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

2000

• Dario Villani & Andrei E. Ruckenstein, 2000, "Looking Forward to Pricing Options from Binomial Trees," Finance, University Library of Munich, Germany, number 0004009, Aug.
• Jay S. Coggins & Federico Perali, 2000, "Voting For Equity: Estimating Society'S Preferences Toward Inequality," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp04_00, Dec.
• Daniela Del Boca & R.Ribero, 2000, "The Effect of Child Support Policies on Visitations and Transfers," CHILD Working Papers, CHILD - Centre for Household, Income, Labour and Demographic economics - ITALY, number wp1_01, Dec.
• M. Bernaschi & L. Grilli & L. Marangio & S. Succi & D. Vergni, 2000, "Statistical characterization of the fixed income market efficiency," Papers, arXiv.org, number cond-mat/0003025, Mar.
• Tsionas, E.G., 2000, "Bayesian Inference in the Non-Central Student-T Model," DEOS Working Papers, Athens University of Economics and Business, number 0020-02.
• Pastorello, Sergio & Renault, Eric & Touzi, Nizar, 2000, "Statistical Inference for Random-Variance Option Pricing," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 3, pages 358-367, July.
• James Proudman & Stephen Redding, 2000, "Evolving Patterns of International Trade," Review of International Economics, Wiley Blackwell, volume 8, issue 3, pages 373-396, August, DOI: 10.1111/1467-9396.00229.
• Jens Kammerath, 2000, "Zur quantitativen Analyse von Kapitalverflechtungen," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 53, issue 16, pages 15-20, June.
• Rainer Feuerstack, 2000, "Paradigmenwechsel der europäischen und der deutschen Wirtschaftsstatistik," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 53, issue 16, pages 21-33, June.
• Gerhard Stock, 2000, "Neue Möglichkeiten zur Verbesserung der statistischen Konzentrationsbeobachtung," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 53, issue 16, pages 34-38, June.
• Uwe Christian Täger, 2000, "Wie lässt sich die Konzentrationsstatistik verbessern?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 53, issue 16, pages 5-14, June.
• Ottilia Rouguet & Pierre Villa, 2000, "Le passage des retraites de la répartition à la capitalisation obligatoire : des simulations à l'aide s'une maquette calibrée," Working Papers, CEPII research center, number 2000-02, Jan.
• Javier Arturo Birchenall & Juan Daniel Oviedo, 2000, "Un modelo Macroeconométrico para la Economía Colombiana," Revista de Economía del Rosario, Universidad del Rosario.
• BAUWENS, Luc & HUNTER, John, 2000, "Identifying long-run behaviour with non-stationary data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000043, Sep.
• RUSSO, Giuseppe & VEREDAS, David, 2000, "Institutional rigidities and employment rigidity in the Italian large industrial firms," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000048, Oct.
• Maria Luisa Mancusi, 2000, "The Dynamics of Technology in Industrial Countries," KITeS Working Papers, KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy, number 118, Nov, revised Nov 2000.
• René Garcia & Richard Luger & Eric Renault, 2000, "Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables," Working Papers, Center for Research in Economics and Statistics, number 2000-56.
• Lones Smith & Peter Sorensen, 2000, "Pathological Outcomes of Observational Learning," Econometrica, Econometric Society, volume 68, issue 2, pages 371-398, March.
• Proudman, James & Redding, Stephen, 2000, "Evolving patterns of international trade," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 206, Aug.
• Banerjee, A. & Marcellino, M. & Osbat, C., 2000, "Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data," Economics Working Papers, European University Institute, number eco2000/20.
• Milne, David & Niskanen, Esko & Verhoef, Erik, 2000, "Operationalisation of Marginal Cost Pricing within Urban Transport," Research Reports, VATT Institute for Economic Research, number 63.
• Davidson, R., 2000, "Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests," G.R.E.Q.A.M., Universite Aix-Marseille III, number 00a09.
• Tsionas, E.G., 2000, "Bayesian Inference in the Non-Central Student-T Model," Athens University of Economics and Business, Athens University of Economics and Business, Department of International and European Economic Studies, number 119.
• Lastrapes, W.D., 2000, "Measuring and Decomposing Productivity Change: Stochastic Distance Function Estimation VS. DEA," Papers, Georgia - College of Business Administration, Department of Economics, number 99-478.
• Demange, M. & Paschos, V.T., 2000, "Towards a General Formal Framework for Polynomial Approximation (Concepts and Examples)," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.117.
• Pennequin, D., 2000, "Existence of Almost Periodic Solutions of Descrete Time Equations," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.39.
• Refait, C., 2000, "Estimation du risque de defaut par une modelisation stochastique du bilan : application a des firmes industrielles francaises," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.40.
• Li, J.X. & Winker, P., 2000, "Time Series Simulation With Quasi Monte Carlo Methods," Papers, Pennsylvania State - Department of Economics, number 9-00-1.
• Cardak, B.A. & McDonald, J.T., 2000, "Neighborhood Effects, Preference Heterogeneity and Immigrant Educational Attainment," Papers, Tasmania - Department of Economics, number 2001-03.
• Catherine Refait, 2000, "Estimation du risque de défaut par une modélisation stochastique du bilan : Application à des firmes industrielles françaises," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03718527, Mar.
• Catherine Refait-Alexandre, 2000, "Estimation du risque de défaut par une modélisation stochastique du bilan : application à des firmes industrielles françaises," Post-Print, HAL, number hal-01359570, Dec.
• Catherine Refait, 2000, "Estimation du risque de défaut par une modélisation stochastique du bilan : Application à des firmes industrielles françaises," Post-Print, HAL, number halshs-03718527, Mar.
• de Luna, Xavier, 2000, "Prediction Inference for Time Series," Umeå Economic Studies, Umeå University, Department of Economics, number 519, Jan.
• Grohmann Heinz, 2000, "Statistik als Instrument der empirischen Wirtschafts- und Sozialforschung. Eine methodologische Betrachtung aus der Sicht der Frankfurter Schule der sozialwissenschaftlichen Statistik / Statistics as ," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 6, pages 669-688, December, DOI: 10.1515/jbnst-2000-0605.
• Udina, Frederic, 2000, "Implementing interactive computing in an object-oriented environment," Journal of Statistical Software, Foundation for Open Access Statistics, volume 5, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
• Léopold Simar & Paul Wilson, 2000, "Statistical Inference in Nonparametric Frontier Models: The State of the Art," Journal of Productivity Analysis, Springer, volume 13, issue 1, pages 49-78, January, DOI: 10.1023/A:1007864806704.
• Frank T. Denton, 2000, "Mixed Estimation When the Model and/or Stochastic Restrictions are Nonlinear," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 345, Jan.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 2000, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," Multinational Finance Journal, Multinational Finance Journal, volume 4, issue 3-4, pages 159-179, September.
• Catherine Refait, 2000, "Estimation du risque de défaut par une modélisation stochastique du bilan : Application à des firmes industrielles françaises," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla00040, Mar.
• Martin, G.M. & Forbes, C.S. & Martin, V.L., 2000, "Implicit Bayesian Inference Using Option Prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/00, Jul.
• Strachan, R., 2000, "Valid Bayesian Estimation of the Cointegrating Error Correction Model," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/00, Jul.
• MOON, Hyungsik Roger & PERRON, Benoit, 2000, "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2000-03.
• Moon, H.R. & Perron, P., 2000, "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2000-03.
• Dean R. Hyslop & Guido W. Imbens, 2000, "Bias from Classical and Other Forms of Measurement Error," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0257, Aug.
• Charles F. Manski, 2000, "Using Studies of Treatment Response to Inform Treatment Choice in Heterogeneous Populations," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0263, Nov.
• James J. Heckman & Justin L. Tobias & Edward Vytlacil, 2000, "Simple Estimators for Treatment Parameters in a Latent Variable Framework with an Application to Estimating the Returns to Schooling," NBER Working Papers, National Bureau of Economic Research, Inc, number 7950, Oct.
• James J. Heckman, 2000, "Causal Parameters and Policy Analysis in Economics: A Twentieth Century Retrospective," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 115, issue 1, pages 45-97.
• Renjun Ma & Daniel Krewski & Richard T. Burnett, 2000, "Random Effects Cox Models: A Poisson Modelling Approach," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS338, Feb.
• R.M. Balan, 2000, "A Strong Markov Property For Set-Indexed Processes," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS345b, Oct.
• Tomasz Bojdecki & Luis G. Gorostiza, 2000, "Trajectorial Fluctuations Of Cox Systems Of Independent Motions," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS349, Jan.
• Michael A. Kouritzin & Bruno Remillard, 2000, "Explicit Strong Solutions Of Multidimensional Stochastic Differential Equations," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS368, Jan.
• Miklos Csorgo & Barbara Szyszkowicz & Lihong Wang, 2000, "Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS387, Jan.
• D.A. Dawson & L.G. Gorostiza & A. Wakolbinger, 2000, "Hierarchical equilibria of branching populations," RePAd Working Paper Series, Département des sciences administratives, UQO, number lrsp-TRS389, Jan.
• Emmanuel Flachaire, 2000, "Les méthodes du bootstrap dans les modèles de régression," Économie et Prévision, Programme National Persée, volume 142, issue 1, pages 183-194, DOI: 10.3406/ecop.2000.5996.

1999

• Pesaran, M. H., 1999, "On Aggregation of Linear Dynamic Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9919, Dec.
• Steven Cook, 1999, "Cyclicality and Durability: Evidence from U.S. Consumers' Expediture," Journal of Applied Economics, Universidad del CEMA, volume 2, pages 299-310, November.
• Wolfgang Nierhaus, 1999, "Aus dem Instrumentenkasten der Konjunkturanalyse : Veränderungen im Vergleich," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 52, issue 27, pages 11-19, October.
• Jean-Marie Dufour & Touhami Abdelkhalek, 2000, "Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models," CIRANO Working Papers, CIRANO, number 2000s-18, May.
• Jean-Marie Dufour, 2001, "Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie," CIRANO Working Papers, CIRANO, number 2001s-40, May.
• Sébastien Laurent & Jeroen Rombouts & Francesco Violente, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," CIRANO Working Papers, CIRANO, number 2009s-45, Nov.
• Eric Ghysels & Andrew Harvey & Eric Renault, 1995, "Stochastic Volatility," CIRANO Working Papers, CIRANO, number 95s-49, Nov.
• MARCHAND, Hugues & MARTIN, Alexander & WEISMANTEL, Robert & WOLSEY, Laurence, 1999, "Cutting planes in integer and mixed integer programming," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999053, Oct.
• BAUWENS, Luc & VEREDAS, David, 1999, "The stochastic conditional duration model: a latent factor model for the analysis of financial durations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999058, Nov.
• Croux, Christophe & Forni, Mario & Reichlin, Lucrezia, 1999, "A Measure of Comovement for Economic Variables: Theory and Empirics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2339, Dec.
• Davidson, Russell & MacKinnon, James G., 1999, "The Size Distortion Of Bootstrap Tests," Econometric Theory, Cambridge University Press, volume 15, issue 3, pages 361-376, June.
• N. E. Savin & A. H. Wurtz, 1999, "Power of Tests in Binary Response Models," Econometrica, Econometric Society, volume 67, issue 2, pages 413-422, March.
• Siem Jan Koopman & Neil Shephard & Jurgen A. Doornik, 1999, "Statistical algorithms for models in state space using SsfPack 2.2," Econometrics Journal, Royal Economic Society, volume 2, issue 1, pages 107-160.
• Maravall, Agustin & Planas, Christophe, 1999, "Estimation error and the specification of unobserved component models," Journal of Econometrics, Elsevier, volume 92, issue 2, pages 325-353, October.
• Martin, Vance L. & Wilkins, Nigel P., 1999, "Indirect estimation of ARFIMA and VARFIMA models," Journal of Econometrics, Elsevier, volume 93, issue 1, pages 149-175, November.
• Timmermann, Allan, 1999, "Moments of Markov switching models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119124, May.
• Ikonen, Pasi, 1999, "Further Testing of The Human-Capital Augmented Solow Model," Discussion Papers, VATT Institute for Economic Research, number 189.
• Kyyrä, Tomi, 1999, "Post-Unemployment Wages and Economic Incentives to Exit from Unemployment," Research Reports, VATT Institute for Economic Research, number 56.
• Venetoklis, Takis, 1999, "Process Evaluation of Business Subsidies in Finland. A Quantitative Approach," Research Reports, VATT Institute for Economic Research, number 58.
• Hakola, Tuulia, 1999, "Race for Retirement," Research Reports, VATT Institute for Economic Research, number 60.
• Iyoha, M.A., 1999, "External Debt and Economic Growth in Sub-SAharan African Countries: an Econometric Study," Papers, African Economic Research Consortium, number 90.
• Flachaire, E., 1999, "Les methodes du bootstrap dans les modeles de regression," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99c10.
• Rolle, J.-D., 1999, "Criterion Mixing Lack of Fit and Multicolinearity for Variable Selection in Regression," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 99.11.
• Kauppi, H., 1999, "Essays on Econometrics of Cointegration," University of Helsinki, Department of Economics, Department of Economics, number 84.
• Aka, F.B. & Decaluwe, B., 1999, "Causality and Comovement Between Tax Rate and Budget Deficits: Further Evidence from Developing Countries," Papers, Laval - Recherche en Politique Economique, number 9911.
• Simar, L. & Wilson, P.W., 1999, "Statistical Inference in Nonparametric Frontier Models: the State of the Art," Papers, Catholique de Louvain - Institut de statistique, number 9904.
• McLennan, A., 1999, "The Expected Number for Real Roots of a Multihomogeneous System of Polynominal Equations," Papers, Minnesota - Center for Economic Research, number 307.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," New York University, Leonard N. Stern School Finance Department Working Paper Seires, New York University, Leonard N. Stern School of Business-, number 99-060, Oct.
• Aebi, Robert & Neusser, Klaus & Steiner, Peter, 1999, "Evaluating Theories of the Income Dynamics: A Probabilistic Approach," Economics Series, Institute for Advanced Studies, number 61, Feb.
• Belsley, David A, 1999, "Mathematica as an Environment for Doing Economics and Econometrics," Computational Economics, Springer;Society for Computational Economics, volume 14, issue 1-2, pages 69-87, October.
• Chateauneuf, Alain & Wakker, Peter, 1999, "An Axiomatization of Cumulative Prospect Theory for Decision under Risk," Journal of Risk and Uncertainty, Springer, volume 18, issue 2, pages 137-145, August.
• Allwood, J. & Sheperd, D., 1999, "Alternative Detrending Procedures for Macroeconomic Time Series," Department of Economics - Working Papers Series, The University of Melbourne, number 698.
• Maharaj, E.A., 1999, "A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/99, Sep.
• McLean, A., 1999, "The Predictive Approach to Teaching Statistics," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/99, Mar.
• James L. Heckman, 1999, "Causal Parameters and Policy Analysis in Economcs: A Twentieth Century Retrospective," NBER Working Papers, National Bureau of Economic Research, Inc, number 7333, Sep.
• George J. Jiang & Pieter J. van der Sluis, 1999, "Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates," Review of Finance, European Finance Association, volume 3, issue 3, pages 273-310.
• Fliers, Frits, 1999, "Fehlende Werte in SAS 6.12, US-Version
  [Missing Values in SAS 6.12, US-Version]," MPRA Paper, University Library of Munich, Germany, number 15320, Jun.
• Bouoiyour, Jamal & Rey, Serge, 1999, "Une analyse de la compétitivité-prix des PTM et des PECO face à la Zone Euro
  [The price competitiveness vis-à-vis the eurozone: A comparison of MENA countries and CEECs]," MPRA Paper, University Library of Munich, Germany, number 30713, May.
• Pavle Sicherl, 1999, "Distance in time between transition economies and the European Union," Empirical Economics, Springer, volume 24, issue 1, pages 101-119.
• Benedikt M. Pötscher & Ingmar R. Prucha, 1999, "Basic Elements of Asymptotic Theory," Electronic Working Papers, University of Maryland, Department of Economics, number 99-001, Jan.
• Frederic Udina, 1999, "Implementing interactive computing in an object-oriented environment," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 419, Nov.
• Frank S. Reinhardt & David E.A. Giles, 1999, "Are Cigarette Bans Really Good Economic Policy?," Econometrics Working Papers, Department of Economics, University of Victoria, number 9903, May.
• Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys, 1999, "Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 00-29, Oct.

1998

• Jean-Jacques Laffont & David Martimort, 1998, "Collusion and Delegation," RAND Journal of Economics, The RAND Corporation, volume 29, issue 2, pages 280-305, Summer.
• Koopman, S.J.M. & Shephard, N. & Doornik, J.A., 1998, "Statistical Algorithms for Models in State Space Using SsfPack 2.2," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-141.
• Wedel, M. & Bijmolt, T.H.A., 1998, "Mixed Tree and Spatial Representation of Dissimilarity Judgments," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-109.
• Koopman, S.J.M. & Shephard, N. & Doornik, J.A., 1998, "Statistical Algorithms for Models in State Space Using SsfPack 2.2," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8fe36759-6517-4c66-86fa-e.
• John P. Conley & Myrna Holtz Wooders, 1998, "Taste-homogeneity of Optimal Jurisdictions in a Tiebout Economy with Crowding Types," Working Papers, University of Toronto, Department of Economics, number mwooders-98-01, Jul.
• Horowitz, J.L., 1998, "Internet Based Econometric Computing," Working Papers, University of Iowa, Department of Economics, number 98-06, Jul.
• Pedro Delicado, 1998, "Principal curves and principal oriented points," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 309, Jul.
• Pedro Delicado, 1998, "Statistics in archaeology: New directions," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 310, Jul.
• David M. Mandy & Carlos Martins-Filho, 1998, "Relative Efficiency with Equivalence Classes of Asymptotic Covariances," Econometrics, University Library of Munich, Germany, number 9805001, May.
• Anthony W. Hughes, 1998, "Variable Selection in the Linear Regression Model with One-Sided Information and a Small Sample," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 1998-13.
• Fabio Fornari & Roberto Violi, 1998, "The Probability Density Function of Interest Rates Implied in the Price of Options," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 339, Oct.
• Michael Smith & Chi‐Ming Wong & Robert Kohn, 1998, "Additive nonparametric regression with autocorrelated errors," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 60, issue 2, pages 311-331, DOI: 10.1111/1467-9868.00127.
• Fabienne Comte & Eric Renault, 1998, "Long memory in continuous‐time stochastic volatility models," Mathematical Finance, Wiley Blackwell, volume 8, issue 4, pages 291-323, October, DOI: 10.1111/1467-9965.00057.
• Andrés Felipe Arias & Martha Misas, 1998, "Neutralidad monetaria en la tasa de cambio real colombiana," Coyuntura Económica, Fedesarrollo.
• Santiago Herrera & Humberto Mora, 1998, "El costo del capital en las empresas colombianas," Coyuntura Económica, Fedesarrollo.
• BAUWENS, Luc & GIOT, Pierre, 1998, "Asymmetric ACD models: introducing price information in ACD models with a two state transition model," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998044, Aug.
• Proudman, James & Redding, Stephen J., 1998, "Persistence and Mobility in International Trade," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1802, Mar.
• René Garcia & Eric Renault, 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Working Papers, Center for Research in Economics and Statistics, number 98-10.
• Perron, Pierre & Ng, Serena, 1998, "An Autoregressive Spectral Density Estimator At Frequency Zero For Nonstationarity Tests," Econometric Theory, Cambridge University Press, volume 14, issue 5, pages 560-603, October.
• An, Mark Y. & Christensen, Bent Jesper & Kiefer, Nicholas M., 1998, "Approximate Distributions in Essentially Linear Models," Working Papers, Duke University, Department of Economics, number 98-10.
• Jean-Marie Dufour & Abdeljelil Farhat & Lucien Gardiol & Lynda Khalaf, 1998, "Simulation-based finite sample normality tests in linear regressions," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 154-173.
• Luc Bauwens & Michel Lubrano, 1998, "Bayesian inference on GARCH models using the Gibbs sampler," Econometrics Journal, Royal Economic Society, volume 1, issue Conferenc, pages 23-46.
• Horowitz, Joel L. & Manski, Charles F., 1998, "Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations," Journal of Econometrics, Elsevier, volume 84, issue 1, pages 37-58, May.
• MacKinnon, James G. & Smith Jr., Anthony A., 1998, "Approximate bias correction in econometrics," Journal of Econometrics, Elsevier, volume 85, issue 2, pages 205-230, August.
• Mandy, D. M. & Martins-Filho, Carlos, 1998, "Relative efficiency with equivalence classes of asymptotic covariances," Journal of Econometrics, Elsevier, volume 88, issue 1, pages 79-98, November.
• Deirdre N. McCloskey, 1998, "Other Things Equal: Quarreling with Ken," Eastern Economic Journal, Eastern Economic Association, volume 24, issue 1, pages 111-115, Winter.
• Subrata Ghatak & George Manolas & Ioannis Vavouras, 1998, "Measuring Potential Output in the Agricultural Sector: The Case of Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 26-40, July - Se.
• Venetoklis, Takis, 1998, "Evaluation and Monitoring of Business Aid in Finland. Applicant Enterprises Projects and Distributors of Aid in Industrially Declining Regions. A Quantitative Approach," Discussion Papers, VATT Institute for Economic Research, number 169.
• Haapanen, Mika, 1998, "Internal Migration and Labour Market Transitions of Unemployment Workers," Discussion Papers, VATT Institute for Economic Research, number 179.
• Sullström, Risto & Loikkanen, Heikki A. & Rantala, Anssi, 1998, "Regional Income Differences in Finland, 1966-96," Discussion Papers, VATT Institute for Economic Research, number 181.
• Lehtinen, Teemu, 1998, "The Distribution and Redistribution of Income in Finland 1990-1993," Research Reports, VATT Institute for Economic Research, number 43.
• Davidson, R., 1998, "Efficiency and Robustness in a Geometrical Perspective," G.R.E.Q.A.M., Universite Aix-Marseille III, number 98a15.
• Fornari, F. & Violi, R., 1998, "The Probability Density Function of Interest Rates Implied in the Price of Options," Papers, Banca Italia - Servizio di Studi, number 339.
• Luce, R.D., 1998, "Comment on Prelec's (1998). "The Probability Weighting Function"," Papers, California Irvine - School of Social Sciences, number 98-99-3.
• An, M.Y. & Christensen, B.J. & Kiefer, N.M., 1998, "Approximate Distributions in Essentially Linear Models," Papers, Centre for Labour Market and Social Research, Danmark-, number 98-08.
• Rolle, J.-D., 1998, "Compatibilite et contradiction entre systemes lineaires theoriques et experimentaux; principes mathematiques de l'analyse en composantes principales sous contraintes," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 98.20.
• Bair, J. & Haesbroeck, G. & Salengros, P., 1998, "Modelisation de croissance decrites par une courbe sigmoide," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9804.
• Croux, C. & Haesbroeck, G., 1998, "Influence Function and Efficiency of the Minimum Covariance Determinant Scatter MAtrix Estimator," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9811.
• Kamionka, T., 1998, "SML Estimation in Transition Models (revision du 96.10.413)," Papers, Toulouse - GREMAQ, number 98.a.
• Fougere, D. & Kamionka, T., 1998, "Bayesian Inference for the Mover-Stayer Model of Continuous Time," Papers, Toulouse - GREMAQ, number 98.b.
• Mouchart, M. & San Martin, E., 1998, "Identification Problems in a Class of Mixture Models with an Application to the LISREL Model," Papers, Catholique de Louvain - Institut de statistique, number 9805.
• Simar, L. & Wilson, P.W., 1998, "A General Methodology for Bootstrapping in Nonparametric Frontier Models," Papers, Catholique de Louvain - Institut de statistique, number 9811.
• Abuamsha, O. & Pekergin, N., 1998, "Eligible Start-Time Fair Queuing: A New Fair Queuing Policy and its Analysis with a Stochastic Comparison Approach," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.01.
• Rault, C., 1998, "L'exogeneite dans les modeles VAR_ECM avec des sentiers de long terme purement exogenes," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.20.
• Danilov, V. & Sotskov, A., 1998, "Maximal Elements in Topological Convex Spaces," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.28.
• Chateauneuf, A. & Wakker, P., 1998, "An Axiomatization of Cumulative Prospect Theory for Decision Under Risk," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.51.
• Piton, O. & Maurel, D. & Belleil, C., 1998, "The Prolex Data Base: Toponyms and Gentiles for NLP," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.65.
• Piton, O. & Maurel, D. & Belleil, C., 1998, "Toponymes et gentiles: vers un traitement automatique relationnel," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 98.67.
• Willasen, Y., 1998, "Deriving Bounds on the Structural Vector when the Measurement Errors are Correlated: An Elaboration of the Frisch/Reiersol Approach," Memorandum, Oslo University, Department of Economics, number 06/1998.
• Dagsvik, J.K., 1998, "On the Structure of Behavioral Multistate Duration Models," Memorandum, Oslo University, Department of Economics, number 11/1998.
• Rudebusch, Glenn D, 1998, "Do Measures of Monetary Policy in a VAR Make Sense?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 907-931, November.
• Otrok, Christopher & Whiteman, Charles H, 1998, "Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 997-1014, November.
• Davidson, Russell & Labys, Walter C & Lesourd, Jean-Baptiste, 1998, "Wavelet Analysis of Commodity Price Behavior," Computational Economics, Springer;Society for Computational Economics, volume 11, issue 1-2, pages 103-128, April.
• Borland, J. & Hirschberg, J. & Lye, J., 1998, "Data Reduction of Discrete Responses: An Application of Cluster Analysis," Department of Economics - Working Papers Series, The University of Melbourne, number 664.
• Lasker, M.R. & King, M.L., 1998, "Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/98.
• Fraccaro, R. & Hyndman, R. & Veevers, A., 1998, "Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/98.
• Hossain, M.Z. & King, M.L., 1998, "Model Selection when a Key Parameter Is Constrained to Be in an Interval," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 15/98.
• Strachan, R.W., 1998, "bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/98.
• GARCIA, René & RENAULT, Éric, 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9801.
• ABDELKHALEK, Touhami & DUFOUR, Jean-Marie, 1998, "Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9810.
• DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien, 1998, "Simulation-Based Finite-Sample Normality Tests in Linear Regressions," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9811.
• PERRON, Pierre & VODOUNOU, Cosme, 1998, "Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9815.
• PERRON, Pierre & MALLET, Sylvie, 1998, "The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9817.
• MEDDAHI, Nour & RENAULT, Éric, 1998, "Aggregations and Marginalization of GARCH and Stochastic Volatility Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9818.
• Garcia, R. & Renault, E., 1998, "Risk Aversion, Intertemporal Substitution, and Option Pricing," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9801.
• Proudman, J. & Redding, S., 1998, "Evolving Patterns of International Trade," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 144.
• Neumark, David & Wascher, William, 1998, "Is the Time-Series Evidence on Minimum Wage Effects Contaminated by Publication Bias?," Economic Inquiry, Western Economic Association International, volume 36, issue 3, pages 458-470, July.

1997

• Jean-Pierre Amigues & Pascal Favard & Gérard Gaudet & Michel Moreaux, 1997, "De l'usage optimal de divers types de ressources naturelles," Annals of Economics and Statistics, GENES, issue 48, pages 147-189.
• Haavelmo, Trygve, 1997, "Econometrics and the Welfare State," American Economic Review, American Economic Association, volume 87, issue 6, pages 13-15, December.
• David A. Belsley, 1997, "Mathematica as an Environment for doing Economics and Econometrics," Boston College Working Papers in Economics, Boston College Department of Economics, number 364, Apr.
• Ramses H. Abul Naga, 1997, "Prediction and Sufficiency in the Model Factor Analysis," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 31, Nov.
• Pierre Villa, 1997, "Cycles de production industrielle : une analyse historique dans le domaine des fréquences," Working Papers, CEPII research center, number 1997-16, Nov.
• BAUWENS, LUC & GIOT, Pierre, 1997, "The logarithmic ACD model: an application to market microstructure and NASDAQ," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1997089, Nov.
• S, Pastorello & E, Renault & N, Touzi, 1997, "Statistical Inference for Random Variance Option Pricing," Working Papers, Center for Research in Economics and Statistics, number 97-60.
• William A. Brock & Cars H. Hommes, 1997, "A Rational Route to Randomness," Econometrica, Econometric Society, volume 65, issue 5, pages 1059-1096, September.
• Simonoff, Jeffrey S. & Udina, Frederic, 1997, "Measuring the stability of histogram appearance when the anchor position is changed," Computational Statistics & Data Analysis, Elsevier, volume 23, issue 3, pages 335-353, January.
• Crepon, Bruno & Duguet, Emmanuel, 1997, "Research and development, competition and innovation pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity," Journal of Econometrics, Elsevier, volume 79, issue 2, pages 355-378, August.
• Eeckhoudt, Louis & Gollier, Christian & Schlesinger, Harris, 1997, "The no-loss offset provision and the attitude towards risk of a risk-neutral firm," Journal of Public Economics, Elsevier, volume 65, issue 2, pages 207-217, August.
• Karmele Fernandez & Jesus Orbe & Marian Zubia, 1997, "Estatistika I eta Estatistika II ariketak. Probabilitate teoria eta inferentzia estatistikoa," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 05, edition 1, June.
• Karmele Fernandez & Jesus Orbe & Marian Zubia, 1997, "Estatistikarako Sarrera. Ariketak," UPV/EHU Books, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales, number 06, edition 1, June.
• Fernando Esteve Mora, 1997, "La falsa medida de la economía," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 39, issue 03, pages 12-43.
• Begoña Sanz Díez, 1997, "Acerca de la exactitud de la contabilidad nacional," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 39, issue 03, pages 44-61.
• Tu, P-N-V, 1997, "Singularity Theory in Comparative Statics and Comparative Dynamics," Papers, Calgary - Department of Economics, number 9702.
• Korsholm, L., 1997, "The Semiparametric Normal Variance-Mean Mixture Model," Papers, Centre for Labour Market and Social Research, Danmark-, number 97-17.
• Cazals, C. & Florens, J.-P., 1997, "The Expected Minimum Cost Function: a Non Parametric Approach," Papers, Toulouse - GREMAQ, number 97.457.
• Mitchell, H., 1997, "Missing Values in Vector Time Series," Papers, Melbourne - Centre in Finance, number 97-6.
• Borwein, J. & Jofre, A., 1997, "A Nonconevx Separation Property in Banach Spaces," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 97.93.
• Loridan, P. & Morgan, J. & Raucci, R., 1997, "Convergence of Minimal and Approximate Minimal Elements of Sets in Partially Ordered Vector Spaces," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 97.94.