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

1998

• 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, Centre for Economic Policy Research, 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.
• 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.