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

2003

• 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 I, 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, C.E.P.R. Discussion Papers, 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.
• Peter Mawson, 2002, "Measuring Economic Growth in New Zealand," Treasury Working Paper Series, New Zealand Treasury, number 02/14, Sep.
• B. M. Golam Kibria & A.K.Md. E. Saleh, 2002, "Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS364, Mar.
• Ricardas Zitikis, 2002, "Analysis Of Indices Of Economic Inequality From A Mathematical Point Of View," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS366, Jul.
• William A. Massey & Raj Srinivasan, 2002, "Steady State Analysis and Heavy Traffic Limits for Regulated Markov Chains," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS374, Jun.
• Matias Salibian-Barrera & Ruben H. Zamar, 2002, "Uniform asymptotics for robust location estimates when the scale is unknown," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS375, Jun.
• bouoiyour, jamal & bennaghmouch, Saloua, 2002, "Capital humain et croissance économique au Maroc
  [Human Capital and Economic Growth in Morocco]," MPRA Paper, University Library of Munich, Germany, number 29163, Sep.
• Halkos, George & Kevork, Ilias, 2002, "Confidence intervals in stationary autocorrelated time series," MPRA Paper, University Library of Munich, Germany, number 31840.

2001

• Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2001, "Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test," Center Discussion Papers, Yale University, Economic Growth Center, number 28420, DOI: 10.22004/ag.econ.28420.
• Andrew Chesher, 2001, "Exogenous impact and conditional quantile functions," CeMMAP working papers, Institute for Fiscal Studies, number 01/01, Aug, DOI: 10.1920/wp.cem.2001.0101.
• Dinko Dimitrov, 2001, "Fuzzy Preferences, Liberalism and Non-discrimination," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 63-76.
• Marcello Pericoli & Massimo Sbracia, 2001, "A Primer on Financial Contagion," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 407, Jun.
• Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia, 2001, "Correlation Analysis of Financial Contagion: What One Should Know before Running a Test," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 408, Jun.
• Hyslop, Dean R & Imbens, Guido W, 2001, "Bias from Classical and Other Forms of Measurement Error," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 4, pages 475-481, October.
• Morten O. Ravn & Harald Uhlig, 2001, "On Adjusting the HP-Filter for the Frequency of Observations," CESifo Working Paper Series, CESifo, number 479.
• Cepii & Cepremap, 2001, "MARMOTTE : a Multinational Model," Working Papers, CEPII research center, number 2001-15, Dec.
• Taylor, Mark & Peel, David & Sarno, Lucio, 2001, "Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2658, Jan.
• Taylor, Mark & Sarno, Lucio, 2001, "Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2690, Feb.
• Strozzi, Chiara & Pistoresi, Barbara, 2001, "Rent Sharing in Wage Determination: Evidence from Italy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2939, Sep.
• White, Halbert & Timmermann, Allan & Sullivan, Ryan, 2001, "Forecast Evaluation with Shared Data Sets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3060, Nov.
• Offer Lieberman, 2001, "Penalised Maximum Likelihood Estimation for Fractional Guassian Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1348, Dec.
• F. Comte & Offer Lieberman, 2001, "Asymptotic Theory for Multivariate GARCH Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1349, Dec.
• Pierre Perron & Cosme Vodounou, 2001, "Asymptotic approximations in the near-integrated model with a non-zero initial condition," Econometrics Journal, Royal Economic Society, volume 4, issue 1, pages 1-42.
• Alok Bhargava, 2001, "Stochastic specification and the international GDP series," Econometrics Journal, Royal Economic Society, volume 4, issue 2, pages 1-7.
• Bhargava, Alok & Jamison, Dean T. & Lau, Lawrence J. & Murray, Christopher J. L., 2001, "Modeling the effects of health on economic growth," Journal of Health Economics, Elsevier, volume 20, issue 3, pages 423-440, May.
• Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia, 2001, "Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test," Working Papers, Economic Growth Center, Yale University, number 822, Apr.
• William A. Brock & Cars H. Hommes, 2001, "A Rational Route to Randomness," Chapters, Edward Elgar Publishing, chapter 16, in: W. D. Dechert, "Growth Theory, Nonlinear Dynamics and Economic Modelling".
• Sullström, Risto & Riihelä, Marja & Tuomala, Matti, 2001, "What Lies Behind the Unprecedented Increase in Income Inequality in Finland During the 1990's," Discussion Papers, VATT Institute for Economic Research, number 247.
• Sinko, Pekka, 2001, "Unemployment Insurance with Limited Duration and Variable Replacement Ratio - Effects on Optimal Search," Discussion Papers, VATT Institute for Economic Research, number 253.
• Greene, W., 2001, "Fixed and Random Effects in Nonlinear Models," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 01-01.
• Greene, W., 2001, "Estimating Econometric Models with Fixed Effects," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 01-10.
• Coondoo, D. & Majumder, A. & Ray, E,, 2001, "On the Method of Calculating Regional Prices Differentials with Illustrative Evidence from India," Papers, Tasmania - Department of Economics, number 2001-09.
• Grilli, V., 1988, "Seigniorage In Europe," Papers, Yale - Economic Growth Center, number 565.
• Doumpos, Michael & Zopounidis, Constantin, 2001, "On the use of multicriteria classification methods: A simulation study," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), volume 0, issue 2, pages 37-49, November.
• Emmanuel Flachaire, 2001, "Les méthodes du bootstrap dans les modèles de régression," Post-Print, HAL, number halshs-00175894.
• Taylor, Mark P & Peel, David A & Sarno, Lucio, 2001, "Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 42, issue 4, pages 1015-1042, November.
• Andrew Chesher, 2001, "Exogenous impact and conditional quantile functions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP01/01, Aug.
• GARCIA,René & LUGER, Richard & RENAULT, Éric, 2001, "Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-10.
• DUFOUR, Jean-Marie, 2001, "Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-15.
• EHLERS, Lars & KLAUS, Bettina, 2001, "Probabilistic Assignments of Identical Indivisible Objects and Uniform Probabilistic Rules," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-27.
• Garcia, R. & Luger, R. & Renault, E., 2001, "Empirical Assessment of an Intertemporal option Pricing Model with Latent variables," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-10.
• Dufour, J.M., 2001, "Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-15.
• Ehlers, L. & Klaus, B., 2001, "Probabilistic Assignements of Identical Indivisible Objects and Uniform Probabilistic Rules," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-27.
• Peter Spirtes & Clark Glymour & Richard Scheines, 2001, "Causation, Prediction, and Search, 2nd Edition," MIT Press Books, The MIT Press, number 0262194406, edition 1, ISBN: ARRAY(0x680c6290), December.
• J.-Y. Fournier & P. Givord, 2001, "Decreasing participation rates for old and young people in France," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2001-16.
• D. Coondoo & A. Majumder & R. Ray, 2001, "On a Method of Calculating Regional Price Differentials with Illustrative Evidence from India," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2001-06, May.
• Michael W. Brandt & Francis X. Diebold, 2001, "A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 03-013, Sep, revised 01 Apr 2003.
• Donald A. Dawson & Zenghu Li & Hao Wang, 2001, "Superprocesses with Dependent Spatial Motion and General Branching Densities," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS346, Jan.
• Yiqiang Q. Zhao, & Wei Li & W. John Braun, 2001, "Censoring, Factorizations, and Spectral Analysis for Transition Matrices with Block-Repeating Entries," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS355, Jun.
• Michael A. Kouritzin & Hongwei Long, 2001, "Convergence Of Markov Chain Approximations To Stochastic Reaction Diffusion Equations," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS361, Jan.
• Donald A. Dawson & Luis G. Gorostiza, 2001, "Non-local Branching Superprocesses and Some Related Models," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS363, Jan.
• Susana Rubin-Bleuer & Ioana Schiopu Kratina, 2001, "On the two-phase framework for joint model and design-based inference," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS382, Jan.
• Skribans, Valerijs, 2001, "Būvniecības tirgus novērtēšana jaunās ekonomikas apstākļos
  [Construction economy analysis in the new economic]," MPRA Paper, University Library of Munich, Germany, number 16363.
• George J. Jiang and Pieter J. van der Sluis, 2001, "Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model," Computing in Economics and Finance 2001, Society for Computational Economics, number 16, Apr.
• A. A. Perez Jr. and J. M. P. Moser, 2001, "Empirical analysis of the emerging Brazilian stock market: scaling and volatility," Computing in Economics and Finance 2001, Society for Computational Economics, number 174, Apr.
• William Greene, 2001, "Fixed and Random Effects in Nonlinear Models," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 01-01.
• William Greene, 2001, "Estimating Econometric Models With Fixed Effects," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 01-10.
• Jeff Borland & Joe Hirschberg & Jenny Lye, 2001, "Data reduction of discrete responses: an application of cluster analysis," Applied Economics Letters, Taylor & Francis Journals, volume 8, issue 3, pages 149-153, DOI: 10.1080/13504850150504496.
• Frank Reinhardt & David Giles, 2001, "Are cigarette bans really good economic policy?," Applied Economics, Taylor & Francis Journals, volume 33, issue 11, pages 1365-1368, DOI: 10.1080/00036840010007489.
• Thanasis Stengos & Yiguo Sun, 2001, "A Consistent Model Specification Test For A Regression Function Based On Nonparametric Wavelet Estimation," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 41-60, DOI: 10.1081/ETC-100104079.
• Marja Riihelä & Risto Sullström & Matti Tuomala, 2001, "What Lies Behind the Unprecedented Increase in Income Inequality in Finland During the 1990's," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 0102, May.
• Marja Riihelä & Risto Sullström & Matti Tuomala, 2001, "On Economic Poverty in Finland in the 1990s," Working Papers, Tampere University, Faculty of Management and Business, Economics, number 0109, Dec.
• Abadir, K.M. & Magnus, J.R., 2001, "Notation in Econometrics : A Proposal for a Standard," Discussion Paper, Tilburg University, Center for Economic Research, number 2001-8.
• Abadir, K.M. & Magnus, J.R., 2001, "Notation in Econometrics : A Proposal for a Standard," Other publications TiSEM, Tilburg University, School of Economics and Management, number cf61fb49-7e25-4117-afa9-4.
• Christophe Croux & Mario Forni & Lucrezia Reichlin, 2001, "A Measure Of Comovement For Economic Variables: Theory And Empirics," The Review of Economics and Statistics, MIT Press, volume 83, issue 2, pages 232-241, May.
• Christophe Croux & Mario Forni & Lucrezia Reichlin, 2001, "A measure of co-movement for economic variables: theory and empirics," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10139, May.
• Benedikt M. Pötscher, 2001, "Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0203, Nov.
• Andrew Chesher, 2001, "Exogenous impact and conditional quantile functions," Econometrics, University Library of Munich, Germany, number 0108001, Aug.
• Ignacio Díaz-Emparanza & Alexandra M.Espinosa, 2001, "Immigrants In Spain: Skills Acquisition And Development. A Regional Study," Labor and Demography, University Library of Munich, Germany, number 0111002, Nov, revised 24 Sep 2002.
• Alessandro Cigno, & Luca Casolaro & Furio C. Rosati, 2001, "The Role of Social Security in Household Decisions: VAR Estimates of Saving and Fertility Behaviour in Germany," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp07_01, Jul.
• Jaschke, Stefan R., 2001, "The Cornish-Fisher-Expansion in the context of Delta - Gamma - Normal approximations," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,54.

2000

• Peter Winker & Jenny Li, 2000, "Time Series Simulation With Quasi-Monte Carlo Methods," Computing in Economics and Finance 2000, Society for Computational Economics, number 151, Jul.
• Leopold Simar & Paul Wilson, 2000, "A general methodology for bootstrapping in non-parametric frontier models," Journal of Applied Statistics, Taylor & Francis Journals, volume 27, issue 6, pages 779-802, DOI: 10.1080/02664760050081951.
• Jiang, G.J. & van der Sluis, P.J., 2000, "Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-36.
• Jiang, G.J. & van der Sluis, P.J., 2000, "Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates," Other publications TiSEM, Tilburg University, School of Economics and Management, number c0839083-c128-4a3f-a2c5-f.
• Massimo Bernaschi & Luca Grilli & Livio Marangio & Sauro Succi & Davide Vergni, 2000, "Statistical characterisation of Fixed Income market efficiency," Quaderni DSEMS, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia, number qiac03-2000, May.
• Ernesto Ponsot Balaguer & Víctor Márquez, 2000, "A linear programming production model integrated in a computerized sustem of industrial production, inventories and sales," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 25, issue 16, pages 73-90, January-D.
• Théophile AZOMAHOU & Agénor LAHATTE, 2000, "On the Inconsistency of the Ordinary Least Squares Estimator for Spatial Autoregressive Processes," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2000-12.
• Pilar Rivera & Albert Satorra, 2000, "Country effects in ISSP-1993 environmental data: Comparison of SEM approaches," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 458, Jan.