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

2004

• 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, IZA Network @ LISER, number 1145, May.
• Heshmati, Almas, 2004, "A Review of Decomposition of Income Inequality," IZA Discussion Papers, IZA Network @ LISER, number 1221, Jul.
• Heshmati, Almas, 2004, "Data Issues and Databases Used in Analysis of Growth, Poverty and Economic Inequality," IZA Discussion Papers, IZA Network @ LISER, number 1263, Aug.
• Heshmati, Almas, 2004, "The World Distribution of Income and Income Inequality," IZA Discussion Papers, IZA Network @ LISER, number 1267, Aug.
• Heshmati, Almas, 2004, "Continental and Sub-Continental Income Inequality," IZA Discussion Papers, IZA Network @ LISER, number 1271, Aug.
• Heshmati, Almas, 2004, "Regional Income Inequality in Selected Large Countries," IZA Discussion Papers, IZA Network @ LISER, number 1307, Sep.
• Heitmueller, Axel, 2004, "The Chicken or the Egg? Endogeneity in Labour Market Participation of Informal Carers in England," IZA Discussion Papers, IZA Network @ LISER, number 1366, Oct.
• Konstantopoulos, Spyros & Constant, Amelie F., 2004, "Gender Differences Across the Earnings Distribution: Evidence from NLS:86 & HSB:92," IZA Discussion Papers, IZA Network @ LISER, 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-based method and the theory of granularity correcti," 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, Centre for Economic Policy Research, number 3734, Feb.
• Taylor, Mark, 2003, "Is Official Exchange Rate Intervention Effective?," CEPR Discussion Papers, Centre for Economic Policy Research, number 3758, Feb.
• Timmermann, Allan & Elliott, Graham & Komunjer, Ivana, 2003, "Estimating Loss Function Parameters," CEPR Discussion Papers, Centre for Economic Policy Research, number 3821, Mar.
• Maurel, Mathilde & Koukhartchouk, Oxana, 2003, "Accession to the WTO and EU Enlargement: What Potential for Trade Increase?," CEPR Discussion Papers, Centre for Economic Policy Research, number 3944, Jun.
• Lippi, Marco & Reichlin, Lucrezia & Forni, Mario, 2003, "Opening the Black Box: Structural Factor Models versus Structural VARs," CEPR Discussion Papers, Centre for Economic Policy Research, 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.
• Brown, Sarah & Lisa Farrell & Mark N Harris, 2003, "Who are the Self-employed? A New Approach," Royal Economic Society Annual Conference 2003, Royal Economic Society, number 31, Jun.
• Peter C. B. Phillips, 2003, "Laws and Limits of Econometrics," Economic Journal, Royal Economic Society, volume 113, issue 486, pages 26-52, March.
• Nair, Harikesh S. & Chintagunta, Pradeep & Dube, Jean-Pierre, 2003, "Empirical Analysis of Indirect Network Effects in the Market for Personal Digital Assistants," Research Papers, Stanford University, Graduate School of Business, number 1948, Oct.
• Hall, Alastair R. & Inoue, Atsushi, 2003, "The large sample behaviour of the generalized method of moments estimator in misspecified models," Journal of Econometrics, Elsevier, volume 114, issue 2, pages 361-394, June.
• Garcia, Rene & Luger, Richard & Renault, Eric, 2003, "Empirical assessment of an intertemporal option pricing model with latent variables," Journal of Econometrics, Elsevier, volume 116, issue 1-2, pages 49-83.
• Sullivan, Ryan & Timmermann, Allan & White, Halbert, 2003, "Forecast evaluation with shared data sets," International Journal of Forecasting, Elsevier, volume 19, issue 2, pages 217-227.
• Hardle, Wolfgang & Linton, Oliver & Wang, Qihua, 2003, "Semiparametric regression analysis under imputation for missing response data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2206, May.
• Sándor, Z. & Wedel, M., 2003, "Differentiated Bayesian Conjoint Choice Designs," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2003-016-MKT, Apr.
• António Caleiro, 2003, "Subjective Versus Objective Economic Measures, A fuzzy logic exercise," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 11_2003.
• Alessandra Iacobucci, 2003, "Spectral Analysis for Economic Time Series," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2003-07.
• Pekkala, Sari, 2003, "Is Little Brother Nothing but Trouble?: Educational Attainment, Returns to Schooling and Sibling Structure," Discussion Papers, VATT Institute for Economic Research, number 302.
• Pekkala, Sari, 2003, "What Draws People to Urban Growth Centers: Jobs vs. Pay?," Discussion Papers, VATT Institute for Economic Research, number 310.
• Hämäläinen, Kari, 2003, "Education and Unemployment: State Dependence in Unemployment Among Young People in the 1990s," Discussion Papers, VATT Institute for Economic Research, number 312.
• Sinko, Pekka, 2003, "Subsidizing vs. Experience Rating of Unemployment Insurance in Unionized Labor Markets," Discussion Papers, VATT Institute for Economic Research, number 319.
• Kyyrä, Tomi & Korkeamäki, Ossi, 2003, "Explaining Gender Wage Differentials: Findings from a Random Effects Model," Discussion Papers, VATT Institute for Economic Research, number 320.
• Barbara Pistoresi & Chiara Strozzi, 2003, "Rent Sharing and Bargaining Levels: Evidence from Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 62, issue 2, pages 145-170, October.
• Michael Louis George, 2003, "Method For Determining And Eliminating The Drivers Of Non-Value Added Cost Due To Product Complexity And Process Parameters," Working Papers, Institute of Business Entropy, number 0626, Jun.
• Jonsson, Robert, 2003, "On the problem of optimal inference for time heterogeneous data with error components regression structure," Working Papers in Economics, University of Gothenburg, Department of Economics, number 110, Oct.
• Mr. Luis Catão & Mr. Allan Timmermann, 2003, "Country and Industry Dynamics in Stock Returns," IMF Working Papers, International Monetary Fund, number 2003/052, Mar.
• Se Kyu Choi-Ha & Luis Felipe Lagos, 2003, "El Dinero como Indicador Líder," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 40, issue 120, pages 259-283.
• Jenny Li & Peter Winker, 2003, "Time Series Simulation with Quasi Monte Carlo Methods," Computational Economics, Springer;Society for Computational Economics, volume 21, issue 1, pages 23-43, February, DOI: 10.1023/A:1022289509702.
• Jenny X. Li & Peter Winker, 2003, "Time Series Simulation with Quasi Monte Carlo Methods," Computational Economics, Springer;Society for Computational Economics, volume 21, issue 1_2, pages 23-43, February.
• Theodore Panagiotidis & Gianluigi Pelloni, 2003, "Macroeconomic Effects of Reallocation Shocks: A generalised impulse response function analysis for three European countries," Discussion Paper Series, Department of Economics, Loughborough University, number 2003_15, Dec, revised Dec 2003.
• Sarah Brown & Lisa Farrell & Mark N. Harris, 2003, "Who are the Self-employed? A New Approach," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/03, May.
• B.P.M. McCabe & G.M. Martin & A.R. Tremayne, 2003, "Persistence and Nonstationary Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/03, Sep.
• William A. Brock & Steven N. Durlauf & Kenneth D. West, 2003, "Policy Evaluation in Uncertain Economic Environments," NBER Working Papers, National Bureau of Economic Research, Inc, number 10025, Oct.
• Stehpen Hall, 2003, "Measuring the Correlation of Shocks between the UK and the Core of Europe," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 213, Mar.
• Juan Francisco Castro & Roddy Rivas-Llosa (ed.), 2003, "Econometría aplicada," Books, Fondo Editorial, Universidad del Pacífico, number 03-01, edition 1.
• Juan Francisco Castro & Roddy Rivas-Llosa, 2003, "Introducción a Econometrics Views," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 1, in: Juan Francisco Castro & Roddy Rivas-Llosa, "Econometría aplicada".
• Juan Francisco Castro & Roddy Rivas-Llosa, 2003, "Comenzando a trabajar," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 2, in: Juan Francisco Castro & Roddy Rivas-Llosa, "Econometría aplicada".
• Juan Francisco Castro & Roddy Rivas-Llosa, 2003, "Programación en Econometric Views," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 3, in: Juan Francisco Castro & Roddy Rivas-Llosa, "Econometría aplicada".
• Juan Francisco Castro & Roddy Rivas-Llosa, 2003, "Selección de variables en el modelo inicial," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 4, in: Juan Francisco Castro & Roddy Rivas-Llosa, "Econometría aplicada".
• Juan Francisco Castro & Roddy Rivas-Llosa, 2003, "Quiebre estructural," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 5, in: Juan Francisco Castro & Roddy Rivas-Llosa, "Econometría aplicada".
• Juan Francisco Castro & Roddy Rivas-Llosa, 2003, "Perturbaciones no esféricas," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 6, in: Juan Francisco Castro & Roddy Rivas-Llosa, "Econometría aplicada".
• Juan Francisco Castro & Roddy Rivas-Llosa, 2003, "Predicción," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 7, in: Juan Francisco Castro & Roddy Rivas-Llosa, "Econometría aplicada".
• Juan Francisco Castro & Roddy Rivas-Llosa, 2003, "Regresores estocásticos y sistemas de ecuaciones," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 8, in: Juan Francisco Castro & Roddy Rivas-Llosa, "Econometría aplicada".
• Juan Francisco Castro & Roddy Rivas-Llosa, 2003, "¿Es este el fin de la historia?," Chapters of Books, Fondo Editorial, Universidad del Pacífico, chapter 9, in: Juan Francisco Castro & Roddy Rivas-Llosa, "Econometría aplicada".
• R.M. Balan, 2003, "A Strong Invariance Principle for Associated Random Fields," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS390, Oct.
• Hao Yu, 2003, "Hierarchical equilibria of branching populations," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS391, Jan.
• Žan Oplotnik, 2003, "Bank of slovenia adjustment policy to surges in capital flows," Prague Economic Papers, Prague University of Economics and Business, volume 2003, issue 3, pages 217-232, DOI: 10.18267/j.pep.215.
• Ling Yin & George K. Zestos, 2003, "Economic Convergence in the European Union," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 18, pages 188-213.
• Gianluigi Pelloni & Theodore Panagiotidis, 2003, "Macroeconomic Effects of Reallocation Shock: A Generalished Impulse Response Function Analysis for Three European Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 18, pages 794-816.
• Sergio Destefanis & Vania Sena, 2003, "Public Capital and Total Factor Productivity. New Evidence from the Italian Regions," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 73, Jul.
• Cees Diks, 2003, "The correlation dimension of returns with stochastic volatility," Computing in Economics and Finance 2003, Society for Computational Economics, number 180, Aug.
• Gary S. Anderson, 2003, "Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models," Computing in Economics and Finance 2003, Society for Computational Economics, number 250, Aug.
• gary anderson, 2003, "Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies," Computing in Economics and Finance 2003, Society for Computational Economics, number 279, Aug.
• Nathan L. Joseph & Gilles Daniel & David S. Bree, 2003, "Goodness-of-fit of the Heston model," Computing in Economics and Finance 2003, Society for Computational Economics, number 281, Aug.
• Christian Dreger & Christian Schumacher, 2003, "Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 139, issue 1, pages 41-53, March.
• David Wadley & Phillip Smith, 2003, "Straightening up shift-share analysis," The Annals of Regional Science, Springer;Western Regional Science Association, volume 37, issue 2, pages 259-261, May, DOI: 10.1007/s001680300124.
• Lars Ehlers & Bettina Klaus, 2003, "Probabilistic assignments of identical indivisible objects and uniform probabilistic rules," Review of Economic Design, Springer;Society for Economic Design, volume 8, issue 3, pages 249-268, October, DOI: 10.1007/s10058-003-0101-3.
• Rutger van Oest & Philip Hans Franses, 2003, "Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-079/4, Oct.
• Bellemare, C. & Kroger, S., 2003, "On Representative Trust," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-47.
• Magnus, J.R. & Sinha, A.K., 2003, "On Theil's Errors," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-18.
• Bellemare, C. & Kroger, S., 2003, "On Representative Trust," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5b4c2638-b100-4442-8afa-5.
• Magnus, J.R. & Sinha, A.K., 2003, "On Theil's Errors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9a72cd04-4426-470c-8ac1-b.
• Juan Antonio Duro, 2003, "Factor decomposition of spatial income inequality: a revision," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea0302, Feb.
• Eric JONDEAU & Hervé LE BIHAN, 2003, "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")," Econometrics, University Library of Munich, Germany, number 0303004, Mar.
• Eric JONDEAU & Herve LE BIHAN, 2003, "ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")," Econometrics, University Library of Munich, Germany, number 0303006, Mar.
• Alejandro Diaz-Bautista & Ramon A. Castillo Ponce, 2003, "Testing for Unit Roots: Mexico's GDP," Econometrics, University Library of Munich, Germany, number 0306007, Jun.
• Alessandro Cigno, 2003, "The Political Economy of Intergenerational Cooperation," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp05_03, May.
• Sara Borelli & Federico Perali, 2003, "Drug Consumption and Intra-Household Distribution of Resources: The Case of Qat in an African Society," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp06_03, Jun.
• Carlos Arias & Vincenzo Atella & Raffaella Castagnini & Federico Perali, 2003, "Estimation of the Sharing Rule between Adults and Children and Related Equivalence Scales within a Collective Consumption Framework," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp07_03, Jul.
• Zan Oplotnik, 2003, "Eligibility Assessment of the Bank of Slovenia’s Adjustment Policy to Surges in Capital Flows," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 6, issue 1-2, pages 83-102, May - Nov.
• Caleiro, António, 2003, "Subjective Versus Objective Economic Measures. A fuzzy logic exercise," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 142693.
• Bellemare, Charles & Kröger, Sabine, 2003, "On Representative Trust," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,24.
• Bellemare, Charles & Kröger, Sabine, 2003, "On Representative Trust," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,27.

2002

• Konstantinos Drakos, 2002, "Common Factors in Eurocurrency Rates: A Dynamic Analysis," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 17, pages 164-184.
• Gianluigi Coppola & Maria Rosaria Garofalo & Fernanda Mazzotta, 2002, "Industrial Localisation and Economic Development. A Case Study," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 71, Sep.
• Paul Lynch & Nigel Allinson, 2002, "Statistical analysis of the implied volatility derivative," Computing in Economics and Finance 2002, Society for Computational Economics, number 264, Jul.
• Fabrizio Lillo & Rosario N. Mantegna, 2002, "Empirical investigation and modeling of a financial market after a crash," Computing in Economics and Finance 2002, Society for Computational Economics, number 339, Jul.
• Marc Yor & Dilip B. Madan & Hélyette Geman, 2002, "Stochastic volatility, jumps and hidden time changes," Finance and Stochastics, Springer, volume 6, issue 1, pages 63-90.
• Marcus Berliant & Sami Dakhlia, 2002, "Sensitivity analysis for applied general equilibrium models in the presence of multiple Walrasian equilibria," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 19, issue 3, pages 459-476.
• Buly A Cardak & James Ted McDonald, 2002, "Neighbourhood Effects, Preference Heterogeneity and Immigrant Educational Attainment," Working Papers, School of Economics, La Trobe University, number 2002.02.
• George G.Djolov, 2002, "Nota técnica 2: An equal Variance Test," Estudios de Economia, University of Chile, Department of Economics, volume 29, issue 2 Year 20, pages 327-339, December.
• Massimo Bernaschi & Luca Grilli & Davide Vergni, 2002, "Statistical analysis of fixed income market," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number lg_physa_2002, May, DOI: 10.1016/S0378-4371(02)00590-3.
• Piotr Kokoszka & Michael Wolf, 2002, "Subsampling the mean of heavy-tailed dependent observations," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 600, Feb.
• Díaz-Emparanza, Ignacio & Espinosa, Alexandra M., 2002, "Immigrants in Spain: skills acquisition and development. A regional study," ERSA conference papers, European Regional Science Association, number ersa02p119, Aug.
• William C. Horrace, 2002, "Selection Procedures for Order Statistics in Empirical Economic Studies," Econometrics, University Library of Munich, Germany, number 0206005, Jun.
• Luis Vildosola, 2002, "Circular Variable Work In Process," Macroeconomics, University Library of Munich, Germany, number 0203004, Mar.
• K. Tobias Winther, 2002, "Value Creation and Profit Optimization," Microeconomics, University Library of Munich, Germany, number 0206001, Jun, revised 08 Dec 2003.
• Vincenzo Atella & J. Coggins & Federico Perali, 2002, "Aversion to inequality in Italy and its determinants," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp03_03, Nov.
• Graziella Caselli & Franco Peracchi & Elisabetta Barbi & Rosa Maria Lipsi, 2002, "Differential Mortality And The Design Of The Italian System Of Public Pensions," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp07_02, Jan.
• Paas, Tiiu, 2002, "Gravity approach for exploring Baltic Sea regional integration in the field of international trade," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 180.
• Wang, Qihua & Härdle, Wolfgang & Linton, Oliver, 2002, "Semiparametric regression analysis under imputation for missing response data," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,6.
• Luca DE BENEDICTIS & Massimo TAMBERI, 2002, "A note on the Balassa Index of Revealed Comparative Advantage," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 158, Jan.
• Luca DE BENEDICTIS & Massimo TAMBERI, 2002, "Il modello di specializzazione italiano: normalita' e asimmetria," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 160, Feb.
• Christopher F Baum, 2002, "Facilitating Applied Economic Research with Stata," Boston College Working Papers in Economics, Boston College Department of Economics, number 531, Jan.
• José Miguel Sales Civera, 2002, "La valoración de empresas asociativas agrarias: una aplicación de la metodología analógico-bursátil," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 41, pages 213-234, August.
• Marie-Gabriel Foggea & Pierre Villa, 2002, "Le concept de coût d'usage Putty-Clay des biens durables," Working Papers, CEPII research center, number 2002-09, Sep.
• Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2002, "Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion," CEPR Discussion Papers, Centre for Economic Policy Research, number 3310, Apr.
• Coccia Mario & Rolfo Secondo, 2002, "Size and research performance: Analysis of the Italian National Research Council," 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 200205, Jun.
• Offer Lieberman & Judith Rousseau & David M. Zucker, 2002, "Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1351, Jan.
• Donald W.K. Andrews & Offer Lieberman, 2002, "Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1361, Apr.
• Karim M. Abadir & Jan R. Magnus, 2002, "Notation in econometrics: a proposal for a standard," Econometrics Journal, Royal Economic Society, volume 5, issue 1, pages 76-90, June.
• Bossert, Walter & Sprumont, Yves & Suzumura, Kotaro, 2002, "Upper semicontinuous extensions of binary relations," Journal of Mathematical Economics, Elsevier, volume 37, issue 3, pages 231-246, May.
• Bernaschi, Massimo & Grilli, Luca & Vergni, Davide, 2002, "Statistical analysis of fixed income market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 308, issue 1, pages 381-390, DOI: 10.1016/S0378-4371(02)00590-3.
• Liudas Giraitis & George Kapetanios & Simon Price, 2012, "Adaptive Forcasting in the Presence of Recent and Ongoing Structural Change," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2012-14, Mar.
• Sullström, Risto & Riihelä, Marja & Tuomala, Matti, 2002, "On Economic Poverty in Finland in the 1990s," Discussion Papers, VATT Institute for Economic Research, number 264.
• Hämäläinen, Kari & Böckerman, Petri, 2002, "Regional Labour Market Dynamics, Housing and Migration," Discussion Papers, VATT Institute for Economic Research, number 284.
• Georgescu, Vasile, 2002, "Chi-Squared-Based Vs. Entropy-Based Mechanisms For Building Fuzzy Discretizers, Inducers And Classifiers," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 1, pages 3-27, May.
• Walter Bossert & Yves Sprumont & Kotaro Suzumura, 2002, "Upper Semicontinuous Extensions of Binary Relations," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number a423, Jan.
• Mr. James Y. Yao & Mr. Jorge A Chan-Lau & Mr. Donald J Mathieson, 2002, "Extreme Contagion in Equity Markets," IMF Working Papers, International Monetary Fund, number 2002/098, May.
• Rock-Antoine Mehanna & Hannarong Shamsub, 2002, "Who Is Benefiting The Most From Nafta? An Intervention Time Series Analysis," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 27, issue 2, pages 69-79, December.
• Uwe Cantner & Jens J. Krüger, 2002, "Geroski's Stylized Facts and Mobility in Large German Manufacturing Firms," Working Paper Series B, Friedrich Schiller University of Jena, School of of Economics and Business Administration, number 2002-03, Sep.
• Janecskó, Balázs, 2002, "Portfóliószemléletű hitelkockázat szimulációs meghatározása
  [Simulated determination of credit risk in portfolio terms]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 664-676.
• Buly A Cardak & James Ted McDonald, 2002, "Neighbourhood Effects, Preference Heterogeneity and Immigrant Educational Attainment," Working Papers, School of Economics, La Trobe University, number 2002.02.
• Paul Contoyannis & Andrew M. Jones & Nigel Rice, 2002, "Simulation-based Inference in Dynamic Panel Probit Models: an Application to Health," Department of Economics Working Papers, McMaster University, number 2002-12, Dec.
• BOSSERT, Walter & SPRUMONT, Yves & SUZUMURA, Kotaro, 2002, "Upper Semicontinuous Extensions of Binary Relations," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2002-01.
• David S. Lee, 2002, "Trimming for Bounds on Treatment Effects with Missing Outcomes," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0277, Jun.
• Alberto Abadie & Guido W. Imbens, 2002, "Simple and Bias-Corrected Matching Estimators for Average Treatment Effects," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0283, Oct.
• Marianne Bertrand & Esther Duflo & Sendhil Mullainathan, 2002, "How Much Should We Trust Differences-in-Differences Estimates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8841, Mar.