## 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

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Pseudolikelihood estimation of the stochastic frontier model**

*by*Andor, Mark & Parmeter, Christopher

**Does rising income inequality affect mortality rates in advanced economies?**

*by*Rebeira, Mayvis & Grootendorst, Paul V. & Coyte, Peter C. & Aguirregabiria, Victor

**The income-health gradient: Evidence from self-reported health and biomarkers using longitudinal data on income**

*by*Davillas, A.; Jones, A.M.; Benzeval, M.;

**Best Land Use with Negative Externalities: Determining Land Values from Residential Rents**

*by*Fuess, Roland & Koller, Jan A.

**Simulation Optimization through Regression or Kriging Metamodels**

*by*Kleijnen, J.P.C.

**Design and Analysis of simulation experiments : Tutorial**

*by*Kleijnen, J.P.C.

**Testing the Assumptions of Sequential Bifurcation for Factor Screening (revision of CentER DP 2015-034)**

*by*Shi, Wen & Kleijnen, J.P.C.

**World steel production: A new monthly indicator of global real economic activity**

*by*Ravazzolo, Francesco & Vespignani, Joaquin

**Market Reading of Central Bankers Words. A High-Frequency Evidence**

*by*Pavel Gertler & Roman Horvath

**The relationship between trade openness and economic growth: The case of Ghana and Nigeria**

*by*Moyo, Clement & Kolisi, Nwabisa & Khobai, Hlalefang

**Social Interaction and Labour Market Outcomes**

*by*Xin, Guangyi

**A GED-based regression to fit the actual data distribution**

*by*Mattera, Raffaele

**Brevet d’invention et croissance économique : une analyse dans le cadre de l’économie tunisienne durant la période 1970 - 2010**

*by*Mabrouki, Mohamed

**Some estimations of the minimal magnitudes of forbidden zones in experimental data**

*by*Harin, Alexander

**Spatial dependence in the growth process and implications for convergence rate: Evidence on Vietnamese provinces**

*by*Esiyok, Bulent & Ugur, Mehmet

**Practical Considerations for Questionable IVs**

*by*Clarke, Damian & Matta, Benjamín

**What Affects General Trust? A Perspective from Institutional Economics and Empirical Evidence from China**

*by*Gao, Lin

**Modeling Qualitative Outcomes by Supplementing Participant Data with General Population Data: A Calibrated Qualitative Response Estimation Approach**

*by*Erard, Brian

**Smoothing Algorithms by Constrained Maximum Likelihood**

*by*Yang, Bill Huajian

**Оценивание Гравитационных Моделей Международной Торговли: Обзор Основных Подходов**

*by*Shumilov, Andrei

**Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations**

*by*Gouriéroux, Christian & Monfort, Alain & Zakoian, Jean-Michel

**An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series**

*by*Maheu, John M & Song, Yong

**CDS Rate Construction Methods by Machine Learning Techniques**

*by*Brummelhuis, Raymond & Luo, Zhongmin

**About the minimal magnitudes of measurement’s forbidden zones. Version 1**

*by*Harin, Alexander

**Encompassing Of Nested and Non-nested Models:Energy-Growth Models**

*by*Nazir, Sidra

**Estimates of Net Capital Stock and Consumption of Fixed Capital for Australian States and Territories, 1990–2013**

*by*Mikhailitchenko, Serguei

**Can forbidden zones for the expectation explain noise influence in behavioral economics and decision sciences?**

*by*Harin, Alexander

**Transformations of the Art Market in the World – Quantitative Approach**

*by*Joanna Bialynicka-Birula

**Amounts Mobilised from the Private Sector by Official Development Finance Interventions: Guarantees, syndicated loans, shares in collective investment vehicles, direct investment in companies, credit lines**

*by*Julia Benn & Cécile Sangaré & Tomáš Hos

**Identification in Ascending Auctions, with an Application to Digital Rights Management**

*by*Joachim Freyberger & Bradley J. Larsen

**Robust Bond Risk Premia**

*by*Michael D. Bauer & James D. Hamilton

**Text as Data**

*by*Matthew Gentzkow & Bryan T. Kelly & Matt Taddy

**Analysis of Households' Decision Using Full Demand Elasticity Estimates: an Estimation on Turkish Data**

*by*Okay Gunes

**A novel multivariate risk measure: the Kendall VaR**

*by*Matthieu Garcin & Dominique Guegan & Bertrand Hassani

**Three-stage estimation method for non-linear multiple time-series**

*by*Dominique Guegan & Giovanni De Luca & Giorgia Rivieccio

**Returns to Scale in Electricity Generation: Revisited and Replicated**

*by*David H. Bernstein & Christopher F. Parmeter

**On Standard-Error-Decreasing Complementarity: Why Collinearity is Not the Whole Story**

*by*Bernd Hayo

**Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements**

*by*Chan, Kam Fong & Bowman, Robert G. & Neely, Christopher J.

**Robust Bayesian regression with the forward search: theory and data analysis**

*by*Anthony C. Atkinson & Aldo Corbellini & Marco Riani

**Introduction to the design and analysis of complex survey data**

*by*Chris J. Skinner & Jon Wakefield

**Explicit Bayesian analysis for process tracing: guidelines, opportunities, and caveats**

*by*Tasha Fairfield & Andrew Charman

**Special issue on the theory and practice of differential privacy**

*by*Marco Gaboardi & Chris J. Skinner

**Utility indifference pricing and hedging for structured contracts in energy markets**

*by*Giorgia Callegaro & Luciano Campi & Valeria Giusto & Tiziano Vargiolu

**Estimation for dynamic and static panel probit models with large individual effects**

*by*Wei Gao & Wicher Bergsma & Qiwei Yao

**Heterogeneous agglomeration**

*by*Giulia Faggio & Olmo Silva & William C. Strange

**Joint modelling compared with two stage methods for analysing longitudinal data and prospective outcomes: a simulation study of childhood growth and BP**

*by*A. Sayers & J. Heron & A. Smith & C. Macdonald-Wallis & M. Gilthorpe & F. Steele & K. Tilling

**The numéraire property and long-term growth optimality for drawdown-constrained investments**

*by*Constantinos Kardaras & Jan Obłój & Eckhard Platen

**Stability of the exponential utility maximization problem with respect to preferences**

*by*Hao Xing

**World steel production: A new monthly indicator of global real economic activity**

*by*Francesco Ravazzolo & Joaquin Vespignani

**Joint tests of contagion with applications to financial crises**

*by*Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin

**A new stock-price bubble with stochastically deflating trajectories**

*by*Benedikt Rotermann & Bernd Wilfling

**Impacto del número de estudiantes en un mismo salón sobre los resultados en las pruebas de estado para Colombia**

*by*María Juliana Rodríguez García y Daniel Alejandro Tascón Buchelly & Daniel Alejandro Tascón Buchelly

**Systemic Financial Sector and Sovereign Risks**

*by*Xisong Jin & Francisco Nadal De Simone

**Modeling and forecasting electricity price jumps in the Nord Pool power market**

*by*Oskar Knapik

**Does rising income inequality affect mortality rates in advanced economies?**

*by*Rebeira, Mayvis & Grootendorst, Paul & Coyte, Peter C. & Aguirregabiria, Victor

**Human rights shaming through INGOs and foreign aid delivery**

*by*Simone Dietrich & Amanda Murdie

**Corporate bankruptcy prediction: a high dimensional analysis**

*by*Stewart Jones

**Impact of Socio-Economic factors on Consumption Expenditure through Public Distribution System in rural India**

*by*Mukesh & Neha Srivastava

**Long waves in prices: new evidence from wavelet analysis**

*by*Marco Gallegati & Mauro Gallegati & James B. Ramsey & Willi Semmler

**Electricity–Growth Nexus in Turkey: The Importance Of Capital and Labor**

*by*Cem ISIK & Magdalena RADULESCU

**Charakteristiky insolvenčních řízení společností s virtuálními sídly**

*by*Luboš Smrčka & Dagmar Čámská & Markéta Arltová & Jan Plaček

**Testing for Specification Bias with a Flexible Fourier Transform Model for Crop Yields**

*by*Joseph Cooper & A. Nam Tran & Steven Wallander

**Nonparametric least squares methods for stochastic frontier models**

*by*Léopold Simar & Ingrid Keilegom & Valentin Zelenyuk

**Using linear regression to establish empirical relationships**

*by*Marno Verbeek

**A Fine Grained Hybrid Spatial Microsimulation Technique for Generating Detailed Synthetic Individuals from Multiple Data Sources: An Application To Walking And Cycling**

*by*Ian Philips & Graham Clarke & David Watling

**A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators**

*by*Jochen Heberle & Cristina Sattarhoff

**Endogeneity, Time-Varying Coefficients, and Incorrect vs. Correct Ways of Specifying the Error Terms of Econometric Models**

*by*P.A.V.B. Swamy & Jatinder S. Mehta & I-Lok Chang

**Acknowledgement to Reviewers of Econometrics in 2016**

*by*Econometrics Editorial Office

**Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation**

*by*Ragnar Nymoen

**Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses**

*by*Seong Yeon Chang & Pierre Perron

**Consistency of Trend Break Point Estimator with Underspecified Break Number**

*by*Jingjing Yang

**Regime Switching Vine Copula Models for Global Equity and Volatility Indices**

*by*Holger Fink & Yulia Klimova & Claudia Czado & Jakob Stöber

**A Simple Test for Causality in Volatility**

*by*Chia-Lin Chang & Michael McAleer

**Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models**

*by*Jan Kiviet & Milan Pleus & Rutger Poldermans

**Goodness-of-Fit Tests for Copulas of Multivariate Time Series**

*by*Bruno Rémillard

**Testing for a Structural Break in a Spatial Panel Model**

*by*Aparna Sengupta

**Structural Breaks, Inflation and Interest Rates: Evidence from the G7 Countries**

*by*Jesús Clemente & María Dolores Gadea & Antonio Montañés & Marcelo Reyes

**A Note on Identification of Bivariate Copulas for Discrete Count Data**

*by*Pravin Trivedi & David Zimmer

**Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression**

*by*Luis J. Álvarez

**The impact of foreign equity flows on market volatility during politically tranquil and turbulent times: The Egyptian experience**

*by*Ahmed, Walid M.A.

**Benford’s law and the FSD distribution of economic behavioral micro data**

*by*Villas-Boas, Sofia B. & Fu, Qiuzi & Judge, George

**Order flow and exchange rate comovement**

*by*Kleinbrod, Vincent M. & Li, Xiao-Ming

**A unisex stochastic mortality model to comply with EU Gender Directive**

*by*Chen, An & Vigna, Elena

**Does team competition increase pro-social lending? Evidence from online microfinance**

*by*Chen, Roy & Chen, Yan & Liu, Yang & Mei, Qiaozhu

**A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets**

*by*Boubaker, Heni & Raza, Syed Ali

**Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models**

*by*Garcia, Tanya P. & Ma, Yanyuan

**Simulated minimum distance estimation of dynamic models with errors-in-variables**

*by*Gospodinov, Nikolay & Komunjer, Ivana & Ng, Serena

**Learning can generate long memory**

*by*Chevillon, Guillaume & Mavroeidis, Sophocles

**Bayesian mode regression using mixtures of triangular densities**

*by*Ho, Chi-san & Damien, Paul & Walker, Stephen

**Testing identifying assumptions in nonseparable panel data models**

*by*Ghanem, Dalia

**Estimation of average treatment effects with panel data: Asymptotic theory and implementation**

*by*Li, Kathleen T. & Bell, David R.

**Tests for serial correlation of unknown form in dynamic least squares regression with wavelets**

*by*Li, Meiyu & Gençay, Ramazan

**Two-part models are robust to endogenous selection**

*by*Drukker, David M.

**Testing for asymmetric information in insurance markets: A test for ex ante moral hazard revisited**

*by*Rowell, David & Nghiem, Son Hong & Connelly, Luke B.

**Testing the Marshall-Lerner condition between the U.S. and other G7 member countries**

*by*Dong, Fang

**Asset prices and economic fluctuations: The implications of stochastic volatility**

*by*Chen, Junping & Xiong, Xiong & Zhu, Jie & Zhu, Xiaoneng

**Does trend inflation make a difference?**

*by*Loberto, Michele & Perricone, Chiara

**Effects of Targeting Energy Subsidies on Domestic Electricity Demand in Iran**

*by*Fatemeh Bazzazan & Farnaz Ghashami & Mir Hosein Mousavi

**PPP hypothesis and temporary structural breaks**

*by*Aysegul CorakcÄ± & Furkan Emirmahmutoglu & Omay Tolga

**Trade integration and export survival: Evidence from Turkish machinery products**

*by*Hulya Saygili & Kemal TÃ¼rkcan

**Impact of Banking Sector Efficiency and Profitability on Bangladesh Economy**

*by*Md.Thasinul Abedin

**Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems**

*by*Burkhard Raunig

**The short-run price elasticity of demand for energy in the US**

*by*Youngsoo Kim & Younoh Kim & Vlad Radoias

**Universities as nail factories? An evaluation of the Italian public funding of higher education**

*by*Livio Ferrante & Simona Monteleone & Francesco Reito

**Handling Endogeneity in Stochastic Frontier Analysis**

*by*Mustafa U. Karakaplan & Levent Kutlu

**On the power of the simulation-based ADF test in bounded time series**

*by*Margherita Gerolimetto & Stefano Magrini

**Investigating the link between the exchange rate regime and underlying misalignments**

*by*Ferdinand Owoundi

**La volatilidad del tipo de cambio paralelo en Venezuela 2005-2015**

*by*Laura Daniela Castillo Paredes & Josefa Ramoni-Perazzi

**On The Motivation and Power of Stochastic Dominance Techniques for Multiple Wellbeing Comparisons**

*by*Gordon Anderson & Thierry Post

**Somewhere Between Utopia and Dystopia: Choosing From Incomparable Prospects**

*by*Gordon Anderson & Thierry Post & Yoon-Jae Whang

**A Simple Method for Predicting Distributions by Means of Covariates with Examples from Poverty and Health Economics**

*by*Jing Dai & Stefan Sperlich & Walter Zucchini

**Why do investors buy sovereign default insurance?**

*by*Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G.

**Distributional price effects of rent controls in Berlin: When expectation meets reality**

*by*Thomschke, Lorenz

**Inequality of opportunity in health: a decomposition-based approach**

*by*Carrieri, V. & Jones, M.A.

**A Topological View on the Identification of Structural Vector Autoregressions**

*by*Klaus Neusser

**Robust frontier estimation from noisy data: a Tikhonov regularization approach**

*by*Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold

**Predicting housing prices with Google searches in Finland**

*by*Widgrén, Joona

**Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach**

*by*Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou

**Correcting for bias in hot hand analysis: Analyzing performance streaks in youth golf**

*by*Christopher Cotton & Frank McIntyre & Joseph Price

**Panel Data Analysis with Stata Part 1 Fixed Effects and Random Effects Models**

*by*Pillai N., Vijayamohanan

**How Do You Interpret Your Regression Coefficients?**

*by*Pillai N., Vijayamohanan

**L’attractivité des investissements directs étrangers Cas de l’industrie manufacturière marocaine**

*by*BIJOU, MOHAMMED & ELHASSOUNI, MOHAMMED

**Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models**

*by*Li, Kunpeng & Li, Qi & Lu, Lina

**“Agricultural Economics and Rural Development - realities and perspectives for Romania”**

*by*Ursu, Ana

**The Main Determinants of Private Investment in The WAEMU Zone: The Dynamic Approach**

*by*Combey, Adama

**The Main Determinants of Private Investment in The WAEMU Zone: The Dynamic Approach**

*by*COMBEY, Adama

**Особенности Оценивания Гравитационных Моделей Международной Торговли**

*by*Shumilov, Andrei

**An inconsistency between certain outcomes and uncertain incentives within behavioral methods**

*by*Harin, Alexander

**A Binomial Tree to Price European and American Options**

*by*Brogi, Athos

**Does Financial Development Intensify Energy Consumption in Saudi Arabia?**

*by*Kumar, Mantu & Babu, M Suresh & Loganathan, Nanthakumar & Shahbaz, Muhammad

**Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants**

*by*Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Hammoudeh, Shawkat & Shahbaz, Muhammad

**Financial development and environmental quality: The way forward**

*by*Shahbaz, Muhammad & Shahzad, Syed Jawad Hussain & Ahmad, Nawaz & Alam, Shaista

**Potential Output, Output Gap and Fiscal Stance: is the EC estimation of the NAWRU too sensitive to be reliable?**

*by*Fioramanti, Marco

**Investigating the Application of Queue Theory in the Nigerian Banking System**

*by*FARAYIBI, Adesoji

**The Relationship between Societal attributes, Feminine Leadership & Management Style: Responses from Pakistan's Urban Region Female-Owned Businesses**

*by*Faizan, Riffat & Haque, Adnan ul

**Energy consumption, CO2 emissions and economic growth nexus: Evidence from panel Granger causality test**

*by*Hamrita, Mohamed Essaied & Mekdam, Mejdi

**Choosing the variables to estimate singular DSGE models: Comment**

*by*Iskrev, Nikolay & Ritto, Joao

**“Attitudes to Leadership and Voting: Finding the Efficient Frontier”**

*by*Davis, Brent

**Nonparametric hypothesis testing for equality of means on the simplex**

*by*Tsagris, Michail & Preston, Simon & T.A. Wood, Andrew

**Simultaneity of Crime Incidence in Mindanao**

*by*Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian

**Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects**

*by*Abonazel, Mohamed R.

**Generalized Random Coefficient Estimators of Panel Data Models: Asymptotic and Small Sample Properties**

*by*Abonazel, Mohamed R.

**Analyzing the Factors for Creating Competition among Products**

*by*Alvi, Mohsin & Mirza, Mohammad Haris & Khan, M. Mubashir Q. & Aqeel, Beenish & Ikram, Midra

**Статистический Анализ Динамики Развития Сельского Хозяйства России В Постсоветский Период**

*by*Romanceva, Julia & Bautin, Vladimir

**Statistical research of labor resources of agriculture in the USA (according to the 2012 Census of agriculture)**

*by*Ukolova, Anna & Dashieva, Bayarma

**Estimating Egypt’s Potential Output: A Production Function Approach**

*by*El-Baz, Osama

**Gestion des données manquantes dans les bases de données : la méthode d’imputation multiple sous XLSTAT**

*by*NJAMEN KENGDO, Arsène Aurélien

**Pratique des tests statistiques de conformité**

*by*Keita, Moussa

**Bias Correction Methods for Dynamic Panel Data Models with Fixed Effects**

*by*Abonazel, Mohamed R.

**Capitale umano, innovazione tecnologica e divari economici nell’era post-knowledge? Un’analisi econometrica a livello sub nazionale**

*by*Lima, Rita

**How to decode Unemployment Persistence: An econometric framework for identifying and comparing the sources of persistence**

*by*Møller, Niels Framroze

**Çevre Kirliliği Ve Ekonomik Büyüme İlişkisi Gelişmiş ve Gelişmekte Olan Ülkelerin Veri Görselleştirme Kullanarak Karşılaştırılması**

*by*Ertürk, Mevlüde

**Introduction à la méthode statistique et probabiliste**

*by*Keita, Moussa

**Immigrants, Trust and Social Traps**

*by*Marini, Annalisa

**Inflation persistence in African countries: Does inflation targeting matter?**

*by*Phiri, Andrew

**The Role of Globalization on the Recent Evolution of Energy Demand in India: Implications for Sustainable Development**

*by*Shahbaz, Muhammad & Mallick, Hrushikesh & Kumar, Mantu & Sadorsky, Perry

**The Relationship of Government Revenue and Government Expenditure: A case study of Malaysia**

*by*Ullah, Nazim

**Assessing willingness to pay for marine and coastal ecosystems: A Case Study in Greece**

*by*Halkos, George & Galani, Georgia

**The drivers of public health spending: Integrating policies and institutions**

*by*Christine de la Maisonneuve & Rodrigo Moreno-Serra & Fabrice Murtin & Joaquim Oliveira Martins

**Balancing, Regression, Difference-In-Differences and Synthetic Control Methods: A Synthesis**

*by*Nikolay Doudchenko & Guido W. Imbens

**Paralyzed by Fear: Rigid and Discrete Pricing under Demand Uncertainty**

*by*Cosmin L. Ilut & Rosen Valchev & Nicolas Vincent

**Doing More When You're Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments**

*by*Amanda E. Kowalski

**Homophily and Transitivity in Dynamic Network Formation**

*by*Bryan S. Graham

**Viewpoint: The Human Capital Approach to Inference**

*by*W. Bentley MacLeod

**Identification and Efficiency Bounds for the Average Match Function under Conditionally Exogenous Matching**

*by*Bryan S. Graham & Guido W. Imbens & Geert Ridder

**Multiple Hypothesis Testing in Experimental Economics**

*by*John A. List & Azeem M. Shaikh & Yang Xu

**Clustering in Dynamic Causal Networks as a Measure of Systemic Risk on the Euro Zone**

*by*Monica Billio & Lorenzo Frattarolo & Hayette Gatfaoui & Philippe de Peretti

**Are critical slowing down indicators useful to detect financial crises?**

*by*Hayette Gatfaoui & Isabelle Nagot & Philippe de Peretti

**Risk Measures At Risk- Are we missing the point? Discussions around sub-additivity and distortion**

*by*Dominique Guegan & Bertrand K. Hassani

**A Bridge Too Far? The State of the Art in Combining the Virtues of Stochastic Frontier Analysis and Data Envelopement Analysis**

*by*Christopher F. Parmeter & Valentin Zelenyuk

**Model Averaging Estimators for the Stochastic Frontier Model**

*by*Christopher F. Parmeter & Alan T. K. Wan & Xinyu Zhang

**Persistent and transient productive inefficiency in a regulated industry: electricity distribution in New Zealand**

*by*Massimo Filippini & William Greene & Giuliano Masiero

**The Impact of the Mining Boom in Colombia: the case of the gold**

*by*Jorge Barrientos Marín & Sebastián Ramírez & Elkin Tabares

**Couples' Retirement under Individual Pension Design: A Regression Discontinuity Study for France**

*by*Stancanelli, Elena G. F.

**On Nonparametric Identification of Treatment Effects in Duration Models**

*by*Johansson, Per & Lee, Myoung-jae

**Estimating More Precise Treatment Effects in Natural and Actual Experiments**

*by*Duleep, Harriet & Liu, Xingfei

**An extreme value analysis of the last century crises across industries in the U.S. economy**

*by*Marco Bee & Massimo Riccaboni & Luca Trapin

**Identification of Attrition Bias Using Different Types of Panel Refreshments**

*by*Adrian Chadi

**Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management**

*by*Brenda López Cabrera & Franziska Schulz & &

**The Information Industry: Measuring Russia By International Standards**

*by*Gulnara I. Abdrakhmanova & Galina G. Kovaleva & Natalia V. Bulchenko

**A Wavelet Analysis of the Environmental Kuznets Curve in France**

*by*MUTASCU Mihai & PEREAU Jean-Christophe & URSU Eugen

**Does government size affect per-capita income growth? A Hierarchical meta-regression analysis**

*by*Churchill, Sefa Awaworyi & Ugur, Mehmet & Yew, Siew Ling

**The Power to Tax in Sub-Saharan Africa: LTUs, VATs, and SARAs**

*by*Christian EBEKE & Mario MANSOUR & Grégoire ROTA-GRAZIOSI

**The Power to Tax in Sub-Saharan Africa: LTUs, VATs, and SARAs**

*by*Christian EBEKE & Mario MANSOUR & Grégoire ROTA-GRAZIOSI

**Prospect Theory in the Heterogeneous Agent Model**

*by*Jan Polach & Jiri Kukacka

**Measuring the Uncertainty in Predicting Public Revenue**

*by*Gilles Mourre & Caterina Astarita & Anamaria Maftei

**European Commission's Forecasts Accuracy Revisited: Statistical Properties and Possible Causes of Forecast Errors**

*by*Marco Fioramanti, ISTAT & Laura González Cabanillas & Bjorn Roelstraete & Salvador Adrian Ferrandis Vallterra

**Emergence of giant strongly connected componentsin continuum disk-spin percolation**

*by*Francesco Caravelli & Marco Bardoscia & Fabio Caccioli

**Spectral ranking using seriation**

*by*Fajwel Fogel & Alexandre d'Aspremont & Milan Vojnovic

**Fertility expectations and residential mobility in Britain**

*by*John Ermisch & Fiona Steele

**Semi-static completeness and robust pricing by informed investors**

*by*Beatrice Acciaio & Martin Larsson

**Discovering economic history in footnotes: the story of the Tong Taisheng merchant archive (1790-1850)**

*by*Debin Ma & Weipeng Yuan

**Reproductive history and post-reproductive mortality: a sibling comparison analysis using Swedish register data**

*by*Kieron Barclay & Katherine Keenan & Emily Grundy & Martin Kolk & Mikko Myrskylä

**Sequence analysis of call record data: exploring the role of different cost settings**

*by*Mark Hanly & Paul Clarke & Fiona Steele

**Multilevel structural equation models for longitudinal data where predictors are measured more frequently than outcomes: an application to the effects of stress on the cognitive function of nurses**

*by*Fiona Steele & Paul Clarke & George Leckie & Julia Allan & Derek Johnston

**Human capital and international portfolio diversification:a reappraisal**

*by*Lorenzo Bretscher & Christian Julliard & Carlo Rosa

**The quality of demographic data on older Africans**

*by*Sara Randall & Ernestina Coast

**Detecting outlying studies in meta-regression models using a forward search algorithm**

*by*Dimitris Mavridis & Irini Moustaki & Melanie Wall & Georgia Salanti

**Utility indifference valuation for non-smooth payoffs with an application to power derivatives**

*by*Giuseppe Benedetti & Luciano Campi

**Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models**

*by*Pauline Barrieu & Luitgard A.M. Veraart

**Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions**

*by*Silia Vitoratou & Ioannis Ntzoufras & Irini Moustaki

**A Bayesian approach to estimate changes in condom use from limited human immunodeficiency virus prevalence data**

*by*J. Dureau & K. Kalogeropoulos & P. Vickerman & M. Pickles & M. C. Boily

**Doing More When You're Running LATE: Applying Marginal Treatment Effect Methods to Examine Treatment Effect Heterogeneity in Experiments for the Young and Privately Insured?**

*by*Amanda E. Kowalski

**Evaluación de pronósticos de las reservas internacionales netas en Colombia**

*by*Óscar Andrés Espinosa Acuña

**The Power to Tax in Sub-Saharan Africa: LTUs, VATs, and SARAs**

*by*Christian EBEKE & M MANSOUR & Grégoire ROTA-GRAZIOSI

**Tracking Changes in the Intensity of Financial Sector's Systemic Risk**

*by*Xisong Jin & Francisco Nadal De Simone

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**The Wild Bootstrap, Tamed at Last**

*by*Davidson, R. & Flachaire, E.

**The Wild Bootstrap, Tamed at Last**

*by*Davidson, R. & Flachaire, E.

**A Comment on a Paper of Cribari-Neto and Zarkos**

*by*Flachaire, E.

**Artificial Regressions**

*by*Davidson, R. & MacKinnon & J.G.

**The impact of the use of forecasts in information sets**

*by*Gallo, Giampiero M. & Granger, Clive William John & Jeon, Yongil

**Multiproduct Competition, Learning by Doing and Price-Cost Margins over the Product Life Cycle: Evidence from the DRAM Industry**

*by*Ralph Siebert

**A Heisenberg Bound for Stationary Time Series**

*by*Eric Blankmeyer

**L-scaling**

*by*Eric Blankmeyer

**Best Log-linear Index Numbers: Extensions and Applications**

*by*Eric Blankmeyer

**Lower Risk Bounds and Properties of Confidence Sets For Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots,and Estimation of Long Memory Parameters**

*by*Benedikt M. Pötscher

**Worst-case bounds for the logarithmic loss of predictors**

*by*Nicolò Cesa Bianchi & Gábor Lugosi

**A sharp concentration inequality with applications**

*by*Stéphane Boucheron & Gábor Lugosi & Pascal Massart

**Almost sure testability of classes of densities**

*by*Luc Devroye & Gábor Lugosi

**An Analysis of the Evolution of the Skill Premium**

*by*Ingram, Beth & Neumann, George

**Some Statistical Analysis of Greek Crime Data**

*by*Tsiamtsouri, Alexandra & Panaretos, John

**Control Charts for the Lognormal Distribution**

*by*Maravelakis, Petros & Panaretos, John & Psarakis, Stelios

**Analysis and Comparison of Greek Parliamentary Electoral Systems of the Period 1974-1999**

*by*Kalogirou, Aikaterini & Panaretos, John

**A Correspondence Analysis of Labour Market Institutions**

*by*Autiero, Giuseppina & Bruno, Bruna & Mazzotta, Fernanda

**A Heuristic Method for Extracting Smooth Trends from Economic Time Series**

*by*Julio J. Rotemberg

**The Band Pass Filter**

*by*Lawrence J. Christiano & Terry J. Fitzgerald

**Estimating Returns to Schooling When Schooling is Misreported**

*by*Thomas J. Kane & Cecilia Elena Rouse & Douglas Staiger

**Unit Root Tests Are Useful for Selecting Forecasting Models**

*by*Francis X. Diebold & Lutz Kilian

**The Art of Labormetrics**

*by*Daniel S. Hamermesh

**Equality of Opportunity and Kernel Density Estimation: An Application to Intergenerational Mobility**

*by*Donal O'Neill & Olive Sweetman & Dirk van de gaer

**Causality and Comovement between Tax Rate and Budget Deficits: Further Evidence from Developing Countries**

*by*Aka, F.B. & Decaluwé, B.

**Methods for estimating a conditional distribution function**

*by*Peter Hall & Rodney C. L. Wolff & Qiwei Yao

**Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels**

*by*Peter M. Robinson & M. Henry

**The existence and asymptotic properties of a backfitting projection algorithm under weak conditions**

*by*Oliver Linton & E. Mammen & J. Nielsen

**Long-Run Structural Modelling**

*by*Mohammad Hashem Pesaran & Yongcheol Shin

**A better way to bootstrap pairs**

*by*FLACHAIRE, Emmanuel

**Latent Variable Models for Stochastic Discount Factors**

*by*René Garcia & Éric Renault

**Stochastic Volatility: Univariate and Multivariate Extensions**

*by*Éric Jacquier & Nicholas G. Polson & Peter E. Rossi

**Non-nested Hypothesis Testing: An Overview**

*by*Pesaran, M. H. & Weeks, M.

**Turning from Crime: A Dynamic Perspective**

*by*Robin C. Sickles & Jenny Williams

**Statistical Decision Theory: Methods And Applications**

*by*Ronald L. Moy

**Sampling Surveys: Methods And Applications**

*by*Ronald L. Moy

**Index Numbers And Stock Market Indexes**

*by*Ronald L. Moy

**Time-Series: Analysis, Model, And Forecasting**

*by*Ronald L. Moy

**Nonparametric Statistics**

*by*Ronald L. Moy

**Other Topics In Applied Regression Analysis**

*by*Ronald L. Moy

**Multiple Linear Regression**

*by*Ronald L. Moy

**Simple Linear Regression And Correlation: Analyses And Applications**

*by*Ronald L. Moy

**Simple Linear Regression And The Correlation Coefficient**

*by*Ronald L. Moy

**Analysis Of Variance And Chi-Square Tests**

*by*Ronald L. Moy

**Hypothesis Testing**

*by*Ronald L. Moy

**Estimation And Statistical Quality Control**

*by*Ronald L. Moy

**Other Continuous Distributions And Moments For Distributions**

*by*Ronald L. Moy

**Sampling And Sampling Distributions**

*by*Ronald L. Moy

**The Normal And Lognormal Distributions**

*by*Ronald L. Moy

**Discrete Random Variables And Probability Distributions**

*by*Ronald L. Moy

**Probability Concepts And Their Analysis**

*by*Ronald L. Moy

**Numerical Summary Measures**

*by*Ronald L. Moy

**Frequency Distributions And Data Analyses**

*by*Ronald L. Moy

**Data Collection And Presentation**

*by*Ronald L. Moy

**Introduction**

*by*Ronald L. Moy

**Challenging Time Series**

*by*T. D. Stanley

**Do Trading Rules Based upon Winners and Losers Work Across Markets? Evidence from the Pacific Basin and U.S. Markets**

*by*Hung-Gay Fung & Wai K. Leung & Gary A. Patterson

**Risk Aversion vs. Intertemporal Substitution: Identification Failure in the Intertemporal Consumption CAPM**

*by*Neely, C.J. & Roy, A. & Whiteman, C.H.

**Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance**

*by*Surajit, R. & Ravikumar, B. & Savin, N.E.

**(Fractional) Beta Convergence**

*by*Michelacci, C. & Zaffaroni, P.

**Reseaux de neurones, lissage de la fonction d'actualisation et prevision des OAT demembrees: une etude empirique**

*by*Bolgot, S. & Meyfredi, J.-C.

**Internet Economics**

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**Numerical Methods in Economics**

*by*Kenneth L. Judd

**Bayesian and Classical Approaches to Instrumental Variables Regression**

*by*Frank Kleibergen & Eric Zivot

**An Approximate Wavelet MLE of Short and Long Memory Parameters**

*by*Mark J. Jensen

**Robust Wald Tests in SUR Systems with Adding Up Restrictions: An Algebraic Approach to Proofs of Invariance**

*by*Surajit Ray & B. Ravikumar & N. Eugene Savin

**Extreme Value Theory and its Applications to Financial Risk Management**

*by*Tsevas, G. & Panaretos, John

**A Comparative Study of Test Procedures uses in Assessing the Forecasting Ability of Linear Models with Applications to Crop Yield Data**

*by*Linardis, Apostolis & Panaretos, John

**Assessment of School Effectiveness in Greece using Multilevel Models**

*by*Kosmopoulou, Anna & Panaretos, John

**On a Distribution Arising in the Context of Comparative Model Performance Evaluation Problems**

*by*Panaretos, John & Psarakis, Stelios & Xekalaki, Evdokia

**The forward rate unbiasedness hypothesis in inflation-targeting regimes**

*by*W A Razzak

**Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors**

*by*DUFOUR, Jean-Marie & JASIAK, Joanna

**A bootstrap detection for operational determinism**

*by*Qiwei Yao & Howell Tong

**Linearity testing using local polynominal approximation**

*by*Vidar Hjellvik & Qiwei Yao & Dag Tjostheim

**Efficient estimation of conditional variance functions in stochastic regression**

*by*Jianqing Fan & Qiwei Yao

**Cross-validatory bandwidth selection for regression estimation based on dependent data**

*by*Howell Tong & Qiwei Yao

**On a semiparametric survival model with flexible covariate effect**

*by*Jens P. Nielsen & Oliver Linton & Peter J. Bickel

**Measuring income mobility with dirty data**

*by*Frank Cowell & Christian Schluter

**Structural Change Tests for Simulated Method of Moments**

*by*Eric Guysels & Alain Guay

**Structural Change Tests for Simulated Method of Moments**

*by*Eric Ghysels & Alain Guay

**Risk Aversion, Intertemporal Substitution, and Option Pricing**

*by*René Garcia & Éric Renault

**Uncertainty and Multiple Paradigms of the Transmission Mechanism**

*by*Engert, Walter & Selody, Jack

**A Discussion of the Reliability of Results Obtained with Long-Run Identifying Restrictions**

*by*St-Amant, P. & Tessier, D.

**Advances in Econometric Theory**

*by*Halbert White

**PRACTIcING ECONOMETRICS**

*by*Zvi Griliches

**Mathematical Economics**

*by*

**The Measurement of International Capital Mobility by Using Error Correction Model in Korea**

*by*Hong Kee Kim

**Band Spectral Regression with Trending Data**

*by*Corbae, D. & Ouliaris, S. & Phillips, P.C.B.

**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**

*by*Zivot, E & Startz, R & Nelson, C-R

**Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization**

*by*Kim, C-J & Nelson, C-R

**Asymptotic Results for Cointegration Tests in Non-Stable Cases**

*by*Nielsen, B

**The Kuznets U-Curve Hypothesis: Some Panel Data Evidence**

*by*Matyas, L. & Konya, L. & Macquarie, L.

**Analytic Small Sample Bias and Standard Error Calculations for Tests of Serial Correlation in Market Returns**

*by*Smith, M. & Naik, N.Y.

**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**

*by*Zivot, E & Startz, R & Nelson, C-R

**Testing for Mean Reversion in Heteroskedastic Data II : Autoregression Tests Based on Gibbs-Sampling-Augmented Randomization**

*by*Kim, C-J & Nelson, C-R

**A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring**

*by*Gurler, Y & Gijbels, I

**Bootstrap Tests of Nonnested Linear Regression Models**

*by*Davidson, R. & Mackinnon, J.G.

**The Size and Power of Bootstrap Tests**

*by*Mackinnon, J-G

**Dynamic Labour Market Behaviour in the British Household Panel Survey : The Effects of Recall Bias and Panel Attrition**

*by*Paull, G

**The Relation Between Conditionally Heteroskedastic Factor Models amd Factor GARCH Models**

*by*Sentana, E.

**Bootstrap Testing in Nonlinear Models**

*by*Davidson, R. & Mackinnon, J.G.

**Unemployment Insurance in Theory and Practice**

*by*Holmlund, B.

**Welfare - Vol. 2: Measuring Social Welfare**

*by*Dale W. Jorgenson

**An estimator for the road freight handling factor**

*by*Thomas Cool

**Editorial Policy and Editorial, to appear at the front of the first issue of the new Cambridge University Press journal, Macroeconomic Dynamics**

*by*William A. Barnett

**The Angular Distribution of Asset Returns in Delay Space**

*by*Roger Koppl & Carlo Nardone

**Research in Econometric Theory: Quantitative and Qualitative Productivity Rankings**

*by*Francisco Cribari-Neto & Mark J. Jensen & Alvaro C. Novo

**Nonlinear and Complex Dynamics in Economics**

*by*William A. Barnett & Alfredo Medio & Apostolos Serletis

**On the Estimation and Inference of a Cointegrated Regression in Panel Data**

*by*Chihwa Kao & Min-Hsien Chiang

**Nonparametric Least Squares Regression and Testing in Economic Models**

*by*Adonis Yatchew & Len Bos

**Introduction to the JBES Special Issue on Structural Estimation in Applied Microeconomics**

*by*Keane, Michael & Wolpin, Kenneth

**Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters**

*by*Francis X. Diebold & Anthony S. Tay & Kenneth F. Wallis

**Prediction and sufficiency in the model factor analysis**

*by*Ramses H. Abul Naga

**Large-sample inference for nonparametric regression with dependent errors**

*by*Peter M. Robinson

**Parametric and non-parametric approaches to price and tax reform**

*by*Angus Deaton & Serena Ng

**Nonlinear Models**

*by*

**Bayesian Analysis in Econometrics and Statistics**

*by*Arnold Zellner

**Nonlinear Economic Models**

*by*

**discrete and continuous systems, cointegration and chaos**

*by*

**the reappraisal of econometrics**

*by*

**Time Series Models, Causality and Exogeneity**

*by*

**The Probability Approach to Simultaneous Equations**

*by*

**Expected Utility, Fair Gambles and Rational Choice**

*by*

**Paradoxes, Ambiguity and Rationality**

*by*

**Economic Games, Bargaining and Solutions**

*by*

**Statistical Foundations for Econometrics**

*by*

**Econometric Exploration and Diagnosis**

*by*

**Elementary Bayesian Statistics**

*by*Gordon Antelman & Albert Madansky & Robert McCulloch

**New Directions In Econometric Practice, Second Edition**

*by*Wojciech W. Charemza & Derek F. Deadman

**Comparative Statics under Uncertainty : Single Crossing Properties and Log-Supermodularity**

*by*Athey, S

**A Multicriteria Approach to Model Specification and Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**A Nonlinear Alternative for Approximable Maps : A Simple Proof**

*by*Ben-El-Mechaiekh, H & Chebbi, S & Florenzano, M

**A Genetic Algorithm for Solving (UN) Weighted Independent Set, Vertex Covering, Set Packing and Clique Problems**

*by*Hifi, M

**The A Algorithm for Orthogonal Rectanfular Packing and Strip Packing Problems**

*by*Hifi, M & Ouafi, R

**Lyapounov Exponents and Hamiltonian Oscillations**

*by*Cherif, F

**Logarithmic Stock Returns : Leptokustosis, Heteroskedasticity and Change-Points**

*by*Weiner, C

**Testing Monotonicity of Regression**

*by*Bowman, A-W & Jones, M-C & Gijbels, I

**Central Limit Theorem for Degenerate U-Statistics of Absolutely Regular Processes with Applications to model Specification Testing**

*by*Fan, Y & Li, Q

**On the Comparative Behaviour of Kelley's Cutting Plane Method and the Analytic Center Cutting Plane Method**

*by*Merle, O & Goffin, J-L & Vial, J-Ph.

**Measuring Productivity Differences in Equilibrium Search Models**

*by*Lanot, G & Neumann, G-R

**The Econometric Analysis of Economic Policy**

*by*Banerjee, A & Hendry, D-F & Mizon, G-E

**Selecting the Number of Replications in a Simulation Study**

*by*Ignacio Dmaz-Emparanza

**Bootstrap Methods For Covariance Structures**

*by*Joel L. Horowitz

**Stochastic Volatility: Likelihood Inference And Comparison With Arch Models**

*by*Sangjoon Kim & Neil Shephard & Siddhartha Chib

**Bootstrap Methods for Median Regression Models**

*by*Joel L. Horowitz

**Posterior Simulation and Bayes Factors in Panel Count Data Models**

*by*Siddhartha Chib & Edward Greenberg & Rainer Winkelmann

**Bayesian Analysis of Multivariate Probit Models**

*by*Siddhartha Chib & Edward Greenberg

**A Spline Analysis of the Small Firm Effect: Does Size Really Matter?**

*by*Joel L. Horowitz & Tim Loughran & N. E. Savin

**Measuring Productivity Differences in Equilibrium Search Models**

*by*Gathier Lanot & George Neumann

**The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models**

*by*N.E. Savin & Allan Wurtz

**Power of Tests in Binary Response Models**

*by*N.E. Savin & Allan Wurtz

**Real and Spurious Long Memory Properties of Stock Market Data**

*by*I.N. Lobato & N.E. Savin

**The Forecasting Accuracy of Five Time Series Models: Evidence from the Portuguese Car Market**

*by*Francisco F. R. Ramos

**Regime-Switching Models: A Guide to the Bank of Canada Gauss Procedures**

*by*Simon van Norden & Robert Vigfusson

**Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator**

*by*Joel L. Horowitz

**Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable**

*by*Tue Gorgens & Joel L. Horowitz

**Bootstrap Methods in Econometrics: Theory and Numerical Performance**

*by*Joel L. Horowitz

**Search Models and Duration Data**

*by*George Neumann

**Censoring of Outcomes and Regressors Due To Survey Nonresponse: Identification and Estimation Using Weights and Imputations**

*by*Joel L. Horowitz & Charles F. Manski

**Fitting Equilibrium Search Models to Labor Market Data**

*by*Audra J. Bowlus & Nicholas M. Kiefer & George R. Neumann

**The Size and Power of Bootstrap Tests**

*by*Russell Davidson & James G. MacKinnon

**Asymptotics for GMM Estimators with Weak Instruments**

*by*James H. Stock & Jonathan Wright

**Exact Maximum Likelihood Estimation of Observation-Driven Econometric Models**

*by*Francis X. Diebold & Til Schuermann

**Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems**

*by*Jianqing Fan & Qiwei Yao & Howell Tong

**Conditional boundary crossing probabilities and two-stage tests for a change-point**

*by*Qiwei Yao

**Asymmetric least squares regression estimation: a nonparametric approach**

*by*Qiwei Yao & Howell Tong

**Econometrics, Macroeconomics And Economic Policy**

*by*Carl F. Christ

**Likelihood Analysis of Non-Gaussian Parameter-Driven Models**

*by*Shephard, N. & Pitt, M.K.

**Initial Conditions and Moment Restrictions in Dynamic Panel Data Models**

*by*Blundell, R. & Bond, S.

**Bootstrap Tests of Nonnested Linear Regression Models**

*by*Davidson, R. & Mackinnon, J. G.

**The Canadian Experience with Weighted Monetary Aggregates**

*by*David Longworth & Joseph Atta-Mensah

**Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions**

*by*Alain DeSerres & Alain Guay

**Further investigation of the uncertain unit root in GNP**

*by*Yin-Wong Cheung & Menzie Chinn

**Improved Score Tests for One-parameter Exponential Family Models**

*by*Silvia Ferrari & Gauss Cordeiro & Miguel Uribe & F. Cribari-Neto

**On Bartlett and Bartlett-Type Corrections**

*by*F. Cribari-Neto & G.M. Cordeiro

**A Score Test for Seasonal Fractional Integration and Cointegration**

*by*Param Silvapulle

**Observed Choice, Estimation, and Optimism About Policy Changes**

*by*Eric Rasmusen

**Improved Test Statistics for Multivariate Regression**

*by*Francisco Cribari-Neto & Spyros Zarkos

**OLS Estimate of Fractional Differencing Parameter Using Wavelets Derived from Smoothing Kernels**

*by*Mark J. Jensen

**Bartlett Corrections for One-Parameter Exponential Family Models**

*by*G.M. Cordeiro & F. Cribari-Neto & E.C.Q. Aubin & S.L.P. Ferrari

**Second and Third Order Bias Reduction for One-Parameter Family Models**

*by*S.L.P. Ferrari & D.A. Botter & G.M. Cordeiro & F. Cribari-Neto

**A Frontier Model for Landscape Ecology: The Tapir in Honduras**

*by*Kevin Flesher & Eduardo Ley

**Unit Root Tests and the Burden of Proof**

*by*Robert A. Amano & Simon van Norden

**Fads or Bubbles?**

*by*Simon van Norden & Huntley Schaller & )

**Speculative Behaviour, Regime-Switching, and Stock Market Crashes**

*by*Simon van Norden & Huntley Schaller & )

**Regime Switching in Stock Market Returns**

*by*Simon van Norden & Huntley Schaller & )

**Regime Switching as a Test for Exchange Rate Bubbles**

*by*Simon van Norden

**A Multicriteria Approach to Model Specification and Estimation**

*by*Robert Kalaba & Leigh Tesfatsion

**Bayesian Analysis of Long Memory and Persistence using ARFIMA Models**

*by*Gary Koop

**Replenishing Stock Under Uncertainty**

*by*Xekalaki, Evdokia & Panaretos, John

**Dynamic Equilibrium Economies: A Framework for Comparing Models and Data**

*by*Francis X. Diebold & Lee E. Ohanian & Jeremy Berkowitz

**Measuring Volatility Dynamics**

*by*Francis X. Diebold & Jose A. Lopez

**On initial-condition sensitivity and prediction in nonlinear stochastic systems**

*by*Qiwei Yao & Howell Tong

**Bootstrap Estimation for Nonparametric Efficiency Estimates**

*by*WILSON, Paul & SIMAR, Leopold

**Bayesian Inference**

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**Time Series Analysis And Macroeconometric Modelling**

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**Foundations of Modern Econometrics**

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**Fuzzy Sets And Economics**

*by*Yusuf M. Mansur

**Theoretical And Applied Econometrics**

*by*Phoebus J. Dhrymes

**A Guide to Applied Modern Macroeconometrics**

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**Are there Psychological Barriers in the Dow-Jones Index?**

*by*Eduardo Ley & Hal R. Varian

**Using Expectations Data to Study Subjective Income Expectations**

*by*Jeff Dominitz & Charles F. Manski

**Eliciting Student Expectations Of The Returns To Schooling**

*by*Jeff Dominitz & Charles F. Manski

**Testing the null of stationarity in the presence of structural breaks for multiple time series**

*by*Ahn & Byung Chul

**Joint Censoring Of Regressors And Outcomes:Survey Nonresponse And Attrition**

*by*Joel L. Horowitz & Charles F. Manski

**Simultaneity With Downward Sloping Demand**

*by*Charles F. Manski

**Wavelets in Econometrics: An Application to Outlier Testing**

*by*Seth A. Greenblatt

**Markov Chain Monte Carlo Simulation Methods in Econometrics**

*by*Siddhartha Chib & Edward Greenberg

**The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation**

*by*Robert A. Amano & Tony S. Wirjanto

**A Further Analysis of Exchange Rate Targeting in Canada**

*by*Robert A. Amano & Tony S. Wirjanto

**Wavelet Analysis of Fractionally Integrated Processes**

*by*Mark J. Jensen

**Goodness-of-Fit for Revealed Preference Tests**

*by*Hal R. Varian

**Paths of economic development: modelling factors of endogenous growth**

*by*Fusari, Angelo

**Natural and Quasi- Experiments in Economics**

*by*Bruce D. Meyer

**Comparing Predictive Accuracy**

*by*Francis X. Diebold & Robert S. Mariano

**Interpreting Tests of the Convergence Hypothesis**

*by*Andrew B. Bernard & Steven N. Durlauf

**On prediction and chaos in stochastic systems**

*by*Howell Tong & Qiwei Yao

**On subset selection in non-parametric stochastic regression**

*by*Qiwei Yao & Howell Tong

**Comment on X-L Meng, ‘multiple-imputation inferences with uncongenial sources of input’**

*by*Chris J. Skinner

**Quantifying the influence of initial values on nonlinear prediction**

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**Macroeconometric Modelling**

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**The Methodology Of Econometrics**

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**Time Series**

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**The History Of Econometrics**

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**Simultaneous Equations Estimation**

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**Econometric Methods And Applications**

*by*G. S. Maddala

**Sturdy Econometrics**

*by*Edward E. Leamer

**Studies in Econometric Theory**

*by*Takeshi Amemiya

**A Dictionary Of Econometrics**

*by*Adrian C. Darnell

**Chaos and Non-Linear Models in Economics**

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**Classical Estimation Methods for LDV Models Using Simulation**

*by*V.A. Hajivassiliou & P. A. Ruud

**Nonparametric Multivariate Regression Subject to Constraint**

*by*S. M. Goldman & P. A. Ruud

**A Predictive Approach to Model Selection and Multicollinearity**

*by*Edward Greenberg & Robert P. Parks

**A Simulation Investigation of Firm-Specific Equation Models as Used in Accounting Information Event Studies**

*by*Walter Teets & Robert P. Parks

**Using Geographic Variation in College Proximity to Estimate the Return to Schooling**

*by*David Card

**Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes**

*by*Lars Peter Hansen & Jose Alexandre Scheinkman

**A Multicriteria Approach to Dynamic Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh

**The Econometrics Of Panel Data**

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**Non-Linear Dynamics In Economic Theory**

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**Linear and Nonlinear Associative Memories for Parameter Estimation**

*by*Kalaba, Robert E. & Lichtenstein, Z. & Simchony, T. & Tesfatsion, Leigh S.

**A Computer-based System for the Management of Field Crop Pests**

*by*Bhatti, S. A. & Hameed, N. & C., Inayatullah

**New Directions In Econometric Practice**

*by*Wojciech W. Charemza & Derek F. Deadman

**The Collected Essays Of Richard E. Quandt**

*by*Richard E. Quandt

**Macroeconomic Modelling Of The Long Run**

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**A Unified Approach to Dynamic Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Work by Robert Kalaba on Multicriteria Estimation**

*by*Tesfatsion, Leigh S.

**Obtaining Initial Parameter Estimates for Nonlinear Systems Using Multicriteria Associative Memories**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**On a Testing Procedure for Model Selection**

*by*Panaretos, John & Psarakis, Stelios

**Estimating demand and supply of edible oil in Pakistan**

*by*Haq, Rashida

**An Organizing Principle for Dynamic Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**U.S. Money Demand Instability: A Flexible Least Squares Approach**

*by*Tesfatsion, Leigh S. & Veitch, J.

**A Further Note on Flexible Least Squares and Kalman Filtering**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Flexible Least Squares for Approximately Linear Systems**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**On the Duality of Certain Characterizations of the Exponential and the Geometric Distributions**

*by*Panaretos, John

**The Folded t Distribution**

*by*Psarakis, Stelios & Panaretos, John

**The Limits of Econometrics**

*by*Adrian C. Darnell & J. L. Evans

**Sequential Nonlinear Estimation With Nonaugmented Priors**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**Time-Varying Linear Regression Via Flexible Least Squares**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**A Fortran Program for Time-Varying Linear Regression Via Flexible Least Squares**

*by*Kalaba, Robert E. & Rasakhoo, N. & Tesfatsion, Leigh S.

**Some Properties and Applications of the Stuttering Generalized Waring Distribution**

*by*Panaretos, John

**On the Evolution of Surnames**

*by*Panaretos, John

**A Probability Model Involving the Use of the Zero-Truncated Yule Distribution for Analysing Surname Data**

*by*Panaretos, John

**A Probability Distribution Associated With Events With Multiple Occurrences**

*by*Panaretos, John & Xekalaki, Evdokia

**On Some Distributions Arising in Inverse Cluster Sampling**

*by*Xekalaki, Evdokia & Panaretos, John

**What can we learn from univariate time series models? The case of sugar production in Mauritius 1879-1987**

*by*Lallmahomed, Naguib & Taubert, Peter

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**The Flexible Least Squares Approach to Time-Varying Linear Regression**

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**La estadística regional en España**

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**The Stuttering Generalized Waring Distribution**

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**Partial Independence and Finite Distributions**

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**A Search for Business Cycles with Spectral Analysis**

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**A Generating Model Involving Pascal and Logarithmic Series Distributions**

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**Identifiability of Compound Poisson Distributions**

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*by*Panaretos, John

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**An Extension of the Damage Model**

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**Exact Sequential Solutions for a Class of Discrete-Time Nonlinear Estimation Problems**

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**A Sequential Method for Nonlinear Filtering: Numerical Implementation and Comparisons**

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**On the Relationship between the Conditional and Unconditional Distribution of a Random Variable**

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**A Characterization of the Negative Multinomial Distribution**

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**On the Joint Distribution of Two Discrete Random Variables**

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**A Least-Squares Model Specification Test for a Class of Dynamic Nonlinear Economic Models With Systematically Varying Parameters**

*by*Kalaba, Robert E. & Tesfatsion, Leigh S.

**G-Inverses of matrix products**

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**The travelling salesman problem for unbounded random points**

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**A dynamic model of the financialï¿½real interaction as a model selection criterion for nonparametric stock market prediction**

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**Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models**

*by*Peter Woehrmann & Willi Semmler & Martin Lettau

**Boundary Distributions in Testing Inequality Hypotheses**

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**The StoNED age: The Departure Into a New Era of Efficiency Analysis? An MC study Comparing StoNED and the "Oldies" (SFA and DEA)**

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**The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange**

*by*Timotheos Angelidis & Alexandros Benos

**Nonlinear Effects of Inflation on Growth: Comment**

*by*Richard C.K. Burdekin & Arthur T. Denzau & Manfred W. Keil & Thitithep Sitthiyot & Thomas D. Willett

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*by*Richard C.K. Burdekin & Arthur T. Denzau & Manfred W. Keil & Thitithep Sitthiyot & Thomas D. Willett

**Symmetric Thermal Optimal Path and Time-Dependent Lead-Lag Relationship: Novel Statistical Tests and Application to UK and US Real-Estate and Monetary Policies**

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**Probability Theory with Economic Applications**

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**A Course of Econometrics**

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