Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C10: General
1997
- Stengos, T. & Sun, Y., 1997, "Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation," Working Papers, University of Guelph, Department of Economics and Finance, number 1997-3.
- Sicherl, Pavle, 1997, "A Novel Methodology for Comparisons in Time and Space," East European Series, Institute for Advanced Studies, number 45, Sep.
- Martin, V.L. & Wilkins, N.P., 1997, "Indirect Estimation of Arfima and Varfima Models," Department of Economics - Working Papers Series, The University of Melbourne, number 547.
- Wilkins, N.P., 1997, "Parametric and Nonparametric Augmented GPH Estimation," Department of Economics - Working Papers Series, The University of Melbourne, number 551.
- Lieberman, O., 1997, "Strike Data with a Crisis Point," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/97.
- Michael Kremer, 1997, "How Much does Sorting Increase Inequality?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 112, issue 1, pages 115-139.
- Ole E. Barndorff-Nielsen, 1997, "Processes of normal inverse Gaussian type," Finance and Stochastics, Springer, volume 2, issue 1, pages 41-68.
- Uhlig, H.F.H.V.S. & Ravn, M., 1997, "On Adjusting the H-P Filter for the Frequency of Observations," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-50.
- Alexander Kovalenkov & Myrna Holtz Wooders, 1997, "Epsilon cores of games and economies with limited side payments," Working Papers, University of Toronto, Department of Economics, number mwooders-98-03, Jun.
- Alexander Kovalenkov & Myrna Holtz Wooders, 1997, "An explicit bound on," Working Papers, University of Toronto, Department of Economics, number mwooders-98-04, Feb.
- Alexander Kovalenkov & Myrna Holtz Wooders, 1997, "An explicit bound on e for non-emptiness of the e-core of an arbitrary game with side payments," Working Papers, University of Toronto, Department of Economics, number mwooders-98-05, Jan.
- Orley Ashenfelter & David J. Zimmerman, 1997, "Estimates Of The Returns To Schooling From Sibling Data: Fathers, Sons, And Brothers," The Review of Economics and Statistics, MIT Press, volume 79, issue 1, pages 1-9, February.
- Daniel Berkowitz & David DeJong & Steven Husted, 1997, "Transition in Russia: It's Happening," William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan, number 33, Feb.
1996
- Horowitz, J.L., 1996, "Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator," Working Papers, University of Iowa, Department of Economics, number 96-02.
- Savin, N.E. & Wurtz, A., 1996, "The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models," Working Papers, University of Iowa, Department of Economics, number 96-05.
- Savin, N.E. & Wurtz, A., 1996, "Power of tests in Binary Response Models," Working Papers, University of Iowa, Department of Economics, number 96-06.
- Otrok, C. & Whiteman, C.H., 1996, "Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa," Working Papers, University of Iowa, Department of Economics, number 96-14.
- Marta Sananes & Elizabeth Torres, 1996, "An environment for data analysis," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 21, issue 11, pages 181-191, January-D.
- Elsy Garnica Olmos, 1996, "Principal component analysis of household budget," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 21, issue 11, pages 55-90, January-D.
- Rao, V. & Green, M.E., 1996, "Bargaining and fertility in Brazil: A Quantitative and Econometric Analysis," Center for Development Economics, Department of Economics, Williams College, number 153.
- Smith, J.C. & Otero, J., 1996, "The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 456.
- Lester C Hunt & Guy Judge, 1996, "Evolving Seasonal Patterns In Uk Energy Series," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: G MacKerron & P Pearson, "The Uk Energy Experience A Model or A Warning?".
- Davidson, Russell & MacKinnon, James G., 1996, "The Size Distortion of Bootstrap Tests," Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics, number 273347, Oct, DOI: 10.22004/ag.econ.273347.
- Manski, C.F. & Nagin, D.S., 1996, "Bounding Disagreements About Treatment Effects: A Case Study of Sentencing and Recidivism," Working papers, Wisconsin Madison - Social Systems, number 9526r.
- Brock, W.A. & Hommes, C.H., 1996, "A Rational Route to Randomness," Working papers, Wisconsin Madison - Social Systems, number 9530r.
- Chatterji, S. & Chattopadhyay, S., 1996, "Global Stability in Spite of "Local Instability" with Learning in General Equilibrium Models: A Generalization," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 329.96.
- Pierre St-Amant, 1996, "Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology," Staff Working Papers, Bank of Canada, number 96-2, DOI: 10.34989/swp-1996-2.
- Jamie Armour & Walter Engert & Ben Fung, 1996, "Overnight Rate Innovations as a measure of monetary Policy Shocks in Vector Autoregressions," Staff Working Papers, Bank of Canada, number 96-4, DOI: 10.34989/swp-1996-4.
- Agustín Maravall & Cristophe Planas, 1996, "Estimation Error and the Specification of Unobserved Component Models," Working Papers, Banco de España, number 9608.
- Agustín Maravall, 1996, "Unobserved Components in Economic Time Series," Working Papers, Banco de España, number 9609.
- Agustín Maravall & Daniel Peña, 1996, "Missing Observations and Additive Outliers in Time Series Models," Working Papers, Banco de España, number 9612.
- Juan J. Dolado & Francisco Mármol, 1996, "Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes," Working Papers, Banco de España, number 9617.
- Binder, M. & Pesaran, M.H., 1996, "Stochastic Growth," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9615.
- Granger, C.W.J. & Pesaran, H., 1996, "A Decision_Theoretic Approach to Forecast Evaluation," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9618.
- Fernando Barran & Virginie Coudert & Benoît Mojon, 1996, "The Transmission of Monetary Policy in the European Countries," Working Papers, CEPII research center, number 1996-03, Feb.
- Philippine Cour & Eric Dubois & Selma Mahfouz & Jean Pisani-Ferry, 1996, "The Cost of Fiscal Retrenchment Revisited: how Strong is the Evidence?," Working Papers, CEPII research center, number 1996-16, Dec.
- BAUWENs, Luc & LUBRANO , Michel, 1996, "Bayesian Inference on GARCH Models using the Gibbs Sampler," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1996027, May.
- Hansen, Bruce E., 1996, "Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays," Econometric Theory, Cambridge University Press, volume 12, issue 2, pages 347-359, June.
- Bosi, S., 1996, "Divisible Conspicuous Good," DELTA Working Papers, DELTA (Ecole normale supérieure), number 96-10.
- Laffont, Jean-Jacques & Tirole, Jean, 1996, "Pollution permits and environmental innovation," Journal of Public Economics, Elsevier, volume 62, issue 1-2, pages 127-140, October.
- Laffont, Jean-Jacques & Tirole, Jean, 1996, "Pollution permits and compliance strategies," Journal of Public Economics, Elsevier, volume 62, issue 1-2, pages 85-125, October.
- Glenn D. Rudebusch, 1996, "Do measures of monetary policy in a VAR make sense?," Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco, number 96-05.
- Barthelemy, F. & Lubrano, M., 1996, "Properties of Unit Root Tests for Models with Trend and Cycles," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a01.
- Davidson, R. & Mackinnon, J.G., 1996, "The Size and Power of Bootstrap Tests," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a03.
- Barthelemy, F. & Lubrano, M., 1996, "Properties of the ADF Unit Root Test for Models with Trends and Cycles," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a13.
- Mackinnon, J.G. & Smith, A.A., 1996, "Approximate Bias Correction in Econometrics," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a14.
- Davidson, R. & Mackinnon, J.G., 1996, "The Size Distorsion of Bootstrap Tests," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a15.
- Bauwens, L. & Lubrano, M., 1996, "Bayesian Inference on GARCH Models Using the Gibbs Sampler," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a21.
- Davidson, R. & Labys, W.C. & Lesourd, J.B., 1996, "Wavelet Analysis of Commodity Price Behavior," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96b11.
- Rinaldi, R. & Tedeschi, R., 1996, "Money Demand in Italy: A System Approach," Papers, Banca Italia - Servizio di Studi, number 267.
- Rudebusch, G.D., 1996, "Do Measures of Monetary Policy in a VAR Make Sense?," Papers, Banca Italia - Servizio di Studi, number 269.
- Rolle, J.D., 1996, "Minimum Variance Quadratic Unbiased Estimators as a Tool to Identify Compound Normal Distributions," Papers, Ecole des Hautes Etudes Commerciales, Universite de Geneve-, number 96.25.
- Aragon, Y. & Saracco, J., 1996, "Sliced Inverse Regression (SIR): An Appraisal of Small Sample Alternatives to Slicing," Papers, Toulouse - GREMAQ, number 95.392.
- Comte, F. & Renault, E., 1996, "Long Memory in Continuous Time Stochastic Volatility Models," Papers, Toulouse - GREMAQ, number 96.406.
- Renault, E., 1996, "Econometric Models of Option Pricing Errors," Papers, Toulouse - GREMAQ, number 96.407.
- Eeckhoudt, L. & Gollier, C. & Schlesinger, H., 1996, "The No Loss Offset Provision and the Attitude Towards Risk of a Risk-Neutral Firm," Papers, Toulouse - GREMAQ, number 96.409.
- Gollier, C. & Zeckhauser, R.J., 1996, "Time Horizon Length and Risk Aversion," Papers, Toulouse - GREMAQ, number 96.410.
- Aragon, Y. & Barthe, P. & Cassadou, C. & Thomas-Agnan, C., 1996, "Analysing Ambulatory Blood Pressure Monitoring Data with Multivariate Sliced Inverse Regression," Papers, Toulouse - GREMAQ, number 96.411.
- Gollier, C. & Kimball, M.S., 1996, "New Methods in the Classical Economics of Uncertainty: Comparing Risks," Papers, Toulouse - GREMAQ, number 96.412.
- Kamionka, T., 1996, "SML Estimation in Transition Models," Papers, Toulouse - GREMAQ, number 96.413.
- Atindehou, R.B. & Bernier, G. & Charest, G., 1996, "Dividende et beta: une estimation Garch," Papers, Laval - Faculte des sciences de administration, number 96-42.
- Dominique, C.R. & Desrosiers, F. & Kiss, L., 1996, "Nonlinearity and Limits to Forecasting in the Canadian Residential Housing Market," Papers, Laval - Recherche en Politique Economique, number 9605.
- Davidson, S. & Peker, A., 1996, "Weekends in Malaysia," Papers, Melbourne - Centre in Finance, number 96-2.
- Swanson, N.R. & Ozyildirim, A. & Pisu, M., 1996, "A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables," Papers, Pennsylvania State - Department of Economics, number 4-96-4.
- Swanson, N.R. & Zeng, T., 1996, "Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection," Papers, Pennsylvania State - Department of Economics, number 4-96-5.
- Molinero, C.M. & Oreja, J.R., 1996, "A Graphical Interpretation of Regression with an Application to Tourism," Papers, University of Southampton - Department of Accounting and Management Science, number 96-128.
- Philippe Martin, 1996, "L'importance des exclus de l'intégration monétaire en Europe," Post-Print, HAL, number hal-01010094, DOI: 10.3406/reco.1996.409819.
- Philippe Martin, 1996, "L'importance des exclus de l'intégration monétaire en Europe," Sciences Po Economics Publications (main), HAL, number hal-01010094, DOI: 10.3406/reco.1996.409819.
- Schweder, T. & Hjort, N.L., 1996, "Bayesian Synthesis or Likelihood Synthesis - What Does the Borel Paradox Say?," Memorandum, Oslo University, Department of Economics, number 1996_013.
- Seierstad, A., 1996, "Nonsmooth Infinit Horizon Control Problem," Memorandum, Oslo University, Department of Economics, number 1996_033.
- Pierre Siklos & Rod Tarajos, 1996, "Fundamentals and devaluation expectations in target zones: Some new evidence from the ERM," Open Economies Review, Springer, volume 7, issue 1, pages 35-59, January, DOI: 10.1007/BF01886128.
- Ramses H. ABUL NAGA, 1996, "Prediction and Sufficiency in the Model of Factor Analysis," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 9616, Jun.
- Dominique, C.-René & Des Rosiers, François & Kiss, Laszlo, 1996, "Nonlinearity and Limits to Forecasting in the Canadian Residential Housing Market," Cahiers de recherche, Université Laval - Département d'économique, number 9605.
- Bai, J., 1996, "A Note on Spurious Break and Regime Shift in Cointegrating Relationship," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-13.
- Bai, J., 1996, "An Inequality for Vector-Valued Martingales and Its Applications," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-16.
- Kremer, M., 1996, "How Much Does Sorting Increase Inequality?," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-18.
- Smith, L. & Sorensen, P., 1996, "Pathological Outcomes of Observational Learning," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-19.
- Hyde, C.E., 1996, "Multimarket Power Estimation: The Australian Retail Meat Sector," Department of Economics - Working Papers Series, The University of Melbourne, number 517.
- Pagan, A.R., 1996, "Simulation Based Estimation of Some Factor Models in Econometrics," Department of Economics - Working Papers Series, The University of Melbourne, number 521.
- King, M.L. & Forbes, C.S. & Morgan, A., 1996, "Improved Small Sample Midel selection Procedures," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 18/96.
- Smith, M. & Wong, C.M. & Kohn, R., 1996, "Additive Nonparametric Regression with Autocorrelated Errors," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/96.
- Deaton, A. & Ng, S., 1996, "Parametric and Nonparametric Approaches to Price and Tax Reform," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9601.
- Perron, P. & Ng, S., 1996, "An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9611.
- Deaton, A. & Ng, S., 1996, "Parametric and Nonparametric Approaches to Price and Tax Reform," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9601.
- Perron, P. & Ng, S., 1996, "An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9611.
- David Neumark & William Wascher, 1996, "Is the Time-Series Evidence on Minimum Wage Effects Contaminated by Publication Bias?," NBER Working Papers, National Bureau of Economic Research, Inc, number 5631, Jun.
- Spady, R.H., 1996, "Nonparametric Inference by Quasi-Likelihood Methods," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 111.
- Swanson, Norman, 1996, "BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman," MPRA Paper, University Library of Munich, Germany, number 11047, Aug.
- Philippe Martin & Claude Jessua, 1996, "L'importance des exclus de l'intégration monétaire en Europe," Revue Économique, Programme National Persée, volume 47, issue 3, pages 807-817, DOI: 10.3406/reco.1996.409819.
1995
- Brock, W.A. & Hommes, C.H., 1995, "Rational Routes to Randomness," Working papers, Wisconsin Madison - Social Systems, number 9506.
- Akdeniz, L. & Dechert, W.D., 1995, "A Numerical Solution of the Stochastic Growth Model," Working papers, Wisconsin Madison - Social Systems, number 9514.
- Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A., 1995, "A Test for Independence Based on the Correlation Dimension," Working papers, Wisconsin Madison - Social Systems, number 9520.
- Horowitz, J.L. & Manski, C.F., 1995, "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Working papers, Wisconsin Madison - Social Systems, number 9525.
- Manski, C.F. & Nagin, D.S., 1995, "Bounding Disagreements About Treatment Effects: A Case Study of Sentencing and Recidivism," Working papers, Wisconsin Madison - Social Systems, number 9526.
- Brock, W.A., 1995, "A Rational Route to Randomness," Working papers, Wisconsin Madison - Social Systems, number 9530.
- Brusco, S., 1995, "Perfect Baysian Implementation in Economic Environments," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 322.95.
- Paul Schulstad & Ángel Serrat, 1995, "An Empirical Examination of a Multilateral Target Zone," Working Papers, Banco de España, number 9532.
- Peter Gottschalk & Kathleen M. Lang, 1995, "The Loss in Efficiency from Using Grouped Data," Boston College Working Papers in Economics, Boston College Department of Economics, number 289., Jun.
- Virginie Coudert & Benoît Mojon, 1995, "Asymétries financières en Europe et transmission de la politique monétaire," Working Papers, CEPII research center, number 1995-07, Sep.
- Philippe Martin, 1995, "L'importance des exclus de l'intégration monétaire en Europe," Working Papers, CEPII research center, number 1995-08, Nov.
- Faynzilberg, P.S., 1995, "Acceptable Likelihood and Bayesian Inference with Retrospection," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-02.
- Anderson, M.J. & Sunder, S., 1995, "Professional Traders as Intuitive Bayesians," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-05.
- Faynzilberg, P.S., 1995, "Statistical Mechanics of Choice: Maxent Estimation of Population Heterogeneity," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-06.
- Faynzilberg, P.S., 1995, "Maximum-Entrophy Acceptable -Likelihood Estimation of Population Heterogeneity," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-07.
- GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995, "Stochastic Volatility," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995069, Dec.
- Anderson, Matthew J. & Sunder, Shyam, 1995, "Professional Traders as Intuitive Bayesians," Organizational Behavior and Human Decision Processes, Elsevier, volume 64, issue 2, pages 185-202, November.
- Suoniemi, Ilpo, 1995, "On Calculating Welfare Losses of Taxation and Public Provision on the margin and to a degree," Discussion Papers, VATT Institute for Economic Research, number 108.
- Sullström, Risto & Suoniemi, Ilpo, 1995, "The Structure of Household Consumption in Finland, 1966-1990," Research Reports, VATT Institute for Economic Research, number 27.
- Vassalou, M., 1995, "Tests of Alternative International Asset Pricing Models," Papers, Columbia - Graduate School of Business, number 95-27.
- Erez, A. & Bloom, M. & Wells, M., 1995, "On a Proper Meta-Analytic Model for Correlations," Papers, Cornell - Center for Advanced Human Resource Studies, number 95-11.
- Bontemps, C. & Florens, J.P., 1995, "A Global Encompassing Criterion for Nonparametric Encompassing," Papers, Toulouse - GREMAQ, number 95.386.
- Laffont, J.J. & Tirole, J., 1995, "Pollution Permits and Compliance Strategies," Papers, Toulouse - GREMAQ, number 95.395.
- Laffont, J.J. & Tirole, J., 1995, "Pollution Permits and Environmental Innovation," Papers, Toulouse - GREMAQ, number 95.396.
- Laffont, J.J. & Martimort, D., 1995, "Collusion and Delegation," Papers, Toulouse - GREMAQ, number 95.397.
- Brundin, I., 1995, "Collusion in a Debt Contract," Papers, Toulouse - GREMAQ, number 95.398.
- Amigues, J.P. & Favard, P. & Gaudet, G. & Moreaux, M., 1995, "De l'usage optimal de divers types de ressources naturelles," Papers, Toulouse - GREMAQ, number 95.399.
- Ghysels, E. & Harvey, A. & Renault, E., 1995, "Stochastic Volatility," Papers, Toulouse - GREMAQ, number 95.400.
- Fouquet-Bastie, F., 1995, "Contrat avec aversion pout le risque et risque moral: une application a l'industrie spatiale," Papers, Toulouse - GREMAQ, number 95.401.
- Amigues, J.P. & Favard, P. & Gaudet, G. & Moreaux, M., 1995, "Les ressources les moins couteuses ne sont pas necessairement celles qu'il faut exploiter en priorite," Papers, Toulouse - GREMAQ, number 95.402.
- Pastorello, S. & Renault, E. & Touzi, N., 1995, "Statistical Inference for Random Variance Option Pricing," Papers, Toulouse - GREMAQ, number 95.403.
- Bolduc, D. & Bonin, S., 1995, "Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity," Papers, Laval - Recherche en Politique Economique, number 9518.
- Crepon, B. & Duguet, E. & Kabla, I., 1995, "A Moderate Support to Schumpeterian Conjectures from Various Innovation Measures," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 95.06.
- Crepon, B. & Duguet, E., 1995, "Research and Development, Competition and Innovation; Pseudo Maximum Likelihood and Simulated Maximum Likelihood Methods Applied to Count Data Models with Heterogeneity," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 95.08.
- Terza, J.V. & Tsai, W.D., 1995, "FIML vs. Method of Movements Estimation of the Binary Regression Model with an Endogenous Treatment Effect," Papers, Pennsylvania State - Department of Economics, number 11-95-2.
- Hunt,L.C. & Judge,G., 1995, "Evolving Seasonal Patterns in UK Energy Series," Papers, Portsmouth University - Department of Economics, number 63.
- Mudholkar, G.S. & Freimer, M. & Hutson, A.D., 1995, "On the Efficiencies of Some Common Quick Estimators," Papers, Rochester, Business - Quantitative Methods Working Paper Series, number 95-01.
- Vuong, Q. & Lavergne, P., 1995, "Selecting Regressors Using Nonparametric Estimators," Papers, Southern California - Department of Economics, number 9501.
- Vuong, Q. & Laffont, J.J. & Elyakime, B. & Loisel, P., 1995, "Auctioning and Bargaining: An Econometric Study of Timber Auctions with Secret Reservation Prices," Papers, Southern California - Department of Economics, number 9502.
- Guerre, E. & Perrigne, I. & Vuong, Q., 1995, "Nonparametric Estimation of First-Price Auctions: Technical Appendices," Papers, Southern California - Department of Economics, number 9503.
- Guerre, E. & Perrigne, I. & Vuong, Q., 1995, "Nonparametric Estimation of First-Price Auctions," Papers, Southern California - Department of Economics, number 9504.
- Laffont, Jean-Jacques & Martimort, David, 1995, "Collusion and Delegation," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 54.
- BOLDUC, Denis & BONIN, Sylvie, 1995, "Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity," Cahiers de recherche, Université Laval - Département d'économique, number 9518.
- Dale J. Poirier, 1995, "Intermediate Statistics and Econometrics: A Comparative Approach," MIT Press Books, The MIT Press, number 0262161494, edition 1, ISBN: ARRAY(0x68c132a8), December.
- Horowitz, J.L. & Manski, C.F., 1995, "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations," Working Papers, University of Iowa, Department of Economics, number 95-12.
- Elsy Garnica Olmos, 1995, "Housing multivariate analysis," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 20, issue 10, pages 17-45, January-D.
- Jeffrey S. Simonoff & Frederic Udina, 1995, "Measuring the stability of histogram appearance when the anchor position is changed," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 133, Jul.
- William A. Brock & Cars H. Hommes, 1995, "Rational Routes to Randomness," Working Papers, Santa Fe Institute, number 95-03-029, Mar.
1994
- Pilar González Martín & Amelia Díaz de Pascual & Enrique Torres Lezama & Elsy Garnica Olmos, 1994, "An application of principal components analysis in the educational sector," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 19, issue 9, pages 55-72, January-D.
- Dezhbakhsh, Hashem & Levy, Daniel, 1994, "Periodic Properties of Interpolated Time Series," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 44, issue 3, pages 221-228.
- Banerjee, Anindya, 1994, "Dynamic Specification and Testing for Unit Roots and Co-Integration," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273318, Nov, DOI: 10.22004/ag.econ.273318.
- María de los Llanos Matea & Ana Valentina Regil, 1994, "Métodos para la extracción de señales y para la trimestralización," Working Papers, Banco de España, number 9415.
- Alok Bhargava, 1994, "Modelling the Health of Filipino Children," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 157, issue 3, pages 417-432, May, DOI: 10.2307/2983528.
- Bruce E. Hansen, 1994, "Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays," Boston College Working Papers in Economics, Boston College Department of Economics, number 295., Nov.
- Fernando Barran & Virginie Coudert & Benoît Mojon, 1994, "Transmission de la politique monétaire et crédit, une application à 5 pays de l'OCDE," Working Papers, CEPII research center, number 1994-03, Jun.
- Henri Delessy & Henri Sterdyniak, 1994, "Economic Policy Strategies to Fight Mass Unemployment in Europe : An Appraisal," Working Papers, CEPII research center, number 1994-04, Jul.
- Dezhbakhsh, Hashem & Levy, Daniel, 1994, "Periodic properties of interpolated time series," Economics Letters, Elsevier, volume 44, issue 3, pages 221-228.
- Jaakko Pehkonen, 1994, "Testing weak exogeneity by multivariate cointegration techniques : the demand for labour in Finnish manufacturing," Finnish Economic Papers, Finnish Economic Association, volume 7, issue 2, pages 108-119, Autumn.
- Suoniemi, Ilpo, 1994, "On Calculating Welfare Losses of Taxation and Public Provision," Discussion Papers, VATT Institute for Economic Research, number 74.
- Hashem Dezhbakhsh & Daniel Levy, 1994, "Periodic properties of interpolated time series," Post-Print, HAL, number hal-02382750, DOI: 10.1016/0165-1765(93)00378-2.
- Laffont, Jean-Jacques & Tirole, Jean, 1994, "Pollution Permits and Compliance Strategies," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 39.
- J-J. Laffont & J. Tirole, 1994, "Pollution Permits and Compliance Strategies," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 95-9, Jul.
- Anindya Banerjee, 1994, "Dynamic Specification And Testing For Unit Roots And Co-integration," Working Paper, Economics Department, Queen's University, number 914, Nov.
1993
- Coggins, Jay S. & Perali, C. Federico, 1993, "Voting for Equity: Estimating Society's Preferences Toward Inequality," Staff Papers, University of Wisconsin-Madison, Department of Agricultural and Applied Economics, number 200567, Apr, DOI: 10.22004/ag.econ.200567.
- Walter Kraemer & Gerhard Arminger, 2010, ""True Believers" or Numerical Terrorism at the Nuclear Power Plant," CESifo Working Paper Series, CESifo, number 3180.
- Quah, Danny, 1993, "Galton's Fallacy and Tests of the Convergence Hypothesis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 820, Jul.
- Kalaba, Robert E. & Tesfatsion, Leigh, 1993, "A Multicriteria Approach to Dynamic Estimation," Staff General Research Papers Archive, Iowa State University, Department of Economics, number 11179, Jan.
- Robert F. Stambaugh, 1993, "Estimating Conditional Expectations when Volatility Fluctuates," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0140, Aug.
- Orley Ashenfelter & David J. Zimmerman, 1993, "Estimates of the Return to Schooling From Sibling Data: Fathers, Sons and Brothers," Working Papers, Princeton University, Department of Economics, Industrial Relations Section., number 697, Sep.
- Bhargava, Alok & Ravallion, Martin, 1993, "Does Household Consumption Behave as a Martingale? A Test for Rural South India," The Review of Economics and Statistics, MIT Press, volume 75, issue 3, pages 500-504, August.
1992
- María de los Llanos Matea, 1992, "Contrastes de raíces unitarias, para series mensuales. Una aplicación al IPC," Working Papers, Banco de España, number 9214.
- Alok Bhargava, 1992, "Malnutrition and the Role of Individual Variation with Evidence from India and the Philippines," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 155, issue 2, pages 221-231, March, DOI: 10.2307/2982957.
- Artis, Michael J, 1992, "Monetary Policy in Stage Two of EMU: What Can We Learn From the 1980s?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 629, Jan.
- Maravall, Agustín & Peña, Daniel, 1992, "Missing observations and additive outliers in time series models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 2888, Sep.
- Suoniemi, Ilpo, 1992, "Nonlinearity and Heteroscedasticity in Tobit Models: Score Tests for Misspecification with one Degree of Freedom," Discussion Papers, VATT Institute for Economic Research, number 16.
- Fougere, D. & Kamionka, T., 1992, "Bayesian Inference for the Mover-Stayer Model in Continuous-Time," Papers, Toulouse - GREMAQ, number 92.285.
1991
- Alok Bhargava, 1991, "Estimating Short and Long Run Income Elasticities of Foods and Nutrients for Rural South India," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 154, issue 1, pages 157-174, January, DOI: 10.2307/2982709.
- Loikkanen, Heikki A., 1991, "Housing Demand and Tenure Choice: Evidence from Finland," Discussion Papers, VATT Institute for Economic Research, number 11.
- Hetemäki, Martti, 1991, "On Open Economy Tax Policy," Research Reports, VATT Institute for Economic Research, number 6.
- Alok Bhargava, 1991, "Identification and Panel Data Models with Endogenous Regressors," The Review of Economic Studies, Review of Economic Studies Ltd, volume 58, issue 1, pages 129-140.
1990
- Quah, D., 1990, "Galton'S Fallacy And The Tests Of The Convergence Hypothesis," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 552.
- Bernt P. Stigum, 1990, "Toward a Formal Science of Economics," MIT Press Books, The MIT Press, number 0262192845, edition 1, ISBN: ARRAY(0x6843c270), December.
- Nobel Prize Committee, 1990, "Biography of Trygve Haavelmo," Nobel Prize in Economics documents, Nobel Prize Committee, number 1989-2.
1989
- Trygve Haavelmo, 1989, "Econometrics and the Welfare State," Nobel Prize in Economics documents, Nobel Prize Committee, number 1989-1, Dec.
- Anderson, M.J. & Sunder, S., 1989, "Professional Traders As Intuitive Bayesians," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 88-89-51.
- Bjo[dieresis]rklund, Anders, 1989, "Potentials and pitfalls of panel data The case of job mobility," European Economic Review, Elsevier, volume 33, issue 2-3, pages 537-546, March.
- Kalaba, R. & Tesfatsion, L., 1989, "A Multicriteria Approach To Dynamic Estimation," Papers, Southern California - Department of Economics, number 8904.
1988
- Björklund, Anders, 1988, "Potentials and Pitfalls of Panel Data: The Case of Job Mobility," Working Paper Series, Research Institute of Industrial Economics, number 199, Nov.
1987
- Newey, Whitney K & West, Kenneth D, 1987, "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, volume 55, issue 3, pages 703-708, May.
- Bhargava, Alok, 1987, "Wald Tests and Systems of Stochastic Equations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 28, issue 3, pages 789-808, October.
- James Tobin, 1987, "Essays in Economics - Vol. 2: Consumption and Economics," MIT Press Books, The MIT Press, number 0262200643, edition 1, ISBN: ARRAY(0x693c66b0), December.
1986
- Whitney K. Newey & Kenneth D. West, 1986, "A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0055, Apr.
1985
- MacKinnon, James G. & White, Halbert, 1985, "Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties," Journal of Econometrics, Elsevier, volume 29, issue 3, pages 305-325, September.
- Kenneth Train, 1985, "Qualitative Choice Analysis: Theory, Econometrics, and an Application to Automobile Demand," MIT Press Books, The MIT Press, number 0262200554, edition 1, ISBN: ARRAY(0x6a16ebb8), December.
1984
- Stafford, Frank, 1984, "Forestalling the Demise of Empirical Economics: The Role of Microdata in Labor Economics Research," Working Paper Series, Research Institute of Industrial Economics, number 119, Jan.
1983
- Bhargava, Alok & Sargan, J D, 1983, "Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods," Econometrica, Econometric Society, volume 51, issue 6, pages 1635-1659, November.
- Albu, Lucian-Liviu & Georgescu, George, 1983, "An attempt to quantify the economic system motion under the investment process incidence," MPRA Paper, University Library of Munich, Germany, number 14234, Jun.
- James G. MacKinnon & Halbert White, 1983, "Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Working Paper, Economics Department, Queen's University, number 537.
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