, "An Approximate Wavelet MLE of Short and Long Memory Parameters," Econometrics, University Library of Munich, Germany, number 9802003, Feb, revised 21 Jun 1999.
• Frank Kleibergen & Eric Zivot, 1998, "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics, University Library of Munich, Germany, number 9812002, Dec.
• Pierre St-Amant & David Tessier, 1998, "A Discussion of the Reliability of Results Obtained with Long-Run Identifying Restrictions," Staff Working Papers, Bank of Canada, number 98-4, DOI: 10.34989/swp-1998-4.
• Walter Engert & Jack Selody, 1998, "Uncertainty and Multiple Paradigms of the Transmission Mechanism," Staff Working Papers, Bank of Canada, number 98-7, DOI: 10.34989/swp-1998-7.
• Lobato, Ignacio N & Savin, N E, 1998, "Real and Spurious Long-Memory Properties of Stock-Market Data," Journal of Business & Economic Statistics, American Statistical Association, volume 16, issue 3, pages 261-268, July.
• Bertil Holmlund, 1998, "Unemployment Insurance in Theory and Practice," Scandinavian Journal of Economics, Wiley Blackwell, volume 100, issue 1, pages 113-141, March, DOI: 10.1111/1467-9442.00093.
• René Garcia & Eric Renault, 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," CIRANO Working Papers, CIRANO, number 98s-02, Feb.
• Eric Ghysels & Alain Guay, 1998, "Structural Change Tests for Simulated Method of Moments," CIRANO Working Papers, CIRANO, number 98s-19, Jun.
• Eric Guysels & Alain Guay, 1998, "Structural Change Tests for Simulated Method of Moments," Cahiers de recherche CREFE / CREFE Working Papers, CREFE, Université du Québec à Montréal, number 61, Jun.
• René Garcia & Eric Renault, 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Working Papers, Center for Research in Economics and Statistics, number 98-10.
• Eric Ghysels & Alain Guay, 1998, "Structural Change Tests for Simulated Method of Moments," Working Papers, Center for Research in Economics and Statistics, number 98-37.
• Joel L. Horowitz, 1998, "Bootstrap Methods for Median Regression Models," Econometrica, Econometric Society, volume 66, issue 6, pages 1327-1352, November.
• Enrique Sentana, 1998, "The relation between conditionally heteroskedastic factor models and factor GARCH models," Econometrics Journal, Royal Economic Society, volume 1, issue RegularPa, pages 1-9.
• Horowitz, Joel L. & Manski, Charles F., 1998, "Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations," Journal of Econometrics, Elsevier, volume 84, issue 1, pages 37-58, May.
• Chib, Siddhartha & Greenberg, Edward & Winkelmann, Rainer, 1998, "Posterior simulation and Bayes factors in panel count data models," Journal of Econometrics, Elsevier, volume 86, issue 1, pages 33-54, June.
• Blundell, Richard & Bond, Stephen, 1998, "Initial conditions and moment restrictions in dynamic panel data models," Journal of Econometrics, Elsevier, volume 87, issue 1, pages 115-143, August.
• Cowell, Frank & Schluter, Christian, 1998, "Measuring income mobility with dirty data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2079, Nov.
• Nielsen, Jens P. & Linton, Oliver & Bickel, Peter J., 1998, "On a semiparametric survival model with flexible covariate effect," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 301.
• Tong, Howell & Yao, Qiwei, 1998, "Cross-validatory bandwidth selection for regression estimation based on dependent data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6380, May.
• Fan, Jianqing & Yao, Qiwei, 1998, "Efficient estimation of conditional variance functions in stochastic regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6635, Sep.
• Hjellvik, Vidar & Yao, Qiwei & Tjostheim, Dag, 1998, "Linearity testing using local polynominal approximation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6638, May.
• Yao, Qiwei & Tong, Howell, 1998, "A bootstrap detection for operational determinism," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6697, Apr.
• Graciela Chichilnisky (ed.), 1998, "Mathematical Economics," Books, Edward Elgar Publishing, number 1062, ISBN: ARRAY(0x74ee08d0), June.
• Zvi Griliches, 1998, "PRACTIcING ECONOMETRICS," Books, Edward Elgar Publishing, number 192, ISBN: ARRAY(0x774b4808), June.
• Halbert White, 1998, "Advances in Econometric Theory," Books, Edward Elgar Publishing, number 827, ISBN: ARRAY(0x75f77460), June.
• Kleibergen, F.R. & Zivot, E., 1998, "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9835, Nov.
• Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1998, "Dynamic equilibrium economies: a framework for comparing models and data," Staff Report, Federal Reserve Bank of Minneapolis, number 243, DOI: 10.21034/sr.243.
• Bolgot, S. & Meyfredi, J.-C., 1998, "Reseaux de neurones, lissage de la fonction d'actualisation et prevision des OAT demembrees: une etude empirique," G.R.E.Q.A.M., Universite Aix-Marseille III, number 98b04.
• Michelacci, C. & Zaffaroni, P., 1998, "(Fractional) Beta Convergence," Papers, Centro de Estudios Monetarios Y Financieros-, number 9803.
• Frank Kleibergen & Eric Zivot, 1998, "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 0063, Aug.
• Olivier Hueber & Gioacchino Fazio, 1998, "On the Role of Wages in the Ukrainian Transition Process: An empirical Investigation," Post-Print, HAL, number hal-00440939, Nov.
• Zivot, Eric & Startz, Richard & Nelson, Charles R, 1998, "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 1119-1146, November.
• Hong Kee Kim, 1998, "The Measurement of International Capital Mobility by Using Error Correction Model in Korea," Korean Economic Review, Korean Economic Association, volume 14, pages 309-322.
• DUFOUR, Jean-Marie & JASIAK, Joanna, 1998, "Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9812.
• Kenneth L. Judd, 1998, "Numerical Methods in Economics," MIT Press Books, The MIT Press, number 0262100711, edition 1, ISBN: ARRAY(0x8a8d6918), December.
• Lee W. McKnight & Joseph P. Bailey (ed.), 1998, "Internet Economics," MIT Press Books, The MIT Press, number 0262631911, edition 1, ISBN: ARRAY(0x8b1de830), December.
• W A Razzak, 1998, "The forward rate unbiasedness hypothesis in inflation-targeting regimes," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number G99/3, Nov, revised Aug 1999.
• Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1998, "Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models," The Review of Economic Studies, Review of Economic Studies Ltd, volume 65, issue 3, pages 361-393.
• Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1998, "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data," The Review of Economic Studies, Review of Economic Studies Ltd, volume 65, issue 3, pages 433-451.
• Panaretos, John & Psarakis, Stelios & Xekalaki, Evdokia, 1998, "On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems," MPRA Paper, University Library of Munich, Germany, number 6276.
• Kosmopoulou, Anna & Panaretos, John, 1998, "Assessment of School Effectiveness in Greece using Multilevel Models," MPRA Paper, University Library of Munich, Germany, number 6279.
• Linardis, Apostolis & Panaretos, John, 1998, "A Comparative Study of Test Procedures uses in Assessing the Forecasting Ability of Linear Models with Applications to Crop Yield Data," MPRA Paper, University Library of Munich, Germany, number 6280.
• Tsevas, G. & Panaretos, John, 1998, "Extreme Value Theory and its Applications to Financial Risk Management," MPRA Paper, University Library of Munich, Germany, number 6281.

1997

• Davidson, Russell & MacKinnon, James G., 1997, "Bootstrap Testing in Nonlinear Models," Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics, number 273378, Feb, DOI: 10.22004/ag.econ.273378.
• Davidson, Russell & MacKinnon, James G., 1997, "Bootstrap Tests of Nonnested Linear Regression Models," Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics, number 273388, Sep, DOI: 10.22004/ag.econ.273388.
• Holmlund, B., 1997, "Unemployment Insurance in Theory and Practice," CEPR Discussion Papers, Centre for Economic Policy Research, Research School of Economics, Australian National University, number 380.
• Cheung, Yin-Wong & Chinn, Menzie D, 1997, "Further Investigation of the Uncertain Unit Root in GNP," Journal of Business & Economic Statistics, American Statistical Association, volume 15, issue 1, pages 68-73, January.
• Angus Deaton & Serena Ng, 1997, "Parametric and non-parametric approaches to price and tax reform," Boston College Working Papers in Economics, Boston College Department of Economics, number 376, Jun.
• Ramses H. Abul Naga, 1997, "Prediction and Sufficiency in the Model Factor Analysis," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 31, Nov.
• Oliver Linton & E. Mammen & J. Nielsen, 1997, "The Existence and Asymptotic Properties of a Backfitting Projection Algorithm Under Weak Conditions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1160, Sep.
• Koop, Gary & Ley, Eduardo & Osiewalski, Jacek & Steel, Mark F. J., 1997, "Bayesian analysis of long memory and persistence using ARFIMA models," Journal of Econometrics, Elsevier, volume 76, issue 1-2, pages 149-169.
• Robinson, Peter M., 1997, "Large-sample inference for nonparametric regression with dependent errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 302.
• Abul Naga, Ramses H., 1997, "Prediction and sufficiency in the model factor analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6597, Nov.
• Wojciech W. Charemza & Derek F. Deadman, 1997, "New Directions In Econometric Practice, Second Edition," Books, Edward Elgar Publishing, number 1139, ISBN: ARRAY(0x76252e20), June.
• Gordon Antelman & Albert Madansky & Robert McCulloch, 1997, "Elementary Bayesian Statistics," Books, Edward Elgar Publishing, number 1175, ISBN: ARRAY(0x764ec348), June.
• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "Econometric Exploration and Diagnosis," Books, Edward Elgar Publishing, number 1267, ISBN: ARRAY(0x757a3d10), June.
• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "Statistical Foundations for Econometrics," Books, Edward Elgar Publishing, number 1268, ISBN: ARRAY(0x753757a8), June.
• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "Economic Games, Bargaining and Solutions," Books, Edward Elgar Publishing, number 1270, ISBN: ARRAY(0x75f77be0), June.
• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "Paradoxes, Ambiguity and Rationality," Books, Edward Elgar Publishing, number 1271, ISBN: ARRAY(0x758f5900), June.
• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "Expected Utility, Fair Gambles and Rational Choice," Books, Edward Elgar Publishing, number 1272, ISBN: ARRAY(0x75527960), June.
• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "The Probability Approach to Simultaneous Equations," Books, Edward Elgar Publishing, number 1273, ISBN: ARRAY(0x753f8778), June.
• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "Time Series Models, Causality and Exogeneity," Books, Edward Elgar Publishing, number 1274, ISBN: ARRAY(0x75059b20), June.
• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "the reappraisal of econometrics," Books, Edward Elgar Publishing, number 1285, ISBN: ARRAY(0x752ddcb0), June.
• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "discrete and continuous systems, cointegration and chaos," Books, Edward Elgar Publishing, number 1294, ISBN: ARRAY(0x75595920), June.
• John Creedy & Vance L. Martin (ed.), 1997, "Nonlinear Economic Models," Books, Edward Elgar Publishing, number 1314, ISBN: ARRAY(0x7587c750), June.
• Arnold Zellner, 1997, "Bayesian Analysis in Econometrics and Statistics," Books, Edward Elgar Publishing, number 825, ISBN: ARRAY(0x75986fc0), June.
• Herman J. Bierens & A. R. Gallant (ed.), 1997, "Nonlinear Models," Books, Edward Elgar Publishing, number 878, ISBN: ARRAY(0x7531c210), June.
• Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1997, "Dynamic equilibrium economies: a framework for comparing models and data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 1997-23.
• Jeremy Berkowitz & Francis X. Diebold & Lee E. Ohanian, 1997, "Dynamic equilibrium economies: a framework for comparing models and data," Working Papers, Federal Reserve Bank of Philadelphia, number 97-7.
• Davidson, R. & Mackinnon, J.G., 1997, "Bootstrap Testing in Nonlinear Models," G.R.E.Q.A.M., Universite Aix-Marseille III, number 97a39.
• Sentana, E., 1997, "The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models," Papers, Centro de Estudios Monetarios Y Financieros-, number 9719.
• Paull, G, 1997, "Dynamic Labour Market Behaviour in the British Household Panel Survey : The Effects of Recall Bias and Panel Attrition," Papers, Centre for Economic Performance & Institute of Economics, number 10.
• Mackinnon, J-G, 1997, "The Size and Power of Bootstrap Tests," ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists), number 153.
• Davidson, R. & Mackinnon, J.G., 1997, "Bootstrap Tests of Nonnested Linear Regression Models," ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists), number 170.
• Gurler, Y & Gijbels, I, 1997, "A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring," Papers, Catholique de Louvain - Institut de statistique, number 9702.
• Kim, C-J & Nelson, C-R, 1997, "Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 97-07.
• Zivot, E & Startz, R & Nelson, C-R, 1997, "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Discussion Papers in Economics at the University of Washington, Department of Economics at the University of Washington, number 97-17.
• Holmlund, Bertil, 1997, "Unemployment Insurance in Theory and Practice," Working Paper Series, Uppsala University, Department of Economics, number 1997:25.
• Greenberg, Edward & Parks, Robert P, 1997, "A Predictive Approach to Model Selection and Multicollinearity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 12, issue 1, pages 67-75, Jan.-Feb..
• Smith, M. & Naik, N.Y., 1997, "Analytic Small Sample Bias and Standard Error Calculations for Tests of Serial Correlation in Market Returns," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/97.
• Matyas, L. & Konya, L. & Macquarie, L., 1997, "The Kuznets U-Curve Hypothesis: Some Panel Data Evidence," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/97.
• Dale W. Jorgenson, 1997, "Welfare - Vol. 2: Measuring Social Welfare," MIT Press Books, The MIT Press, number 0262100630, edition 1, ISBN: ARRAY(0x8a3e2a78), December.
• Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis, 1997, "Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters," NBER Working Papers, National Bureau of Economic Research, Inc, number 6228, Oct.
• Nielsen, B, 1997, "Asymptotic Results for Cointegration Tests in Non-Stable Cases," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 131.
• Keane, Michael & Wolpin, Kenneth, 1997, "Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics," MPRA Paper, University Library of Munich, Germany, number 55136.