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

2006

• 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.

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

• 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.
• Coro Chasco Yrigoyen, 2004, "Modelos De Heterogeneidad Espacial," Econometrics, University Library of Munich, Germany, number 0411004, Nov.
• Philip Kostov & Seamus McErlean, 2004, "Estimating the probability of large negative stock market," Finance, University Library of Munich, Germany, number 0409011, Sep.
• Cornelis A. Los, 2004, "Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments," Finance, University Library of Munich, Germany, number 0409039, Sep.
• Ryo Nagata, 2004, "Theory of Regular Economies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 5543, ISBN: ARRAY(0x76234170), September.
• Ryo Nagata, 2004, "What Is a Regular Economy?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Theory Of Regular Economies".
• Ryo Nagata, 2004, "Regular Economies and Genericity," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Theory Of Regular Economies".
• Ryo Nagata, 2004, "Formalization of Regular Economies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Theory Of Regular Economies".
• Ryo Nagata, 2004, "The Number of Equilibria in Regular Economies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Theory Of Regular Economies".
• Ryo Nagata, 2004, "Stability of Equilibria in Regular Economies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Theory Of Regular Economies".
• Ryo Nagata, 2004, "Space of Utility Functions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Theory Of Regular Economies".
• Ryo Nagata, 2004, "Transversality and Regular Economies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Theory Of Regular Economies".
• Ryo Nagata, 2004, "Transversality Theorems and Regular Economies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Theory Of Regular Economies".
• Ryo Nagata, 2004, "The Number of Extended Equilibria in Regular Economies," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Theory Of Regular Economies".
• Ryo Nagata, 2004, "Production Economy with Linear Activities," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "Theory Of Regular Economies".
• Ryo Nagata, 2004, "Incomplete Markets I," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, "Theory Of Regular Economies".
• Ryo Nagata, 2004, "Incomplete Markets II," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, "Theory Of Regular Economies".
• Donald W.K. Andrews, 2004, "Cross-section Regression with Common Shocks," Yale School of Management Working Papers, Yale School of Management, number ysm401, Jul.
• Brandt, Michael W. & Diebold, Francis X., 2004, "A no-arbitrage approach to range-based estimation of return covariances and correlations," CFS Working Paper Series, Center for Financial Studies (CFS), number 2004/07.
• Diebold, Francis X., 2004, "The Nobel Memorial Prize for Robert F. Engle," CFS Working Paper Series, Center for Financial Studies (CFS), number 2004/11.
• Petrick, Martin, 2004, "Can econometric analysis make (agricultural) economics a hard science? Critical remarks and implications for economic methodology," IAMO Discussion Papers, Leibniz Institute of Agricultural Development in Transition Economies (IAMO), number 62.
• Fritsch, Michael & Stephan, Andreas, 2004, "Measuring performance heterogeneity within groups: A two-dimensional approach," Freiberg Working Papers, TU Bergakademie Freiberg, Faculty of Economics and Business Administration, number 2004/03.
• Petrick, Martin, 2004, "Can Econometric Analysis Make (Agricultural) Economics A Hard Science? Critical Remarks And Implications For Economic Methodology," IAMO Discussion Papers, Institute of Agricultural Development in Transition Economies (IAMO), number 14911, DOI: 10.22004/ag.econ.14911.
• Davidson, Russell & MacKinnon, James, 2004, "The Case Against JIVE," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273470, Sep, DOI: 10.22004/ag.econ.273470.
• Andrew Chesher, 2004, "Identification of sensitivity to variation in endogenous variables," CeMMAP working papers, Institute for Fiscal Studies, number 10/04, Jul, DOI: 10.1920/wp.cem.2004.1004.
• Emil Hristov, 2004, "Factor Analysis of Absolute Resultant Values Growth Involving Real Net and Gross Effects," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 45-69.
• Emil Hristov, 2004, "Factor Analysis of Growths in Mean Quantities with Real Net and Gross Effects," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 58-72.
• Kari Hämäläinen & Petri Böckerman, 2004, "Regional Labor Market Dynamics, Housing, and Migration," Journal of Regional Science, Wiley Blackwell, volume 44, issue 3, pages 543-568, August, DOI: 10.1111/j.0022-4146.2004.00348.x.
• Francis X. Diebold, 2004, "The Nobel Memorial Prize for Robert F. Engle," Scandinavian Journal of Economics, Wiley Blackwell, volume 106, issue 2, pages 165-185, June, DOI: 10.1111/j.0347-0520.2004.00360.x.
• Stéphane Mussard & Françoise Seyte & Michel Terraza, 2004, "Note sur l'utilisation de l'indice multidimensionnel de gini appliqué à une analyse des inégalités salariales en Languedoc-Roussillon en 1996," Revue d'économie régionale et urbaine, Armand Colin, volume 0, issue 1, pages 125-134.
• Pesaran, M.H. & Pick, A., 2004, "Econometric Issues in the Analysis of Contagion," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0402, Jan.
• Amalia Morales Zumaquero., 2004, "Explaining Real Exchange Rates Fluctuations," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/23.
• Rosa Romay López & Daniel Santín González & Enrique González Arangüena, 2004, "Las Prestaciones por Incapacidad Temporal: Una Evaluación mediante Modelos ARIMA," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/36.
• Alessandro Cigno & Luca Casolaro & Furio C. Rosati, 2000, "The Role of Social Security in Household Decisions: Var Estimates of Saving and Fertility Behaviour in Germany," CESifo Working Paper Series, CESifo, number 394.
• Timmermann, Allan & Catão, Luís, 2004, "Country and Industry Dynamics in Stock Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 4368, Apr.
• Anne-Celia Disdier & Keith Head, 2004, "The Puzzling Persistence of the Distance Effect on Bilateral Trade," Development Working Papers, Centro Studi Luca d'Agliano, University of Milano, number 186, Oct.
• Konstantin A., KHOLODILIN & Wension Vincent, YAO, 2004, "Business Cycle Turning Points : Mixed-Frequency Data with Structural Breaks," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2004024, Sep.
• Pötscher, Benedikt M., 2004, "Nonlinear Functions And Convergence To Brownian Motion: Beyond The Continuous Mapping Theorem," Econometric Theory, Cambridge University Press, volume 20, issue 1, pages 1-22, February.
• Peter C.B. Phillips, 2004, "Automated Discovery in Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1469, Jul.
• Peter C.B. Phillips, 2004, "Challenges of Trending Time Series Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1472, Jul.
• Ray C. Fair, 2004, "Predicting Electoral College Victory Probabilities from State Probability Data," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1496, Nov.
• Krüger, Jens & Cantner, Uwe, 2004, "Geroski's Stylized Facts and Mobility of Large German Manufacturing Firms," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 34384.
• Hui Huang & John Whalley, 2004, "The Use of Literature Based Elasticity Estimates in Calibrated Models of Trade-Wage Decompositions: A Calibmetric Approach," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c009_007, Jun.
• Manoranjan Pal, 2004, "A Note on a Unified Approach to the Frontier Production Function Models With Correlated Non-Normal Error Components: The Case of Cross Section Data," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 39, issue 1, pages 7-18, January.
• Feridun, Mete, 2004, "Russian Financial Crisis of 1998: An Econometric Investigation," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 4, pages 113-122.
• Kenny, Geoff & Ahnert, Henning, 2004, "Quality adjustment of European price statistics and the role for hedonics," Occasional Paper Series, European Central Bank, number 15, May.
• Leroux, Justin & Rizzo, John & Sickles, Robin, 2004, "Health, Mental Health and Labor Productivity: The Role of Self-Reporting Bias," Working Papers, Rice University, Department of Economics, number 2004-09, Jun.
• Marco Castillo & Philip Cross, 2004, "Inferring decision processes from economic experiments," Econometric Society 2004 Australasian Meetings, Econometric Society, number 206, Aug.
• Sophocles Mavroeidis & Kees Jan van Garderen, 2004, "Conditional Inference in Cointegrating Vector Autoregressive Models," Econometric Society 2004 Australasian Meetings, Econometric Society, number 211, Aug.
• Andrew Chesher, 2004, "Identification of sensitivity to variation in endogenous variables," Econometric Society 2004 Australasian Meetings, Econometric Society, number 353, Aug.
• Chi-Young Choi; Ling Hu; Masao Ogaki, 2004, "A Spurious Regression Approach to Estimating Structural Parameters," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 555, Aug.
• Jiro Hodoshima, 2004, "On weak exogeneity of the student's t and elliptical linear regression models," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 601, Aug.
• Changsik Kim, 2004, "Bias Reduced Band Spectrum Least Squares in Fractional," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 798, Aug.
• In Choi & Timothy Chue, 2004, "Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 800, Aug.
• Florencia Gabrielli & George McCandless, 2004, "The Intertemporal Relationship between Money and Prices: Evidence for Argentina," Econometric Society 2004 Latin American Meetings, Econometric Society, number 30, Aug.
• Giovanni Urga & Christian de Peretti, 2004, "Stopping Tests in the Sequential Estimation for Multiple Structural Breaks," Econometric Society 2004 Latin American Meetings, Econometric Society, number 320, Aug.
• Eric JONDEAU & Herve LE BIHAN, 2004, "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 270, Aug.
• Ivana Komunjer & Federico Echenique, 2004, "Testing Models with Multiple Equilibria by Quantile Methods," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 447, Aug.
• Asger Lunde & Peter Reinhard Hansen, 2004, "Realized Variance and IID Market Microstructure Noise," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 526, Aug.
• Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2004, "Some cautions on the use of panel methods for integrated series of macroeconomic data," Econometrics Journal, Royal Economic Society, volume 7, issue 2, pages 322-340, December.
• Grilli, Luca, 2004, "Long-term fixed income market structure," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 332, issue C, pages 441-447, DOI: 10.1016/j.physa.2003.10.019.
• Fernández Aguirre, María Carmen & Garín Martín, María Araceli & Modroño Herrán, Juan Ignacio, 2004, "Motivación de los estudiantes de LE y LADE ante el estudio de la Estadística," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984.