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

1997

• Kanta Marwah, 1997, "Protectionism: An Analysis From Project Link," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Disturbances To The International Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "International Productivity Comparisons (A Review)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Purchasing Power Parity In Medium Term Simulation Of The World Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 28, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "A Model Of Foreign Exchange Markets: Endogenising Capital Flows And Exchange Rates," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 29, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Global Monetarism," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 30, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Restructuring Of The World Economy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 31, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "The Two-Gap Paradigm In The Chinese Case: A Pedagogical Exercise," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 32, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Economic Policy Formation: Theory And Implementation (Applied Econometrics In The Public Sector)," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 33, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Two Decades Of U.S. Economic Policy And Present Prospects: A View From The Outside," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 34, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Supply Side: 0 Wins, 4 Losses, 1 Tie," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 35, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Problems With Modern Economics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 36, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".

1996

• James G. MacKinnon & Russell Davidson, 1996, "The Size And Power Of Bootstrap Tests," Working Paper, Economics Department, Queen's University, number 932, Feb.
• Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann, 1996, "Fitting Equilibrium Search Models to Labor Market Data," Econometrics, University Library of Munich, Germany, number 9602006, Feb, revised 05 Mar 1996.
• Joel L. Horowitz & Charles F. Manski, 1996, "Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Econometrics, University Library of Munich, Germany, number 9602007, Feb, revised 06 Mar 1996.
• George Neumann, 1996, "Search Models and Duration Data," Econometrics, University Library of Munich, Germany, number 9602008, Feb, revised 07 Mar 1996.
• Joel L. Horowitz, 1996, "Bootstrap Methods in Econometrics: Theory and Numerical Performance," Econometrics, University Library of Munich, Germany, number 9602009, Feb, revised 05 Mar 1996.
• Tue Gorgens & Joel L. Horowitz, 1996, "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Econometrics, University Library of Munich, Germany, number 9603001, Mar.
• Joel L. Horowitz, 1996, "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Econometrics, University Library of Munich, Germany, number 9603003, Mar.
• Simon van Norden & Robert Vigfusson, 1996, "Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures," Econometrics, University Library of Munich, Germany, number 9603004, Mar.
• Francisco F. R. Ramos, 1996, "The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market," Econometrics, University Library of Munich, Germany, number 9604002, Apr.
• I.N. Lobato & N.E. Savin, 1996, "Real and Spurious Long Memory Properties of Stock Market Data," Econometrics, University Library of Munich, Germany, number 9605004, May, revised 26 Sep 1996.
• N.E. Savin & Allan Wurtz, 1996, "Power of Tests in Binary Response Models," Econometrics, University Library of Munich, Germany, number 9606001, Jun, revised 05 Jul 1996.
• N.E. Savin & Allan Wurtz, 1996, "The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models," Econometrics, University Library of Munich, Germany, number 9606002, Jun.
• Gathier Lanot & George Neumann, 1996, "Measuring Productivity Differences in Equilibrium Search Models," Econometrics, University Library of Munich, Germany, number 9606003, Jun.
• Joel L. Horowitz & Tim Loughran & N. E. Savin, 1996, "A Spline Analysis of the Small Firm Effect: Does Size Really Matter?," Econometrics, University Library of Munich, Germany, number 9608001, Aug.
• Siddhartha Chib & Edward Greenberg, 1996, "Bayesian Analysis of Multivariate Probit Models," Econometrics, University Library of Munich, Germany, number 9608002, Aug.
• Siddhartha Chib & Edward Greenberg & Rainer Winkelmann, 1996, "Posterior Simulation and Bayes Factors in Panel Count Data Models," Econometrics, University Library of Munich, Germany, number 9608003, Aug, revised 25 Nov 1996.
• Joel L. Horowitz, 1996, "Bootstrap Methods for Median Regression Models," Econometrics, University Library of Munich, Germany, number 9608004, Aug.
• Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1996, "Stochastic Volatility: Likelihood Inference And Comparison With Arch Models," Econometrics, University Library of Munich, Germany, number 9610002, Oct.
• Joel L. Horowitz, 1996, "Bootstrap Methods For Covariance Structures," Econometrics, University Library of Munich, Germany, number 9610003, Oct.
• Ignacio Dmaz-Emparanza, 1996, "Selecting the Number of Replications in a Simulation Study," Econometrics, University Library of Munich, Germany, number 9612006, Dec.
• Davidson, Russell & MacKinnon, James G., 1996, "The Size and Power of Bootstrap Tests," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273343, Feb, DOI: 10.22004/ag.econ.273343.
• Banerjee, Anindya & Hendry, David F & Mizon, Grayham E, 1996, "The Econometric Analysis of Economic Policy," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 58, issue 4, pages 573-600, November.
• Chib, Siddhartha & Greenberg, Edward, 1996, "Markov Chain Monte Carlo Simulation Methods in Econometrics," Econometric Theory, Cambridge University Press, volume 12, issue 3, pages 409-431, August.
• Kalaba, Robert & Tesfatsion, Leigh, 1996, "A multicriteria approach to model specification and estimation," Computational Statistics & Data Analysis, Elsevier, volume 21, issue 2, pages 193-214, February.
• Bernard, Andrew B. & Durlauf, Steven N., 1996, "Interpreting tests of the convergence hypothesis," Journal of Econometrics, Elsevier, volume 71, issue 1-2, pages 161-173.
• Yao, Qiwei & Tong, Howell, 1996, "Asymmetric least squares regression estimation: a nonparametric approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19423.
• Yao, Qiwei, 1996, "Conditional boundary crossing probabilities and two-stage tests for a change-point," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 22647.
• Fan, Jianqing & Yao, Qiwei & Tong, Howell, 1996, "Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6704, Mar.
• Carl F. Christ, 1996, "Econometrics, Macroeconomics And Economic Policy," Books, Edward Elgar Publishing, number 87, ISBN: ARRAY(0x6f43a2b0).
• Banerjee, A & Hendry, D-F & Mizon, G-E, 1996, "The Econometric Analysis of Economic Policy," Economics Working Papers, European University Institute, number eco96/34.
• Lanot, G & Neumann, G-R, 1996, "Measuring Productivity Differences in Equilibrium Search Models," Papers, Centre for Labour Market and Social Research, Danmark-, number 96-12.
• Merle, O & Goffin, J-L & Vial, J-Ph., 1996, "On the Comparative Behaviour of Kelley's Cutting Plane Method and the Analytic Center Cutting Plane Method," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.04.
• Bowman, A-W & Jones, M-C & Gijbels, I, 1996, "Testing Monotonicity of Regression," Papers, Catholique de Louvain - Institut de statistique, number 9610.
• Weiner, C, 1996, "Logarithmic Stock Returns : Leptokustosis, Heteroskedasticity and Change-Points," Papers, Catholique de Louvain - Institut de statistique, number 9612.
• Cherif, F, 1996, "Lyapounov Exponents and Hamiltonian Oscillations," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 96.10.
• Hifi, M & Ouafi, R, 1996, "The A Algorithm for Orthogonal Rectanfular Packing and Strip Packing Problems," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 96.15.
• Hifi, M, 1996, "A Genetic Algorithm for Solving (UN) Weighted Independent Set, Vertex Covering, Set Packing and Clique Problems," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 96.32.
• Ben-El-Mechaiekh, H & Chebbi, S & Florenzano, M, 1996, "A Nonlinear Alternative for Approximable Maps : A Simple Proof," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 96.45.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1996, "A Multicriteria Approach to Model Specification and Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 1684, Jan.
• Kalaba, Robert & Tesfatsion, Leigh, 1996, "A multicriteria approach to model specification and estimation," ISU General Staff Papers, Iowa State University, Department of Economics, number 199601010800001026, Jan.
• van Norden, Simon, 1996, "Regime Switching as a Test for Exchange Rate Bubbles," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 11, issue 3, pages 219-251, May-June.
• Athey, S, 1996, "Comparative Statics under Uncertainty : Single Crossing Properties and Log-Supermodularity," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-22.
• Francis X. Diebold & Til Schuermann, 1996, "Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0194, Apr.
• James H. Stock & Jonathan Wright, 1996, "Asymptotics for GMM Estimators with Weak Instruments," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0198, Jul.

1995

• Meyer, Bruce D, 1995, "Natural and Quasi-experiments in Economics," Journal of Business & Economic Statistics, American Statistical Association, volume 13, issue 2, pages 151-161, April.
• Diebold, Francis X & Mariano, Roberto S, 1995, "Comparing Predictive Accuracy," Journal of Business & Economic Statistics, American Statistical Association, volume 13, issue 3, pages 253-263, July.
• Pesaran,H.M. & Shin,Y., 1995, "Long-Run Structural Modelling," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9419.
• KOOP , Gary & LEY , Eduardo & OSIEWALSKI , Jacek & STEEL , Mark, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995035, 00.
• WILSON, Paul & SIMAR, Leopold, 1995, "Bootstrap Estimation for Nonparametric Efficiency Estimates," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995071, Dec.
• Hansen, Lars Peter & Scheinkman, Jose Alexandre, 1995, "Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes," Econometrica, Econometric Society, volume 63, issue 4, pages 767-804, July.
• Yao, Qiwei & Tong, Howell, 1995, "On initial-condition sensitivity and prediction in nonlinear stochastic systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6402.
• Phoebus J. Dhrymes, 1995, "Theoretical And Applied Econometrics," Books, Edward Elgar Publishing, number 136, ISBN: ARRAY(0x69c29dd8).
• Yusuf M. Mansur, 1995, "Fuzzy Sets And Economics," Books, Edward Elgar Publishing, number 299, ISBN: ARRAY(0x6e13b3f0).
• Olav Bjerkholt (ed.), 1995, "Foundations of Modern Econometrics," Books, Edward Elgar Publishing, number 46, ISBN: ARRAY(0x6dee6f70).
• Kenneth F. Wallis, 1995, "Time Series Analysis And Macroeconometric Modelling," Books, Edward Elgar Publishing, number 463, ISBN: ARRAY(0x6a058e58).
• Nicholas G. Polson & George C. Tiao (ed.), 1995, "Bayesian Inference," Books, Edward Elgar Publishing, number 602, ISBN: ARRAY(0x69d6fca8).
• Davidson, R. & Mackinnon, J. G., 1995, "Bootstrap Tests of Nonnested Linear Regression Models," G.R.E.Q.A.M., Universite Aix-Marseille III, number 97a25.
• Eric Jacquier & Nicholas G. Polson & Peter Rossi, , "Stochastic Volatility: Univariate and Multivariate Extensions," Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research, number 19-95.
• Richard Blundell & Stephen Bond, 1995, "Initial conditions and moment restrictions in dynamic panel data models," IFS Working Papers, Institute for Fiscal Studies, number W95/17, Jan.
• Kalaba, Robert & Tesfatsion, Leigh, 1995, "A Multi-Criteria Approach To Model Specification And Estimation," ISU General Staff Papers, Iowa State University, Department of Economics, number 199501010800001026, Jan.
• Jeffrey Frankel & Guido Tabellini, 1995, "International Seminar on Macroeconomics 1994," NBER Books, National Bureau of Economic Research, Inc, number fran95-1, January.
• Melvyn Fuss & Reuben Gronau & Ariel Pakes, 1995, "Essays in Applied Economics: A Volume in Honor of Zvi Griliches," NBER Books, National Bureau of Economic Research, Inc, number fuss95-1, January.
• Francis X. Diebold & Jose A. Lopez, 1995, "Measuring Volatility Dynamics," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0173, Feb.
• Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz, 1995, "Dynamic Equilibrium Economies: A Framework for Comparing Models and Data," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0174, Feb.
• Neil Shephard & Michael K Pitt, 1995, "Likelihood analysis of non-Gaussian parameter driven models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 15 & 108., Oct.
• Blundell, R. & Bond, S., 1995, "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 104.
• Shephard, N. & Pitt, M.K., 1995, "Likelihood Analysis of Non-Gaussian Parameter-Driven Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 108.
• Xekalaki, Evdokia & Panaretos, John, 1995, "Replenishing Stock Under Uncertainty," MPRA Paper, University Library of Munich, Germany, number 6261, Jan.
• Gary Koop, 1995, "Bayesian Analysis of Long Memory and Persistence using ARFIMA Models," Working Papers, University of Toronto, Department of Economics, number gkoop-95-01, May.
• Silvapulle, P., 1995, "A Score Test for Seasonal Fractional Integration and Cointegration," Working Papers, University of Iowa, Department of Economics, number 95-08.
• Horowitz, J.L. & Manski, C.F., 1995, "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations," Working Papers, University of Iowa, Department of Economics, number 95-12.
• Horowitz, J. & Gorgens, T., 1995, "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Working Papers, University of Iowa, Department of Economics, number 95-15.
• Bowlus, A.J. & Kiefer, N.M. & Neumann, G.R., 1995, "Fitting Equilibrium Search Models to Labor Market Data," Working Papers, University of Iowa, Department of Economics, number 95-17.
• Robert Kalaba & Leigh Tesfatsion, 1995, "A Multicriteria Approach to Model Specification and Estimation," Econometrics, University Library of Munich, Germany, number 9501001, Jan.
• Simon van Norden, 1995, "Regime Switching as a Test for Exchange Rate Bubbles," Econometrics, University Library of Munich, Germany, number 9502001, Feb, revised 09 Aug 1995.
• Simon van Norden & Huntley Schaller & ), 1995, "Regime Switching in Stock Market Returns," Econometrics, University Library of Munich, Germany, number 9502002, Feb.
• Simon van Norden & Huntley Schaller & ), 1995, "Speculative Behaviour, Regime-Switching, and Stock Market Crashes," Econometrics, University Library of Munich, Germany, number 9502003, Feb.
• Simon van Norden & Huntley Schaller & ), 1995, "Fads or Bubbles?," Econometrics, University Library of Munich, Germany, number 9502004, Feb, revised 06 Jun 1995.
• Robert A. Amano & Simon van Norden, 1995, "Unit Root Tests and the Burden of Proof," Econometrics, University Library of Munich, Germany, number 9502005, Feb.
• Kevin Flesher & Eduardo Ley, 1995, "A Frontier Model for Landscape Ecology: The Tapir in Honduras," Econometrics, University Library of Munich, Germany, number 9503002, Mar, revised 29 Feb 2004.
• S.L.P. Ferrari & D.A. Botter & G.M. Cordeiro & F. Cribari-Neto, 1995, "Second and Third Order Bias Reduction for One-Parameter Family Models," Econometrics, University Library of Munich, Germany, number 9505002, May.
• G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari, 1995, "Bartlett Corrections for One-Parameter Exponential Family Models," Econometrics, University Library of Munich, Germany, number 9506001, Jun.
• Mark J. Jensen, 1995, "OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels," Econometrics, University Library of Munich, Germany, number 9506002, Jun.
• Francisco Cribari-Neto & Spyros Zarkos, 1995, "Improved Test Statistics for Multivariate Regression," Econometrics, University Library of Munich, Germany, number 9506003, Jun.
• Eric Rasmusen, 1995, "Observed Choice, Estimation, and Optimism About Policy Changes," Econometrics, University Library of Munich, Germany, number 9506004, Jun, revised 16 Jun 1995.
• Param Silvapulle, 1995, "A Score Test for Seasonal Fractional Integration and Cointegration," Econometrics, University Library of Munich, Germany, number 9506005, Jun, revised 16 Jun 1995.
• F. Cribari-Neto & G.M. Cordeiro, 1995, "On Bartlett and Bartlett-Type Corrections," Econometrics, University Library of Munich, Germany, number 9507001, Jul.
• Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto, 1995, "Improved Score Tests for One-parameter Exponential Family Models," Econometrics, University Library of Munich, Germany, number 9508001, Aug.
• Yin-Wong Cheung & Menzie Chinn, 1995, "Further investigation of the uncertain unit root in GNP," Econometrics, University Library of Munich, Germany, number 9508002, Aug.
• Alain DeSerres & Alain Guay, 1995, "Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions," Econometrics, University Library of Munich, Germany, number 9510001, Oct.
• David Longworth & Joseph Atta-Mensah, 1995, "The Canadian Experience with Weighted Monetary Aggregates," Econometrics, University Library of Munich, Germany, number 9511001, Nov.

1994

• Hal R. Varian, 1994, "Goodness-of-Fit for Revealed Preference Tests," Econometrics, University Library of Munich, Germany, number 9401001, Jan.
• Mark J. Jensen, 1994, "Wavelet Analysis of Fractionally Integrated Processes," Econometrics, University Library of Munich, Germany, number 9405001, May.
• Robert A. Amano & Tony S. Wirjanto, 1994, "A Further Analysis of Exchange Rate Targeting in Canada," Econometrics, University Library of Munich, Germany, number 9406001, Jun, revised 22 Jun 1994.
• Robert A. Amano & Tony S. Wirjanto, 1994, "The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation," Econometrics, University Library of Munich, Germany, number 9406002, Jun.
• Siddhartha Chib & Edward Greenberg, 1994, "Markov Chain Monte Carlo Simulation Methods in Econometrics," Econometrics, University Library of Munich, Germany, number 9408001, Aug, revised 23 Feb 1995.
• Seth A. Greenblatt, 1994, "Wavelets in Econometrics: An Application to Outlier Testing," Econometrics, University Library of Munich, Germany, number 9410001, Oct.
• Charles F. Manski, 1994, "Simultaneity With Downward Sloping Demand," Econometrics, University Library of Munich, Germany, number 9410002, Oct.
• Joel L. Horowitz & Charles F. Manski, 1994, "Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition," Econometrics, University Library of Munich, Germany, number 9410003, Oct.
• Ahn & Byung Chul, 1994, "Testing the null of stationarity in the presence of structural breaks for multiple time series," Econometrics, University Library of Munich, Germany, number 9411001, Nov, revised 08 Nov 1994.
• Jeff Dominitz & Charles F. Manski, 1994, "Eliciting Student Expectations Of The Returns To Schooling," Econometrics, University Library of Munich, Germany, number 9411002, Nov.
• Jeff Dominitz & Charles F. Manski, 1994, "Using Expectations Data to Study Subjective Income Expectations," Econometrics, University Library of Munich, Germany, number 9411003, Nov.
• Eduardo Ley & Hal R. Varian, 1994, "Are there Psychological Barriers in the Dow-Jones Index?," Finance, University Library of Munich, Germany, number 9401002, Jan, revised 27 Oct 2001.
• Manski, Charles, 1994, "Simultaneity with Downward Sloping Demand," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1994,29.
• Bernard, A.B. & Durlauf, S.N., 1994, "Interpreting Tests of the Convergence Hypothesis," Working papers, Wisconsin Madison - Social Systems, number 9401r.
• Manski, C.F., 1994, "Simulaneity with Downward Sloping Demand," Working papers, Wisconsin Madison - Social Systems, number 9408.
• Horowitz, J.L. & manski, C.F., 1994, "Joint Censoring of regressors and Outcomes: Survey Nonresponse and Attrition," Working papers, Wisconsin Madison - Social Systems, number 9411.
• Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 1994, "Bayesian Analysis of Stochastic Volatility Models," Journal of Business & Economic Statistics, American Statistical Association, volume 12, issue 4, pages 371-389, October.
• Alain Paquet, 1994, "A Guide to Applied Modern Macroeconometrics," Documents techniques CREFE / CREFE Technical Papers, CREFE, Université du Québec à Montréal, number 1, Sep.
• Yao, Qiwei & Tong, Howell, 1994, "Quantifying the influence of initial values on nonlinear prediction," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 19426.
• Skinner, Chris J., 1994, "Comment on X-L Meng, ‘multiple-imputation inferences with uncongenial sources of input’," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 39218, Nov.
• Yao, Qiwei & Tong, Howell, 1994, "On subset selection in non-parametric stochastic regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6409, Jan.
• Tong, Howell & Yao, Qiwei, 1994, "On prediction and chaos in stochastic systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6410.
• John Creedy & Vance L. Martin (ed.), 1994, "Chaos and Non-Linear Models in Economics," Books, Edward Elgar Publishing, number 116, ISBN: ARRAY(0x6b712400).
• Adrian C. Darnell, 1994, "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118, ISBN: ARRAY(0x699df9d8).
• Takeshi Amemiya, 1994, "Studies in Econometric Theory," Books, Edward Elgar Publishing, number 12, ISBN: ARRAY(0x6c357fe8).
• Edward E. Leamer, 1994, "Sturdy Econometrics," Books, Edward Elgar Publishing, number 278, ISBN: ARRAY(0x6f141640).
• G. S. Maddala, 1994, "Econometric Methods And Applications," Books, Edward Elgar Publishing, number 293, ISBN: ARRAY(0x6d250350).
• Carl F. Christ (ed.), 1994, "Simultaneous Equations Estimation," Books, Edward Elgar Publishing, number 597, ISBN: ARRAY(0x6d08b748).
• Adrian C. Darnell (ed.), 1994, "The History Of Econometrics," Books, Edward Elgar Publishing, number 598, ISBN: ARRAY(0x6c650580).
• Andrew Harvey (ed.), 1994, "Time Series," Books, Edward Elgar Publishing, number 599, ISBN: ARRAY(0x6d036b68).
• Dale J. Poirier (ed.), 1994, "The Methodology Of Econometrics," Books, Edward Elgar Publishing, number 601, ISBN: ARRAY(0x6b9ce8c8).
• Kenneth F. Wallis (ed.), 1994, "Macroeconometric Modelling," Books, Edward Elgar Publishing, number 603, ISBN: ARRAY(0x6b01cea8).
• Andrew B. Bernard & Steven N. Durlauf, 1994, "Interpreting Tests of the Convergence Hypothesis," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0159, Jun.
• Francis X. Diebold & Roberto S. Mariano, 1994, "Comparing Predictive Accuracy," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0169, Nov.
• Bruce D. Meyer, 1994, "Natural and Quasi- Experiments in Economics," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0170, Dec.
• Jeff Dominitz & Charles F. Manski, 1994, "Eliciting Student Expectations of the Returns to Schooling," NBER Working Papers, National Bureau of Economic Research, Inc, number 4936, Nov.
• Jeff Dominitz & Charles F. Manski, 1994, "Using Expectations Data to Study Subjective Income Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 4937, Nov.
• Sangjoon Kim & Neil Shephard, 1994, "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 3., Nov.
• Fusari, Angelo, 1994, "Paths of economic development: modelling factors of endogenous growth," MPRA Paper, University Library of Munich, Germany, number 75165, Aug, revised 1994.

1993

• Hajivassiliou, Vassilis A & Ruud, Paul A., 1993, "Classical Estimation Methods for LDV Models Using Simulation," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt3cg196fr, Oct.
• Goldman, Steven M., 1993, "Nonparametric Multivariate Regression Subject to Constraint," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt7r623607, May.
• HÄRDLE, Wolfgang & DIAS PROENCA, sabel M., 1993, "A Bootstrap Test for Single Index Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1993025, Jun.
• Vassilis A. Hajivassiliou & Paul A. Ruud, 1993, "Classical Estimation Methods for LDV Models Using Simulation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1051, Jul.
• Marc Jarsulic (ed.), 1993, "Non-Linear Dynamics In Economic Theory," Books, Edward Elgar Publishing, number 561, ISBN: ARRAY(0x6d62f248).
• G. S. Maddala (ed.), 1993, "The Econometrics Of Panel Data," Books, Edward Elgar Publishing, number 600, ISBN: ARRAY(0x6e1a4418).
• Kalaba, Robert E. & Tesfatsion, Leigh, 1993, "A Multicriteria Approach to Dynamic Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11179, Jan.
• Lars Peter Hansen & Jose Alexandre Scheinkman, 1993, "Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0141, Sep.
• David Card, 1993, "Using Geographic Variation in College Proximity to Estimate the Return to Schooling," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 696, Jul.
• Vassilis A. Hajivassiliou and Paul A. Ruud., 1993, "Classical Estimation Methods for LDV Models Using Simulation," Economics Working Papers, University of California at Berkeley, number 93-219, Oct.
• Walter Teets & Robert P. Parks, 1993, "A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies," Econometrics, University Library of Munich, Germany, number 9307001, Jul.
• Edward Greenberg & Robert P. Parks, 1993, "A Predictive Approach to Model Selection and Multicollinearity," Econometrics, University Library of Munich, Germany, number 9308001, Aug.
• S. M. Goldman & P. A. Ruud, 1993, "Nonparametric Multivariate Regression Subject to Constraint," Econometrics, University Library of Munich, Germany, number 9311001, Nov.
• V.A. Hajivassiliou & P. A. Ruud, 1993, "Classical Estimation Methods for LDV Models Using Simulation," Econometrics, University Library of Munich, Germany, number 9311002, Nov.

1992

• Colin Hargreaves (ed.), 1992, "Macroeconomic Modelling Of The Long Run," Books, Edward Elgar Publishing, number 207, ISBN: ARRAY(0x6a4d5c48).
• Richard E. Quandt, 1992, "The Collected Essays Of Richard E. Quandt," Books, Edward Elgar Publishing, number 363, ISBN: ARRAY(0x6b5683c8).
• Wojciech W. Charemza & Derek F. Deadman, 1992, "New Directions In Econometric Practice," Books, Edward Elgar Publishing, number 84, ISBN: ARRAY(0x69bb65f0).
• Kalaba, Robert E. & Lichtenstein, Z. & Simchony, T. & Tesfatsion, Leigh S., 1992, "Linear and Nonlinear Associative Memories for Parameter Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11182, Apr.
• Bhatti, S. A. & Hameed, N. & C., Inayatullah, 1992, "A Computer-based System for the Management of Field Crop Pests," MPRA Paper, University Library of Munich, Germany, number 37978, Mar.

1991

• Varian, H.R., 1991, "Goodness of Fit for Revealed Preference Tests," Papers, Michigan - Center for Research on Economic & Social Theory, number 13.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1991, "Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11184, Nov.
• Tesfatsion, Leigh S., 1991, "Work by Robert Kalaba on Multicriteria Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11188, Sep.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1991, "A Unified Approach to Dynamic Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11189, Sep.
• Haq, Rashida, 1991, "Estimating demand and supply of edible oil in Pakistan," MPRA Paper, University Library of Munich, Germany, number 38948.
• Panaretos, John & Psarakis, Stelios, 1991, "On a Testing Procedure for Model Selection," MPRA Paper, University Library of Munich, Germany, number 6260.

1990

• FORGES, Françoise, 1990, "Sunspot equilibrium as a game-theoretical solution concept," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1990029, Jan.
• Tesfatsion, Leigh & Veitch, John M., 1990, "U.S. money demand instability A flexible least squares approach," Journal of Economic Dynamics and Control, Elsevier, volume 14, issue 1, pages 151-173, February.
• Kalaba, R. & Tesfatsion, L., 1990, "A further note on flexible least squares and Kalman filtering," Journal of Economic Dynamics and Control, Elsevier, volume 14, issue 1, pages 183-185, February.
• Adrian C. Darnell & J. L. Evans, 1990, "The Limits of Econometrics," Books, Edward Elgar Publishing, number 119, ISBN: ARRAY(0x6d4fde10).
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1990, "Flexible Least Squares for Approximately Linear Systems," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11190, Jan.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1990, "A Further Note on Flexible Least Squares and Kalman Filtering," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11192, Feb.
• Tesfatsion, Leigh S. & Veitch, J., 1990, "U.S. Money Demand Instability: A Flexible Least Squares Approach," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11193, Feb.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1990, "An Organizing Principle for Dynamic Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11194, Mar.
• Psarakis, Stelios & Panaretos, John, 1990, "The Folded t Distribution," MPRA Paper, University Library of Munich, Germany, number 6257.
• Panaretos, John, 1990, "On the Duality of Certain Characterizations of the Exponential and the Geometric Distributions," MPRA Paper, University Library of Munich, Germany, number 6259.

1989

• Kalaba, Robert & Rasakhoo, Nima & Tesfatsion, Leigh, 1989, "A FORTRAN program for time-varying linear regression via flexible least squares," Computational Statistics & Data Analysis, Elsevier, volume 7, issue 3, pages 291-309, February.
• Panaretos, John & Xekalaki, Evdokia, 1989, "A probability distribution associated with events with multiple occurrences," Statistics & Probability Letters, Elsevier, volume 8, issue 4, pages 389-395, September.
• Kalaba, R. & Tesfatsion, L., 1989, "A Multicriteria Approach To Dynamic Estimation," Papers, Southern California - Department of Economics, number 8904.
• Kalaba, R. & Lichtenstein, Z. & Tesfatsion, L., 1989, "Linear And Nonlinear Associative Memories For Parameter Estimation," Papers, Southern California - Department of Economics, number m8913.
• Kalaba, Robert E. & Rasakhoo, N. & Tesfatsion, Leigh S., 1989, "A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11195, Feb.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1989, "Time-Varying Linear Regression Via Flexible Least Squares," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11196, Jan.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1989, "Sequential Nonlinear Estimation With Nonaugmented Priors," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11197, Jan.
• Peeters, H.M.M., 1989, "Het gebruik van een parametrische en een semi-parametrische schattingsmethode voor het binaire keuzemodel: Probit Maximum Likelihood versus Maximum Score
  [The use of a parametric and a semi-parametric estimation method for the binary choice model:," MPRA Paper, University Library of Munich, Germany, number 28104, May.
• Lallmahomed, Naguib & Taubert, Peter, 1989, "What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987," MPRA Paper, University Library of Munich, Germany, number 40850, Feb.
• Xekalaki, Evdokia & Panaretos, John, 1989, "On Some Distributions Arising in Inverse Cluster Sampling," MPRA Paper, University Library of Munich, Germany, number 6252.
• Panaretos, John & Xekalaki, Evdokia, 1989, "A Probability Distribution Associated With Events With Multiple Occurrences," MPRA Paper, University Library of Munich, Germany, number 6253.
• Panaretos, John, 1989, "A Probability Model Involving the Use of the Zero-Truncated Yule Distribution for Analysing Surname Data," MPRA Paper, University Library of Munich, Germany, number 6254.
• Panaretos, John, 1989, "On the Evolution of Surnames," MPRA Paper, University Library of Munich, Germany, number 6255.
• Panaretos, John, 1989, "Some Properties and Applications of the Stuttering Generalized Waring Distribution," MPRA Paper, University Library of Munich, Germany, number 6256.

1988

• Kalaba, Robert & Tesfatsion, Leigh, 1988, "The flexible least squares approach to time-varying linear regression," Journal of Economic Dynamics and Control, Elsevier, volume 12, issue 1, pages 43-48, March.
• José Luis Narvaiza, 1988, "Modelos causales entre atributos: Una aplicación del análisis de correspondencias simples," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 11, issue 02, pages 141-174.
• R. Salvat, 1988, "Estadísticas regionales comunitarias," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 11, issue 02, pages 163-174.
• Juan Carlos Alonso & Felix Alonso & Mª Dolores Correa & Antonio Mártinez & Agustín Peña, 1988, "La estadística regional en España," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 11, issue 02, pages 175-226.
• Josu Iradi & Fernando del Castillo, 1988, "La experiencia del EUSTAT en estadísticas económicas," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 11, issue 02, pages 227-268.