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

1988

• Enrique Morán & Yolanda Pérez, 1988, "El mercado de trabajo en el País Vasco," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 11, issue 02, pages 269-296.
• Francisco Alvira, 1988, "La valoración de la coyuntura económica desde la perspectiva del consumidor," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 11, issue 02, pages 323-344.
• Kalaba, R. & Rasakhoo, N. & Tesfatsion, L., 1988, "A Fortran Program For Time-Varying Linear Regression Via Flexible Least Squares," Papers, Southern California - Department of Economics, number m8730.
• Tesfatsion, L. & Veitch, J., 1988, "U.S. Money Demand Instability: A Flexible Least Squares Approach," Papers, Southern California - Department of Economics, number m8809.
• Kalaba, R. & Tesfatsion, L., 1988, "An Organizing Principle For Dynamic Estimation," Papers, Southern California - Department of Economics, number m8818.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1988, "The Flexible Least Squares Approach to Time-Varying Linear Regression," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11198, Mar.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1988, "Exact Sequential Filtering, Smoothing, and Prediction for Nonlinear Systems," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11199, Jan.
• Franssen, M.M.E. & Peeters, H.M.M., 1988, "Onderzoek naar samenhangen tussen fysieke kenmerken en exploitatiekosten van Rooms-Katholieke kerken
  [Investigating the relationship between physical characteristics and operating costs of Roman Catholic churches]," MPRA Paper, University Library of Munich, Germany, number 28108, May.

1987

• Panaretos, John, 1987, "On a Functional Equation for the Generating Function of the Logarithmic Series Distribution," MPRA Paper, University Library of Munich, Germany, number 6251.

1986

• Panaretos, John & Xekalaki, Evdokia, 1986, "The stuttering generalized waring distribution," Statistics & Probability Letters, Elsevier, volume 4, issue 6, pages 313-318, October.
• Panaretos, John & Xekalaki, Evdokia, 1986, "On Generalized Binomial and Multinomial Distributions and Their Relation to Generalized Poisson Distributions," MPRA Paper, University Library of Munich, Germany, number 6248.
• Panaretos, John & Xekalaki, Evdokia, 1986, "On Some Distributions Arising from Certain Generalized Sampling Schemes," MPRA Paper, University Library of Munich, Germany, number 6249.
• Panaretos, John & Xekalaki, Evdokia, 1986, "The Stuttering Generalized Waring Distribution," MPRA Paper, University Library of Munich, Germany, number 6250.
• Fusari, Angelo, 1986, "A development model of a dualistic economy. The Italian case," MPRA Paper, University Library of Munich, Germany, number 74175, revised 1986.

1985

• Jeff Dominitz & Charles F. Manski, 1996, "Eliciting Student Expectations of the Returns to Schooling," Journal of Human Resources, University of Wisconsin Press, volume 31, issue 1, pages 1-26.

1984

• Dale, Charles, 1984, "A Search for Business Cycles with Spectral Analysis," MPRA Paper, University Library of Munich, Germany, number 49508, Aug.
• Panaretos, John, 1984, "Partial Independence and Finite Distributions," MPRA Paper, University Library of Munich, Germany, number 6247.

1983

• Panaretos, John, 1983, "On Moran's Property of the Poisson Distribution," MPRA Paper, University Library of Munich, Germany, number 6231.
• Xekalaki, Evdokia & Panaretos, John, 1983, "Identifiability of Compound Poisson Distributions," MPRA Paper, University Library of Munich, Germany, number 6244.
• Panaretos, John, 1983, "A Generating Model Involving Pascal and Logarithmic Series Distributions," MPRA Paper, University Library of Munich, Germany, number 6246.

1982

• Krumm, Ronald J. & Graves, Philip E., 1982, "Morbidity and pollution: Model specification analysis for time-series data on hospital admissions," Journal of Environmental Economics and Management, Elsevier, volume 9, issue 4, pages 311-327, December.
• Krumm, Ronald J. & Graves, Philip E., 1982, "Morbidity and pollution: model specification analysis for time-series data on hospital admissions," MPRA Paper, University Library of Munich, Germany, number 19906.
• Panaretos, John, 1982, "On Characterizing Some Discrete Distributions Using an Extension of the Rao-Rubin Theorem," MPRA Paper, University Library of Munich, Germany, number 6229.
• Panaretos, John, 1982, "An Extension of the Damage Model," MPRA Paper, University Library of Munich, Germany, number 6230.
• Panaretos, John, 1982, "On a Structural Property of Finite Distributions," MPRA Paper, University Library of Munich, Germany, number 6242.
• Panaretos, John, 1982, "Unique Properties of Some Distributions and Their Applications," MPRA Paper, University Library of Munich, Germany, number 6245.
• J. Panaretos, 1982, "An extension of the damage model," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 29, issue 1, pages 189-194, December, DOI: 10.1007/BF01893378.

1981

• Kalaba, Robert E. & Spingarn, K. & Tesfatsion, Leigh S., 1981, "A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11215, Jan.
• Kalaba, Robert E. & Tesfatsion, Leigh S., 1981, "Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11216, Jan.
• Panaretos, John, 1981, "On the Joint Distribution of Two Discrete Random Variables," MPRA Paper, University Library of Munich, Germany, number 6226.
• Panaretos, John, 1981, "A Characterization of the Negative Multinomial Distribution," MPRA Paper, University Library of Munich, Germany, number 6227.
• Panaretos, John, 1981, "On the Relationship between the Conditional and Unconditional Distribution of a Random Variable," MPRA Paper, University Library of Munich, Germany, number 6228.

1980

• Kalaba, Robert E. & Tesfatsion, Leigh S., 1980, "A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11222, Jan.

1967

• Armstrong, J. Scott, 1967, "Derivation of theory by means of factor analysis or Tom Swift and his electric factor analysis machine," MPRA Paper, University Library of Munich, Germany, number 81667.

0

• Aparna Kulkarni & Sarthak Singh & Sarthak Singh, , "A critical study of Covid-19 pandemics on crime rates in India," Review of Socio - Economic Perspectives, Reviewsep, number 202193, DOI: https://doi.org/10.19275/RSEP119.
• Jozef Barunik & Lukas Vacha, 2012, "Monte Carlo-based tail exponent estimator," Papers, arXiv.org, number 1201.4781, Jan.
• Syed Muhammad Noaman Ahmed Shah & Mazen Kebewar, 2013, "US Corporate Bond Yield Spread : A default risk debate," Papers, arXiv.org, number 1303.3391, Mar.
• Paolo Sgrignoli & Rodolfo Metulini & Stefano Schiavo & Massimo Riccaboni, 2013, "The Relation Between Global Migration and Trade Networks," Papers, arXiv.org, number 1310.3716, Oct, revised Oct 2013.
• Fabrizio Lillo & J. Doyne Farmer, 2003, "The long memory of the efficient market," Papers, arXiv.org, number cond-mat/0311053, Nov, revised Jul 2004.
• T. Di Matteo & T. Aste & M. M. Dacorogna, 2004, "Long term memories of developed and emerging markets: using the scaling analysis to characterize their stage of development," Papers, arXiv.org, number cond-mat/0403681, Mar.
• Robert Amano & Tony S. Wirjanto, , "A Further Analysis of Exchange Rate Targeting in Canada," Staff Working Papers, Bank of Canada, number 94-2, DOI: 10.34989/swp-1994-2.
• Robert Amano & Tony S. Wirjanto, , "The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation," Staff Working Papers, Bank of Canada, number 94-6, DOI: 10.34989/swp-1994-6.
• Miguel Ángel Morales Mosquera & Wilmar Cabrera & Laura Capera & Dairo Estrada, 2012, "Un Mapa de Riesgo de Crédito para el Sistema Financiero Colombiano," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 068, Mar, DOI: 10.32468/tef.68.
• Tom Doan, 2025, "CFFILTER: RATS procedure to perform band pass filter using Christiano-Fitzgerald method," Statistical Software Components, Boston College Department of Economics, number RTS00034, revised .
• Tom Doan, 2025, "DMARIANO: RATS procedure to compute Diebold-Mariano Forecast Comparison Test," Statistical Software Components, Boston College Department of Economics, number RTS00055, revised .
• Tom Doan, 2025, "KSCPOSTDRAW: RATS procedure to draw from posterior density needed in stochastic volatility model," Statistical Software Components, Boston College Department of Economics, number RTS00101, revised .
• Tom Doan, 2025, "LSUNIT: RATS procedure to implement Lee-Strazicich unit root tests with one or more structural breaks," Statistical Software Components, Boston College Department of Economics, number RTS00112, revised .
• Tom Doan, 2025, "RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility," Statistical Software Components, Boston College Department of Economics, number RTZ00105, revised .
• Tom Doan, 2025, "RATS programs to replicate Mark-Sul(2003) panel DOLS," Statistical Software Components, Boston College Department of Economics, number RTZ00112, revised .
• Hao MENG & Wei-Xing ZHOU & Didier SORNETTE, 2014, "Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-57, Aug, revised Nov 2014.
• Enrique Sentana, 1997, "The Relation Between Conditionally Heteroskedastic Factor Models and Factor GARCH Models," Working Papers, CEMFI, number wp1997_9719.
• Peter Arcidiacono & Holger Sieg & Frank Sloan, , "Living Rationally Under the Volcano? An Empirical Analysis of Heavy Drinking and Smoking," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 2003-02.
• Koop, G. & Ley, E. & Osiewalski, J. & Steel, M. F. J., 1997, "Bayesian analysis of long memory and persistence using ARFIMA models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1246, Jan, DOI: 10.1016/0304-4076(95)01787-9.
• DUJARDIN, Claire & PEETERS, Dominique & THOMAS, Isabelle, 2009, "Neighbourhood effects and endogeneity issues," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2173, Jan.
• THOMAS, Isabelle & FRANKHAUSER, Pierre & BADARUITTI, Dominique, 2012, "Comparing the fractality of European urban neighbourhoods: do national contexts matter?," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2402, Jan, DOI: 10.1007/s10109-010-0142-4.
• FORGES, Françoise, 1991, "Sunspot eqilibrium as a game-theoretical solution concept," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 952, Jan.
• Timotheos Angelidis & Alexandros Benos, , "The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange," Working Papers, University of Crete, Department of Economics, number 0615.
• Hugo ROJAS-ROMAGOSA & Luis RIVERA, 2010, "Human Capital Formation and the Linkage between Trade and Poverty: The Cases of Costa Rica and Nicaragua," EcoMod2010, EcoMod, number 259600142, May.
• Tobias Adrian & Nina Boyarchenko & Domenico Giannone, 2018, "Vulnerable Growth," Liberty Street Economics, Federal Reserve Bank of New York, number 20180409, Apr.
• Michael Cai & Marco Del Negro & Marc Giannoni & Abhi Gupta & Pearl Li, 2018, "Forecasts of the Lost Recovery," Liberty Street Economics, Federal Reserve Bank of New York, number 20180509, May.
• Domenico Giannone & Michele Lenza & Giorgio E. Primiceri, 2018, "Economic Predictions with Big Data: The Illusion of Sparsity," Liberty Street Economics, Federal Reserve Bank of New York, number 20180521, May.
• Thomas Mayer, , "A Frequent Misuse of Significance Tests," Department of Economics, California Davis - Department of Economics, number 01-05.
• Thomas Mayer, , "Misinterpreting a Failure to Disconfirm as a Confirmation: A Recurrent Misreading of Significance Tests," Department of Economics, California Davis - Department of Economics, number 01-08.
• Augustin Tapsoba, 2018, "The Cost of Fear: Impact of Violence Risk on Child Health During Conflict," HiCN Working Papers, Households in Conflict Network, number 279, Oct.
• Vladimir Hlasny, 2020, "Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 547, Jul.
• P. A. V. B. Swamy & I-Lok Chang & Jatinder S. Mehta & William H. Greene & Stephen G. Hall & George S. Tavlas, 2016, "Removing Specification Errors from the Usual Formulation of Binary Choice Models," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 16/11.
• Mark Andor & Frederik Hesse, , "A Monte Carlo Simulation comparing DEA, SFA and two simple approaches to combine efficiency estimates," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary, number 201177.
• Mark Andor & Frederik Hesse, , "The StoNED age: The Departure Into a New Era of Efficiency Analysis? An MC study Comparing StoNED and the "Oldies" (SFA and DEA)," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary, number 201285.
• R Blundell & Steven Bond, , "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers, Economics Group, Nuffield College, University of Oxford, number W14&104..
• Sangjoon Kim, Neil Shephard & Siddhartha Chib, , "Stochastic volatility: likelihood inference and comparison with ARCH models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number W26, revised version of W.
• Bent Nielsen, , "Asymptotic results for cointegration tests in non-stable case," Economics Papers, Economics Group, Nuffield College, University of Oxford, number W32..
• John M. Maheu & Thomas H. McCurdy, 2009, "Do High-Frequency Measures of Volatility Improve Forecasts of Return Distributions?," Working Paper series, Rimini Centre for Economic Analysis, number 19_09, Jan.
• Gianluigi Salvucci & Valerio Vitale & Edoardo Patruno, , "RNS e l’informazione statistica oltre la scala e la risoluzione dei dati," Working Papers, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF, number 122/13.
• Giovanni Angelini & Luca Fanelli & Marco M. Sorge, 2022, "Is Time an Illusion? A Bootstrap Likelihood Ratio Approach to Testing Shock Transmission Delays in DSGE Models," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 653, Sep.
• Andrew Bryce, 2018, "Finding meaning through work: eudaimonic well-being and job type in the US and UK," Working Papers, The University of Sheffield, Department of Economics, number 2018004, Apr.
• Basu, Pathikrit & Echenique, Federico, 2020, "On the falsifiability and learnability of decision theories," Theoretical Economics, Econometric Society, volume 15, issue 4, November.
• Vladimir Hlasny, 2020, "Parametric Representation of the Top of Income Distributions: Options, Historical Evidence and Model Selection," Commitment to Equity (CEQ) Working Paper Series, Tulane University, Department of Economics, number 90, Mar.
• Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann, , "Fitting Equilibrium Search Models to Labour Market Data," Working Papers, University of California at Berkeley, Econometrics Laboratory Software Archive, number _005.
• J. Dominitz & C. F. Manski, , "Eliciting student expectations of the returns to schooling," Institute for Research on Poverty Discussion Papers, University of Wisconsin Institute for Research on Poverty, number 1049-94.
• J. Dominitz & C. F. Manski, , "Using expectations data to study subjective income expectations," Institute for Research on Poverty Discussion Papers, University of Wisconsin Institute for Research on Poverty, number 1050-94.
• Peter Woehrmann & Willi Semmler & Martin Lettau, , "Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 225.
• Peter Woehrmann, , "A dynamic model of the financial�real interaction as a model selection criterion for nonparametric stock market prediction," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 226.

None

• Pendakur Krishna & Pendakur Ravi & Woodcock Simon D., 2008, "A Representation Index: Measuring the Representation of Minorities in the Income Distribution," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 8, issue 1, pages 1-21, October, DOI: 10.2202/1935-1682.1942.
• Rowthorn Robert & Glyn Andrew J, 2006, "Convergence and Stability in U.S. Employment Rates," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 1, pages 1-43, April, DOI: 10.2202/1534-6005.1368.
• Edwards Jeffrey A & Sams Alfred & Yang Benhua, 2006, "A Refinement in the Specification of Empirical Macroeconomic Models as an Extension to the EBA Procedure," The B.E. Journal of Macroeconomics, De Gruyter, volume 6, issue 2, pages 1-26, October, DOI: 10.2202/1534-5998.1410.
• Huang Dashan & Yu Baimin & Lu Zudi & Fabozzi Frank J. & Focardi Sergio & Fukushima Masao, 2010, "Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 2, pages 1-26, March, DOI: 10.2202/1558-3708.1805.
• Ergun A. Tolga & Jun Jongbyung, 2010, "Conditional Skewness, Kurtosis, and Density Specification Testing: Moment-Based versus Nonparametric Tests," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 3, pages 1-21, September, DOI: 10.2202/1558-3708.1709.
• Chen Xiaohong & White Halbert, 2002, "Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 1, pages 1-55, April, DOI: 10.2202/1558-3708.1000.
• Bask Mikael & de Luna Xavier, 2002, "Characterizing the Degree of Stability of Non-linear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 1, pages 1-19, April, DOI: 10.2202/1558-3708.1002.
• Lillo Fabrizio & Farmer J. Doyne, 2004, "The Long Memory of the Efficient Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 3, pages 1-35, September, DOI: 10.2202/1558-3708.1226.
• Li Fuchun & Tkacz Greg, 2004, "Combining Forecasts with Nonparametric Kernel Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 4, pages 1-18, December, DOI: 10.2202/1558-3708.1129.