Research classified by Journal of Economic Literature (JEL) codes

---

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

• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "Paradoxes, Ambiguity and Rationality," Books, Edward Elgar Publishing, number 1271, ISBN: ARRAY(0x81c3df98).
• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "Expected Utility, Fair Gambles and Rational Choice," Books, Edward Elgar Publishing, number 1272, ISBN: ARRAY(0x8165dd60).
• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "The Probability Approach to Simultaneous Equations," Books, Edward Elgar Publishing, number 1273, ISBN: ARRAY(0x81b83bb8).
• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "Time Series Models, Causality and Exogeneity," Books, Edward Elgar Publishing, number 1274, ISBN: ARRAY(0x81e52f28).
• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "the reappraisal of econometrics," Books, Edward Elgar Publishing, number 1285, ISBN: ARRAY(0x82e5fb60).
• O. F. Hamouda & J. C.R. Rowley (ed.), 1997, "discrete and continuous systems, cointegration and chaos," Books, Edward Elgar Publishing, number 1294, ISBN: ARRAY(0x81697688).
• John Creedy & Vance L. Martin (ed.), 1997, "Nonlinear Economic Models," Books, Edward Elgar Publishing, number 1314, ISBN: ARRAY(0x82c75480).
• Arnold Zellner, 1997, "Bayesian Analysis in Econometrics and Statistics," Books, Edward Elgar Publishing, number 825, ISBN: ARRAY(0x8209e718).
• Herman J. Bierens & A. R. Gallant (ed.), 1997, "Nonlinear Models," Books, Edward Elgar Publishing, number 878, ISBN: ARRAY(0x81f4c398).
• 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(0x96aa5540), 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.
• Huntley Schaller & Simon Van Norden, 1997, "Regime switching in stock market returns," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 2, pages 177-191, DOI: 10.1080/096031097333745.
• Adonis Yatchew & Len Bos, 1997, "Nonparametric Least Squares Regression and Testing in Economic Models," Working Papers, University of Toronto, Department of Economics, number yatchew-99-01, Oct.
• Kim, C-J & Nelson, C-R, 1997, "Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization," Working Papers, University of Washington, Department of Economics, number 97-07.
• Zivot, E & Startz, R & Nelson, C-R, 1997, "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Working Papers, University of Washington, Department of Economics, number 97-17.
• Corbae, D. & Ouliaris, S. & Phillips, P.C.B., 1997, "Band Spectral Regression with Trending Data," Working Papers, University of Iowa, Department of Economics, number 97-09.
• Chihwa Kao & Min-Hsien Chiang, 1997, "On the Estimation and Inference of a Cointegrated Regression in Panel Data," Econometrics, University Library of Munich, Germany, number 9703001, Mar.
• William A. Barnett & Alfredo Medio & Apostolos Serletis, 1997, "Nonlinear and Complex Dynamics in Economics," Econometrics, University Library of Munich, Germany, number 9709001, Sep.
• Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo, 1997, "Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings," Econometrics, University Library of Munich, Germany, number 9711001, Nov, revised 04 Mar 1998.
• Roger Koppl & Carlo Nardone, 1997, "The Angular Distribution of Asset Returns in Delay Space," Finance, University Library of Munich, Germany, number 9703001, Mar.
• William A. Barnett, 1997, "Editorial Policy and Editorial, to appear at the front of the first issue of the new Cambridge University Press journal, Macroeconomic Dynamics," Macroeconomics, University Library of Munich, Germany, number 9703001, Mar.
• Thomas Cool, 1997, "An estimator for the road freight handling factor," Urban/Regional, University Library of Munich, Germany, number 9703001, Mar.
• Kanta Marwah (ed.), 1997, "Selected Papers of Lawrence R Klein: Theoretical Reflections and Econometric Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 3047, ISBN: ARRAY(0x797cf040), September.
• Kanta Marwah, 1997, "Some Laws Of Economics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "What Is Macroeconomics?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Technical Appendix," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "The Keynesian Revolution Revisited," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "The Neoclassical Tradition Of Keynesian Economics And The Generalized Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "The Keynesian Revolution: Fifty Years Later, A Last Word," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Antecedents Of Macroeconometric Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "A Postwar Quarterly Model: Description And Applications," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "The Present Debate About Macroeconomics And Econometric Model Specification," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "International Models For Forecasting And Policy Formation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Prospects For Macroeconometric Modeling," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Model Building To Conform To A Complete System Of Social Accounts," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Simultaneous Equation Estimation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "The Treatment Of Undersized Samples In Econometrics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "The Treatment Of Expectations In Econometrics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "The Concept Of Exogeneity In Econometrics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Smith'S Use Of Data," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Some Tendencies In Modern Econometrics," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Anticipations Variables In Macroeconometric Models," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "The Precision Of Economic Prediction: Standards, Achievement, Potential," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Economic Forecasting At High-Frequency Intervals," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "Economic Forecasting And Decision-Making Under Uncertainty," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "The Longevity Of Economic Theory," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• Kanta Marwah, 1997, "The Phillips Curve In The U.S," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Kanta Marwah, "Selected Papers Of Lawrence R Klein: Theoretical Reflections And Econometric Applications".
• 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(0x82eed550).
• 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(0x82838e58).
• Yusuf M. Mansur, 1995, "Fuzzy Sets And Economics," Books, Edward Elgar Publishing, number 299, ISBN: ARRAY(0x831a19d8).
• Olav Bjerkholt (ed.), 1995, "Foundations of Modern Econometrics," Books, Edward Elgar Publishing, number 46, ISBN: ARRAY(0x8272f9a8).
• Kenneth F. Wallis, 1995, "Time Series Analysis And Macroeconometric Modelling," Books, Edward Elgar Publishing, number 463, ISBN: ARRAY(0x8284dd38).
• Nicholas G. Polson & George C. Tiao (ed.), 1995, "Bayesian Inference," Books, Edward Elgar Publishing, number 602, ISBN: ARRAY(0x81df2b18).
• 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.
• 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.
• 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(0x815a03f8).
• Adrian C. Darnell, 1994, "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118, ISBN: ARRAY(0x82cf6a60).
• Takeshi Amemiya, 1994, "Studies in Econometric Theory," Books, Edward Elgar Publishing, number 12, ISBN: ARRAY(0x826af6a0).
• Edward E. Leamer, 1994, "Sturdy Econometrics," Books, Edward Elgar Publishing, number 278, ISBN: ARRAY(0x840b7028).
• G. S. Maddala, 1994, "Econometric Methods And Applications," Books, Edward Elgar Publishing, number 293, ISBN: ARRAY(0x830ae988).
• Carl F. Christ (ed.), 1994, "Simultaneous Equations Estimation," Books, Edward Elgar Publishing, number 597, ISBN: ARRAY(0x84ac3a80).
• Adrian C. Darnell (ed.), 1994, "The History Of Econometrics," Books, Edward Elgar Publishing, number 598, ISBN: ARRAY(0x8281ace0).
• Andrew Harvey (ed.), 1994, "Time Series," Books, Edward Elgar Publishing, number 599, ISBN: ARRAY(0x82666ec8).
• Dale J. Poirier (ed.), 1994, "The Methodology Of Econometrics," Books, Edward Elgar Publishing, number 601, ISBN: ARRAY(0x8225adb8).
• Kenneth F. Wallis (ed.), 1994, "Macroeconometric Modelling," Books, Edward Elgar Publishing, number 603, ISBN: ARRAY(0x835842b0).
• 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.