Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C10: General

2006

• Alok Bhargava & Jiang Yu, 2006, "A Longitudinal Analysis of Infant and Child Mortality Rates in Developing Countries," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava & Sadia Chowdhury & K. K. Singh, 2006, "Healthcare infrastructure, contraceptive use and infant mortality in Uttar Pradesh, India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• ALOK BHARGAVA & RONALD FORTHOFER & SUSIE McPHERSON & MILTON NICHAMAN, 2006, "Estimating The Variations And Autocorrelations In Dietary Intakes On Weekdays And Weekends," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava & Jennifer Hays, 2006, "Behavioral variables and education are predictors of dietary change in the Women's Health Trial: Feasibility Study in Minority Populations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Alok Bhargava & Joanne F. Guthrie, 2006, "Unhealthy eating habits, physical exercise and macronutrient intakes are predictors of anthropometric indicators in the Women's Health Trial: Feasibility Study in Minority Populations," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, "Econometrics, Statistics And Computational Approaches In Food And Health Sciences".
• Joan Jasiak & C. Gourieroux, 2006, "Dynamic Quantile Models," Working Papers, York University, Department of Economics, number 2006_4, Sep.
• Marina Dabić & Marina Pejić Bach & Najla Podrug, 2006, "Business Ethics in Transition Countries – Cluster Analysis of Behavior and Attitudes," EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb, number 0602, Nov.
• Reitz, Stefan & Taylor, Mark P., 2006, "The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,08.
• Campbell, Rachel A. & Kräussl, Roman, 2006, "Does patience pay? Empirical testing of the option to delay accepting a tender offer in the US banking sector," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/32.
• Christensen, Kim & Podolskij, Mark, 2006, "Range-Based Estimation of Quadratic Variation," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,37.
• Vetter, Mathias & Podolskij, Mark, 2006, "Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,51.
• Christensen, Kim & Podolskij, Mark & Vetter, Mathias, 2006, "Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,52.
• Hlávka, Zdeněk & Peésta, Michal, 2006, "Constrained general regression in pseudo-Sobolev spaces with application to option pricing," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-069.
• Svend Hylleberg, 2006, "Seasonal Adjustment," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2006-04, Feb.
• Touhami Abdelkhalek & Jean-Marie Dufour, 2006, "Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models," Annals of Economics and Statistics, GENES, issue 81, pages 1-31.
• William C. Horrace, 2006, "Selection Procedures for Economics," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 52, issue 4, pages 357-374.
• Allan Clark & Casparus Troskie, 2006, "The Stability of South African Stock Returns," The African Finance Journal, Africagrowth Institute, volume 8, issue 2, pages 67-78.
• Cooksy, Leslie J. & Arellano, Elias, 2006, "CIMMYT's Formal Training Activities: Perceptions of Impact from Former Trainees, NARS Research Leaders, and CIMMYT Scientists," Impact Studies, CIMMYT: International Maize and Wheat Improvement Center, number 56101, DOI: 10.22004/ag.econ.56101.
• Davidson, Russell & MacKinnon, James, 2006, "Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273460, Feb, DOI: 10.22004/ag.econ.273460.
• Cipollina, Maria & Salvatici, Luca, 2006, "Reciprocal Trade Agreements in Gravity Models: A Meta-analysis," Working Papers, TRADEAG - Agricultural Trade Agreements, number 18877, DOI: 10.22004/ag.econ.18877.
• Nikola Tcholakov, 2006, "An Outline Of The History Of Social Statistics And Its Methods," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 143-174.
• Emil Hristov, 2006, "Transition from Additive Factor Analysis of Absolute Result Quantities to Index Factor Analysis with Real Effects," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 74-100.
• Alejandra Anastasi & Emilio Blanco & Pedro Elosegui & Máximo Sangiácomo, 2006, "Bancarization and Determinants of Availability of Banking Services in Argentina," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200615, Dec.
• Alexandros E. Milionis, 2006, "An Alternative Definition of Market Efficiency and some Comments on its Empirical Testing," Working Papers, Bank of Greece, number 50, Nov.
• Vatcharin Sirimaneetham, 2006, "What drives liberal policies in developing countries?," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 06/587, Jun.
• Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira, 2006, "Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2006/7, Jan.
• Wolfgang Ochel & Oliver Roehn, 2006, "Ranking of Countries - The WEF, IMD, Fraser and Heritage Indices," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 4, issue 02, pages 48-60, July.
• Félix Parra Medina & Maribel Suárez Mancha, 2006, "El desarrollo rural y la economía social en el estado Mérida, Venezuela. PRODECOP: cuna de experiencias exitosas," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 55, pages 141-165, August.
• Mª Genoveva Millán Vázquez de la Torre & Tomás López-Guzmán Guzmán & Eva Agudo Gutiérrez, 2006, "El turismo rural como agente económico: desarrollo y distribución de la renta en la zona de Priego de Córdoba," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 55, pages 167-192, August.
• Gema Zamarro, 2006, "Accounting for Heterogeneous Returns in Sequential Schooling Decisions," Working Papers, CEMFI, number wp2006_0609.
• David Fernando LOPEZ ANGARITA, 2006, "Nivel óptimo de Reservas Internacionales y crisis cambiaria en Colombia," Archivos de Economía, Departamento Nacional de Planeación, number 3273, May.
• Jaime Flórez Bolanos, 2006, "El Tipo de Cambio Real en el Grupo de los Tres - G3," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• Duban F. Pena & Jaime Flórez Bolanos, 2006, "Integración Monetaria: Una Aproximación para Colombia, Ecuador, Perú y Venezuela," Revista de Economía y Administración, Universidad Autónoma de Occidente.
• MEITZ, Mika & SAIKKONEN, Pentti, 2006, "Stability of nonlinear AR-GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006078, Sep.
• Ray C. Fair, 2006, "Interpreting the Predictive Uncertainty of Elections," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1579, Sep, revised May 2007.
• Konstantin A. Kholodilin, 2006, "Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 554.
• Boriss Siliverstovs & Konstantin A. Kholodilin, 2006, "On Selection of Components for a Diffusion Index Model: It's not the Size, It's How You Use It," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 598.
• Stanley, T. D. & Doucouliagos, Chris & Jarrell, Stephen B., 2006, "Meta-regression analysis as the socio-economics of economic research," Working Papers, Deakin University, Department of Economics, number eco_2006_21, Jan, DOI: 10.1016/j.socec.2006.12.030.
• Lopez, M. C. & Lopez, C. & Maside, J. M., 2006, "Los fondos de inversion inmobiliaria en España 1994-2005: Analisis del rendimiento y persistencia," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 6, issue 2.
• Kyoo il Kim, 2006, "Higher Order Bias Correcting Moment Equation for M-Estimation and its Higher Order Efficiency," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 22453, Jan.
• Benalal, Nicholai & Diaz del Hoyo, Juan Luis & Pierluigi, Beatrice & Vidalis, Nick, 2006, "Output growth differentials across the euro area countries: some stylised facts," Occasional Paper Series, European Central Bank, number 45, May.
• Canova, Fabio & Sala, Luca, 2006, "Back to square one: identification issues in DSGE models," Working Paper Series, European Central Bank, number 583, Jan.
• Dhrymes, Phoebus J. & Lleras-Muney, Adriana, 2006, "Estimation of models with grouped and ungrouped data by means of "2SLS"," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 1-29, July.
• Brusco, Sandro, 2006, "Perfect Bayesian implementation in economic environments," Journal of Economic Theory, Elsevier, volume 129, issue 1, pages 1-30, July.
• Hillier, Grant & Martellosio, Federico, 2006, "Spatial design matrices and associated quadratic forms: structure and properties," Journal of Multivariate Analysis, Elsevier, volume 97, issue 1, pages 1-18, January.
• Oliveira, Francisco H.P. & Jayme, Frederico Jr. & Lemos, Mauro B., 2006, "Increasing returns to scale and international diffusion of technology: An empirical study for Brazil (1976-2000)," World Development, Elsevier, volume 34, issue 1, pages 75-88, January.
• Dirk Baur & Renee Fry, 2006, "Endogenous Contagion - A Panel Data Analysis," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-09, Jan.
• Fernando Varela Carid, 2006, "Economía y defensa de la competencia: una visión general," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 61, issue 01, pages 56-81.
• José Dias Curto & José Castro Pinto & Joao Eduardo Fernandes, 2006, "World Equity Markets: A New Approach for Segmentation (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 7-8, pages 344-360, July.
• Jiří Hlavácek, 2006, "Pojištení vkladu: soucasný stav, srovnání a perspektiva v kontextu EU / Credit Insurance: EU context [available in Czech only]," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2006/26, Sep, revised Sep 2006.
• Michael George, 2006, "A Microeconomic Model for Achieving and Sustaining Supernormal Returns," Working Papers, Institute of Business Entropy, number 0602, Feb.
• Jørgensen, Peter Løchte, 2006, "Lognormal Approximation of Complex Path-dependent Pension Scheme Payoffs," Finance Research Group Working Papers, University of Aarhus, Aarhus School of Business, Department of Business Studies, number F-2006-09, Nov.
• Løchte Jørgensen, Peter, 2006, "Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs," Working Papers, Copenhagen Business School, Department of Finance, number 2006-9, Jan.
• Broström, Anders & Lööf, Hans, 2006, "What do we know about Firms’ Research Collaboration with Universities? New Quantitative and Qualitative Evidence," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 74, Aug.
• Erich Battistin & Barbara Sianesi, 2006, "Misreported schooling and returns to education: evidence from the UK," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP07/06, Apr.
• Fabio Canova & Luca Sala, 2006, "Back to Square One: Identification Issues in DSGE Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 303.
• Mevlüdiye ŞİMŞEK & Sema BEHDİOĞLU, 2006, "Araştırma-geliştirme (AR-GE) faaliyetlerinin Türkiye-OECD ülkelerinde kümeleme analizi ile incelenmesi ve ekonomik büyümedeki önemi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 245, pages 123-137.
• Russell Davidson & Jean-Yves Duclos, 2006, "Testing for Restricted Stochastic Dominance," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 36.
• Bunzel, Helle & Iglesias, Emma M., 2006, "Testing for Breaks Using Alternating Observations," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 12694, Nov.
• Davidson, Russell & Duclos, Jean-Yves, 2006, "Testing for Restricted Stochastic Dominance," IZA Discussion Papers, Institute of Labor Economics (IZA), number 2047, Mar.
• Sébastien Laurent & Luc Bauwens & 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, DOI: 10.1002/jae.842.
• James G. MacKinnon & Russell Davidson, 2006, "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 6, pages 827-833, DOI: 10.1002/jae.873.
• Andrew C. Worthington & Helen Higgs, 2006, "Evaluating Financial Development In Emerging Capital Markets With Efficiency Benchmarks," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 31, issue 1, pages 17-44, June.
• Kholodilin Konstantin Arkadievich & Siliverstovs Boriss, 2006, "On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 226, issue 3, pages 234-259, June, DOI: 10.1515/jbnst-2006-0302.
• J. Blackwell, 2006, "An Econometric Perspective on Differences of Proportions," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 34, issue 2, pages 233-234, June, DOI: 10.1007/s11293-006-9009-y.
• Dorota Witkowska, 2006, "Discrete Choice Model Application to the Credit Risk Evaluation," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 1, pages 33-42, February, DOI: 10.1007/s11294-006-6124-0.
• Marek Gruszczynski, 2006, "Corporate Governance and Financial Performance of Companies in Poland," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 2, pages 251-259, May, DOI: 10.1007/s11294-006-9007-5.
• Waldemar Tarczyński & Małgorzata Łuniewska, 2006, "Risk Diversification on the Polish Capital Market," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 3, pages 308-317, August, DOI: 10.1007/s11294-006-9019-1.
• Magdalena Osińska & Aleksandra Matuszewska, 2006, "Detecting Some Dynamic Properties of the Euro/Dollar Exchange Rate," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 3, pages 327-341, August, DOI: 10.1007/s11294-006-9021-7.
• Kanaganayagam Kugarajh & Leif Sandal & Gerhard Berge, 2006, "Implementing a Stochastic Bioeconomic Model for the North-East Arctic Cod Fishery," Journal of Bioeconomics, Springer, volume 8, issue 1, pages 35-53, April, DOI: 10.1007/s10818-005-5783-x.
• Yoel Finkel & Yevgeny Artsev & Shlomo Yitzhaki, 2006, "Inequality measurement and the time structure of household income in Israel," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 4, issue 2, pages 153-179, August, DOI: 10.1007/s10888-005-9007-3.
• Kosei Fukuda, 2006, "A cohort analysis of female labor participation rates in the U.S. and Japan," Review of Economics of the Household, Springer, volume 4, issue 4, pages 379-393, December, DOI: 10.1007/s11150-006-0013-4.
• Jean-Yves Duclos & Russell Davidson, 2006, "Testing for Restricted Stochastic Dominance," LIS Working papers, LIS Cross-National Data Center in Luxembourg, number 430, Mar.
• Wing-Keung Wong & Aman Agarwal & Nee-Tat Wong, 2006, "The Disappearing Calendar Anomalies in the Singapore Stock Market," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 11, issue 2, pages 123-139, Jul-Dec.
• Russell Davidson & Jean-Yves Duclos, 2006, "Testing for Restricted Stochastic Dominance," Cahiers de recherche, CIRPEE, number 0609.
• Russell Davidson & James MacKinnon, 2006, "The Case Against Jive," Departmental Working Papers, McGill University, Department of Economics, number 2004-02, Sep.
• Russell Davidson & Jean-Yves Duclos, 2006, "Testing For Restricted Stochastic Dominance," Departmental Working Papers, McGill University, Department of Economics, number 2006-20, Sep.
• Russell Davidson & James MacKinnon, 2006, "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers, McGill University, Department of Economics, number 2006-21, Sep.
• Russell Davidson & James MacKinnon, 2006, "Moments Of Iv And Jive Estimators," Departmental Working Papers, McGill University, Department of Economics, number 2006-22, Sep.
• T.J. Brailsford & J. H.W. Penm & R.D. Terrell, 2006, "The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates," Multinational Finance Journal, Multinational Finance Journal, volume 10, issue 3-4, pages 153-178, September.
• Marios Nerouppos & David Saunders & Costas Xiouros & Stavros A. Zenios, 2006, "Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests," Multinational Finance Journal, Multinational Finance Journal, volume 10, issue 3-4, pages 179-221, September.
• Gael M. Martin & Andrew Reidy & Jill Wright, 2006, "Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/06.
• Harry J. Paarsch & Han Hong, 2006, "An Introduction to the Structural Econometrics of Auction Data," MIT Press Books, The MIT Press, number 0262162350, edition 1, ISBN: ARRAY(0x69369978), December.
• Jean Boivin & Marc Giannoni, 2006, "DSGE Models in a Data-Rich Environment," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0332, Dec.
• Jean Boivin & Marc Giannoni, 2006, "DSGE Models in a Data-Rich Environment," NBER Working Papers, National Bureau of Economic Research, Inc, number 12772, Dec.
• Stephen Ryan & Catherine Tucker, 2006, "Heterogeneity and the Dynamics of Technology Adoption," Working Papers, NET Institute, number 06-26, Oct, revised Oct 2006.
• Anthony Pellechio & John Cady, 2006, "Differences in IMF Data: Incidence and Implications," IMF Staff Papers, Palgrave Macmillan, volume 53, issue 2, pages 1-6.
• Yves Atchade, 2006, "Resampling from the past to improve on MCMC algorithms," RePAd Working Paper Series, Département des sciences administratives, UQO, number LRSP-WP2, Mar.
• Miklos Csorgo, 2006, "A Glimpse of the KMT (1975) Approximation of Empirical Processes by Brownian Bridges via Quantiles," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS421, Jun.
• Ferro, Gustavo & Antón Rodríguez, Martín, 2006, "Foreign direct investment. A bid for progress?," MPRA Paper, University Library of Munich, Germany, number 15093, Feb, revised Nov 2008.
• Hillier, Grant & Martellosio, Federico, 2006, "Spatial design matrices and associated quadratic forms: structure and properties," MPRA Paper, University Library of Munich, Germany, number 15807.
• Pasricha, Gurnain Kaur, 2006, "Kalman Filter and its Economic Applications," MPRA Paper, University Library of Munich, Germany, number 22734, Oct.
• Calzaroni, Manlio & Cappiello, Antonio & Della Rocca, Giorgio & Di Zio, Marco & Martelli, Cristina & Pieraccini, Guido & Profili, Francesco & Tembe, Cirilo, 2006, "Metodologia - O Sector Informal em Moçambique: Resultados do Primeiro Inquérito Nacional (2005)
  [Methodology Handbook - Informal Sector in Mozambique - First National Survey (INFOR - 2004)]," MPRA Paper, University Library of Munich, Germany, number 3703.
• Barnett, William A. & Usui, Ikuyasu, 2006, "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," MPRA Paper, University Library of Munich, Germany, number 410, Oct.
• Alfonso, Galindo Lucas, 2006, "Repercusiones de la definición de tamaño empresarial en los resultados empíricos sobre eficiencia y financiación
  [Repercussions of firm size definition on empirical results for firm efficiency and financing research]," MPRA Paper, University Library of Munich, Germany, number 4731, Oct, revised 05 Sep 2007.
• Grum, Andraž, 2006, "The effect of parallel OTC-DVP bond market introduction on yield curve volatility," MPRA Paper, University Library of Munich, Germany, number 4950, Apr.
• Acar, Mustafa & Arslaner, Ferhat, 2006, "Avrupa Birliği’ne Uyum Sürecinde Türk Tarım İstatistikleri: Sorunlar, Öneriler
  [Turkish Agricultural Statistics in the Process of Adjustment to the EU: Problems, Suggestions]," MPRA Paper, University Library of Munich, Germany, number 56317, May.
• Burkey, Mark L., 2006, "Gini Coefficients for the 2000 Census," MPRA Paper, University Library of Munich, Germany, number 57900, Mar.
• Luciano, Elisa, 2006, "Copulas and dependence models in credit risk: diffusions versus jumps," MPRA Paper, University Library of Munich, Germany, number 59638.
• Srečko Devjak & Andraž Grum, 2006, "Third Moment of Yield Probability Distributions for Instruments on Slovenian Financial Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2006, issue 4, pages 364-373, DOI: 10.18267/j.pep.293.
• Lubomír Cyhelský & Vladimíra Valentová, 2006, "Význam základní klasifikace ukazatelů pro korektní interpretaci vzájemných odlišností jejich hodnot
  [Importance of the basic classification of indicators for the correct interpretation of the mutual differences between their values]," Politická ekonomie, Prague University of Economics and Business, volume 2006, issue 4, pages 542-548, DOI: 10.18267/j.polek.573.
• James G. MacKinnon & Russell Davidson, 2006, "Moments Of Iv And Jive Estimators," Working Paper, Economics Department, Queen's University, number 1085, Jun.
• George Kapetanios & Zacharias Psaradakis, 2006, "Sieve Bootstrap for Strongly Dependent Stationary Processes," Working Papers, Queen Mary University of London, School of Economics and Finance, number 552, Jan.
• Duo Qin, 2006, "VAR Modelling Approach and Cowles Commission Heritage," Working Papers, Queen Mary University of London, School of Economics and Finance, number 557, Mar.
• Hale Utar, 2006, "Employment Dynamics and Import Competition," 2006 Meeting Papers, Society for Economic Dynamics, number 298.
• Viitamo, Esa & Hernesniemi, Hannu, 2006, "Ympäristöliiketoiminnan määrittely ja tilastollinen seuranta - Ympäristöalalle lisää kilpailukykyä," Discussion Papers, The Research Institute of the Finnish Economy, number 1019.
• Hernesniemi, Hannu & Viitamo, Esa, 2006, "Pääomasijoitukset ympäristöalalla ja tilastollisen seurannan kehittäminen," Discussion Papers, The Research Institute of the Finnish Economy, number 1039.
• V. Bannikov, 2006, "Vector Autoregression and Error Correction Models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 3, issue 3, pages 96-129.

2005

• Fousekis, Panos & Lazaridis, Panagiotis, 2005, "Distribution Dynamics of Dietary Energy Supply in the World," Agricultural Economics Review, Greek Association of Agricultural Economists, volume 6, issue 2, pages 1-11, DOI: 10.22004/ag.econ.44097.
• Lauwers, Ludwig H. & Kerselaers, Eva & Lenders, Sonia & Vervaet, Mieke & Vervloet, Dirk, 2005, "Alternative Territorial Breakdowns of Statistics for Supporting Rural Policies," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24635, DOI: 10.22004/ag.econ.24635.
• Asmaa Ahmed, 2005, "Random Walks in the Economic Dynamic Series," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 78-100.
• Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2005, "La tasa de cambio real en Colombia ¿Muy lejos del equilibrio?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 23, issue 49, pages 134-191, December, DOI: 10.32468/Espe.4904.
• Gael M. Martin & Catherine S. Forbes & Vance L. Martin, 2005, "Implicit Bayesian Inference Using Option Prices," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 3, pages 437-462, May, DOI: 10.1111/j.1467-9892.2005.00410.x.
• Carus A.W. & Ogilvie, S., 2005, "Turning Qualitative into Quantitative Evidence: A Well-Used Method Made Explicit," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0512, Mar.
• Kevin Hoover, 2005, "Economic Theory and Causal Inference," Working Papers, University of California, Davis, Department of Economics, number 257, Aug.
• Alessandro Cigno, 2005, "The Political Economy of Intergenerational Cooperation," CESifo Working Paper Series, CESifo, number 1632.
• Juan Jos� Echevarr�a & Diego V�squez & Mauricio Villamizar, 2005, "La Tasa De Cambio Real En Colombia. �Muy Lejos Del Equilibrio?," Borradores de Economia, Banco de la Republica, number 3083, May.
• Juan José Echavarría & Diego V�squez & Mauricio Villamizar, 2005, "La tasa de cambio real en Colombia. ¿Muy lejos del equilibrio?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 23, issue 49, pages 134-191, DOI: 10.32468/Espe.4904.
• Alfredo SARMIENTO & Darwin Marcelo GORDILLO & Juan Miguel VILLA, 2005, "Propuesta metodológica para la evaluación del impacto de la contaminación de las cuencas hídricas del país: Estudio de caso del río La vieja"."," Archivos de Economía, Departamento Nacional de Planeación, number 3400, Dec.
• SILVESTRINI, Andrea & VEREDAS, David, 2005, "Temporal aggregation of univariate linear time series models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2005059, Sep.
• Edoardo Lorenzetti, 2005, "Analysis of the resource concentration on size and research performance: The case of Italian National Research Council over the period 2000-2004," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200502, Jun.
• Mario Coccia & Secondo Rolfo, 2005, "Analysis of the resource concentration on size and research performance: The case of Italian National Research Council over the period 2000-2004," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200503, Jun.
• Andrea, SILVESTRINI, 2005, "Temporal aggregaton of univariate linear time series models," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2005044, Aug.
• Phillips, Peter C.B., 2005, "Automated Discovery In Econometrics," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 3-20, February.
• Andrews, Donald W.K. & Lieberman, Offer, 2005, "Valid Edgeworth Expansions For The Whittle Maximum Likelihood Estimator For Stationary Long-Memory Gaussian Time Series," Econometric Theory, Cambridge University Press, volume 21, issue 4, pages 710-734, August.
• Tobias Heinrich, 2005, "A Critical Note on Growth Regressions," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c010_020, Jun.
• Konstantin A. Kholodilin, 2005, "Forecasting the Turns of German Business Cycle: Dynamic Bi-factor Model with Markov Switching," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 494.
• Konstantin A. Kholodilin & Boriss Siliverstovs, 2005, "On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 522.
• Molinari, Francesca, 2005, "Partial Identification of Probability Distributions with Misclassified Data," Working Papers, Cornell University, Center for Analytic Economics, number 05-10, Apr.
• Czellar, Veronika & Karolyi, G. Andrew & Ronchetti, Elvezio, 2005, "Indirect Robust Estimation of the Short-term Interest Rate Process," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2005-4, Feb.
• Donald W. K. Andrews, 2005, "Cross-Section Regression with Common Shocks," Econometrica, Econometric Society, volume 73, issue 5, pages 1551-1585, September.
• Jan R. Magnus & Ashoke K. Sinha, 2005, "On Theil's errors," Econometrics Journal, Royal Economic Society, volume 8, issue 1, pages 39-54, March.
• Bhargava, Alok & Chowdhury, Sadia & Singh, K.K., 2005, "Healthcare infrastructure, contraceptive use and infant mortality in Uttar Pradesh, India," Economics & Human Biology, Elsevier, volume 3, issue 3, pages 388-404, December.
• Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2005, "'Some contagion, some interdependence': More pitfalls in tests of financial contagion," Journal of International Money and Finance, Elsevier, volume 24, issue 8, pages 1177-1199, December.
• Phillips, Peter C.B., 2005, "Challenges of trending time series econometrics," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 68, issue 5, pages 401-416, DOI: 10.1016/j.matcom.2005.02.010.
• Alison Stegman, 2005, "Convergence In Carbon Emissions Per Capita," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2005-08, May.
• Beatriz González López-Valcárcel, 2005, "Métodos cuantitativos y «benchmarking»: su utilidad para orientar las políticas públicas," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 60, issue 03, pages 122-139.
• António Caleiro, 2005, "How is Confidence Related to Unemployment in Europe? A fuzzy logic answer," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 1_2005.
• Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti, 2005, "Indirect Robust Estimation of the Short-term interest Rate Process," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp135, Mar.
• Jan Zápal, 2005, "Judging the Sustainability of Czech Public Finances," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 73, revised 2005.
• Charles Bellemare & Sabine Kroger, 2005, "On representative social capital," Artefactual Field Experiments, The Field Experiments Website, number 00006.
• Alessandra Iacobucci & A. Noullez, 2005, "A Frequency Selective Filter for Short-Length Time Series," Post-Print, HAL, number hal-02477702, Feb, DOI: 10.1007/s10614-005-6276-7.
• Cúrdia, Vasco & Finocchiaro, Daria, 2005, "An Estimated DSGE Model for Sweden with a Monetary Regime Change," Seminar Papers, Stockholm University, Institute for International Economic Studies, number 740, Oct.
• Lindquist, Matthew J. & Böhlmark, Anders, 2005, "Life-Cycle Variations in the Association between Current and Lifetime Income: Country, Cohort and Gender Comparisons," Working Paper Series, Stockholm University, Swedish Institute for Social Research, number 4/2005, Aug.
• Vergil VOINEAGU & Emilia TITAN, 2005, "Methods To Restructure The Statistical Communities," Romanian Journal of Economics, Institute of National Economy, volume 21, issue 2(30), pages 48-62, December.
• Gheorghe ZAMAN & Zizi GOSCHIN & Claudiu HERTELIU, 2005, "The Analysis Of The Correlation Between The Evolution Of The Gdp And That Of The Capital And Labour Factors In Romania," Romanian Journal of Economics, Institute of National Economy, volume 21, issue 2(30), pages 9-21, December.
• Bollinger, Christopher R. & Hirsch, Barry, 2005, "Match Bias from Earnings Imputation in the Current Population Survey: The Case of Imperfect Matching," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1846, Nov.
• Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde, 2005, "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 7, pages 891-910, DOI: 10.1002/jae.814.
• Mohammad A. Hossain & Mohammad Alauddin, 2005, "Trade liberalization in Bangladesh: the process and its impact on macro variables particularly export expansion," Journal of Developing Areas, Tennessee State University, College of Business, volume 39, issue 1, pages 127-150, September.
• Lippe Peter von der, 2005, "Das Ideal des „reinen Preisvergleichs“ / The Principle of "Pure Price Comparison“," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 4, pages 499-509, August, DOI: 10.1515/jbnst-2005-0409.
• Kholodilin Konstantin A., 2005, "Forecasting the German Cyclical Turning Points: Dynamic Bi-Factor Model with Markov Switching," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 6, pages 653-674, December, DOI: 10.1515/jbnst-2005-0606.
• Alessandra Iacobucci & Alain Noullez, 2005, "A Frequency Selective Filter for Short-Length Time Series," Computational Economics, Springer;Society for Computational Economics, volume 25, issue 1, pages 75-102, February, DOI: 10.1007/s10614-005-6276-7.
• Stanislaw Matusik, 2005, "Modeling a Level of Development in Malopolskie Using Decision Trees," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 3, pages 343-343, August, DOI: 10.1007/s11294-005-6663-9.
• Małgorzata Łuniewska, 2005, "Evaluation of Selected Methods of Classification for the Warsaw Stock Exchange," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 11, issue 4, pages 469-481, November, DOI: 10.1007/s11294-005-6655-9.
• Vincenzo Atella & Jay Coggins & Federico Perali, 2005, "Aversion to inequality in Italy and its determinants," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 2, issue 2, pages 117-144, January, DOI: 10.1007/s10888-005-4386-z.
• Lublóy, Ágnes, 2005, "Dominóhatás a magyar bankközi piacon
  [The domino effect on the Hungarian interbank market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 377-401.
• Charles Bellemare & Sabine Kroger, 2005, "On Representative Social Capital," Cahiers de recherche, CIRPEE, number 0504.
• Alison Stegman, 2005, "Convergence in Carbon Emissions Per Capita," Research Papers, Macquarie University, Department of Economics, number 0505, May.
• D.S. Poskitt & C.L. Skeels, 2005, "Small Concentration Asymptotics and Instrumental Variables Inference," Department of Economics - Working Papers Series, The University of Melbourne, number 948.
• Jeremy Large, 2005, "Estimating quadratic variation when quoted prices jump by a constant increment," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2005-W05, Nov.
• Jeremy Large, 2005, "Estimating Quadratic Variation When Quoted Prices Jump by a Constant Increment," Economics Series Working Papers, University of Oxford, Department of Economics, number 2005-FE-05, Jun.
• Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold, 2005, "Volatility Forecasting," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 05-011, Feb.
• Yves Atchade, 2005, "An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift," RePAd Working Paper Series, Département des sciences administratives, UQO, number LRSP-WP1, Mar.
• Raluca Balan & Kulik, 2005, "Self-Normalized Weak Invariance Principle for Mixing Sequences," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS417, Mar.
• T. Bojdecki & Luis G. Gorostiza & A. Talarczyk, 2005, "A Long Range Dependence Stable Process and an Infinite Variance Branching System," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS425, Nov.
• T. Bojdecki & Luis G. Gorostiza & A. Talarczyk, 2005, "Occupation Time Fluctuations of an Infinite Variance Branching System in Large Dimensions," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS426, Nov.
• Eruygur, H. Ozan, 2005, "Generalized maximum entropy (GME) estimator: formulation and a monte carlo study," MPRA Paper, University Library of Munich, Germany, number 12459, May.
• Yao, Jean-Marie, 2005, "Approche Econométrique des Déterminants de la Rentabilité des Banques Européennes
  [Econometric approach of European Banks' Determinants of profitability]," MPRA Paper, University Library of Munich, Germany, number 17368, Jun.
• Meneses, Francisco/F & Parra, Alvaro/P & Zenteno, Luis/L, 2005, "Se Puede Mejorar el Sistema de Ingreso a las Universidades Chilenas? El uso del ranking en la Universidad Catolica de Chile, Universidad de Chile y Universidad de Santiago de Chile
  [Can the Chilean university entrance systems be improved? The use ," MPRA Paper, University Library of Munich, Germany, number 23048, Oct.
• Cakir, Murat, 2005, "Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
  [Machine Learning Techniques in Determining the Dynamics of Corporate Financial Distress: An Empirical Treatment and a," MPRA Paper, University Library of Munich, Germany, number 55975, Dec.