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

2005

• 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(0x60860558), 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, C.E.P.R. Discussion Papers, 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.
• Michael ARTIS & Mathias HOFFMANN & Dilip NACHANE & Juan TORO, 2004, "The detection of hidden periodicities: A comparison of alternative methods," Economics Working Papers, European University Institute, number ECO2004/10.
• Alessandra Iacobucci & Alain Noullez, 2004, "A Frequency Selective Filter for Short-Length Time Series," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2004-05.
• Tukiainen, Janne, 2004, "Access to Computer, Internet and Mobile Phone at Home in Finland, Ireland, Netherlands and Sweden," Discussion Papers, VATT Institute for Economic Research, number 324.
• Sinko, Pekka, 2004, "Progressive Taxation Under Centralised Wage Setting," Discussion Papers, VATT Institute for Economic Research, number 349.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating nonlinear dynamic equilibrium economies: a likelihood approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-1.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-3.
• Talia, Krim, 2004, "The Integration and Efficiency of the Scandinavian Foreign Exchange Market 1873-1914: A Quantitative Analysis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 608, Jun.
• Andrew Chesher, 2004, "Identification of sensitivity to variation in endogenous variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP10/04, Jul.
• Grant Hillier & Federico Martellosio, 2004, "Spatial design matrices and associated quadratic forms: structure and properties," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP16/04, Dec.
• Florencia Gabrielli & George Mc Candless & Josefin Rouillet, 2004, "The Intertemporal Relation Between Money and Prices: Evidence from Argentina," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 41, issue 123, pages 199-215.
• Bellemare, Charles & Kröger, Sabine, 2004, "On Representative Social Capital," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1145, May.
• Heshmati, Almas, 2004, "A Review of Decomposition of Income Inequality," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1221, Jul.
• Heshmati, Almas, 2004, "Data Issues and Databases Used in Analysis of Growth, Poverty and Economic Inequality," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1263, Aug.
• Heshmati, Almas, 2004, "The World Distribution of Income and Income Inequality," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1267, Aug.
• Heshmati, Almas, 2004, "Continental and Sub-Continental Income Inequality," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1271, Aug.
• Heshmati, Almas, 2004, "Regional Income Inequality in Selected Large Countries," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1307, Sep.
• Heitmueller, Axel, 2004, "The Chicken or the Egg? Endogeneity in Labour Market Participation of Informal Carers in England," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1366, Oct.
• Konstantopoulos, Spyros & Constant, Amelie F., 2004, "Gender Differences Across the Earnings Distribution: Evidence from NLS:86 & HSB:92," IZA Discussion Papers, Institute of Labor Economics (IZA), number 1425, Dec.
• Wagner Adolf, 2004, "Statistische Adäquation bei Fortentwicklung der makrökonomischen Wirtschaftstheorie / Statistical Adequacy and the Evolution of Macroeconomic Theory," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 5, pages 612-625, October, DOI: 10.1515/jbnst-2004-0505.
• Vincenzo Atella & Jay Coggins & Federico Perali, 2004, "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, August, DOI: 10.1007/s10888-004-4386-4.
• Daniel A. Griffith, 2004, "Distributional properties of georeferenced random variables based on the eigenfunction spatial filter," Journal of Geographical Systems, Springer, volume 6, issue 3, pages 263-288, October, DOI: 10.1007/s10109-004-0134-3.
• Yee Leung & Jiang-Hong Ma & Michael F. Goodchild, 2004, "A general framework for error analysis in measurement-based GIS Part 1: The basic measurement-error model and related concepts," Journal of Geographical Systems, Springer, volume 6, issue 4, pages 325-354, December, DOI: 10.1007/s10109-004-0141-4.
• Yee Leung & Jiang-Hong Ma & Michael F. Goodchild, 2004, "A general framework for error analysis in measurement-based GIS Part 2: The algebra-based probability model for point-in-polygon analysis," Journal of Geographical Systems, Springer, volume 6, issue 4, pages 355-379, December, DOI: 10.1007/s10109-004-0142-3.
• Yee Leung & Jiang-Hong Ma & Michael F. Goodchild, 2004, "A general framework for error analysis in measurement-based GIS Part 3: Error analysis in intersections and overlays," Journal of Geographical Systems, Springer, volume 6, issue 4, pages 381-402, December, DOI: 10.1007/s10109-004-0143-2.
• Yee Leung & Jiang-Hong Ma & Michael F. Goodchild, 2004, "A general framework for error analysis in measurement-based GIS Part 4: Error analysis in length and area measurements," Journal of Geographical Systems, Springer, volume 6, issue 4, pages 403-428, December, DOI: 10.1007/s10109-004-0144-1.
• Harikesh Nair & Pradeep Chintagunta & Jean-Pierre Dubé, 2004, "Empirical Analysis of Indirect Network Effects in the Market for Personal Digital Assistants," Quantitative Marketing and Economics (QME), Springer, volume 2, issue 1, pages 23-58, March.
• Uwe Cantner & Jens J. Krüger, 2004, "Geroski's Stylized Facts and Mobility of Large German Manufacturing Firms," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 24, issue 3, pages 267-283, May.
• Janecskó, Balázs, 2004, "A Bázel II. belső minősítésen alapuló módszerének közgazdasági-matematikai háttere és a granularitási korrekció elmélete
  [The economic and mathematical background to the Basel II internal ratings-b," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 218-234.
• William Michelson & David Crouse, 2004, "Examining large-scale time-use files through graphic representation," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), volume 1, issue 1, pages 85-100, August.
• Olivier Darne & Laetitia Ripoll-Bresson, 2004, "Exchange rate regime classification and real performances: new empirical evidence," Money Macro and Finance (MMF) Research Group Conference 2003, Money Macro and Finance Research Group, number 21, Sep.
• Hashem Pesaran & Andreas Pick, 2004, "Econometric Issues in the Analysis of Contagion," Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group, number 67, Sep.
• D. S. Poskitt, 2004, "On The Identification and Estimation of Partially Nonstationary ARMAX Systems," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 20/04, Oct.
• Masao Ogaki & Ling Hu & Chi-Young Choi, 2004, "A Spurious Regression Approach to Estimating Structural Parameters," Working Papers, Ohio State University, Department of Economics, number 04-01, Jun.
• Marianne Bertrand & Esther Duflo & Sendhil Mullainathan, 2004, "How Much Should We Trust Differences-In-Differences Estimates?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 119, issue 1, pages 249-275.
• Edmond Hsu & Justine Gibbings, 2004, "Paid Employment participation After Leaving Full-Time Education the First time," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 7, issue 2, pages 275-292, June.
• Nicole Watson & Mark Wooden, 2004, "Sample Attrition in the HILDA Survey," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, volume 7, issue 2, pages 293-308, June.
• Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao, 2004, "Extreme Contagion in Equity Markets," IMF Staff Papers, Palgrave Macmillan, volume 51, issue 2, pages 1-8.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-001, Jan.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-005, Jan.
• Francis X. Diebold, 2004, "The Nobel Memorial Prize for Robert F. Engle," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-010, Feb.
• Aureo de Paula, 2004, "Inference in a Synchronization Game with Social Interactions," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 07-017, Oct, revised 01 May 2007.
• Aureo de Paula, 2004, "Inference in a Synchronization Game with Social Interactions, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 08-032, Oct, revised 25 Aug 2008.
• Tomasz Bojdecki & Luis G. Gorostiza & Anna Talarczyk, 2004, "Sub-fractional Brownian motion and its relation to occupation times," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS376, Jun.
• Yong-Kab Choi, 2004, "Path properties of (N;d)-Gaussian random fields," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS393, Apr.
• Yong-Kab Choi & Hwa-Sang Sung & Kyo-Shin Hwang & Hee-Jin Moon, 2004, "On the Csorgo-Révész increments of finite dimensional Gaussian random fields," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS395, Apr.
• Wei Huang, 2004, "Precise Rates in the Law of the Logarithm in the Hilbert Space," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS396, Apr.
• R. M. Balan & Ioana Schiopu-Kratina, 2004, "Asymptotic Results with Generalized Estimating Equations for Longitudinal data II," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS398, Mar.
• Luis G. Gorostiza & Reyla A. Navarro & Eliane R. Rodrigues, 2004, "Some Long-Range Dependence Processes Arising from Fluctuations of Particle Systems," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS401, Jan.
• T. Bojdecki & Luis G. Gorostiza & A. Talarczyk, 2004, "Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Case of Long-Range Dependence," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS402, Jul.
• Raluca Balan & George Stoica, 2004, "A Weighted Weak Law of Large Numbers for Free Random Variables," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS403, Aug.
• T. Bojdecki & Luis G. Gorostiza & A. Talarczyk, 2004, "Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Cases of Large and Critical Dimensions," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS404, Sep.
• Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon, 2004, "Information flow between volatilities across time scales," MPRA Paper, University Library of Munich, Germany, number 10355, Oct.
• George, Halkos & Ilias, Kevork, 2004, "H Ασυμπτωτική Διακύμανση Στην Εκτίμηση Του Στάσιμου Μέσου Υπό Συνθήκες Αυτοσυσχέτισης
  [Using the asymptotic variance to estimate the stationary mean under autocorrelation]," MPRA Paper, University Library of Munich, Germany, number 33324.
• Degiannakis, Stavros & Xekalaki, Evdokia, 2004, "Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review," MPRA Paper, University Library of Munich, Germany, number 80487.
• 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.

2003

• Brock,W.A. & Durlauf,S.N. & West,K.D., 2003, "Policy evaluation in uncertain economic environments," Working papers, Wisconsin Madison - Social Systems, number 15.
• Maria Helena Lopes Moreira da Veiga, 2003, "Forecasting Volatility Using A Continuous Time Model," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 584.03, Sep.
• Ivan Stoykov & Paraskeva Dimitrova, 2003, "Modelling Firm Activity," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 3-24.
• Strachan, Rodney W, 2003, "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Journal of Business & Economic Statistics, American Statistical Association, volume 21, issue 1, pages 185-195, January.
• Eric Jondeau & Hervé Le Bihan, 2003, "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve)," Working papers, Banque de France, number 103.
• William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003, "Policy Evaluation in Uncertain Economic Environments," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, volume 34, issue 1, pages 235-322.
• Marcello Pericoli & Massimo Sbracia, 2003, "A Primer on Financial Contagion," Journal of Economic Surveys, Wiley Blackwell, volume 17, issue 4, pages 571-608, September, DOI: 10.1111/1467-6419.00205.
• Graziella Caselli & Franco Peracchi & Elisabetta Barbi & Rosa Maria Lipsi, 2003, "Differential Mortality and the Design of the Italian System of Public Pensions," LABOUR, CEIS, volume 17, issue s1, pages 45-78, August, DOI: 10.1111/1467-9914.17.specialissue.3.
• T. Panagiotidis & G. Pelloni & W. Polasek, 2003, "Macroeconomic Effects of Reallocation Shocks: A Generalised Impulse Reponse Function Analysis for Three European Countries," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number 505.
• Theodore Panagiotidisa & Gianluigi Pellonib & Wolfgang Polasekc, 2003, "Macroeconomic Effects of Reallocation Shocks:A generalised impulse response function analysis for three European countries," Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-06, Jan.
• Theodore Panagiotidisa & Gianluigi Pellonib & Wolfgang Polasekc, 2003, "Macroeconomic Effects of Reallocation Shocks:A generalised impulse response function analysis for three European countries," Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University, number 03-06, Jan.
• Catherine Refait-Alexandre, 2003, "La multibancarité des entreprises. Choix du nombre de banques et choix du nombre de banques principales," Revue économique, Presses de Sciences-Po, volume 54, issue 3, pages 649-661.
• Francisco Horácio P. Oliveira & Frederico G. Jayme Jr. & Mauro B. Lemos, 2003, "Increasing returns to scale and international diffusion of technology: an empirical study for Brazil (1976-2000)," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number td211, Jul.
• Wolfgang Haerdle & Oliver Linton & Qihua Wang, 2003, "Semiparametric Regression Analysis under Imputation for Missing Response Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 454, May.
• BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen, 2003, "Multivariate GARCH models: a survey," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003031, Apr.
• Siebert, Ralph, 2003, "Learning by Doing and Multiproduction Effects Over the Life Cycle: Evidence from the Semiconductor Industry," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3734, Feb.
• Taylor, Mark, 2003, "Is Official Exchange Rate Intervention Effective?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3758, Feb.
• Timmermann, Allan & Elliott, Graham & Komunjer, Ivana, 2003, "Estimating Loss Function Parameters," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3821, Mar.
• Maurel, Mathilde & Koukhartchouk, Oxana, 2003, "Accession to the WTO and EU Enlargement: What Potential for Trade Increase?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3944, Jun.
• Lippi, Marco & Reichlin, Lucrezia & Forni, Mario, 2003, "Opening the Black Box: Structural Factor Models versus Structural VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4133, Dec.
• Insik Min & Sheng jang Sheu & Zijun Wang, 2003, "A Monte Carlo Comparison of Various Semiparametric Type-3 Tobit Estimators," Annals of Economics and Finance, Society for AEF, volume 4, issue 1, pages 125-136, May.
• Peter C.B. Phillips, 2003, "Laws and Limits of Econometrics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1397, Feb.
• Donald W.K. Andrews, 2003, "Cross-section Regression with Common Shocks," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1428, Jun.