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

2007

• Boivin, J. & Giannoni, M., 2007, "DSGE Models in a Data-Rich Environment," Working papers, Banque de France, number 162.
• Antipa, P., 2007, "Décomposition de la productivité et dynamiques sectorielles," Bulletin de la Banque de France, Banque de France, issue 164, pages 37-46.
• Karim Chalak & Halbert White, 2007, "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics, Boston College Department of Economics, number 692, Nov, revised 30 Nov 2009.
• Pedro Dal Bo & Andrew Foster & Louis Putterman, 2007, "Institutions and Behavior: Experimental Evidence on the Effects of Democracy," Working Papers, Brown University, Department of Economics, number 2007-9.
• Anna Sess & Michel Grun-Rehomme, 2007, "Note sur les méthodes univariées d’extraction du cycle économique," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 50, issue 3, pages 335-360.
• Nicolas Canry, 2007, "Part salariale dans le PIB en France. Les effets de la salarisation croissante," Revue de l'OFCE, Presses de Sciences-Po, volume 100, issue 1, pages 235-264.
• Pesaran, M.H. & Tosetti, E., 2007, "Large Panels with Common Factors and Spatial Correlations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0743, Aug.
• Massacci, D., 2007, "Identification and Estimation in an Incoherent Model of Contagion," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0744, Aug.
• Chudik , A. & Pesaran, M.H., 2007, "Infinite Dimensional VARs and Factor Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0757, Nov.
• M. Hashem Pesaran & Elisa Tosetti, 2007, "Large Panels with Common Factors and Spatial Correlations," CESifo Working Paper Series, CESifo, number 2103.
• Alexander Chudik & M. Hashem Pesaran, 2007, "Infinite Dimensional VARs and Factor Models," CESifo Working Paper Series, CESifo, number 2176.
• Jean Imbs & Eric Jondeau & Florian Pelgrin, 2007, "Aggregating Phillips Curves," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-06, Feb.
• Julio Romero P, 2007, "Inflación y costo de vida en las principales ciudades colombianas," Documentos de Trabajo Sobre Economía Regional y Urbana, Banco de la República, Economía Regional, number 4564, Dec, DOI: 10.32468/dtseru.99.
• Mauricio Rubio & Daniel Vaughan, 2007, "Análisis de series de tiempo del secuestro en Colombia," Documentos de Trabajo UEC, Universidad Externado de Colombia, number 4285, Nov.
• Karoll Gómez Portilla & Santiago Gallón Gómez, 2007, "Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados," Revista de Economía del Rosario, Universidad del Rosario.
• Gabriel Poveda Ramos & Jorge Manrique H, 2007, "Aplicación de la curva logística a los censos de la ciudad de Medellín," Revista Ecos de Economía, Universidad EAFIT.
• Jondeau, Eric & Imbs, Jean & Pelgrin, Florian, 2007, "Aggregating Phillips Curves," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6184, Mar.
• José Vicéns Otero & Sofía García, 2007, "Últimas aportaciones en la explicación de las crisis cambiarias: el caso de las crisis gemelas," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 30, issue 82, pages 075-100, Enero-Abr.
• Shirley J. Huang & Qianqiu Liu & Jun Yu, 2007, "Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts," Annals of Economics and Finance, Society for AEF, volume 8, issue 1, pages 33-56, May.
• Imbs, Jean & Jondeau, Eric & Pelgrin, Florian, 2007, "Aggregating Phillips curves," Working Paper Series, European Central Bank, number 785, Jul.
• Russell Davidson & James G. MacKinnon, 2007, "Moments of IV and JIVE estimators," Econometrics Journal, Royal Economic Society, volume 10, issue 3, pages 541-553, November.
• Vittadini, Giorgio & Minotti, Simona C. & Fattore, Marco & Lovaglio, Pietro G., 2007, "On the relationships among latent variables and residuals in PLS path modeling: The formative-reflective scheme," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 12, pages 5828-5846, August.
• Pesaran, M. Hashem & Pick, Andreas, 2007, "Econometric issues in the analysis of contagion," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 4, pages 1245-1277, April.
• Kapetanios, George, 2007, "Estimating deterministically time-varying variances in regression models," Economics Letters, Elsevier, volume 97, issue 2, pages 97-104, November.
• Hall, Alastair R. & Inoue, Atsushi, 2007, "Corrigendum to: "The large sample behaviour of the generalized method of moments estimator in misspecified models": [Journal of Econometrics 114 (2003) 361-394]," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1417-1418, December.
• Bellemare, Charles & Kroger, Sabine, 2007, "On representative social capital," European Economic Review, Elsevier, volume 51, issue 1, pages 183-202, January.
• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2007, "Indirect robust estimation of the short-term interest rate process," Journal of Empirical Finance, Elsevier, volume 14, issue 4, pages 546-563, September.
• Heitmueller, Axel, 2007, "The chicken or the egg?: Endogeneity in labour market participation of informal carers in England," Journal of Health Economics, Elsevier, volume 26, issue 3, pages 536-559, May.
• William A. Barnett & Ikuyasu Usui, 2007, "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Functional Structure Inference", DOI: 10.1016/S1571-0386(07)18006-6.
• Enrique Hernández Laos, 2007, "La productividad multifactorial: concepto, medición y significado.," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 26, issue 1, pages 31-68, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/262007/Hernande.
• Jan Zápal, 2007, "Judging the Sustainability of Czech Public Finances," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 1, issue 1, pages 15-31, March.
• XIAO Junji, 2007, "A method for analyzing strategic product launch," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 2, issue 3, pages 458-464, September.
• Vasco Curdia & Daria Finocchiaro, 2007, "Monetary regime change and business cycles," Staff Reports, Federal Reserve Bank of New York, number 294.
• António Caleiro, 2007, "Confidence and Unemployment in the European Union: A lesson from the 2004 enlargement," Notas Económicas, Faculty of Economics, University of Coimbra, issue 26, pages 15-26, December.
• Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2007, "Indirect robust estimation of the short-term interest rate process," Post-Print, HAL, number hal-00463251, Sep, DOI: 10.1016/j.jempfin.2006.09.004.
• J.M.PAlbin, J.M.P & Astrup Jensen, Bjarne & Muszta, Anders & Martin, Richter, 2007, "On Volatility induced Stationarity for Stochastic Differential Equations," Working Papers, Copenhagen Business School, Department of Finance, number 2006-10, Jan.
• Eklund, Johan & Wiberg, Daniel, 2007, "Persistence of profits and the systematic search for knowledge - R&D links to firm above-norm profits," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 85, Mar.
• Andersson, Eva, 2007, "Effect of dependency in systems for multivariate surveillance," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:1, Jan.
• Frisén, Marianne, 2007, "Optimal Sequential Surveillance for Finance, Public Health, and Other Areas," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:2, Jan.
• Bock, David, 2007, "Consequences of using the probability of a false alarm as the false alarm measure," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:3, Jan.
• Frisén, Marianne, 2007, "Principles for Multivariate Surveillance," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:4, Jan.
• Andersson, Eva & Bock, David & Frisén, Marianne, 2007, "Modeling influenza incidence for the purpose of on-line monitoring," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:5, Nov.
• Bock, David & Andersson, Eva & Frisén, Marianne, 2007, "Statistical Surveillance of Epidemics: Peak Detection of Influenza in Sweden," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:6, Nov.
• Andersson, Eva & Kühlmann-Berenzon, Sharon & Linde, Annika & Schiöler, Linus & Rubinova, Sandra & Frisén, Marianne, 2007, "Predictions by early indicators of the time and height of yearly influenza outbreaks in Sweden," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:7, Jan.
• Bock, David & Andersson, Eva & Frisén, Marianne, 2007, "Similarities and differences between statistical surveillance and certain decision rules in finance," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:8, Dec.
• Bock, David, 2007, "Evaluations of likelihood based surveillance of volatility," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:9, Jan.
• Bock, David & Pettersson, Kjell, 2007, "Explorative analysis of spatial aspects on the Swedish influenza data," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:10, Jan.
• Frisén, Marianne & Andersson, Eva & Schiöler, Linus, 2007, "Robust outbreak surveillance of epidemics in Sweden," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2007:12, Jan.
• Lillestøl, Jostein, 2007, "Some new bivariate IG and NIG-distributions for modelling covariate nancial returns," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/1, Jan.
• Lillestøl, Jostein & Ubøe, Jan & Rønsen, Yngve & Hjortdahl, Per, 2007, "Patient allocations according to circumstances and preferences: Modelling based on the Norwegian patient list system," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/2, Jan.
• Andersson, Jonas, 2007, "On the estimation of correlations for irregularly spaced time series," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/19, Jul.
• Åslund, Olof & Nordström Skans, Oskar, 2007, "How to Measure Segregation Conditional on the Distribution of Covariates," Working Paper Series, Uppsala University, Department of Economics, number 2007:27, Dec.
• Krug, Gerhard, 2007, "In-work benefits for low wage jobs : can additional income hinder labor market integration?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200728.
• Elisa Luciano, 2007, "Copulas and Dependence models in Credit Risk: Diffusions versus Jumps," ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research, number 31-2007, Mar.
• Ñopo, Hugo R., 2007, "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IDB Publications (Working Papers), Inter-American Development Bank, number 1959, Jul.
• Hugo Ñopo, 2007, "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," Research Department Publications, Inter-American Development Bank, Research Department, number 4532, Jul.
• Luis José Imedio Olmedo & Elena Bárcena Martín, 2007, "Dos familias numerables de medidas de desigualdad," Investigaciones Economicas, Fundación SEPI, volume 31, issue 1, pages 191-217, January.
• Asst.Prof. Nuray GIRGINER & Res. Ass. Zeliha KAYGISIZ & Res. Ass. Abdullah YALAMA, 2007, "Dogrusal Olmayan Kanonik Korelasyon Analizi Ile Istatistige Yonelik Tutumlarda Universite Ogrencileri Arasindaki Bireysel Farkliliklarin Incelenmesi," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 6, issue 1, pages 29-40, December.
• Bernarda Zamora Talaya & Eduard Gracia, 2007, "Nature, nurture and market conditions: Ability and education in the policy evaluation approach," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-29, Dec.
• Pilar Beneito & Amparo Sanchis Llopis & María Engracia. Rochina Barrachina, 2007, "R&D-Experience And Innovation Success," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2007-10, Oct.
• Bellemare, Charles & Bissonnette, Luc & Kröger, Sabine, 2007, "Flexible Approximation of Subjective Expectations Using Probability Questions: An Application to the Investment Game," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3121, Oct.
• Chudik, Alexander & Pesaran, M. Hashem, 2007, "Infinite Dimensional VARs and Factor Models," IZA Discussion Papers, Institute of Labor Economics (IZA), number 3206, Dec.
• Francesco Audrino & Robert Fernholz & Roberto Ferretti, 2007, "A Forecasting Model for Stock Market Diversity," Annals of Finance, Springer, volume 3, issue 2, pages 213-240, March, DOI: 10.1007/s10436-006-0046-y.
• Krzysztof Kompa & Aleksandra Matuszewska, 2007, "Rates of Return Analysis: Examples from the Warsaw Stock Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 1, pages 111-112, February, DOI: 10.1007/s11294-006-9066-7.
• Eugenia Fabra Florit & Luis Vila Lladosa, 2007, "Evaluation of the Effects of Education on Job Satisfaction: Independent Single-Equation vs. Structural Equation Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 2, pages 157-170, May, DOI: 10.1007/s11294-007-9081-3.
• François-Éric Racicot & Raymond Théoret & Alain Coën, 2007, "Forecasting UHF Financial Data: Realized Volatility versus UHF-GARCH Models," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 2, pages 243-244, May, DOI: 10.1007/s11294-007-9079-x.
• Esteban Alfaro Cortés & Matías Gámez Martínez & Noelia García Rubio, 2007, "Multiclass Corporate Failure Prediction by Adaboost.M1," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 13, issue 3, pages 301-312, August, DOI: 10.1007/s11294-007-9090-2.
• Kosei Fukuda, 2007, "Age-period-cohort decomposition of social security taxes and benefits in the USA and Japan," International Economics and Economic Policy, Springer, volume 4, issue 3, pages 227-240, November, DOI: 10.1007/s10368-007-0088-2.
• Charles Bellemare & Luc Bissonnette & Sabine Kroger, 2007, "Flexible Approximation of Subjective Expectations using Probability Questions -An Application to the Investment Game-," Cahiers de recherche, CIRPEE, number 0734.
• Russell Davidson, 2007, "Bootstrapping Econometric Models," Departmental Working Papers, McGill University, Department of Economics, number 2007-13, Jun.
• Russell Davidson, 2007, "Testing For Restricted Stochastic Dominances: Some Further Results," Departmental Working Papers, McGill University, Department of Economics, number 2007-15, Apr.
• Steven Prus, 2007, "Age, SES, and Health: A Population Level Analysis of Health Inequalities over the Life Course," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 181, Apr.
• Antonis Demos & George Vasillelis, 2007, "U.K. Stock Market Inefficiencies and the Risk Premium," Multinational Finance Journal, Multinational Finance Journal, volume 11, issue 1-2, pages 97-122, March-Jun.
• Konstantin A. Kholodilin, 2007, "Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 13, Feb.
• Michele Bonollo & Davide Morandi & Chiara Pederzoli & Costanza Torricelli, 2007, "Model risk and techniques for controlling market parameters. The experience in Banco Popolare," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0005, Oct.
• Cipollina, Maria & Salvatici, Luca, 2007, "Reciprocal trade agreements in gravity models: a meta-analysis," Economics & Statistics Discussion Papers, University of Molise, Department of Economics, number esdp07035, Apr.
• Gael M. Martin & Andrew Reidy & Jill Wright, 2007, "Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures?," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/07, Jun.
• Alastair R. Hall & Denis Pelletier, 2007, "Non-Nested Testing in Models Estimated via Generalized Method of Moments," Working Paper Series, North Carolina State University, Department of Economics, number 011, Mar, revised Mar 2007.
• Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan, 2007, "Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly?," Working Papers, NET Institute, number 07-32, Sep, revised Sep 2007.
• Luís Francisco Aguiar-Conraria & Maria Joana Soares, 2007, "Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy," NIPE Working Papers, NIPE - Universidade do Minho, number 16/2007.
• Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada, 2007, "Market Efficiency, Asymmetric Price Adjustment and Over-Evaluation: Linking Investor Behaviors to EGARCH," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 07-30, Aug.
• Sergio H. Lence, 2007, "Joint Estimation of Risk Preferences and Technology: Flexible Utility or Futility?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 91, issue 3, pages 581-598.
• Mika Meitz & Pentti Saikkonen & University of Helsinki, 2007, "Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models," Economics Series Working Papers, University of Oxford, Department of Economics, number 327, May.
• Mika Meitz & Pentti Saikkonen & University of Helsinki, 2007, "Stability of nonlinear AR-GARCH models," Economics Series Working Papers, University of Oxford, Department of Economics, number 328, May.
• Jeremy Large, 2007, "Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment," Economics Series Working Papers, University of Oxford, Department of Economics, number 340, Aug.
• Bo E. Honore & Aureo de Paula, 2007, "Interdependent Durations, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-044, Apr, revised 01 Nov 2008.
• Ana Oliveira-Brochado & Rui Cunha Marques, 2007, "Comparing alternative instruments to measure service quality in higher education," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 258, Dec.
• TURTUREAN, Ciprian Ionel, 2007, "Legea lui Okun pentru România în perioada 1992-2004
  [Okun's Law for Romania during 1992-2004]," MPRA Paper, University Library of Munich, Germany, number 10638, Oct.
• Martins, J. Albuquerque, 2007, "O Estado e a Gestão da Administração Pública
  [State and Public Management]," MPRA Paper, University Library of Munich, Germany, number 11057, Oct.
• Onour, Ibrahim, 2007, "Testing Efficiency Performance of an Underdeveloped Stock Market," MPRA Paper, University Library of Munich, Germany, number 15020, Jul.
• Sinha, Dipendra, 2007, "Patents, Innovations and Economic Growth in Japan and South Korea: Evidence from individual country and panel data," MPRA Paper, University Library of Munich, Germany, number 2547, Mar.
• Colignatus, Thomas, 2007, "A measure of association (correlation) in nominal data (contingency tables), using determinants," MPRA Paper, University Library of Munich, Germany, number 2662, Mar, revised 10 Apr 2007.
• Halkos, George & Tzeremes, Nickolaos, 2007, "Corruption and Socioeconomics Determinants:Empirical Evidence of Twenty Nine Countries," MPRA Paper, University Library of Munich, Germany, number 2874, Jan.
• Espinosa Méndez, Christian, 2007, "Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno
  [Effect Weekend And Effect Month End In The Chilean Stock Market]," MPRA Paper, University Library of Munich, Germany, number 3252, May.
• Lee, Kiseop & Xu, Mingxin, 2007, "Parameter estimation from multinomial trees to jump diffusions with k means clustering," MPRA Paper, University Library of Munich, Germany, number 3307, Apr, revised 26 Apr 2007.
• Mishra, SK, 2007, "Construction of an Index by Maximization of the Sum of its Absolute Correlation Coefficients with the Constituent Variables," MPRA Paper, University Library of Munich, Germany, number 3333, May.
• Feldman, Barry, 2007, "A Theory of Attribution," MPRA Paper, University Library of Munich, Germany, number 3349, Mar, revised 29 May 2007.
• Colignatus, Thomas, 2007, "The 2 x 2 x 2 case in causality, of an effect, a cause and a confounder. A cross-over’s guide to the 2 x 2 x 2 contingency table," MPRA Paper, University Library of Munich, Germany, number 3351, May, revised 14 May 2007.
• Colignatus, Thomas, 2007, "Correlation and regression in contingency tables. A measure of association or correlation in nominal data (contingency tables), using determinants," MPRA Paper, University Library of Munich, Germany, number 3394, Mar, revised 07 Jun 2007.
• Herrera Gómez, Marcos & Escuadero, Sandra, 2007, "Evaluación del rendimiento de cultivares de soja en diferentes fechas de siembra
  [Performance Evaluation of soybean cultivars at different planting dates]," MPRA Paper, University Library of Munich, Germany, number 35268.
• Rao, B. Bhaskara, 2007, "Deterministic and stochastic trends in the time series models: A guide for the applied economist," MPRA Paper, University Library of Munich, Germany, number 3580, Jun.
• Colignatus, Thomas, 2007, "A comparison of nominal regression and logistic regression for contingency tables, including the 2 × 2 × 2 case in causality," MPRA Paper, University Library of Munich, Germany, number 3615, Jun, revised 19 Jun 2007.
• Finger, Robert & Schmid, Stéphanie, 2007, "Modelling Agricultural Production Risk and the Adaptation to Climate Change," MPRA Paper, University Library of Munich, Germany, number 3943, Jul.
• Barbry, Eric, 2007, "Web 2.0: Nothing Changes…but Everything is Different," MPRA Paper, University Library of Munich, Germany, number 4583, Mar.
• Perez, Marcos & Ahn, Seung Chan, 2007, "GMM Estimation of the Number of Latent Factors," MPRA Paper, University Library of Munich, Germany, number 4862, Sep.
• Vargas Barrenechea, Martin, 2007, "First Derivatives of the log-L for the multivariate probit model," MPRA Paper, University Library of Munich, Germany, number 5214, Oct.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2007, "Bazele Statisticii
  [Basic Statistics]," MPRA Paper, University Library of Munich, Germany, number 53048, Sep, revised 09 Sep 2007.
• Bhabesh, Sen & Himanshu Sekhar, Rout, 2007, "Determinants Of Household Health Expenditure: Case Of Urban Orissa," MPRA Paper, University Library of Munich, Germany, number 6489.
• Andrei, Tudorel & Teodorescu, Daniel & Iacob, Andreea Iluzia E. S. & Stancu, Stelian, 2007, "The Application of the Econometric Models with Qualitative Variables in the Analysis of the Non Academic Behaviors at the Level of the Romanian Higher Education System," MPRA Paper, University Library of Munich, Germany, number 6889, Dec.
• Palombizio, Ennio A., 2007, "Mutual Funds and Segregated Funds: A Comparison," MPRA Paper, University Library of Munich, Germany, number 6901, Oct.
• Perlin, M., 2007, "Evaluation of pairs trading strategy at the Brazilian financial market," MPRA Paper, University Library of Munich, Germany, number 8308, Dec.
• Perlin, M., 2007, "M of a kind: A Multivariate Approach at Pairs Trading," MPRA Paper, University Library of Munich, Germany, number 8309, Dec.
• Das, Sanghamitra & Mukhopadhyay, Abhiroop & Ray, Tridip, 2007, "Integrating Mental Health in Welfare Evaluation: An Empirical Application," MPRA Paper, University Library of Munich, Germany, number 9945, Aug.
• Martin Dlouhý & Josef Jablonský & Ivana Novosádová, 2007, "Využití analýzy obalu dat pro hodnocení efektivnosti českých nemocnic
  [Use of data envelopment analysis for efficiency evaluation of czech hospitals]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 1, pages 60-71, DOI: 10.18267/j.polek.590.
• Jiří Hlaváček, 2007, "Systém pojištění vkladů v České republice: historie, současný stav a porovnání s Evropskou unií
  [The deposit guarantee-scheme in the Czech republic: history, status quo and comparison with the european system]," Politická ekonomie, Prague University of Economics and Business, volume 2007, issue 4, pages 458-472, DOI: 10.18267/j.polek.608.
• Christopher L. Gilbert & Duo Qin, 2007, "Representation in Econometrics: A Historical Perspective," Working Papers, Queen Mary University of London, School of Economics and Finance, number 583, Jan.
• Russell Davidson, 2007, "Bootstrapping econometric models (in Russian)," Quantile, Quantile, issue 3, pages 13-36, September.
• Gerard Antille, 2007, "Descriptive Analysis of Matrix-Valued Time-Series," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 8, issue 4, pages 45-54.
• Alejandro Garcia & Ramazan Gencay, 2007, "Applications of extreme value theory to collateral valuation," Journal of Financial Transformation, Capco Institute, volume 20, pages 88-93.
• Subrata Ghatak & Tomoe Moore, 2007, "Migration and the EU Labour Market: Granger Causality Tests on a Panel VAR," Economics Discussion Papers, School of Economics, Kingston University London, number 2007-6, Aug.
• Mario Gómez & José Carlos Rodríguez, 2007, "Análisis de estabilidad en variables económicas de México," Revista Nicolaita de Estudios Económicos, Universidad Michoacana de San Nicolás de Hidalgo, Instituto de Investigaciones Económicas y Empresariales, volume 0, issue 2, pages 9-30.
• Jula, Dorin & Jula, Nicoleta, 2007, "Inter-industries productivity gap and the services employment dynamics," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 4, issue 2, pages 5-15, June.
• Sanjay Sehgal & Meenakshi Gupta, 2007, "Tests of Technical Analysis in India," Vision, , volume 11, issue 3, pages 11-23, July, DOI: 10.1177/097226290701100303.
• Adriana Castaldo & Barry Reilly, 2007, "Do Migrant Remittances Affect the Consumption Patterns of Albanian Households?," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 5, issue 1, pages 25-44.
• Tomas Wroblowsky, 2007, "Explaining the Variability of Debt Neutrality Tests Results: A Meta-Analysis of Ricardian Equivalence," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 5, issue 1, pages 7-24.
• Peter Løchte Jørgensen, 2007, "Lognormal Approximation of Complex Path-Dependent Pension Scheme Payoffs," The European Journal of Finance, Taylor & Francis Journals, volume 13, issue 7, pages 595-619, DOI: 10.1080/13518470701201645.
• Ugur Ciplak, 2007, "Real Exchange Rate Fluctuations and Relative Prices in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 7, issue 2, pages 29-48.
• Amparo Melián Navarro & Genoveva Millán Vázquez de la Torre, 2007, "El cooperativismo vitivinícola en España. Un estudio exploratorio en la Denominación de Origen de Alicante
  [The wine growing cooperativism in Spain. An exploratory study in the Origin Denomination of Alicante]," REVESCO: Revista de estudios cooperativos, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Escuela de Estudios Cooperativos, issue 93, pages 39-67.
• Gerardo Angeles-Castro, 2007, "Factors Driving Changes in Income Distribution in Post-Reform Mexico," Studies in Economics, School of Economics, University of Kent, number 0706, Jan.
• Juan Pablo Domínguez H., 2007, "Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 32, issue 23, pages 63-90, january-j.
• Fabio Canova, 2007, "How much structure in empirical models?," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1054, Oct.
• David E. Giles, 2007, "Some Properties of Absolute Returns as a Proxy for Volatility," Econometrics Working Papers, Department of Economics, University of Victoria, number 0706, Aug.
• Marek Gruszczynski, 2007, "Corporate governance ratings and the performance of listed companies in Poland," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 4, May.
• Agustí Segarra-Blasco, 2007, "Innovation Sources and Productivity: A Quantile Regression Analysis," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2007-08, Oct, revised Oct 2007.
• Silvia Balia & Andrew M. Jones, 2007, "Unravelling the influence of smoking initiation and cessation on premature mortality using a common latent factor model," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 07/06, Jun.
• Lux, Thomas, 2007, "Applications of statistical physics in finance and economics," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-05.
• Ritov, Ya'acov & Härdle, Wolfgang Karl, 2007, "From animal baits to investors' preference: Estimating and demixing of the weight function in semiparametric models for biased samples," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-024.
• Dannewald, Till & Kreis, Henning & Silberhorn, Nadja, 2007, "Das hybride Wahlmodell und seine Anwendung im Marketing," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-062.

2006

• Pervez Tahir, 2006, "Institutional Arrangements for Financial Sector Governance," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 2, pages 283-310..
• Sadia Tahir, 2006, "Core Inflation Measures for Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 2, pages 319-342.
• Stefan Reitz & M.P Taylor, 2006, "The Coordination Channel of Foreign Exchange Intervention," Computing in Economics and Finance 2006, Society for Computational Economics, number 16, Jul.
• Kyoo il Kim, 2006, "Higher Order Bias Correcting Moment Equation for M-Estimation and its Higher Order Efficiency," Working Papers, Singapore Management University, School of Economics, number 17-2006, Sep.
• Olaf Hübler & Joachim Frohn, 2006, "Developments and new dimensions in econometrics," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 1-7, March, DOI: 10.1007/s10182-006-0217-1.
• Klaus Martin & Annette Böckenhoff, 2006, "Analysis of variance of paired data without repetition of measurement," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 3, pages 365-384, September, DOI: 10.1007/s10182-006-0239-8.
• Andreas Herrmann & Frank Huber & Frank Kressmann, 2006, "Varianz- und kovarianzbasierte Strukturgleichungsmodelle — Ein Leitfaden zu deren Spezifikation, Schätzung und Beurteilung," Schmalenbach Journal of Business Research, Springer, volume 58, issue 1, pages 34-66, February, DOI: 10.1007/BF03371643.
• Olaf Hübler & Joachim Frohn, 2006, "Developments and New Dimensions in Econometrics," Springer Books, Springer, chapter 1, in: Olaf Hübler & Jachim Frohn, "Modern Econometric Analysis", DOI: 10.1007/3-540-32693-6_1.
• Michael Fritsch & Andreas Stephan, 2006, "Measuring performance heterogeneity within groups - a two-dimensional approach," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 1, pages 17-20, DOI: 10.1080/13504850500119187.
• Mark J. Koetse & Henri L.F. de Groot & Raymond J.G.M. Florax, 2006, "The Impact of Uncertainty on Investment: A Meta-Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-060/3, Jul.
• Mark J. Koetse & Henri L.F. de Groot & Raymond J.G.M. Florax, 2006, "Capital-Energy Substitution and Shifts in Factor Demand: A Meta-Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-061/3, Jul.
• Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006, "The Econometric Analysis of Microscopic Simulation Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-99.
• Zamarro, G., 2006, "Accounting for Heterogeneous Returns in Sequential Schooling Decisions," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-21.
• Li, Y. & Donkers, A.C.D. & Melenberg, B., 2006, "The Econometric Analysis of Microscopic Simulation Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1beb5afd-1771-4e7b-a3ea-1.
• Zamarro, G., 2006, "Accounting for Heterogeneous Returns in Sequential Schooling Decisions," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9fd0641a-a631-4625-b8db-7.
• Christopher R. Bollinger & Barry T. Hirsch, 2006, "Match Bias from Earnings Imputation in the Current Population Survey: The Case of Imperfect Matching," Journal of Labor Economics, University of Chicago Press, volume 24, issue 3, pages 483-520, July, DOI: 10.1086/504276.
• Michael W. Brandt & Francis X. Diebold, 2006, "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," The Journal of Business, University of Chicago Press, volume 79, issue 1, pages 61-74, January, DOI: 10.1086/497405.
• Jeffrey Milyo & David M. Primo & Matthew L. Jacobsmeier, 2006, "Estimating the Impact of State Policies and Institutions with Mixed-Level Data," Working Papers, Department of Economics, University of Missouri, number 0603, Feb.
• Massimiliano Caporin & Domenico Sartore, 2006, "Methodological aspects of time series back-calculation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_56.
• Luc Bauwens & Sébastien Laurent & Jeroen V. K. Rombouts, 2006, "Multivariate GARCH models: a survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 1, pages 79-109, January, DOI: 10.1002/jae.842.
• Russell Davidson & James G. MacKinnon, 2006, "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 827-833, September, DOI: 10.1002/jae.873.
• Izabela Majer, 2006, "Application scoring: logit model approach and the divergence method compared," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 17, May.
• Alok Bhargava, 2006, "Econometrics, Statistics and Computational Approaches in Food and Health Sciences," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6140, ISBN: ARRAY(0x60477870), September.
• Alok Bhargava & J. D. Sargan, 2006, "Estimating Dynamic Random Effects Models From Panel Data Covering Short Time Periods," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava, 2006, "Wald Tests And Systems Of Stochastic Equations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava, 2006, "Identification and Panel Data Models with Endogenous Regressors," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• A. Bhargava & L. Franzini & W. Narendranathan, 2006, "Serial Correlation and the Fixed Effects Model," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava, 2006, "Estimating Short and Long Run Income Elasticities of Foods and Nutrients for Rural South India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava & Martin Ravallion, 2006, "Does Household Consumption Behave As A Martingale? A Test For Rural South India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava & Howarth E. Bouis & Nevin S. Scrimshaw, 2006, "Dietary Intakes and Socioeconomic Factors Are Associated with the Hemoglobin Concentration of Bangladeshi Women," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava, 2006, "Malnutrition and the Role of Individual Variation with Evidence from India and the Philippines," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava & Peter J. Reeds, 2006, "Requirements for What? Is the Measurement of Energy Expenditure a Sufficient Estimate of Energy Needs?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava, 2006, "Modelling the Health of Filipino Children," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava, 2006, "Modeling the Effects of Nutritional and Socioeconomic Factors on the Growth and Morbidity of Kenyan School Children," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava & Howarth E. Bouis & Kelly Hallman & Bilqis A. Hoque, 2006, "Coliforms in the Water and Hemoglobin Concentration Are Predictors of Gastrointestinal Morbidity of Bangladeshi Children Ages 1–10 Years," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava, 2006, "Modeling the Effects of Maternal Nutritional Status and Socioeconomic Variables on the Anthropometric and Psychological Indicators of Kenyan Infants From Age 0–6 Months," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava & Matthew Jukes & Jane Lambo & C. M. Kihamia & W. Lorri & Catherine Nokes & Lesley Drake & Donald Bundy, 2006, "Anthelmintic treatment improves the hemoglobin and serum ferritin concentrations of Tanzanian schoolchildren," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava & Matthew Jukes & Damaris Ngorosho & Charles Khilma & Donald A. P. Bundy, 2006, "Modeling the Effects of Health Status and the Educational Infrastructure on the Cognitive Development of Tanzanian Schoolchildren," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava, 2006, "AIDS epidemic and the psychological well-being and school participation of Ethiopian orphans," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava, 2006, "Stochastic specification and the international GDP series," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava & Dean T. Jamison & Lawrence J. Lau & Christopher J. L. Murray, 2006, "Modeling the effects of health on economic growth," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".