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

• 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, IZA Network @ LISER, 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(0x678e62d8), 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.

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.
• Rustam Ibragimov, 2005, "A Tale of Two Tails: Peakedness Properties in Inheritance Models of Evolutionary Theory," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 2092.
• 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, IZA Network @ LISER, 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.
• Joseph, Joy, 2005, "Competitive Pricing Analysis in Mature & Evolving Markets A Time Series Approach," MPRA Paper, University Library of Munich, Germany, number 7685, Jun.
• Kaufmann, Daniel & Bellver, Ana, 2005, "Transparenting Transparency: Intial Empirics and Policy Applications," MPRA Paper, University Library of Munich, Germany, number 8188, Sep.
• Hugo Reis, 2005, "Business Cycle at a Sectoral Level: the Portuguese Case," Working Papers, Banco de Portugal, Economics and Research Department, number w200509.
• George Kapetanios, 2005, "Tests for Deterministic Parametric Structural Change in Regression Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 539, May.
• George Kapetanios, 2005, "Estimating Deterministically Time-Varying Variances in Regression Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 540, May.
• Christopher L. Gilbert & Duo Qin, 2005, "The First Fifty Years of Modern Econometrics," Working Papers, Queen Mary University of London, School of Economics and Finance, number 544, Jul.
• Mete Feridun, 2005, "Can We Predict GDP through Examining the Past Values of Money? Empirical Evidence from an Asian Tiger," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 58, issue 1, pages 1-7.
• Zaman, Gheorghe & Goschin, Zizi & Herteliu, Claudiu, 2005, "Analysis Of The Correlation Between The Gdp Evolutions And The Capital And Labor Factors In Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 3, pages 5-21.
• Chi-Young Choi & Ling Hu & Masao Ogaki, 2005, "Structural Spurious Regressions and A Hausman-type Cointegration Test," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 517, May.
• Jeremy Large, 2005, "Estimating quadratic variation when quoted prices jump by a constant increment," OFRC Working Papers Series, Oxford Financial Research Centre, number 2005fe05.
• Youwei Li & Xue-Zhong He, 2005, "Long Memory, Heterogeneity, and Trend Chasing," Computing in Economics and Finance 2005, Society for Computational Economics, number 113, Nov.
• Hendri Adriaens & Bertrand Melenberg, 2005, "Multi-period CAPM with Heterogeneous Agents," Computing in Economics and Finance 2005, Society for Computational Economics, number 163, Nov.
• Denis Bolduc & Lynda Khalaf & Clément Yélou, 2005, "Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time," Computing in Economics and Finance 2005, Society for Computational Economics, number 48, Nov.
• Antonio Acconcia & Saverio Simonelli, 2005, "Revisiting the one type permanent shocks hypothesis: Aggregate fluctuations in a multi-sector economy," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 137, Apr, revised 01 Sep 2006.
• Saralees Nadarajah & Samuel Kotz, 2005, "Linear Combinations, Products and Ratios of t Random Variables," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 89, issue 3, pages 263-280, August, DOI: 10.1007/s10182-005-0204-y.
• Saralees Nadarajah & Samuel Kotz*, 2005, "On the Product and Ratio of Gamma and Beta Random Variables," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 89, issue 4, pages 435-449, November, DOI: 10.1007/s10182-005-0214-9.
• José Hernández & Ignacio Mauleón, 2005, "Econometric estimation of a variable rate of depreciation of the capital stock," Empirical Economics, Springer, volume 30, issue 3, pages 575-595, October, DOI: 10.1007/s00181-004-0234-4.
• Alessandra Iacobucci, 2005, "Spectral Analysis for Economic Time Series," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 12, in: Jacek Leskow & Lionello F. Punzo & Martín Puchet Anyul, "New Tools of Economic Dynamics", DOI: 10.1007/3-540-28444-3_12.
• Borut Vojinovič, 2005, "Home Bias or Corporate Loan Market Integration and Financial Globalization," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 12, issue 3, pages 463-478, December, DOI: 10.1007/s11300-005-0070-z.
• Yasemin Barlas Ozer & Defne Mutluer, 2005, "Inflation Expectations in Turkey : Statistical Evidence from the Business Tendency Survey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 5, issue 2, pages 73-97.
• Magnus, J.R. & Sinha, A.K., 2005, "On Theils' errors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 593b97f2-9dfe-46c5-928a-e.
• Ambra Poggi, 2005, "Endogenous population subgroups: the best population partition and optimal number of groups," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea0508, May.
• Manuel Vega-Gordillo & José Luis à lvarez-Arce, 2005, "Heterogeneity In Economic Freedom: Free Clusters Or Free Countries," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/05, May.
• Fabio Canova & Luca Sala, 2005, "Back to square one: Identification issues in DSGE models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 927, May, revised Sep 2006.
• Sudip Ranjan Basu, 2005, "The Determinants of Economic Well-being:An Application in the Indian States," Development and Comp Systems, University Library of Munich, Germany, number 0509009, Sep.
• Alastair R. Hall & Atsushi Inoue, 2005, "The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models," Econometrics, University Library of Munich, Germany, number 0505002, May.
• Hashem Dezhbakhsh & Daniel Levy, 2005, "Periodic Properties of Interpolated Time Series," Econometrics, University Library of Munich, Germany, number 0505004, May.
• Kevin D. Hoover & Mark V. Siegler, 2005, "Sound and Fury: McCloskey and Significance Testing in Economics," Econometrics, University Library of Munich, Germany, number 0511018, Nov.
• Marek Gruszczynski, 2005, "Corporate governance and financial performance of companies in Poland," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 19, May.
• Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X., 2005, "Volatility forecasting," CFS Working Paper Series, Center for Financial Studies (CFS), number 2005/08.
• Caleiro, António, 2005, "How is Confidence Related to Unemployment in Europe? A fuzzy logic answer," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 142734.
• Rodt, Marc & Schäfer, Klaus, 2005, "Absicherung von Strompreisrisiken mit Futures: Theorie und Empirie," Freiberg Working Papers, TU Bergakademie Freiberg, Faculty of Economics and Business Administration, number 2005/18.

2004

• Phoebus J. Dhrymes & Adriana Lleras-Muney, 2004, "Estimation of Models with Grouped and Ungrouped Data by Means of 2SLS," Working Papers, Princeton University, Woodrow Wilson School of Public and International Affairs, Center for Health and Wellbeing., number 251, Mar.
• Auke R. Leen, 2004, "The Tinbergen Brothers," Nobel Prize in Economics documents, Nobel Prize Committee, number 1969-4, Mar.
• Vincenzo Atella & Carlos Arias & Federico Perali & Raffaella Castagnini, 2003, "Estimation of the Sharing Rule Between Adults and Children and Related Equivalence Scales Within a Collective Consumption Framework," CEIS Research Paper, Tor Vergata University, CEIS, number 28, Nov.
• Alain Noullez & Alessandra Iacobucci, 2004, "A Frequency-selective Filter for Short-Length Time Series," Computing in Economics and Finance 2004, Society for Computational Economics, number 128, Aug.
• Valentyn Panchenko & Cees Diks, 2004, "Testing multivariate hypotheses with positive definite bilinear forms," Computing in Economics and Finance 2004, Society for Computational Economics, number 201, Aug.
• Hendri Adriaens & Bas Donkers, 2004, "Extending the CAPM model," Computing in Economics and Finance 2004, Society for Computational Economics, number 204, Aug.
• Constantinos VORLOW & Antonios ANTONIOU & Catherine KYRTSOU, 2004, "Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series," Computing in Economics and Finance 2004, Society for Computational Economics, number 27, Aug.
• Paul Contoyannis & Andrew M. Jones & Nigel Rice, 2004, "Simulation-based inference in dynamic panel probit models: An application to health," Empirical Economics, Springer, volume 29, issue 1, pages 49-77, January, DOI: 10.1007/s00181-003-0189-x.
• Buly Cardak & James Ted McDonald, 2004, "Neighbourhood effects, preference heterogeneity and immigrant educational attainment," Applied Economics, Taylor & Francis Journals, volume 36, issue 6, pages 559-572, DOI: 10.1080/0003684042000217607.
• Bellemare, C. & Kroger, S., 2004, "On Representative Social Capital," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-57.
• Bellemare, C. & Kroger, S., 2004, "On Representative Social Capital," Other publications TiSEM, Tilburg University, School of Economics and Management, number 1057ef4e-faab-431c-b7e4-c.
• Luca Grilli, 2004, "Un approccio metrico per lo studio dei dati finanziari," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number lg_igr_2004, Feb.
• Luca Grilli, 2004, "Long-Term Fixed-Income Market Structure," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number lg_physa_2003, Feb, DOI: 10.1016/j.physa.2003.10.019.
• Luc Bauwens & David Veredas, 2004, "The stochastic conditional duration model: a latent factor model for the analysis of financial durations," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/136234.