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

2001

• 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(0x9505bbe0).
• 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(0x6709ec68), 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(0x6dac6b58), May.
• 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.
• 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," Adelaide Economics Working Papers, Adelaide University, School of Economics, 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(0x9635dd68).
• 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.