## 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**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Human capital accumulation in France at the dawn of the XIXth century: Lessons from the Guizot Inquiry**

*by*Magali Jaoul-Grammare & Charlotte Le Chapelain

**Sequential Probability Ration Tests : Conservative and Robust**

*by*Kleijnen, J.P.C. & Shi, Wen

**What Happens When Econometrics and Psychometrics Collide? An Example Using PISA Data**

*by*John Jerrim & Luis Alejandro Lopez-Agudo & Oscar D. Marcenaro-Gutierrez & Nikki Shure

**Zooming the Ins and Outs of the U.S. Unemployment**

*by*Pedro Portugal & António Rua

**Estimates of Net Capital Stock and Consumption of Fixed Capital for Australian States and Territories, 1990–2013**

*by*Mikhailitchenko, Serguei

**Nowcasting Building Permits with Google Trends**

*by*Coble, David & Pincheira, Pablo

**Survey of volatility and spillovers on financial markets**

*by*Evžen Kočenda

**Maximum Entropy Estimation of Statistical Equilibrium in Economic Quantal Response Models**

*by*Ellis Scharfenaker & Duncan Foley

**The European Railway Sectors: Understanding and Assessing Change**

*by*Giovanni ESPOSITO & Julia DOLESCHEL & Tobias KALOUD & Marco MARIOTTI & Jadwiga URBAN-KOZŁOWSKA

**The behavior of uncertainty and disagreement and their roles in economic prediction: a panel analysis**

*by*Rich, Robert W. & Tracy, Joseph

**Identification and inference on regressions with missing covariate data**

*by*Esteban M. Aucejo & Federico A. Bugni & V. Joseph Hotz

**Structural breaks in panel data: Large number of panels and short length time series**

*by*Antoch, Jaromir & Hanousek, Jan & Horvath, Lajos & Huskova, Marie & Wang, Shixuan

**The Relationship Between Savings And Economic Growth At The Disaggregated Level**

*by*BONGA-BONGA, Lumengo & GUMA, Nomvuyo

**Half-Forgotten Personalities of Economic Thought - O. R. Lange**

*by*Pavel Sirůček

**Rolling Regression Analysis of the Pástor-Stambaugh Model: Evidence from Robust Instrumental Variables**

*by*François-Éric Racicot & William F. Rentz & Alfred L. Kahl

**Finance growth nexus across Indian states: evidences from panel cointegration and causality tests**

*by*Rajesh Sharma & Samaresh Bardhan

**A typology of distance-based measures of spatial concentration**

*by*Marcon, Eric & Puech, Florence

**One-sided performance measures under Gram-Charlier distributions**

*by*León, Angel & Moreno, Manuel

**Wealth effect revisited: Novel evidence on long term co-memories between real estate and stock markets**

*by*Kiohos, Apostolos & Babalos, Vassilios & Koulakiotis, Athanasios

**Assessing farmers' willingness to supply biomass as energy feedstock: Cereal straw in Apulia (Italy)**

*by*Giannoccaro, Giacomo & de Gennaro, Bernardo C. & De Meo, Emilio & Prosperi, Maurizio

**Positive semidefinite integrated covariance estimation, factorizations and asynchronicity**

*by*Boudt, Kris & Laurent, Sébastien & Lunde, Asger & Quaedvlieg, Rogier & Sauri, Orimar

**A note on using ratio variables in regression analysis**

*by*Lien, Donald & Hu, Yue & Liu, Long

**The Dynamic Impact of Trade Openness on Poverty: An Empirical Study of Indonesia’s Economy**

*by*Lestari Agusalim

**Do decision-makers in SMEs have higher risk aversion than in large enterprises?**

*by*Wüstermann, Ralf Peter

**Bayesian binomial zero-coupon bonds model**

*by*Bogomolov, Rostislav & Khametov, Vladimir

**Confidence Intervals for Projections of Partially Identified Parameters**

*by*Stoye, Joerg & Kaido, Hiroaki & Molinari, Francesca

**Do political institutions influence international trade? Measurement of institutions and the Long-Run effects**

*by*Krenz, Astrid

**Matematičko modeliranje odnosa između održivog profita i održivog poslovanja**

*by*Nidžara Osmanagić Bedenik & Vedran Kojić & Ivan Strugar & Davor Labaš

**Panel Macroeconometric Modeling**

*by*Cheng Hsiao

**A tour of regression models for explaining shares**

*by*Morais, Joanna & Simioni, Michel & Thomas-Agnan, Christine

**Gauging financial conditions in South Africa**

*by*Nicolaas van der Wath

**Delphic and Odyssean monetary policy shocks: Evidence from the euro-area**

*by*Philippe Andrade & Filippo Ferroni

**Undue charges and price discrimination**

*by*Gabriel Garber & Márcio Issao Nakane

**The Financial and Economic Analysis of the Situation of Business Entities using Quantitative Methods**

*by*Anna Wi?niewska-Sa?ek & Sylwia ??gowik-?wi?cik & Katarzyna Grondys & Marcin St?pie?

**Causality As A Tool For Empirical Analysis In Economics**

*by*Pavlína Hejduková & Lucie Kureková

**Method Development Aspects of Liquidity-Adjusted Value-at-Risk (LVaR) Technique for Commodities Portfolios**

*by*Mazin A. M. Al Janabi

**Crime and Divorce. Can one Lead to the other? Using Multilevel Mixed Models**

*by*Faisal Khamis Al-Shamari

**Clustered into control: Causal impacts of water infrastructure failure**

*by*LaRiviere, Jacob & Wichman, Casey & Cunningham, Brandon

**The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable**

*by*Zhuan Pei & Yi Shen

**Sir William Petty y la conformación de la Ley Petty-Clark**

*by*Vélez Tamayo, Julián Mauricio

**The Price of Being a Systemically Important Financial Institution (SIFI)**

*by*Dacorogna, Michel M & Busse, Marc

**Equation by equation estimation of the semi-diagonal BEKK model with covariates**

*by*Thieu, Le Quyen

**Policy Measurement and Multilateral Resistance in Gravity Models**

*by*Cipollina, Maria Pina & De Benedictis, Luca & Salvatici, Luca & Vicarelli, Claudio

**Redundancy, Unilateralism and Bias beyond GDP – results of a Global Index Benchmark**

*by*Dill, Alexander & Gebhart, Nicolas

**Stochastic choice, systematic mistakes and preference estimation**

*by*Breitmoser, Yves

**Statistica descriptivă a seriilor de timp financiare**

*by*Stefanescu, Răzvan & Dumitriu, Ramona

**The relationship between savings and economic growth at the disaggregated level**

*by*Guma, Nomvuyo & Bonga-Bonga, Lumengo

**Expected utility for nonstochastic risk**

*by*Ivanenko, Victor & Pasichnichenko, Illia

**Introduction à la méthode statistique et probabiliste**

*by*Keita, Moussa

**The Relationship of Government Revenue and Government Expenditure: A case study of Malaysia**

*by*Ullah, Nazim

**Instrumental Variables in the Long Run**

*by*Casey, Gregory & Klemp, Marc

**Considering the use of random fields in the Modifiable Areal Unit Problem**

*by*Michal Bernard Pietrzak & Bartosz Ziemkiewicz

**Firms’ Dynamics and Business Cycle: New Disaggregated Data**

*by*Lorenza Rossi & Emilio Zanetti Chini

**Transparency, Reproducibility, and the Credibility of Economics Research**

*by*Garret S. Christensen & Edward Miguel

**A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models**

*by*Francis DiTraglia & Camilo García-Jimeno

**Understanding and Misunderstanding Randomized Controlled Trials**

*by*Angus Deaton & Nancy Cartwright

**RBC Methodology and the Development of Aggregate Economic Theory**

*by*Edward C. Prescott

**Term Structure of Uncertainty in the Macroeconomy**

*by*Jaroslav Borovička & Lars Peter Hansen

**Price Elasticities of Pharmaceuticals in a Value-Based-Formulary Setting**

*by*Kai Yeung & Anirban Basu & Ryan N. Hansen & Sean D. Sullivan

**Algorithmic and High-Frequency Trading Strategies: A Literature Review**

*by*Alexandru Mandes

**Policy Measurement And Multilateral Resistance In Gravity Models**

*by*Maria Cipollina & Luca De Benedictis & Luca Salvatici & Claudio Vicarelli

**Message from an Italian bottleneck: inter-industry relationships and efficiency spillover**

*by*Stefano Costa & Federico Sallusti

**An Oaxaca Decomposition for Nonlinear Models**

*by*Bazen, Stephen & Joutard, Xavier & Magdalou, Brice

**The Devil is in the Tails: Regression Discontinuity Design with Measurement Error in the Assignment Variable**

*by*Pei, Zhuan & Shen, Yi

**Technological diffusion as a recombinant process**

*by*Petros Gkotsis & Antonio Vezzani

**Disentangling the processes of firm growth and R&D investment**

*by*Alexander Coad & Nicola Grassano

**Valoración de inmuebles comerciales durante la aplicación del método de capitalización directa y el método de flujos descontados**

*by*Alejandro Vargas Sánchez & Juan Manuel Rocha Vargas

**Déficit habitacional cualitativo: una aproximación para el caso boliviano**

*by*Natali Escalera Nava & Pamela Córdova Olivera

**Comercio internacional y brechas salariales no explicadas por género: Evidencia para el sector agrícola en Bolivia**

*by*Oscar Molina Tejerina & Sergio Bobka Calcina

**Factores influyentes en la vulnerabilidad ante desastres en Bolivia 1980-2012**

*by*Mariana García del Castillo & Hernán Naranjo Mejía

**Desigualdades salariales: Una nueva mirada a su relación con la educación y los antecedentes familiares**

*by*Cristian Ricardo Nogales Carvajal

**Decentralized aid and democracy**

*by*Joaquín Morales Belpair

**Log-normal creaming and the likelihood of discovering additional giant petroleum fields**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**Weibull Wind Worth: Wait and Watch?**

*by*Lillestøl, Jostein

**Does Risk-Adjusted Payment Influence Primary Care Providers' Decision on Where to Set Up Practices?**

*by*Anell, Anders & Dackehag , Margareta & Dietrichson, Jens

**Competition in Swedish passenger railway : entry in an open-access market**

*by*Vigren, Andreas

**McCarthyism and the Mathematization of Economics**

*by*E. Roy Weintraub

**On the Memory of Products of Long Range Dependent Time Series**

*by*Leschinski, Christian

**RBC Methodology and the Development of Aggregate Economic Theory**

*by*Prescott, Edward C.

**Quarterly Report on the Euro Area (QREA), Vol.15, No.2 (2016)**

*by*Narcissa Balta & Francesca D’Auria & Plamen Nikolov & Borek Vasicek

**Quarterly Report on the Euro Area (QREA), Vol.15, No.1 (2016)**

*by*Erik Canton & Jan In't Veld & Romanos Priftis

**Quarterly Report on the Euro Area (QREA), Vol.14, No.4 (2015)**

*by*Alexis Loublier & Philipp Mohl & Eric Ruscher & Borek Vasicek & Thomas Walsh

**Why risk is so hard to measure**

*by*Jon Danielsson & Chen Zhou

**On the Choice of Test Statistic for Conditional Moment Inequalities**

*by*Timothy B. Armstrong

**Interdependent Hazards, Local Interactions, and the Return Decision of Recent Migrants**

*by*Govert Bijwaard & Christian Schluter

**“Ley de Wagner”, un análisis de regresión lineal múltiple para Colombia**

*by*Fabián Ernesto Vidal Sánchez

**Diseño de política económica para enfrentar la volatilidad de la tasa de cambio: un análisis econométrico Garch de los periodos de apreciación y depreciación y sus costos y resultados**

*by*Carlos Eduardo Méndez Conde & Juan Camilo Méndez Vizcaíno

**On the Sources of Business Cycles: Implications for DSGE Models**

*by*Michal Andrle & Jan Bruha & Serhat Solmaz

**Aggregate Loss Distribution And Dependence: Composite Models, Copula Functions And Fast Fourier Transform For The Danish Re Insurance Data**

*by*Rocco Roberto Cerchiara & Francesco Acri

**Dependent Defaults and Losses with Factor Copula Models**

*by*Damien Ackerer & Thibault Vatter

**Understanding Firms' Inflation Expectations Using the Bank of Canada's Business Outlook Survey**

*by*Simon Richards & Matthieu Verstraete

**Skewness and Kurtosis Ratio Tests: With Applications to Multiperiod Tail Risk Analysis**

*by*Wong, Woon K.

**A copula-based clustering algorithm to analyse EU country diets**

*by*F. Marta L. Di Lascio & Marta Disegna

**A Bayesian Look at American Academic Wages: The Case of Michigan State University**

*by*Majda Benzidia & Michel Lubrano

**Estimation of the global regularity of a multifractional Brownian motion**

*by*Joachim Lebovits & Mark Podolskij

**Testing for heteroscedasticity in jumpy and noisy high-frequency data: A resampling approach**

*by*Kim Christensen & Ulrich Hounyo & Mark Podolskij

**Information Capacity Database in the Rating Model on the Basis of Polish and Italian Real Estate Markets**

*by*Renigier-Biłozor Małgorzata & Biłozor Andrzej

**The Beta intervalling effect during a deep economic crisis - evidence from Greece**

*by*Georgios Mantsios & Stylianos Xanthopoulos

**Estimating Capabilities with Structural Equation Models: How Well are We Doing in a ‘Real’ World?**

*by*Jaya Krishnakumar & Florian Chávez-Juárez

**Public interest versus interest groups: a political economy analysis of allowance allocation under the EU emissions trading scheme**

*by*Niels Anger & Emmanuel Asane-Otoo & Christoph Böhringer & Ulrich Oberndorfer

**A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates**

*by*Kathrin Glau

**On Rosen’s and Adler’s hypotheses in the modern and contemporary visual art market**

*by*Guido Candela & Massimiliano Castellani & Pierpaolo Pattitoni & F. Marta L. Lascio

**The analysis of the impact of the Warsaw metro stations location on residential property prices in Ursynów district in Warsaw (Analiza wplywu lokalizacji stacji metra warszawskiego na ceny mieszkan na przykladzie dzielnicy Ursynow w Warszawie)**

*by*Marcin Torzewski

**Comparison of Parametric and Nonparametric Modeling: Aesthetic Effect of Kamran Khavarani?s Paintings**

*by*Simin Mozayeni & Parisa Amirmostofian

**Explaining the Migration Intentions Of Romanian Youth: Are Teenegers Different?**

*by*Monica ROMAN & Maria Denisa VASILESCU

**RR by R in Official Statistics**

*by*Ciprian ALEXANDRU & Nicoleta CARAGEA

**Statistical Data Processing with R – Metadata Driven Approach**

*by*Rudi SELJAK & Jerneja PIKELJ

**Estimation of Household Waste in the Republic of Serbia using R software**

*by*Melinda Tokai

**A Variance Estimation R-package for Repeated Surveys – Useful for Estimates of Changes in Quarterly and Annual Averages**

*by*Oyvind Langsrud

**An R implementation of a Recurrent Neural Network Trained by Extended Kalman Filter**

*by*Bogdan Oancea & Tudorel Andrei & Raluca Mariana Dragoescu

**Use Of R in Statistics Lithuania**

*by*Tomas Rudys

**Data Editing for Complex Surveys in Presence Of Administrative Data: An Application to Fss 2013 Livestock Survey Data Based on The Joint Sequential Use Of Different R Packages**

*by*Elena Catanese

**A Note on the Examination of the Fisher Hypothesis by Using Panel Co-Integration Tests with Break**

*by*Tolga Omay & Mubariz Hasanov & Asli Yuksel & Aydin Yuksel

**From Oil to Stock Markets**

*by*Guesmi, Khaled & Boubaker, Heni & Lai, Van Son

**I hate statistics**

*by*MIHAIESCU, Nicolaie

**Pitfalls of Quantitative Surveys Online**

*by*Iva Pecáková

**Використання Статистичних Методів Управління Якістю В Логістичному Процесі**

*by*Alla Tkachenko & Marina Ivanova

**Assessment of Active Labour Market Policies in Bulgaria: Evidence from Survey Data**

*by*Atanas Atanassov

**Income Inequality: Impact of Inequality Measures on Crimes An Analysis of the State of New Jersey**

*by*Bertram Chukwudum Ifeanyi OKPOKWASILI

**On the Time Varying Relationship between Oil Price and G7 Equity index: a Multivariate Approach**

*by*Khaled Guesmi & Zied Fiti & Ilyes Abid & Gazi Salah Uddin

**The Relationship Between Consumption and Income**

*by*Tai-Yuen HON

**Credit Allocation Based on Journal Impact Factor and Co-authorship Contribution**

*by*Javier E. CONTRERAS-REYES

**Suburbanisation and the Housing Situation in the Poznań Agglomeration**

*by*Anna Jancz

**Geographic proximity and university–industry interaction: the case of Mexico**

*by*Claudia Fuentes & Gabriela Dutrénit

**Zero Lower Bound Monetary Policy’s Effect on Financial Asset’s Correlations**

*by*Michael P. Hughes & Karl Rogers

**Economic performance, government size, and institutional quality**

*by*António Afonso & João Tovar Jalles

**Impacto del desarrollo del sistema financiero en el comercio de los países que integran la OCDE**

*by*Ortiz-Zarco, Ruth & Ortiz-Zarco, Eusebio

**Values And Environemtal Behavior In Small Pottery Businesses: Empirical Evidence From Mexico, Valores Y Comportamiento Ambiental En Pequenos Negocios: Evidencia Empirica De La Alfareria En Mexico**

*by*Maria del Carmen Avendano & Arcelia Toledo-Lopez & Dora Lilia Guzman Cruz

**Social Responsibility And Financial Performance: Evidence From Goods And Service Firms In Mexico**

*by*Maria del C. AvendaÃ±o-Rito & Arcelia Toledo-Lopez

**Spatial Variations Of Employment Change In Greece Over The Early-Crisis Period (2008-2011)**

*by*Dimitris KALLIORAS & Maria TSIAPA & Spyridon ZAPANTIS

**Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets**

*by*Bhuyan, Rafiqul & Robbani, Mohammad G. & Talukdar, Bakhtear & Jain, Ajeet

**Facts or fates of investors' losses during crises? Evidence from REIT-stock volatility and tail dependence structures**

*by*Huang, MeiChi & Wu, Chih-Chiang & Liu, Shih-Min & Wu, Chang-Che

**Bias correction and refined inferences for fixed effects spatial panel data models**

*by*Yang, Zhenlin & Yu, Jihai & Liu, Shew Fan

**House prices at different stages of the buying/selling process**

*by*Shimizu, Chihiro & Nishimura, Kiyohiko G. & Watanabe, Tsutomu

**Do socially (ir)responsible investments pay? New evidence from international ESG data**

*by*Auer, Benjamin R. & Schuhmacher, Frank

**Assessing mortgage servicing rights using a reduced-form model: Considering the effects of interest rate risks, prepayment and default risks, and random state variables**

*by*Chiang, Shu Ling & Yang, Tyler T. & Tsai, Ming Shann

**Magnitudes of Market Inefficiency: Theory and Application**

*by*Miyakoshi, Tatsuyoshi & Tsukuda, Yoshihiko & Shimada, Junji

**What works to improve the quality of student learning in developing countries?**

*by*Masino, Serena & Niño-Zarazúa, Miguel

**Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets**

*by*Ftiti, Zied & Fatnassi, Ibrahim & Tiwari, Aviral Kumar

**Tsallis entropy: Do the market size and liquidity matter?**

*by*Gurdgiev, Constantin & Harte, Gerard

**Parametric model risk and power plant valuation**

*by*Bannör, Karl & Kiesel, Rüdiger & Nazarova, Anna & Scherer, Matthias

**Information spillover dynamics of the energy futures market sector: A novel common factor approach**

*by*Kuruppuarachchi, Duminda & Premachandra, I.M.

**Testing the martingale hypothesis for gross returns**

*by*Linton, Oliver & Smetanina, Ekaterina

**Dynamic asymmetries in house price cycles: A generalized smooth transition model**

*by*Canepa, Alessandra & Chini, Emilio Zanetti

**The obesity penalty in the labor market using longitudinal Canadian data**

*by*Chu, Filmer & Ohinmaa, Arto

**Oracle inequalities, variable selection and uniform inference in high-dimensional correlated random effects panel data models**

*by*Kock, Anders Bredahl

**Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data**

*by*Kim, Donggyu & Wang, Yazhen

**Nonparametric errors in variables models with measurement errors on both sides of the equation**

*by*De Nadai, Michele & Lewbel, Arthur

**Endogeneity in stochastic frontier models**

*by*Amsler, Christine & Prokhorov, Artem & Schmidt, Peter

**Grouped effects estimators in fixed effects models**

*by*Bester, C. Alan & Hansen, Christian B.

**The equivalence of three latent class models and ML estimators**

*by*Tennekoon, Vidhura S.

**Do rating grades convey important information: German evidence?**

*by*Kenjegaliev, Amangeldi & Duygun, Meryem & Mamedshakhova, Djamila

**What determines students’ perceptions in course evaluation rating in higher education? An econometric exploration**

*by*Kifle, Temesgen & Alauddin, Mohammad

**The impact of lengthening petrol price cycles on consumer purchasing behaviour**

*by*Hashimi, Hasham & Jeffreys, Ian

**Quantifying market risk with Value-at-Risk or Expected Shortfall? – Consequences for capital requirements and model risk**

*by*Kellner, Ralf & Rösch, Daniel

**Methodological Approaches to the Diagnosis and Forecast of the Long-Wave Fluctuations in the Economy**

*by*Marat Rashitovich Safiullin & Leonid Alekseevich Elshin & Leonid Alekseevich Elshin & Elvira Gumarovna Nikiforova

**Domestic and Foreign Firms in Russian Food Industry for the Period of 2005-2014**

*by*Vladislav Spitsin & Alexandr Mikhalchuk & Darya Novoseltzeva & Anton Boznyakov & Lubov Spitsina & Irina Antonova

**The Impact of Working Capital Management on Firms Financial Performance: Evidence from Pakistan**

*by*Tanveer Bagh & Muhammad Imran Nazir & Muhammad Asif Khan & Muhammad Atif Khan & Sadaf Razzaq

**An Innovative Approach to the Formation of a Progressive Taxation Probabilistic Model on Personal Incomes**

*by*Kalinina Olga

**An Application of Asymmetric Toda–Yamamoto Causality on Exchange Rate-inflation Differentials in Emerging Economies**

*by*Mohammed Umar & Jauhari Dahalan

**Correlational-regression Analysis Application for the Forecast of the Specialists with Higher Education Requirement in Russian Economy**

*by*Nina Potekhina & Yulia Shulinina & Natalia Kuzmina & Ludmila Potalisina & Inessa Sannikova

**Comparison of Investment Activity of the Russian and Foreign Manufacturers: Case from Manufacturing of Transportation Vehicles**

*by*Vladislav Spitsin & Aleksandr Mikhalchuk & Vladimir Zalmezh & Irina Antonova & Igor Tsekhanovsky & Valeriy Zadorozhnyi & Nataliya Shabaldina & Larisa Dorzheeva

**Social Results of Domestic and Foreign Firms: Case Manufacture of Transport Equipment in Russia**

*by*Vladislav Spitsin & Aleksandr Mikhalchuk & Lubov Spitsina & Nataliya Tyuleneva & Darya Novoseltseva

**On The Role Of Exports For Economic Growth At A Global Level Through A Lmm Approach**

*by*Ioan POPA & Cristiana TUDOR & Mihaela BELU & Dorel PARASCHIV

**Designing of Social Politics Meant for the Upgrading of the Educators’ Professional Training in the Child Protection System**

*by*Ioan RADU & Cristina MOGOS & Cleopatra SENDROIU & Minodora URSACESCU & Aureliana Geta ROMAN

**Integración, contagio financiero y riesgo bursátil: ¿qué nos dice la evidencia empírica para el periodo 1995-2016?**

*by*Pedro V. Piffaut & Damià Rey Miró

**Factorial Correspondences Analysis – A Tool In Tourism Motivation Research**

*by*Ion Danut I. JUGANARU & Kamer Ainur M. AIVAZ & Mariana C. JUGANARU

**Significant Moments In The History And Evolution Of The Touristic City Of Constanta And Anticipation Of The Number Of Arrived Tourists Using The Arima Models**

*by*Mariana C. JUGANARU & Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU

**The Anticipation Of The Number Of Tourists Arrived In Mamaia Using The Type Of Models Arima**

*by*Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU & Mariana C. JUGANARU

**Using The Factorial Correspondences For Analyzing Tourist Flows**

*by*Kamer Ainur M. AIVAZ & Ion Danut I. JUGANARU & Mariana C. JUGANARU

**Quantitative Aspects Regarding The Tourist Traffic Indicators In The Human Settlements Located On The Black Sea Coast**

*by*Mariana C. JUGANARU & Ion Danut I. JUGANARU & Kamer Ainur M. AIVAZ

**Study On The Performance Of Romanian Companies Listed On Bucharest Stock Exchange Using A General Diagnosis Model**

*by*STEFAN Iulia-Oana

**Impact of Income on Customers' Loyalty: Are Customers with Higher Income more Loyal?**

*by*Klopotan Igor & Vrhovec-Žohar Kristina & Mahič Edita

**Measuring foreign impact: leading index construction using hierarchical dynamic factor model**

*by*Agne Reklaite

**Measuring The Optimal Macroeconomic Uncertainty Index For Turkey**

*by*Havvanur Feyza Erdem & Rahmi Yamak

**Labour Force Specialization In Romania - Regional Disparities**

*by*Oana Ancuta Stângaciu

**Assessing the Actual Stage of Social and Environmental Reporting of the Companies Listed at Bucharest Stock Exchange**

*by*Mihaela Turturea

**Aspects of Responsible Tourism ? A Quantitative Approach**

*by*Olimpia State & Daniel Bulin

**Disparities, Discrepancies and Specific Concentration – Diversification Trends in the Group of Central and East European Ex-Socialist Countries**

*by*Gheorghe Savoiu & Marian Siminica

**The South African Economic Response to Monetary Policy Uncertainty**

*by*Mehmet Balcilar & Rangan Gupta & Charl Jooste

**Note on Higher-Order Statistics for the Pruned-State-Space of nonlinear DSGE models**

*by*Mutschler, Willi

**Monetary Cross-Checking in Practice**

*by*Beck, Günther W. & Beyer, Robert C. M. & Kontny, Markus & Wieland, Volker

**Flexible Modeling of Binary Data Using the Log-Burr Link**

*by*Kaeding, Matthias

**Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data**

*by*Bialowolski, Piotr & Kuszewski, Tomasz & Witkowski, Bartosz

**Multi-dimensional Risk and its Diversification**

*by*Woohwan Kim & Young Min Kim & Tae-Hwan Kim & Seungbeom Bang

**An entropy-based early warning indicator for systemic risk**

*by*Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini

**Multifractality in Finance: A deep understanding and review of Mandelbrot's MMAR**

*by*Federico Maglione

**On the (Ab)Use of Omega?**

*by*Bertrand Maillet & Michele Costola & Massimiliano Caporin & Gregory Jannin

**On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models**

*by*Andreea Röthig & Andreas Röthig & Carl Chiarella

**Long memory through marginalization of large systems and hidden cross-section dependence**

*by*Chevillon G. & Hecq A.W. & Laurent S.F.J.A.

**Asymptotic Bias of OLS in the Presence of Reverse Causality**

*by*Basu, Deepankar

**Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach**

*by*Davide Delle Monache & Stefano Grassi & Paolo Santucci

**Fundamental shock selection in DSGE models**

*by*Filippo Ferroni & Stefano Grassi & Miguel A. Leon-Ledesma

**Purchasing Power Parity: A Time Series Analysis of the U.S. and Mexico, 1995 - 2007**

*by*Steven Yee & Miguel Ramirez

**Generalized Autoregressive Method of Moments**

*by*Drew Creal & Siem Jan Koopman & André Lucas & Marcin Zamojski

**Time to Demystify Endogeneity Bias**

*by*Duo Qin

**Unified M-Estimation of Fixed-Effects Spatial Dynamic Models with Short Panels**

*by*Yang Zhenlin

**Bias correction for fixed effects spatial panel data models**

*by*Zhenlin Yang & Jihai Yu & Shew Fan Liu

**Effect of Housing on Net Error Omissions: An Application to Turkey Case**

*by*Dilek ALTAS & Gulen Arikan

**Forecasting South African Gold Sales: The Box-Jenkins Methodology**

*by*Johannes Tshepiso Tsoku & Nonofo Phokontsi & Daniel Metsileng

**A Comparative Study of Stock Price Forecasting using nonlinear models**

*by*Lawrence Xaba & Ntebogang Moroke & Johnson Arkaah & Charlemagne Pooe

**The Financing of Investment in European SMEs: Does economic integration matter?**

*by*Mary Arrieta

**Statistical Analysis of Educational System of Georgia**

*by*Lia Charekishvili

**Conflict Points and Air Traffic Problem Resolutions of Air Traffic Controllers in Istanbul Airspace**

*by*Soner Demirel & Ertan Cinar & Medine Elif Othan

**Strategic links between borrowing behaviour and purpose of credit: Evidence from India**

*by*Padmavathi Koride & Anjula Gurtoo

**Improving Discretization Exploiting Dependence Structure**

*by*Daniela Marella & Mauro Mezzini & Paola Vicard

**Octav Onicescu – Omul si opera Restituiri: contributii la dezvoltarea cercetarii economice Entropia informationala în economie - Versiune preliminara -**

*by*Preda, Vasile & Dedu, Silvia

**Lower Partial Moments under Gram Charlier Distribution: Performance Measures and Efficient Frontiers**

*by*León, Ángel & Moreno, Manuel

**Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models**

*by*Liudas Giraitis & George Kapetanios & Tony Yates

**What Determines Studentsâ€™ Perceptions in Course Evaluation Rating in Higher Education? An Econometric Exploration**

*by*Temesgen Kifle & Mohammad Alauddin

**Unified quasi-maximum likelihood estimation theory for stable and unstable Markov bilinear processes**

*by*Aknouche, Abdelhakim

**Sampling for Variance in a Population**

*by*Stacey, Brian

**Back-splicing of cement production and characterization of its economic cycle: The case of Chile (1991-2015)**

*by*Idrovo Aguirre, Byron & Contreras, Javier

**An empirical investigation into the propensity of reckless decision making within the high pressure environment of Deal or No Deal**

*by*Whitle, Richard & Rae, Jonathan & Pyke, Chris

**VAT efficiency in the countries worldwide**

*by*Sokolovska, Olena & Sokolovskyi, Dmytro

**Trade freedom and revenue from trade taxes: a cross-country analysis**

*by*Sokolovska, Olena

**Real Time Monitoring of Carbon Monoxide Using Value-at-Risk Measure and Control Charting**

*by*Bersimis, Sotirios & Degiannakis, Stavros & Georgakellos, Dimitrios

**Short and long run estimates of the local effects of retirement on health**

*by*Fe, Eduardo & Hollingsworth, Bruce

**Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation**

*by*Yang, Bill Huajian & Du, Zunwei

**Environmental attitude, motivations and values for marine biodiversity protection**

*by*Halkos, George & Matsiori, Steriani

**Banking Innovations and New Income Streams: Impact on Banks’ Performance**

*by*Roy Trivedi, Smita

**Invariance of the distribution of the maximum**

*by*Fosgerau, Mogens & Lindberg, Per Olov & Mattsson, Lars-Göran & Weibull, Jörgen

**Globalisation effect measure via hierarchical dynamic factor modelling**

*by*Agne Reklaite

**Services Trade Restrictiveness Index (STRI): Scoring and Weighting Methodology**

*by*Massimo Geloso Grosso & Frederic Gonzales & Sébastien Miroudot & Hildegunn Kyvik Nordås & Dorothée Rouzet & Asako Ueno

**A Quantal Response Model of Firm Competition**

*by*Ellis Scharfenaker

**Production function estimation using New Zealand’s Longitudinal Business Database**

*by*Richard Fabling & David C Maré

**STR: A Seasonal-Trend Decomposition Procedure Based on Regression**

*by*Alexander Dokumentov & Rob J. Hyndman

**Implementing Rubin's Alternative Multiple Imputation Method for Statistical Matching in Stata**

*by*Anil Alpman

**Constrained Optimization Approaches to Estimation of Structural Models: Comment**

*by*Fedor Iskhakov & Jinhyuk Lee & John Rust & Bertel Schjerning & Kyoungwon Seo

**Simple Tests for Selection Bias: Learning More from Instrumental Variables**

*by*Black, Dan A. & Joo, Joonhwi & LaLonde, Robert J. & Smith, Jeffrey A. & Taylor, Evan J.

**Characterizations of identified sets delivered by structural econometric models**

*by*Andrew Chesher & Adam Rosen

**A discrete model for bootstrap iteration**

*by*Russell Davidson

**An investigation into multivariate variance ratio statistics and their application to stock market predictability**

*by*Seok Young Hong & Oliver Linton & Hui Jun Zhang

**Mean Ratio Statistic for measuring predictability**

*by*Oliver Linton & Katja Smetanina

**Is Africa Different? Historical Conflict and State Development**

*by*Mark Dincecco & James Fenske & Massimiliano Gaetano Onorato

**Optimización estocástica de un portafolio para proyectos del sector de hidrocarburos**

*by*Juan Fernando Subirana

**Informal economy in Bolivia: analysis, evaluation and quantification based on cash monetary effective demand approach (period 1994-2014)**

*by*Danilo Velasco Valdez

**Market anomalies and Bid-Ask prices in fixed income securities**

*by*Alejandro Vargas Sánchez & Cristian Bruno Ayllón Calderón

**An approach to the socieconomic determinants of infant and child mortality in Bolivia: Use of indirect methods of calculation of mortality and bivariate analysis**

*by*Pamela Córdova Olivera & Marina Yurevna Nicolaeva

**Estimation and characteristics of unemployment duration in Bolivia**

*by*Carlos Alberto Foronda Rojas & Andrea Alcaráz

**Efforts and inequality of opportunity in the Bolivian labor market**

*by*Cristian Ricardo Nogales Carvajal & Fátima Rico Encinas

**Productivity Development for Norwegian Electricity Distribution Companies 2004-2013**

*by*Cheng, Xiaomei & Bjørndal, Endre & Lien, Gudbrand & Bjørndal, Mette

**Malmquist Productivity Analysis based on StoNED**

*by*Cheng, Xiaomei & Bjørndal, Endre & Bjørndal, Mette

**On the Distributional Assumptions in the StoNED model**

*by*Cheng, Xiaomei & Andersson, Jonas & Bjørndal, Endre

**Beta-creaming**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**Best estimate reporting with asymmetric loss**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**The Geography of Innovation and Entrepreneurship**

*by*Backman, Mikaela & Lööf, Hans

**Une nouvelle approche expérimentale pour tester les modèles quantiques de l'erreur de conjonction**

*by*Sébastien Duchêne & Thomas Boyer-Kassem & Eric Guerci

**Testing Quantum-like Models of Judgment for Question Order Effects**

*by*Thomas Boyer-Kassem & Sébastien Duchêne & Eric Guerci

**Approximating Time Varying Structural Models With Time Invariant Structures**

*by*Canova, Fabio & Ferroni, Filippo & Matthes, Christian

**Was Sarbanes-Oxley Costly? Evidence from Optimal Contracting on CEO Compensation**

*by*Gayle, George-Levi & Li, Chen & Miller, Robert A.

**Simpler Bootstrap Estimation of the Asymptotic Variance of U-statistic Based Estimators**

*by*Honore, Bo E. & Hu, Luojia

**Poor (Wo)man’s Bootstrap**

*by*Honore, Bo E. & Hu, Luojia

**Türkiye Ekonomisinde Toplam Faktör Verimliliği ve Beşeri Sermaye İlişkisi: 1950-2013**

*by*Mustafa Can Küçüker & Alper Guruz

**Türkiye Ekonomisinde Toplam Faktör Verimliliği ve Beşeri Sermaye İlişkisi: 1950-2013**

*by*Mustafa Can Küçüker & Alper Guruz

**Türkiye Ekonomisinde Toplam Faktör Verimliliği ve Beşeri Sermaye İlişkisi: 1950-2013**

*by*Mustafa Can Küçüker & Alper Guruz

**Quarterly Report on the Euro Area (QREA), Vol.14, No.3 (2015)**

*by*Alessandro Angelini & Kieran McMorrow & Rafal Raciborski & Werner Roeger & Eric Ruscher & Valerie Vandermeulen & Borek Vasicek & Lauri Vilmi

**Quarterly Report on the Euro Area (QREA), Vol.14, No.2 (2015)**

*by*Erik Canton & Narcissa Balta & Mats Marcusson & Josefina Monteagudo & Rafal Raciborski & Anastasia Theofilakou & Lukas Vogel

**Quarterly Report on the Euro Area (QREA), Vol.14, No.1 (2015)**

*by*Alfonso Arpaia & Narcissa Balta & Serena Fatica & Aron Kiss & Alexis Loublier & Balazs Palvolgyi & Alessandro Turrini

**An assessment of the relative quality of the Output Gap estimates produced by the EU's Production Function Methodology**

*by*K. Mc Morrow & W. Roeger & V. Vandermeulen & K. Havik

**Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting**

*by*Chang, C-L. & McAleer, M.J.

**A risk model with renewal shot-noise Cox process**

*by*Angelos Dassios & Jiwook Jang & Hongbiao Zhao

**Why risk is so hard to measure**

*by*Jon Danielsson & Chen Zhou

**Long Memory Through Marginalization of Large Systems and Hidden Cross-Section Dependence**

*by*Chevillon, Guillaume & Hecq , Alain & Laurent, Sébastien

**‘Modern’ Phillips Curves And The Implications For The Statistical Process Of Inflation**

*by*Bill Russell

**War, Housing Rents, and Free Market: A Case of Berlin's Rental Housing Market during the World War I**

*by*Konstantin A. Kholodilin

**Edmond Malinvaud: A Tribute to His Contributions in Econometrics**

*by*Peter C. B. Phillips

**Identification- and Singularity-Robust Inference for Moment Condition**

*by*Donald W. K. Andrews & Patrik Guggenberger

**Higher-order statistics for DSGE models**

*by*Willi Mutschler

**Approximating time varying structural models with time invariant structures**

*by*Canova, Fabio & Ferroni, Filippo & Matthes, Christian

**Análisis de la actividad emprendedora de los sectores de la transformación y servicios industriales en Cartagena de Indias - Colombia**

*by*Jairo Orozco Triana & Carlos Gabriel Vargas Arrieta & José David Florez Reyes

**Finite Underidentification**

*by*Enrique Sentana

**Estimating the Variance of Decomposition Effects**

*by*Takuya Hasebe

**Cointegration of Matched Home Purchases and Rental Price Indexes - Evidence from Sinpagore**

*by*Badi H. Baltagi & Jing Li

**The Estimation of Multi-dimensional Fixed Effects Panel Data Models**

*by*Laszlo Balazsi & Laszlo Matyas & Tom J. Wansbeek

**The Impact of Foreclosure on Housing Prices**

*by*Ralph Siebert

**An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability**

*by*Seok Young Hong & Oliver Linton & Hui Jun Zhang

**Clustering dependent observations with copula functions**

*by*F. Marta L. Di Lascio & Simone Giannerini

**Global Identification in DSGE Models Allowing for Indeterminacy**

*by*Zhongjun Qu & Denis Tkachenko

**Building a Structural Model: Parameterization and Structurality**

*by*M. Mouchart & R. Orsi

**Dynamic term structure models: the best way to enforce the zero lower bound in the United States**

*by*Andreasen, Martin M & Meldrum, Andrew

**Market beliefs about the UK monetary policy life-off horizon: a no-arbitrage shadow rate term structure model approach**

*by*Andreasen, Martin M & Meldrum, Andrew

**Approximating time varying structural models with time invariant structures**

*by*F. Canova & F. Ferroni & C. Matthes

**Structural and atheoretic approaches to micro-econometrics of public policy evaluation.(in french)**

*by*S. Roux

**Statistical Methods for Distributional Analysis**

*by*Franck A. Cowell & Emmanuel Flachaire

**Edgeworth expansion for the pre-averaging estimator**

*by*Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida

**On critical cases in limit theory for stationary increments Lévy driven moving averages**

*by*Andreas Basse-O'Connor & Mark Podolskij

**Limit theorems for stationary increments Lévy driven moving averages**

*by*Andreas Basse-O'Connor & Raphaël Lachièze-Rey & Mark Podolskij

**A weak limit theorem for numerical approximation of Brownian semi-stationary processes**

*by*Mark Podolskij & Nopporn Thamrongrat

**On U- and V-statistics for discontinuous Itô semimartingale**

*by*Mark Podolskij & Christian Schmidt & Mathias Vetter

**Inference from high-frequency data: A subsampling approach**

*by*Kim Christensen & Mark Podolskij & Nopporn Thamrongrat & Bezirgen Veliyev

**Testing for Level Shifts in Fractionally Integrated Processes: a State Space Approach**

*by*Davide Delle Monache & Stefano Grassi & Paolo Santucci de Magistris

**A Markov Chain Estimator of Multivariate Volatility from High Frequency Data**

*by*Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov

**A Martingale Decomposition of Discrete Markov Chains**

*by*Peter Reinhard Hansen

**Trajectoires professionnelles et santé en Europe**

*by*Godard, Mathilde

**Bayesian averaging vs. dynamic factor models for forecasting economic aggregates with tendency survey data**

*by*Bialowolski, Piotr & Kuszewski, Tomasz & Witkowski, Bartosz

**İktisat Araştırmalarında Sorgulayıcı Veri Çözümlemesi**

*by*Ümit Şenesen

**Assessment of Post-2003 Crude Oil Price Hike Through Wavelet Coherency Analysis**

*by*Mustafa Koray Kalafatcilar & Mustafa utku Ozmen

**Probabilistic aspects of risk management (Probabilistyczne aspekty zarz¹dzania ryzykiem)**

*by*Miros³aw Szreder

**La profundidad de mercado y el impacto cruzado de precios**

*by*Treviño Aguilar, Erick & Refugio Vallejo Gutiérrez

**On Reverse Stress Testing for Worst Case Scenarios: An Application to Credit Risk Modeling of Tunisian Economic Sectors**

*by*Amira Dridi

**Evaluation of Corporate Governance Influence on Performance of roumanian Companies**

*by*Georgeta VINTILA & Florinita DUCA

**A Time Series Analysis Using R for Understanding Car Sales On The Romanian Market**

*by*Mihaela Cornelia Sandu & Elena Druica & Rodica Ianole

**Time-Varying Versus Fixed Weights in Exchange-Market Pressure Indices: Evidence From Tests Using Latin American Data**

*by*Scott W. Hegerty

**A Study of Unilateral and Multilateral Sanctions Effectiveness on Iran's Non-Oil Foreign Trade Products**

*by*Kazerooni, Alireza & Ghorbani, Adel & Saghafi, Reza

**The Expectations Hypothesis of the Term Structure: Further Empirical Evidence for India (1996-2013) - La struttura a termine dei tassi di interesse: ulteriore evidenza empirica per l’India (1996-2013)**

*by*Tronzano, Marco

**The Term Structure of Interest Rates in India: Evidence from the Post-Liberalization Period (1996-2013). -La struttura a termine dei tassi di interesse in India: una analisi empirica sul recente periodo di liberalizzazione dei mercati finanziari (1996-2013)**

*by*Tronzano, Marco

**Quantitative Easing and the U.S. Stock Market: A Decision Tree Analysis**

*by*Ramaprasad Bhar & A.G. Malliaris & Mary Malliaris

**On the Dynamic Dependence between US and other Developed Stock Markets: An Extreme-value Time-varying Copula Approach**

*by*Heni Boubaker & Nadia Sghaier

**Social Entreprises In Romania**

*by*Daniela PIRVU

**Globalisation Effect Measure Via Hierarchical Dynamic Factor Modelling**

*by*Agne Reklaite

**Three Essential Analytical Techniques for the Behavioral Marketing Researcher: Median Splits, Mean-Centering, and Mediation Analysis**

*by*Iacobucci, Dawn & Popovich, Deidre L. & Bakamitsos, Georgios A. & Posavac, Steven S. & Kardes, Frank R.

**¿Se está adentrando el sistema español de pensiones en zona sísmica?/Is the Spanish Pension System Approaching a Seismic Zone?**

*by*CÓRDOBA BUENO, MIGUEL & FERNÁNDEZ-AVILÉS CALDERÓN, GEMA & GARCÍA CENTENO, Mª CARMEN

**Proyecto LINK y Econometría de Alta Frecuencia: Las últimas aportaciones econométricas de Lawrence R. Klein /LINK Project and High Frequency Econometrics: Recent Econometric Contributions of Lawrence R. Klein**

*by*CASTILLA, ADOLFO

**Financial and Operative Cost Efficiency: Spanish Savings Banks in Pre-Crisis Period/Eficiencia en costes financieros y operativos: Las cajas de ahorros españolas en el periodo pre-crisis**

*by*PÉREZ-CÁRCELES, MARÍA CONCEPCIÓN & GÓMEZ-GALLEGO, JUAN CÁNDIDO & GÓMEZ-GARCÍA, JUAN

**La herencia de Klein (1920-2013): Una visión de futuro/The Legacy of Klein (1920-2013): A Vision of the Future**

*by*PULIDO SANROMAN, ANTONIO

**Causality Relationship between Money, Income, Price and Exchange Rates in a Small Open Economy: the Case of Hong Kong**

*by*Tai-Yuen HON

**Matching as a regression estimator**

*by*Dan A. Black

**GDP as a measure of economic growth and welfare: brief critical assessment**

*by*Daniel Bulin & Ionela Baltatescu

**The effect of sensory properties on non-celiac consumers’ willingness to pay for a gluten-free snack**

*by*Tiziana de Magistris & Wilma Xhakollari & Naomi Munoz

**Quality Service and Its Relation With Global Satisfaction in Fast Food Consumers. A Case Study**

*by*Luis Enrique IBARRA MORALES & Jesús VELÁZQUEZ & Lourdes PARTIDA & Cinthia FRANCO

**Forecasting Value-at-Risk using block structure multivariate stochastic volatility models**

*by*Asai, Manabu & Caporin, Massimiliano & McAleer, Michael

**The effects and applicability of financial media reports on corporate default ratings**

*by*Lu, Yang-Cheng & Wei, Yu-Chen & Chang, Tsang-Yao

**Improved inferences for spatial regression models**

*by*Liu, Shew Fan & Yang, Zhenlin

**Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality**

*by*Liu, Shew Fan & Yang, Zhenlin

**Signalling the Dotcom bubble: A multiple changes in persistence approach**

*by*Leone, Vitor & de Medeiros, Otavio Ribeiro

**Estimating the price impact of trades in a high-frequency microstructure model with jumps**

*by*Jondeau, Eric & Lahaye, Jérôme & Rockinger, Michael

**A risk model with renewal shot-noise Cox process**

*by*Dassios, Angelos & Jang, Jiwook & Zhao, Hongbiao

**Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform**

*by*Hao, Xuemiao & Li, Xuan

**Calculating systemic risk capital: A factor model approach**

*by*Avramidis, Panagiotis & Pasiouras, Fotios

**On corporate capital structure adjustments**

*by*Dang, Viet Anh & Garrett, Ian

**Momentum and default risk. Some results using the jump component**

*by*González-Urteaga, Ana & Muga, Luis & Santamaria, Rafael

**Does the choice of performance measure influence the evaluation of commodity investments?**

*by*Auer, Benjamin R.

**Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis**

*by*Bouri, Elie

**The own-wage elasticity of labor demand: A meta-regression analysis**

*by*Lichter, Andreas & Peichl, Andreas & Siegloch, Sebastian

**The treatment-effect estimation: A case study of the 2008 economic stimulus package of China**

*by*Ouyang, Min & Peng, Yulei

**A test of the null of integer integration against the alternative of fractional integration**

*by*Cho, Cheol-Keun & Amsler, Christine & Schmidt, Peter

**A general method for third-order bias and variance corrections on a nonlinear estimator**

*by*Yang, Zhenlin

**QML estimation of dynamic panel data models with spatial errors**

*by*Su, Liangjun & Yang, Zhenlin

**The SR approach: A new estimation procedure for non-linear and non-Gaussian dynamic term structure models**

*by*Andreasen, Martin M. & Christensen, Bent Jesper

**Is there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugs**

*by*Deza, Monica

**Bias in the estimation of mean reversion in continuous-time Lévy processes**

*by*Bao, Yong & Ullah, Aman & Wang, Yun & Yu, Jun

**A martingale decomposition of discrete Markov chains**

*by*Hansen, Peter Reinhard

**Robust estimation under error cross section dependence**

*by*Moscone, F. & Tosetti, Elisa

**Cyclical behavior of real wages in Japan**

*by*Miyamoto, Hiroaki

**Variance change-point detection in panel data models**

*by*Li, Fuxiao & Tian, Zheng & Xiao, Yanting & Chen, Zhanshou

**Horseshoes, hand grenades, and treatment effects? Reassessing whether nonexperimental estimators are biased**

*by*Fortson, Kenneth & Gleason, Philip & Kopa, Emma & Verbitsky-Savitz, Natalya

**Identification of DSGE models—The effect of higher-order approximation and pruning**

*by*Mutschler, Willi

**Foreign affiliate sales and the measurement of trade in both goods and services**

*by*Li, Chunding & Whalley, John & Chen, Yan

**An Analysis of Determinants of Corporate Financial Performance: Evidence from the Bucharest Stock Exchange Listed Companies**

*by*Georgeta Vintila & Elena Alexandra Nenu

**Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004–2012**

*by*Elzbieta Szulc & Dagna Wleklinska

**Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange**

*by*Sabina Nowak & Joanna Olbrys

**Factores que inciden en la probabilidad de permanecer en la informalidad en Colombia (2008-2012): un análisis de las medidas de política pública**

*by*Jurany Beccie Ramírez Gallego & Camilo Andres Avila Carreño & Ingrid Jissel Arias Manrrique

**Participación laboral de las mujeres en el municipio de Popayán (Colombia)**

*by*Alejandra Miller Restrepo & Juliana Isabel Sarmiento Castillo & Andrés Mauricio Gómez Sánchez

**Computing, the bootstrap and economics**

*by*Russell Davidson

**Testing the predict power of VIX: an application of multiplicative error model**

*by*Luis Fernando Pereira Azevedo & Pedro L. Valls Pereira

**Overvaluation in the housing market and returns on residential real estate in the euro area: insights from data in euro per square metre**

*by*M. Dujardin. & A. Kelber. & A. Lalliard.

**Surévaluation et rentabilité des biens immobiliers en zone euro : l’apport des données en euros par mètre carré**

*by*DUJARDIN, M. & KELBER, A. & LALLIARD, A.

**Analytics of Insurance Markets**

*by*Edward W. Frees

**Efficiency of municipal legislative chambers**

*by*Alexandre Manoel Angelo da Silva & Roberta da Silva Vieira & Angelo José Mont’alverne Duarte

**Bear Market Periods during the 2007–2009 Financial Crisis: Direct Evidence from the Visegrad Countries**

*by*Joanna Olbryś & Elżbieta Majewska

**Empirical Study Related To Increasing The Accounting Information Quality At The Import-Exportcompanies Through Ifrs Implementation**

*by*Adriana IOTA & Marioara AVRAM & Magdalena MIHAI

**The Performance of Predictions Based on the Dobrescu Macromodel for the Romanian Economy**

*by*Mihaela Simionescu (Bratu)

**El rol del mercado de bonos de carbono europeo (EU–ETS) como gestor de inversión en medioambiente en Europa y países en desarrollo**

*by*Díaz Valdivia, Carlos

**New results on the correlation problem in operational risk**

*by*BRUNEL, Vivien

**The extent of price misalignment in prediction markets**

*by*Rothschild, David & Pennock, David M.

**On Energy Status Indicators and the Role of Renewable Energy under Economic Crisis**

*by*P. Bezrukikh & P. Bezrukikh .

**Forecasting the Relative Direction of Economic Growth by Using the Purchasing Managers` Index**

*by*Okan EREN

**Allocation of human capital and innovation at the frontier: Firm-level evidence on Germany and the Netherlands**

*by*Bartelsmann, Eric & Dobbelaere, Sabien & Peters, Bettina

**The own-wage elasticity of labor demand: A meta-regression analysis**

*by*Lichter, Andreas & Peichl, Andreas & Siegloch, Sebastian

**Identification of DSGE Models - A Comparison of Methods and the Effect of Second Order Approximation**

*by*Mutschler, Willi

**Sign restrictions and statistical identification under volatility breaks -- Simulation based evidence and an empirical application to monetary policy analysis**

*by*Herwartz, Helmut & Plödt, Martin

**Does the Letter Matter (and for Everyone)? - Quasi-experimental Evidence on the Effects of Home Invitation on Mammography Uptake**

*by*Carrieri, Vincenzo & Wuebker, Ansgar

**Leverage effect in energy futures**

*by*Kristoufek, Ladislav

**Do media data help to predict German industrial production?**

*by*Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk

**Does the letter matter (and for everyone)? Quasi-experimental evidence on the effects of home invitation on mammography uptake**

*by*Carrieri, V. & Wuebker, A.

**Sensitivity and simmetry of Confirmation Measures**

*by*Emilio Celotto

**Measuring Dissimilarity**

*by*Francesco Andreoli & Claudio Zoli

**Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large**

*by*Bin Peng & Giovanni Forchini

**Forecasting with the Standardized Self-Perturbed Kalman Filter**

*by*Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris

**Bayesian D-Optimal Choice Designs for Mixtures**

*by*Aiste Ruseckaite & Peter Goos & Dennis Fok

**Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models**

*by*Zhenlin Yang

**Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Error Dependence Model**

*by*Shew Fan Liu & Zhenlin Yang

**Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality**

*by*Shew Fan Liu & Zhenlin Yang

**Economic stratification of the Russian population and its subjective assessment**

*by*Margarita Perova & Evgeniy Perov

**A comparative study between observation- and parameter-driven zero-in ated Poisson model for longitudinal children hospital visit data**

*by*Shahariar Huda

**The Relationship between public spending on health and economic growth in Algeria: Testing for Cointegration and Causality**

*by*Fatima Boussalem & Zina Boussalem & Abdelaziz Taiba

**Methodology Of Application Of Statistical Modelling For Risk Assessment**

*by*Konstantins Didenko & Vitalijs Jurenoks & Vladimirs Jansons & Viktors Nespors

**Hodrick-Prescott filter in the analysis of structural unemployment and business cycle on the labor market in the countries of the Visegrad Group**

*by*Bo?ena Kade?ábková & Emilie Ja?ová

**Bootstrap tests for overidentification in linear regression models**

*by*Russell Davidson & James G. MacKinnon

**Short and long run income elasticity of gambling tax bases: evidence from Italy**

*by*di Bella, Enrico & Gandullia, Luca & Leporatti, Lucia

**Modelling the short-term interest rate with stochastic differential equation in continuous time: linear and nonlinear models**

*by*Muteba Mwamba, John & Thabo, Lethaba & Uwilingiye, Josine

**Mean-median compromise method as an innovating voting rule in social choice theory**

*by*Ngoie, Ruffin-Benoît M. & Ulungu, Berthold E.-L.

**Incentives and Risks in Relationships Between the Principal and the Agent**

*by*Minasyan, Vigen

**Rainfall Drought Simulating Using Stochastic SARIMA Models for Gadaref Region, Sudan**

*by*Moahmed Hassan, Hisham & Mahgoub Mohamed, Tariq

**Virtual Integration of Financial Markets: A Dynamic Correlation Analysis of the Creation of the Latin American Integrated Market**

*by*Mellado, Cristhian & Escobari, Diego

**Taille Optimale De L’Etat En Rd Congo**

*by*LONZO LUBU, Gastonfils

**Assessing the readiness of BRICS grouping for mutually beneficial financial integration**

*by*Bonga-Bonga, Lumengo

**Optimal inventory policies with an exact cost function under large demand uncertainty**

*by*Halkos, George & Kevork, Ilias & Tziourtzioumis, Chris

**The small multiple in econometrics – a redesign**

*by*Klein, Torsten L.

**Communicating quantitative information: tables vs graphs**

*by*Klein, Torsten L.

**Regional convergence – theoretical approaches**

*by*Daniela, Antonescu

**Exploring Diversification Benefits in Asia-Pacific Equity Markets**

*by*Mensah, Jones Odei & Premaratne, Gamini

**What is a Workers’ Referendum for? Evidence from Italy**

*by*Carbonai, Davide & Drago, Carlo

**Modeling and Forecasting Volatility – How Reliable are modern day approaches?**

*by*Mehta, Anirudh & Kanishka, Kunal

**A Scientific Macroeconomic Model Derived from Fundamental Equation of Economics**

*by*Wayne, James J.

**Evaluating CCTs from A Gender Perspective: the Impact of Chile Solidario on Women’s Employment Prospect**

*by*Scarlato, Margherita & d'Agostino, Giorgio & Capparucci, Francesca

**Альтернативный Подход К Определению Условий Отсутствия Арбитража**

*by*Ivanov, Sergei

**A note on approximating moments of least squares estimators**

*by*Liu-Evans, Gareth

**Dynamic State-Space Models**

*by*Karapanagiotidis, Paul

**Model-based pricing for financial derivatives**

*by*Zhu, Ke & Ling, Shiqing

**Multivariate bubbles and antibubbles**

*by*Fry, John

**Cartel Detection and Collusion Screening: An Empirical Analysis of the London Metal Exchange**

*by*Samà, Danilo

**Growth or development: experience from Latin America**

*by*durongkaveroj, wannaphong

**Rank and order conditions for identification in simultaneous system of cointegrating equations with integrated variables of order two**

*by*Mosconi, Rocco & Paruolo, Paolo

**Return and Volatility Spillovers in the Moroccan Stock Market During The Financial Crisis**

*by*El Ghini, Ahmed & Saidi, Youssef

**Measuring Product Type with Dynamics of Online Product Review Variances: A Theoretical Model and the Empirical Applications**

*by*Yili Hong & Pei-yu Chen & Lorin Hitt

**The Bidder Exclusion Effect**

*by*Dominic Coey & Bradley Larsen & Kane Sweeney

**Is the 'Quarter of Birth' Endogenous? Evidence From One Million Siblings in Taiwan**

*by*Elliott Fan & Jin-Tan Liu & Yen-Chien Chen

**Low-dimensional decomposition, smoothing and forecasting of sparse functional data**

*by*Alexander Dokumentov & Rob J Hyndman

**Risk Appetite in Practice: Vulgaris Mathematica**

*by*Bertrand K Hassani

**Tweets, Google Trends and Sovereign Spreads in the GIIPS**

*by*Theologos Dergiades & Costas Milas & Theodore Panagiotidis

**Investigating Multiple Changes in Persistence in International Yields**

*by*Simeon Coleman & Kavita Sirichand

**Cyclical behavior of real wages in Japan**

*by*Hiroaki Miyamoto

**The Own-Wage Elasticity of Labor Demand: A Meta-Regression Analysis**

*by*Lichter, Andreas & Peichl, Andreas & Siegloch, Sebastian

**Decomposition of Regional Income Inequality and Neighborhood Component: A Spatial Theil Index**

*by*Elena Lasarte & Miguel Angel Marquez Paniagua

**Territorial capital of Polish local administrative districts**

*by*Dorota Ciolek & Tomasz Komornicki

**Multidimensionality of Longitudinal Data: Unlocking the Age-Happiness Puzzle**

*by*Ning Li

**Estimating Upward Bias of Japanese Consumer Price Index Using Engel's Law**

*by*HIGA, Kazuhito

**Are Central Bankers Inflation Nutters? - A Bayesian MCMC Estimator of the Long Memory Parameter in a State Space Model**

*by*Andersson, Fredrik N. G. & Li, Yushu

**The Renewables Influence on Market Splitting: the Iberian Spot Electricity Market**

*by*Nuno Carvalho Figueiredo & Patrícia Pereira da Silva & Pedro Cerqueira

**Estimating capabilities with structural equation models: How well are we doing in a 'real' world?**

*by*Jaya Krishnakumar & Florian Wendelspiess Chavez Juarez

**Disegno split-plot e superfici di risposta con effetti casuali**

*by*Rossella Berni

**Self-employment and health care reform: evidence from Massachusetts**

*by*Tuzemen, Didem & Becker, Thealexa

**Quarterly Report on the Euro Area (QREA), Vol.13, No.4 (2014)**

*by*Francesca D’Auria & Maria Demertzis & Alexandr Hobza & Staffan Linden & Daniel Monteiro & Werner Roeger & Jan in ‘t Veld & Stefan Zeugner

**Quarterly Report on the Euro Area (QREA), Vol.13, No.3 (2014)**

*by*Narcissa Balta & Karin Fischer & Plamen Nikolov & Peter Pontuch & Lauri Vilmi & Lukas Vogel

**Quarterly Report on the Euro Area (QREA), Vol.13, No.2 (2014)**

*by*Carlos Cuerpo Caballero & Laura Fernández Vilaseca & Christina Jordan & Gil Mehrez & Josefina Monteagudo & Anda Patarau & Peter Pontuch & Lauri Vilmi & Ismael Valdes Fernandez

**Quarterly Report on the Euro Area (QREA), Vol.13, No.1 (2014)**

*by*Narcissa Balta & Gatis Eglitis & Benedicta Marzinotto & Philipp Mohl & Plamen Nikolov & Fabrice Orlandi & Alessandro Turrini & Christian Weise

**The Production Function Methodology for Calculating Potential Growth Rates & Output Gaps**

*by*Karel Havik & Kieran Mc Morrow & Fabrice Orlandi & Christophe Planas & Rafal Raciborski & Werner Roeger & Alessandro Rossi & Anna Thum-Thysen & Valerie Vandermeulen

**Stochastic Frontier Models for Long Panel Data Sets: Measurement of the Underlying Energy Efficiency for the OECD Countries**

*by*Massimo Filippini & Elisa Tosetti

**Assessing ecological sensitivities of marine assets to oil spill by means of expert knowledge**

*by*Carey, J.M. & Knapp, S. & Irving, P.

**A multi-layered risk exposure assessment approach for the shipping industry**

*by*van der Hoorn, S. & Knapp, S.

**Axiomatic characterization of the interval function of a block graph**

*by*Balakrishnan, K. & Changat, M. & Lakshmikuttyamma, A.K. & Mathews, J. & Mulder, H.M.

**Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations**

*by*Chang, C-L. & McAleer, M.J.

**Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations**

*by*Chang, C-L. & McAleer, M.J.

**Benford's Law, families of distributions and a test basis**

*by*John Morrow

**Do Media Data Help to Predict German Industrial Production?**

*by*Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht

**Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models**

*by*Donald W. K. Andrews & Patrik Guggenberger

**On the Choice of Test Statistic for Conditional Moment Inequalities**

*by*Timothy B. Armstrong

**Lobbying for carbon permits in Europe**

*by*Julien HANOTEAU

**Outliers in multivariate Garch models**

*by*Veiga, Helena & Martín-Barragán, Belén & Grané, Aurea

**Testing the Linearity of a Time Series**

*by*Dimitra Chatzi & Dikaios Tserkezos

**Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning**

*by*Willi Mutschler

**Inference Based on SVAR Identified with Sign and Zero Restrictions: Theory and Applications**

*by*Arias, Jonas E. & Rubio-Ramírez, Juan Francisco & Waggoner, Daniel F

**Adaptive Markov chain Monte Carlo sampling and estimation in Mata**

*by*Matthew J. Baker

**Ökonometrische Methoden zur Evaluierung kausaler Effekte der Wirtschaftspolitik**

*by*Franziska Kugler & Guido Schwerdt & Ludger Wößmann

**Benford's Law, Families of Distributions and a Test Basis**

*by*John Morrow

**Multivariate Variance Ratio Statistics**

*by*Seok Young Hong & Oliver Linton & Hui Jun Zhang

**Adaptive forecasting in the presence of recent and ongoing structural change**

*by*Giraitis, Liudas & Kapetanios, George & Price, Simon

**Density forecasts with MIDAS models**

*by*Knut Are Aastveit & Claudia Foroni & Francesco Ravazzolo

**Carbon market: Systematic risk and expectations of returns-on the comparison analysis of the CDM and EU ETS**

*by*Bao-Jun Tang & Cheng Shen

**Gasto educativo por regiones y niveles en 2010**

*by*Angel De la Fuente & Jose Emilio Bosca

**On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators**

*by*Stelios Arvanitis & Antonis Demos

**On spectral distribution of high dimensional covariation matrices**

*by*Claudio Heinrich & Mark Podolskij

**Testing the maximal rank of the volatility process for continuous diffusions observed with noise**

*by*Tobias Fissler & Mark Podolskij

**Ambit fields: survey and new challenges**

*by*Mark Podolskij

**On non-standard limits of Brownian semi-stationary**

*by*Kerstin Gärtner & Mark Podolskij

**Dynamic term structure models: The best way to enforce the zero lower bound**

*by*Martin M. Andreasen & Andrew Meldrum

**Functional limit theorems for generalized variations of the fractional Brownian sheet**

*by*Mikko S. Pakkanen & Anthony Réveillac

**Forecasting with the Standardized Self-Perturbed Kalman Filter**

*by*Stefano Grassi & Nima Nonejad & Paolo Santucci de Magistris

**Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity**

*by*Kris Boudt & Sébastien Laurent & Asger Lunde & Rogier Quaedvlieg

**Modeling and Forecasting the Distribution of Energy Forward Returns - Evidence from the Nordic Power Exchange**

*by*Asger Lunde & Kasper V. Olesen

**Price transmission analysis in the Greek milk market**

*by*Ioanna Reziti

**Les pôles de compétitivité français : un nouvel espace participant à la régulation de la relation formation/emploi ?**

*by*de Géry, Catherine

**Corporate Governance at the Influence of the Corporate Performance? Empirical Evidence on Companies Listed on Bucharest Stock Exchange**

*by*Georgeta VINTILA & Florinita DUCA

**Towards a Framework for Evaluating Sustainable Society Index**

*by*Milica Maricic & Marija Jankovic & Veljko Jeremic

**A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix**

*by*Newey, Whitney & West, Kenneth

**The Evolution Of Social Indicators Developed At The Level Of The European Union And The Need To Stimulate The Activity Of Social Enterprises**

*by*Daniela PIRVU & Florentina ION

**Problem of Missing Data in Questionnaire Surveys**

*by*Iva Pecáková

**English or German or Both: Recipes for Developing Countries**

*by*Bilal Mehmood & Syed Hassan Raza

**Using the “Efficient Frontier” in Analyzing the Activity of a Sample of Hotels from the Romanian Seaside**

*by*Trandafir Raluca-Andreea

**Statistical Aspects of the Dependence between Pollution and Economic Results**

*by*Moise – Titei Adina

**The Impact of Capital Flows on the Real Exchange Rate: the Case of Romania**

*by*Roman Angela & Ghita-Mitrescu Silvia & Sadoveanu Diana

**Econometric Evaluation Of The Relationship Economic Growth And Unemployment In Eu & Turkey**

*by*Erygit Pinar & Cura Serkan & Zungun Deniz & Ortanca Murat

**Determinants Of Entrepreneurial Activity In Times Of Crisis: An Empirical Study**

*by*Hatmanu (Gagea) Mariana & IacobuțÃ£ Andreea-Oana

**Impact of Labour on Economic Growth in Bulgaria (1991 - 2013)**

*by*Stela Raleva

**Tourism Industry Worldwide – Testing Some Correlations Between Essential Indicators**

*by*Daniel Bulin

**Efficiency Analysis: A Primer on Recent Advances**

*by*Parmeter, Christopher F. & Kumbhakar, Subal C.

**The Composite Marginal Likelihood (CML) Inference Approach with Applications to Discrete and Mixed Dependent Variable Models**

*by*Bhat, Chandra R.

**Expenditure Tracking Of Animal Production In The Software "1c: Accounting 8.2"**

*by*Nadejda SUVOROVA

**Regional Differences In Fertility In Bulgaria In The Period From 2000 To 2013**

*by*DIANA MARKOVA

**Remittances and Economic Growth in Mexico: An Empirical Study with Structural Breaks, 1970-2010**

*by*Miguel D. Ramirez

**Identification of the Distribution of Random Coefficients in Static and Dynamic Discrete Choice Models**

*by*Kyoo il Kim

**One Swallow Doesn't Make a Summer: Reply to Kataria**

*by*Zacharias Maniadis & Fabio Tufano & John A. List

**Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects**

*by*Moscone, Francesco & Tosetti, Elisa & Canepa, Alessandra

**Estimation of own and cross price elasticities of alcohol demand in the UK—A pseudo-panel approach using the Living Costs and Food Survey 2001–2009**

*by*Meng, Yang & Brennan, Alan & Purshouse, Robin & Hill-McManus, Daniel & Angus, Colin & Holmes, John & Meier, Petra Sylvia

**Estimating the price elasticity of beer: Meta-analysis of data with heterogeneity, dependence, and publication bias**

*by*Nelson, Jon P.

**Cross-asset contagion in times of stress**

*by*Papavassiliou, Vassilios G.

**Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents**

*by*Park, Beum-Jo

**An intertemporal capital asset pricing model with bank credit growth as a state variable**

*by*Hammami, Yacine & Lindahl, Anna

**The dynamic contagion of the global financial crisis into Japanese markets**

*by*Miyakoshi, Tatsuyoshi & Takahashi, Toyoharu & Shimada, Junji & Tsukuda, Yoshihiko

**An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits**

*by*Guidi, Francesco & Ugur, Mehmet

**On the multidimensional extension of countermonotonicity and its applications**

*by*Lee, Woojoo & Ahn, Jae Youn

**Combining chain-ladder claims reserving with fuzzy numbers**

*by*Heberle, Jochen & Thomas, Anne

**Leverage effect in energy futures**

*by*Kristoufek, Ladislav

**Daily seasonality in crude oil returns and volatilities**

*by*Auer, Benjamin R.

**Evaluating sub-national building-energy efficiency policy options under uncertainty: Efficient sensitivity testing of alternative climate, technological, and socioeconomic futures in a regional integrated-assessment model**

*by*Scott, Michael J. & Daly, Don S. & Zhou, Yuyu & Rice, Jennie S. & Patel, Pralit L. & McJeon, Haewon C. & Page Kyle, G. & Kim, Son H. & Eom, Jiyong & Clarke, Leon E.

**Commodity futures and market efficiency**

*by*Kristoufek, Ladislav & Vosvrda, Miloslav

**Time-varying Granger causality tests for applications in global crude oil markets**

*by*Lu, Feng-bin & Hong, Yong-miao & Wang, Shou-yang & Lai, Kin-keung & Liu, John

**Energy consumption and output: Evidence from a panel of 14 oil-exporting countries**

*by*Mohammadi, Hassan & Parvaresh, Shahrokh

**Long memory dynamics for multivariate dependence under heavy tails**

*by*Janus, Paweł & Koopman, Siem Jan & Lucas, André

**Misreported schooling, multiple measures and returns to educational qualifications**

*by*Battistin, Erich & De Nadai, Michele & Sianesi, Barbara

**Property taxes and home prices: A tale of two cities**

*by*Bai, ChongEn & Li, Qi & Ouyang, Min

**Inference on stochastic time-varying coefficient models**

*by*Giraitis, L. & Kapetanios, G. & Yates, T.

**Geometric and long run aspects of Granger causality**

*by*Al-Sadoon, Majid M.

**Prediction after IV estimation**

*by*Skeels, Christopher L. & Taylor, Larry W.

**Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects**

*by*Al Janabi, Mazin A.M.

**Does Purchasing Power Parity hold? New evidence from wild-bootstrapped nonlinear unit root tests in the presence of heteroskedasticity**

*by*Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo

**State advances and private retreats? — Evidence of aggregate productivity decomposition in China**

*by*Du, Jun & Liu, Xiaoxuan & Zhou, Ying

**The Renewable Energy Production-Economic Development Nexus**

*by*Gorkemli Kazar & Arthur Kazar

**The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012**

*by*Elzbieta Szulc & Dagna Wleklinska & Karolina Gorna & Joanna Gorna

**Dynamic of the Money Flows Between Stock Exchanges**

*by*Eliza Anna Buszkowska

**Eficiencia de la educación superior en Colombia: un análisis mediante fronteras**

*by*Ivan Rodríguez Murillo

**Classical And Modern Methods Used In Electrical Energy Management System**

*by*Petruta MIHAI & Alexandra IOANID & Paula VOICU

**Sustainability Of Tax System In Romania**

*by*Ana Patricia HOMORODEAN (CSATLOS) & Roxana Mihaela SIRBU (OARZA) & Cristian MOCAN

**A Study Regarding The Major Geographical Disparities In The Romanian Number Of Schools**

*by*Kamer-Ainur AIVAZ & Marioara MIREA

**The Relationship Between Inflation And The Main Macroeconomic Variables In Romania**

*by*Ionuţ Cristian BACIU

**Analysis Of The Non-Bank, Non- Government Customers Credits, In Territorial Profile**

*by*Marioara MIREA & Kamer-Ainur AIVAZ

**Lobbying for carbon permits in Europe**

*by*Julien Hanoteau

**Volatility of the Utilities Industry: Its Causal Relationship to Other Nine Industries**

*by*Kuo-Hao Lee & Ahmed Elkassabgi & Wei-Jen Hsieh

**An analysis on the difference between bank index-linked bonds’ prices and their fair-value**

*by*Michele Leonardo Bianchi

**Evolution Of The Natural Growth And The Analysis Of The Seasonality Of Live Births And Deaths From Romania And Bacau County In The Last Four Years**

*by*Eugenia Harja & Oana-Ancuta Stângaciu

**Analysis Of The Marriages And Divorces Seasonality In Romania Compared To Bacau County During 2010-2013**

*by*Eugenia Harja

**Recent Developments in Empirical Likelihood and Related Methods**

*by*Paulo M.D.C. Parente & Richard J. Smith

**Hand Surgery – Postoperative Recovery and Medical Tourism**

*by*Ruxandra Diana Sinescu & Andrea Anghel & Razvan Teohari Vulcanescu

**An Introduction to Econometrics: A Self-Contained Approach**

*by*Westhoff, Frank

**Sparse, mean reverting portfolio selection using simulated annealing**

*by*Fogarasi, Norbert & Levendovszky, Janos

**Stock chatter: Using stock sentiment to predict price direction**

*by*Rechenthin, Michael & Street, W. Nick & Srinivasan, Padmini

**The Financial and Economic Crisis and the Aberrance of Economics**

*by*Thorsten Polleit

**A Comparison of the Healthcare Indicators of Turkey and The European Union Members Countries Using Multidimensional Scaling Analysis and Cluster Analysis**

*by*Nuray GİRGİNER

**Team Heterogeneity in Startups and its Development over Time**

*by*Ulrich Kaiser & Bettina Müller

**Team heterogeneity in startups and its development over time**

*by*Kaiser, Ulrich & Müller, Bettina

**Methods for calculating cartel damages: A survey**

*by*Doose, Anna Maria

**Is there a Friday the 13th effect in ermerging Asian stock markets?**

*by*Auer, Benjamin R. & Rottmann, Horst

**A hidden Markov model for the detection of pure and mixed strategy play in games**

*by*Jason Shachat & J. Todd Swarthout & Lijia Wei

**Man Versus Nash: An Experiment on the Self-enforcing Nature of Mixed Strategy Equilibrium**

*by*Jason Shachat & J. Todd Swarthouty & Lijia Wei

**Credit Derivative Evaluation and CVA under the Benchmark Approach**

*by*Jan Baldeaux & Eckhard Platen

**Geometric and long run aspects of Granger causality**

*by*Majid M. Al-Sadoon

**How big is the impact of infrastructure on trade? Evidence from meta-analysis**

*by*Celbis, Mehmet Güney & Nijkamp, Peter & Poot, Jacques

**Summarizing large spatial datasets: Spatial principal components and spatial canonical correlation**

*by*Bhupathiraju, Samyukta & Verspagen, Bart & Ziesemer, Thomas

**Detailed Decompositions in Generalized Linear Models**

*by*Boris Kaiser

**Decomposing Differences in Arithmetic Means: A Doubly-Robust Estimation Approach**

*by*Boris Kaiser

**Is Foreign Direct Investment Beneficial for Mexico? A Cointegration Analysis, 1958-2010**

*by*Miguel Ramirez

**A comment on Siegfried's first lesson in econometrics**

*by*Damien S.Eldridge

**A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data**

*by*Charles S. Bos & Pawel Janus

**Allocation of Human Capital and Innovation at the Frontier: Firm-level Evidence on Germany and the Netherlands**

*by*Eric Bartelsman & Sabien Dobbelaere & Bettina Peters

**Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models**

*by*Manabu Asai & Massimiliano Caporin & Michael McAleer

**Consumer Tendency Survey Based Inflation Expectations**

*by*Ece Oral

**Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Levy Processes**

*by*Yong Bao & Aman Ullah & Yun Wang & Jun Yu

**Bias in the Mean Reversion Estimator in Continuous-Time Gaussian and Lévy Processes**

*by*Yong Bao & Aman Ullah & Yun Wang & Jun Yu

**A Comparison Of The Forecasting Performances Of Multivariate Volatility Models**

*by*Vincenzo Candila

**Non-metric PLS path modling: integration into the labour market of sapienza graduates**

*by*Francesca Petrarca

**The Assessment And Improvement Of The Accuracy For The Forecast Intervals**

*by*Bratu, Mihaela

**Macroeconomic Effects of Job Reallocations: A Survey**

*by*Giovanni Gallipoli & Gianluigi Pelloni

**Trading mechanisms, return’s volatility and efficiency in the Casablanca Stock Exchange**

*by*FERROUHI, El Mehdi & EZZAHID, Elhadj

**The Red Corridor Region of India: What Do the Data Tell Us?**

*by*Mukhopadhyay, Jyoti Prasad & Banik, Nilanjan

**Does Democracy Impact Economic Growth? Exploring the Case of Bangladesh – A Cointegrated VAR Approach**

*by*Dasgupta, Shouro & Bhattacharya, Debapriya & Neethi, Dwitiya Jawher

**Estimation of banking technology under credit uncertainty**

*by*Malikov, Emir & Restrepo-Tobon, Diego A & Kumbhakar, Subal C

**Fighting African corruption when existing corruption-control levels matter in a dynamic cultural setting**

*by*Asongu, Simplice A

**An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality**

*by*Pinelis, Iosif

**Assessing the number of components in a normal mixture: an alternative approach**

*by*Maciejowska, Katarzyna

**Redefining the Economical Power of Nations**

*by*Kiss, Christian

**A taxonomy of manufacturing and service firms in Luxembourg according to technological skills**

*by*El Joueidi, Sarah

**Working Paper: Redefining the Economical Power of Nations**

*by*Kiss, Christian

**Rabbit breed characteristics, farmer objectives and preferences in Kenya: A correspondence analysis**

*by*Mailu, Stephen & Wanyoike, M & Serem, Jared

**¿Convergen los ciclos económicos de los estados de la zona euro?: evidencia empírica**

*by*Escañuela Romana, Ignacio

**A note on NIG-Levy process in asset price modeling: case of Estonian companies**

*by*Teneng, Dean

**Bubbles, shocks and elementary technical trading strategies**

*by*Fry, John

**Further Results on Identification of Structural VAR Models**

*by*Kociecki, Andrzej

**A Note on Almost Stochastic Dominance**

*by*Guo, Xu & Zhu, Xuehu & Wong, Wing-Keung & Zhu, Lixing

**Hilbert's Sixth Problem: Descriptive Statistics as New Foundations for Probability: Lévy Processes**

*by*Johnson, Joseph F.

**Medición del valor agregado del hogar: nuevos enfoques para el caso peruano**

*by*Arlette Beltrán & Pablo Lavado

**The Influence of Psychological Well-being, Ill Health and Health Shocks on Single Parents' Labour Supply**

*by*Alan S Duncan & Mark N Harris & Anthony Harris & Eugenio Zucchelli

**Causal Analysis after Haavelmo**

*by*James J. Heckman & Rodrigo Pinto

**The Data Revolution and Economic Analysis**

*by*Liran Einav & Jonathan D. Levin

**Investigation of Options for a New Longitudinal Household Survey: Issues and Options Paper**

*by*Ron Crawford & Maré, David C

**Empirical Projected Copula Process and Conditional Independence an Extended Version**

*by*Lorenzo Frattarolo & Dominique Guegan

**Causal Analysis after Haavelmo**

*by*Heckman, James J. & Pinto, Rodrigo

**Allocation of Human Capital and Innovation at the Frontier: Firm-Level Evidence on Germany and the Netherlands**

*by*Bartelsman, Eric & Dobbelaere, Sabien & Peters, Bettina

**Team Heterogeneity in Startups and its Development over Time**

*by*Kaiser, Ulrich & Müller, Bettina

**The β Family of Inequality Measures**

*by*Luis José Imedio Olmedo & Encarnación M. Parrado Gallardo & Elena Bárcena Martín

**Generalized instrumental variable models**

*by*Andrew Chesher & Adam Rosen

**Individual heterogeneity and average welfare**

*by*Jerry Hausman & Whitney Newey

**What do instrumental variable models deliver with discrete dependent variables?**

*by*Andrew Chesher & Adam Rosen

**Movilidad Social Intergeneracional y Bienestar Individual: Evidencia Empírica del Caso Boliviano**

*by*Cristian Ricardo Nogales Carvajal & Pamela Córdova Olivera & Manuela Puente Beccar

**Estimating Upward Bias in the Japanese CPI Using Engel's Law**

*by*Kazuhito Higa

**Ratio-of-Mediator-Probability Weighting for Causal Mediation Analysis in the Presence of Treatment-by-Mediator Interaction**

*by*Guanglei Hong & Jonah Deutsch & Heather D. Hill

**Causal Analysis after Haavelmo**

*by*James J. Heckman & Rodrigo Pinto

**Value-at-Risk: Risk assessment for the portfolio of oil and gas producers**

*by*Asche, Frank & Dahl, Roy Endre & Oglend, Atle

**Identification in Models with Discrete Variables**

*by*Laffers, Lukas

**Tweets, Google Trends and Sovereign Spreads in the GIIPS**

*by*Theologos Dergiades & Costas Milas & Theodore Panagiotidis

**Interindividual deprivation, close and remote individuals**

*by*Luis José Imedio Olmedo & Elena Bárcena-Martín & Encarnación M. Parrado Gallardo

**Temporary and Persistent Fiscal Policy Shocks**

*by*Sergio Sola

**Fiscal Policy, Interest Rates and Risk Premia in Open Economy**

*by*Salvatore Dell'Erba & Sergio Sola

**Quarterly Report on the Euro Area (QREA), Vol.12, No.4 (2013)**

*by*Serena Fatica & Kieran McMorrow & Peter Pontuch & Werner Roeger & Janos Varga & Jan in 't Veld

**Quarterly Report on the Euro Area (QREA), Vol.12, No.3 (2013)**

*by*Narcissa Balta & Andreas Breitenfellner & Francesca D'Auria & Anca Dana Dragu & Plamen Nikolov & Peter Pontuch

**Quarterly Report on the Euro Area (QREA), Vol.12, No.2 (2013)**

*by*Narcissa Balta & Maria Demertzis & Anton Jevcak & Robert Kuenzel & Plamen Nikolov & Peter Pontuch & Eric Ruscher & Ismael Valdes Fernandez

**Race and Marriage in the Labor Market: A Discrimination Correspondence Study in a Developing Country**

*by*Eva O. Arceo-Gomez & Raymundo M. Campos-Vazquez

**Tweets, Google trends and sovereign spreads in the GIIPS**

*by*Theologos Dergiades & Costas Milas & Theodore Panagiotidis

**The Cyprus Debt: Perfect Crisis and a Way Forward**

*by*Zenios, Stavros A.

**There is a VaR Beyond Usual Approximations**

*by*Kratz , Marie

**Inference on Optimal Treatment Assignments**

*by*Timothy B. Armstrong & Shu Shen

**Inference on Optimal Treatment Assignments**

*by*Timothy B. Armstrong & Shu Shen

**Inference on Optimal Treatment Assignments**

*by*Timothy B. Armstrong & Shu Shen

**Choosing the variables to estimate singular DSGE models**

*by*Canova, Fabio & Ferroni, Filippo & Matthes, Christian

**Estimation of Banking technology under credit uncertainty**

*by*Emir Malikov & Diego A. Restrepo-Tobón & Subal C. Kumbhakar

**Derretimiento y Retroceso Glaciar: Entendiendo la Percepción de los Hogares Agrícolas que se Enfrentan a los Desafíos del Cambio Climático**

*by*Adriana Bernal Escobar & Rafael Cuervo & Gonzalo Pinzón Trujillo & Jorge H. Maldonado.

**Inflation and Output Comovement in the Euro Area: Love at Second Sight?**

*by*Michal Andrle & Jan Bruha & Serhat Solmaz

**Over-Indebtedness And Innovation: Some Preliminary Results**

*by*Damiana Giuseppina Costanzo & Damiano Bruno Silipo & Marianna Succurro

**Signs of Impact Effects in Time Series Regression Models**

*by*M. Hashem Pesaran & Ron P. Smith

**Is there a Friday the 13th Effect in Emerging Asian Stock Markets?**

*by*Benjamin R. Auer & Horst Rottmann

**The Impact of Entry Regulation on Total Welfare: A Policy Experiment**

*by*An-Hsiang Liu & Ralph Siebert & Christine Zulehner

**On Testability Of Complementarity In Models With Multiple Equilibria**

*by*Taisuke Otsu & Yoshiyasu Rai

**Risk and Evidence of Bias in Randomized Controlled Trials in Economics**

*by*Peter Boone & Alex Eble & Diana Elbourne

**Macroeconomic Effects of Job Reallocations: A Survey**

*by*G. Gallipoli & G. Pelloni

**Risk news shocks and the business cycle**

*by*Pinter, Gabor & Theodoridis, Konstantinos & Yates, Tony

**Geometric and Long Run Aspects of Granger Causality**

*by*Majid M. Al-Sadoon

**Choosing the variables to estimate singular DSGE models**

*by*Canova, F. & Ferroni, F. & Matthes, C.

**Inference Based on SVARs Identied with Sign and Zero Restrictions: Theory and Applications**

*by*Juan F. Rubio-RamÃrez & Jonas E. Arias & Daniel F. Waggoner

**Fighting African corruption when existing corruption-control levels matter in a dynamic cultural setting**

*by*Asongu Simplice

**Edgeworth expansion for functionals of continuous diffusion processes**

*by*Mark Podolskij & Nakahiro Yoshida

**Assessing Relative Volatility/Intermittency/Energy Dissipation**

*by*Ole E. Barndorff-Nielsen & Mikko S. Pakkanen & Jürgen Schmiegel

**Risk premia in energy markets**

*by*Almut E. D. Veraart & Luitgard A. M. Veraart

**Limit theorems for power variations of ambit fields driven by white noise**

*by*Mikko S. Pakkanen

**Mathematical Expectation**

*by*T. W. Epps

**Probability and Statistical Theory for Applied Researchers**

*by*T W Epps

**Comparison of the Information Technology Development in Slovakia and Hungary**

*by*Sasvari, Peter & Majoros, Zsuzsa

**The Impacts of Using Business Information Systems on Operational Effectiveness in Hungary**

*by*Sasvari, Peter

**Fighting Corruption when Existing Corruption-Control Levels Count: What do Wealth-Effects Tell us in Africa?**

*by*Simplice A. Asongu

**Dynamic Hierarchical Factor Model**

*by*Emanuel Moench & Serena Ng & Simon Potter

**Season of Birth and Later Outcomes: Old Questions, New Answers**

*by*Kasey S. Buckles & Daniel M. Hungerman

**Study on CEO Duality and Corporate Governance of Companies Listed in Bucharest Stock Exchange**

*by*Georgeta VINTILA & Florinita DUCA

**The Features of the Chronological Series of Statistical Indices**

*by*Constantin ANGHELACHE & Vergil VOINEAGU & Mihai GHEORGHE & Cristina SACALA & Ionut NEGOITA & Alexandru URSACHE

**The Analysis of the Correlation Intensity Between Emerging Market During Economic Crisis**

*by*Daniel ARMEANU & Cristina Andreea DOIA & Melania HANCILA & Sorin CIOACA

**A Statistical Applied Method, Drawing on the Consumer Price Index and its Investigative Qualities**

*by*Gheorghe SAVOIU

**Model of Matrix-based Regression used in Economic Analyses**

*by*Constantin ANGHELACHE & Radu Titus MARINESCU & Georgeta BARDASU & Ligia PRODAN

**A Study of the Relationship between Corporate Social Responsibility - Financial Performance - Firm Size**

*by*Georgeta VINTILA

**Provocari privind cresterea capacitatii Sistemului Statistic National**

*by*Ioan PARTACHI & Marin DINU & Oleg CARA

**Provocari majore in vederea dezvoltarii pe mai departe a statisticii oficiale**

*by*Ioan PARTACHI & Liviu BEGU & Oleg VEREJAN & Oleg CARA

**Technical Efficiency And Its Determinants In Backward Agriculture: The Case Of Paddy Farmers Of Hailakandi District Of Assam**

*by*Mazumder, Ritwik & Gupta, Manik

**Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets - La scomposizione della relazione di frequenza temporale tra tassi di interesse e prezzi azionari in India tramite wavelet**

*by*Tiwari, Aviral Kumar

**Estimation Fractional Integration Parameter and an Application to Major Turkish Financial Time Series**

*by*Pekkaya, Mehmet

**Macroeconomic Effects of Job Reallocations: A Survey**

*by*GIOVANNI GALLIPOLI & GIANLUIGI PELLONI

**La pobreza en Colombia, 2001-2005. Curvas globales, dominancia y aspectos inferenciales**

*by*María Margarita Bahamón & Juana Domínguez & José Javier Núñez

**Lies, Damned Lies, and Statistics? Examples From Finance and Economics**

*by*Karim M. Abadir

**Vliv informačních a komunikačních technologií na produktivitu práce a souhrnnou produktivitu faktorů v České republice**

*by*Jakub Fischer & Kristýna Vltavská & Petr Doucek & Jana Hančlová

**Using R in Finance**

*by*Jiří Sedláček

**Gravity Model of International Trade, Its Variables, Assumptions, Problems and Applications**

*by*Petra Bubáková

**Study of the Interdependence between Economic Indicators using Statistical MethodsAbstract:Economic indicators, socio-economic phenomena in general, do not evolve independently, being in contact with other economic variables. In many economic decisions it is necessary the study of dependence between variables through statistical methods such as: graphical method, regression method, the correlation report, ANOVA). This gives the possibility that using the knowledge of a particular variable to be predicted the other variables that are in a certain dependency**

*by*Podaºcã Raluca

**The Factorial Correspondences Analysis of School Population by the Level of Education, at Regional LevelAbstract:This analysis assumes that there are differences between the Romanian regions regarding the structure of school population, by the level of education. Within this framework, there are considered the identification of the structure of the school population, by the level of education, and also the presentation of the differences in this respect between the eight Romanian regions. Thus, depending on the level of education, where the school population operates, we intend to identify the training level profile specific of each region of the country. The data used in this analysis are taken from the Statistical Yearbook of Romania, NIS, Bucharest (Anuarul statistic al României, INS, Bucureºti), 2013, and represent the values of the indicators registered, at regional level, in 2011. [10] [11] The statistical method used in this analysis is the factorial correspondences analysis, applied by means of the SPSS statistical software**

*by*Aivaz Kamer Ainur & Vlãducã Ion

**Health Forecasting in Europe**

*by*Alzbeta Ádámová

**Desigualdad en la distribución mundial de emisiones de CO2 por sectores: Descomposición y estudio de sensibilidad/Inequality of Global Distribution of CO2 Emissions by Sector: Decomposition and Sensitivity Study**

*by*REMUZGO, LORENA & SARABIA, JOSÉ MARÍA

**Social Consequences of Economic Segregation**

*by*Yoonseok Lee, Donggyun Shin, Kwanho Shin

**Turkiye'de Kadinlarin Isgucune Katilimlarinin Kohort Analizi**

*by*Emrah Talas & Fatih Cakmak

**Testing the Validity of Wagner’s Law in Bolivia: A Cointegration and Causality Analysis with Disaggregated Data**

*by*Antonio N. Bojanic

**Integration Of Latin American Stock Markets: Analysis Of Common Risk Factors, Integracion De Mercados Accionarios Latinoamericanos: Analisis De Factores De Riesgo En Comun**

*by*Yaneth Romero Alvarez

**Tax Revenue and Main Macroeconomic Indicators in Turkey**

*by*Harun Yuksel & Mehmet Orhan & Hakan Oztunc

**The Effect of Exchange Rates on the International Trade in Turkey**

*by*Sahabettin Gunes

**Efectos de los ingresos no reportados en el nivel y tendencia de la pobreza laboral en México**

*by*Raymundo M. Campos-Vázquez

**Revisiting early warning signals of corporate credit default using linguistic analysis**

*by*Lu, Yang-Cheng & Shen, Chung-Hua & Wei, Yu-Chen

**Estimating and testing beta pricing models on industries**

*by*Hammami, Yacine & Lindahl, Anna

**Who moves first? An intensity-based measure for information flows across stock exchanges**

*by*Kehrle, Kerstin & Peter, Franziska J.

**Aggregation of exponential smoothing processes with an application to portfolio risk evaluation**

*by*Sbrana, Giacomo & Silvestrini, Andrea

**Sustainable growth rate, optimal growth rate, and optimal payout ratio: A joint optimization approach**

*by*Chen, Hong-Yi & Gupta, Manak C. & Lee, Alice C. & Lee, Cheng-Few

**Real interest parity in Central and Eastern European countries: Evidence on integration into EU and the US markets**

*by*Baharumshah, Ahmad Zubaidi & Soon, Siew-Voon & Boršič, Darja

**Simple risk measure calculations for sums of positive random variables**

*by*Guillén, Montserrat & Sarabia, José María & Prieto, Faustino

**Finite-time survival probability and credit default swaps pricing under geometric Lévy markets**

*by*Hao, Xuemiao & Li, Xuan & Shimizu, Yasutaka

**Impact and structural features of meta-analytical studies, standard articles and reviews in psychology: Similarities and differences**

*by*Barrios, Maite & Guilera, Georgina & Gómez-Benito, Juana

**Saving money vs investing money: Do energy ratings influence consumer demand for energy efficient goods?**

*by*Panzone, Luca A.

**Aggregational Gaussianity and barely infinite variance in financial returns**

*by*Antypas, Antonios & Koundouri, Phoebe & Kourogenis, Nikolaos

**Adaptive forecasting in the presence of recent and ongoing structural change**

*by*Giraitis, Liudas & Kapetanios, George & Price, Simon

**Binary choice models with discrete regressors: Identification and misspecification**

*by*Komarova, Tatiana

**On loss functions and ranking forecasting performances of multivariate volatility models**

*by*Laurent, Sébastien & Rombouts, Jeroen V.K. & Violante, Francesco

**The functional central limit theorem for ARMA–GARCH processes**

*by*Lee, O.

**On testability of complementarity in models with multiple equilibria**

*by*Rai, Yoshiyasu & Otsu, Taisuke

**Model selection for regression with heteroskedastic and autocorrelated errors**

*by*Mao, Guangyu

**Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis**

*by*Tiwari, Aviral Kumar & Mutascu, Mihai & Andries, Alin Marius

**Corruption In Europe in the Years 2001–2011. Multidimensional Comparative Analysis**

*by*Agata Wiecek & Katarzyna Mroczek & Piotr Trapczynski

**Explicación contamétrica de las dinámicas patrimoniales desde una concepción social**

*by*Campo Alcides Avellaneda Bautista & José Joaquín Ortiz Bojacá

**The Evolution Of The Marketing Research Market On The Level Of The European Union Countries, After 2000**

*by*Laura Catalina Timiras

**Influences Of The Purchasing Power Change On The Evolution Of The Agroalimetary Markets On European Union Level**

*by*Laura Catalina Timiras

**The Main Demographics Changes In The Population Of Bacau County At The Last Census**

*by*Eugenia Harja

**Territorial Disparities Of The Population From Bacau County**

*by*Eugenia Harja

**statistical analysis of clinical trial data for resource allocation decisions**

*by*Rita Faria & Andrea Manca

**Establishment Exits in Germany: The Role of Size and Age**

*by*Fackler, Daniel & Schnabel, Claus & Wagner, Joachim

**FX intervention in the yen-US dollar market: A coordination channel perspective**

*by*Reitz, Stefan & Taylor, Mark P.

**Analyse des deutschen Zuwanderungssystems im Hinblick auf den Fachkräftebedarf im Mittelstand**

*by*Maaß, Frank & Icks, Annette

**Inequality and Macroeconomic Factors: A Time-Series Analysis for a Set of OECD Countries**

*by*Virginia Maestri & Andrea Roventini

**The Affine Nature of Aggregate Wealth Dynamics**

*by*Eckhard Platen & Renata Rendek

**Modeling of Oil Prices**

*by*Ke Du & Eckhard Platen & Renata Rendek

**Zur Rolle der Ökonometrie in der wissenschaftlichen Politikberatung**

*by*Kirchgässner, Gebhard

**Minimally Conditioned Likelihood for a Nonstationary State Space Model**

*by*José Casals & Sonia Sotoca & Miguel Jerez

**Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models**

*by*Manabu Asai & Massimiliano Caporin & Michael McAleer

**A New Semiparametric Volatility Model**

*by*Jiangyu Ji & Andre Lucas

**An alternative business cycle dating procedure for South Africa**

*by*AdÃ©l Bosch & Franz Ruch

**Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change**

*by*Liudas Giraitis & George Kapetanios & Simon Price

**Bootstrap Confidence Sets with Weak Instruments**

*by*Russell Davidson & James G. MacKinnon

**Modelling asymmetric consumer demand response: Evidence from scanner data**

*by*Vespignani, Joaquin L.

**La certeza incierta de los rankings de felicidad**

*by*Calvo, Esteban & Azar, Ariel

**Bringing New Opportunities to Develop Statistical Software and Data Analysis Tools in Romania**

*by*Caragea, Nicoleta & Alexandru, Ciprian Antoniade & Dobre, Ana Maria

**Transmission of Government Default Risk in the Eurozone**

*by*Kohonen, Anssi

**Новый Метод Оценки Структуры И Базы Экспортного Потенциала**

*by*Gnidchenko, Andrey A.

**Programming identification criteria in simultaneous equation models**

*by*Halkos, George & Tsilika, Kyriaki

**Testing the covariance stationarity of CEE stocks**

*by*Lyócsa, Štefan & Baumöhl, Eduard

**Constructing weekly returns based on daily stock market data: A puzzle for empirical research?**

*by*Baumöhl, Eduard & Lyócsa, Štefan

**Orbital Priors for Time-Series Models**

*by*Kociecki, Andrzej

**Analysis on Runs of Daily Returns in Istanbul Stock Exchange**

*by*Şensoy, Ahmet

**Fighting corruption when existing corruption-control levels count : what do wealth-effects tell us in Africa?**

*by*Simplice A, Asongu

**Nested hidden Markov chains for modeling dynamic unobserved heterogeneity in multilevel longitudinal data**

*by*Bartolucci, Francesco & Lupparelli, Monia

**A mixed portmanteau test for ARMA-GARCH model by the quasi-maximum exponential likelihood estimation approach**

*by*Zhu, Ke

**Decomposing Time-Frequency Relationship between Interest Rates and Share Prices in India through Wavelets**

*by*Tiwari, Aviral Kumar

**Zeitpunktsignale zum aktiven Portfoliomanagement**

*by*Czinkota, Thomas

**Time varying fractional cointegration**

*by*Simwaka, Kisu

**Quantitative analysis in social sciences: An brief introduction for non-economists**

*by*Niño-Zarazúa, Miguel

**Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates**

*by*Bartolucci, Francesco & Farcomeni, Alessio & Pennoni, Fulvia

**Identification and estimation of dynamic factor models**

*by*Bai, Jushan & Wang, Peng

**Should we design extended or straightforward questions for small stock when records are unavailable?**

*by*Mailu, S.K. & Wanyoike, M.M & Serem, J.K. & Mwanza, R.N. & Borter, D.K & Gachuiri, C.K. & Gathumbi, P.K. & Kiarie, N. & Lwoyero, J.

**Martingale approximation for common factor representation**

*by*Bystrov, Victor & di Salvatore, Antonietta

**Das Halteproblem bei Strukturbrüchen in Finanzmarktzeitreihen**

*by*Czinkota, Thomas

**An automatic procedure for the estimation of the tail index**

*by*Gimeno, Ricardo & Gonzalez, Clara I.

**Fighting corruption when existing corruption-control levels count : what do wealth effects tell us?**

*by*Simplice A, Asongu

**Fighting corruption in Africa: do existing corruption-control levels matter?**

*by*Simplice A, Asongu

**Fighting corruption with cultural dynamics: when legal-origins, religious-influences and existing corruption-control levels matter**

*by*Simplice A, Asongu

**Calibration of factor models with equity data: parade of correlations**

*by*Baranovski, Alexander L.

**Time-series characteristics of UK commercial property returns: Testing for multiple changes in persistence**

*by*Simeon Coleman Author name: Vitor Leone

**Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble**

*by*Otavio Ribeiro de Medeiros and Vitor Leone

**Dynamic Olley-Pakes Productivity Decomposition with Entry and Exit**

*by*Marc J. Melitz & Sašo Polanec

**Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models**

*by*Michael McAleer & Manabu Asai & Massimiliano Caporin

**Misreported Schooling, Multiple Measures and Returns to Educational Qualifications**

*by*Battistin, Erich & De Nadai, Michele & Sianesi, Barbara

**Misreported Schooling, Multiple Measures and Returns to Educational Qualifications**

*by*Battistin, Erich & De Nadai, Michele & Sianesi, Barbara

**Extensive vs. Intensive Margin in Japan**

*by*Makoto Kakinaka & Hiroaki Miyamoto

**Intégration et frontières sociales au Luxembourg**

*by*TOURBEAUX Jérôme

**Do attitudes toward integration of immigrants change over time? A comparative study of natives, second-generation immigrants and foreign-born residents in Luxembourg**

*by*CALLENS Marie-Sophie & VALENTOVA Marie & MEULEMAN Bart

**L'intégration des Portugais du Luxembourg**

*by*TOURBEAUX Jérôme

**An instrumental variable random coefficients model for binary outcomes**

*by*Andrew Chesher & Adam Rosen

**Simultaneous equations for discrete outcomes: coherence, completeness, and identification**

*by*Andrew Chesher & Adam Rosen

**Resposible investments in a developing country: Case study of a Bolivian pilot experience**

*by*Cristian Ricardo Nogales Carvajal & Pamela Córdova Olivera & Laura García Sobral

**Multilevel Mixture with Known Mixing Proportions: Applications to School and Individual Level Overweight and Obesity Data from Birmingham, England**

*by*Hussain, Shakir & Shukur, Ghazi

**Spatial outbreak detection based on inference principles for multivariate surveillance**

*by*Frisén, Marianne

**On the Reception of Haavelmo’s Econometric Thought**

*by*Kevin D. Hoover

**A hidden Markov model for the detection of pure and mixed strategy play in games**

*by*Jason Shachat & J. Todd Swarthout & Lijia Wei

**A hidden Markov model for the detection of pure and mixed strategy play in games**

*by*Jason Shachat & J. Todd Swarthout & Lijia Wei

**Exponential GARCH Modeling with Realized Measures of Volatility**

*by*Peter Reinhard Hansen & Zhuo Huang

**Tracking Monetary-Fiscal Interactions across Time and Space**

*by*Michal Franta & Jan Libich & Petr Stehlík

**Understanding DSGE Filters in Forecasting and Policy Analysis**

*by*Andrle, Michal

**The Effects of On-the-job and Out-of-Employment Training Programmes on Labor Market Histories**

*by*Blasco, Sylvie & Crépon, Bruno & Kamionka, Thierry

**The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options**

*by*ROMBOUTS, Jeroen V. K. & STENTOFT, Lars & VIOLANTE, Francesco

**El impacto de la educación económica y financiera en los jóvenes: el caso de finanzas para el cambio**

*by*Nidia García Bohórquez

**Tracking Monetary-Fiscal Interactions Across Time and Space**

*by*Michal Franta & Jan Libich & Petr Stehlik

**The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average Options**

*by*Jeroen Rombouts & Lars Peter Stentoft & Francesco Violente

**An application of General Maximum Entropy to Utility**

*by*Paulo Ferreira & Andreia Dionísio

**Binary Choice Models with Discrete Regressors: Identification and Misspecification**

*by*Tatiana Komarova

**Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models**

*by*Manabu Asai & Massimiliano Caporin & Michael McAleer

**Nonparametric Errors in Variables Models with Measurement Errors on both sides of the Equation**

*by*Michele De Nadai & Arthur Lewbel

**Shock on Variable or Shock on Distribution with Application to Stress-Tests**

*by*Dubecq, S. & Gourieroux, C.

**On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)**

*by*Antonis Demos & Stelios Arvanitis

**Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations**

*by*Stelios Arvanitis & Antonis Demos

**Fighting corruption with cultural dynamics: when legal-origins, religious-influences and existing corruption-control levels matter**

*by*Asongu Simplice

**Fighting corruption when existing corruption-control levels count: what do wealth-effects tell us in Africa?**

*by*Asongu Simplice

**Fighting corruption when existing corruption-control levels count : what do wealth effects tell us?**

*by*Asongu Simplice

**Fighting corruption in Africa: do existing corruption-control levels matter?**

*by*Asongu Simplice

**A test for the rank of the volatility process: the random perturbation approach**

*by*Jean Jacod & Mark Podolskij

**Asymptotic theory for Brownian semi-stationary processes with application to turbulence**

*by*José Manuel Corcuera & Emil Hedevang & Mikko S. Pakkanen & Mark Podolskij

**Exponential GARCH Modeling with Realized Measures of Volatility**

*by*Peter Reinhard Hansen & Zhuo Huang

**Limit theorems for non-degenerate U-statistics of continuous semimartingales**

*by*Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel

**Goodness-of-fit testing for fractional diffusions**

*by*Mark Podolskij & Katrin Wasmuth

**The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options**

*by*Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante

**The Effects of Technology and Innovation on Society**

*by*Sasvari, Peter

**A Conceptual Framework for Definition of the Correlation Between Company Size Categories and the Proliferation of Business Information Systems in Hungary**

*by*Sasvari, Peter

**Structural Changes In The Consumption Of Foods By Households In Republic Of Bulgaria**

*by*Mihal Stoyanov

**Using analytics for understanding the consumer online**

*by*Iulia-Adina ZARA & Bogdan Calin VELICU & Maria-Cristiana MUNTHIU & Mihaela TUTA

**Statistical Analysis Of The Evolution Of Research-Development Activity In South-West Oltenia Development Region In 2002-2010**

*by*MARIAN ZAHARIA & ANIELA BĂLĂCESCU

**Analysis On Runs Of Daily Returns In Istanbul Stock Exchange**

*by*Ahmet SENSOY

**Determinants of corporate capital structure in the trade-off theories (Determinanty struktury kapitalowej w teoriach substytucji)**

*by*Marek Barowicz

**Panelowe testy kointegracji – teoria i zastosowania**

*by*Krystyna Strzała

**Evolution regarding the Reform of Industry Statistics in the Republic of Moldavia**

*by*Ion PARTACHI & Oleg CARA

**Some Approaches on the Social Insurance Model in Romania**

*by*Ana ANTON CARP & Ioana Mihaela POCAN & Catalina Claudia SAVA & Lorand KRALIK

**Adaptation of the Statistical System to the Requirements of Modern Society in European Context**

*by*Ion PARTACHI & Emanuela IONESCU & Florin Paul Costel LILEA & Oleg CARA

**Integrated Approach on Statistics on Short-term in Practice**

*by*Constantin ANGHELACHE & Vergil VOINEAGU & Ion PARTACHI & Oleg CARA & Diana Valentina SOARE

**Some Aspects regarding the Global and European Statistical System**

*by*Ion PARTACHI & Oleg CARA & Andreea BALTAC

**An Investigation into the Impact of the Usage of Debt on the Profitability of Romanian Companies**

*by*Florinita DUCA

**Breaking Through Risk Management, a Derivative for the Leasing Industry**

*by*Prado, Sylvain Michael & Ananth, Ram

**Capital social y bienestar subjetivo. Un análisis para España considerando sus regiones**

*by*Portela, Marta & Neira, Isabel

**Testing Efficiency of Derivative Markets: ISE30, ISE100, USD and EURO**

*by*Akal, Mustafa & Birgili, Erhan & Durmuskaya, Sedat

**Interval estimation of the parameter of the exponential growth in the short time series: Dynamics of the tumor marker**

*by*Poutko, Boris & Fedorova, Natalya

**Terms of Trade and Economic Growth in Poland in the period 1980-2009**

*by*Piotr Misztal

**Desigualdades regionales en el nivel educativo de los profesores en Colombia**

*by*Luis Armando Galvis & Leonardo Bonilla Mejía

**Agricultural Prices of Pork at the Regional Level and the Law of One Price**

*by*Petra Bubáková

**Actuarial Techniques to Assess The Financial Performance. Insurance Applications**

*by*Mihaela Botea & Marinel Nedeluţ & Corina Ioanăş & Mihaela Gruiescu

**Credit Risk. Determination Models**

*by*Mihaela Gruiescu & Mihai Aristotel Ungureanu & Corina Ioanăș

**Determiners of enterprise risk management applications in Turkey: An empirical study with logistic regression model on the companies included in ISE (Istanbul Stock Exchange)**

*by*Serife Onder & Huseyin Ergin

**The Role of Practice-Internships in Facilitating Insertion of Graduates on the Labor Market. Evidence from SPIN Project**

*by*Manea Daniela

**Corporate Governance Codes and their Implementation**

*by*Duca Floriniþa & Mihalache Raluca Andreea

**The Impact of Financial Leverage to Profitability Study of Companies Listed in Bucharest Stock Exchange**

*by*Georgeta VINTILA & Floriniþa DUCA

**The Usefulness of Mathematical Tools for Economic Analysis**

*by*Lupu Radu

**Multifractal Structure Of Central And Eastern European Foreign Exchange Markets**

*by*Trenca Ioan & Plesoianu Anita & Capusan Razvan

**A Conceptual Framework for Definition of the Correlation Between Company Size Categories and the Proliferation of Business Information Systems in Hungary**

*by*Péter Sasvári

**Quantitative Relationship Between Domestic Energy Consumption and the Standard of Living in Hungary**

*by*Csaba Domán

**The potential Effects of the "melting" of state borders on the border areas of Hungary**

*by*János Pénzes & Gergely Tagai

**Volatility of the Capital Flows and Structural Breaks in Latin America and the Caribbean**

*by*Fernando Andrés Delblanco & Andrés Fioriti

**Mobility-Based Explanation of Crime Incentives**

*by*Yoonseok Lee & Donggyun Shin

**The Various Possible Eu Taxes**

*by*Raluca-Andreea Mihalache

**What Determines The Capital Structure Of Listed Firms In Romania**

*by*Florinita Duca

**Faktor Analizi ile Universiteye Giris Sinavlarindaki Basari Durumuna Gore Illerin Siralanmasi**

*by*Münevver Turanli & Dicle Taspinar Cengiz & Omer Bozkir

**Capacidad de predicción de los modelos GARCH simétricos aplicados a variables financieras de México 2001-2011**

*by*Villalba-Padilla, Fátima Irina & Flores-Ortega, Miguel

**The Impact of Exchange Rate Volatility on Exports in Turkey**

*by*Harun Yuksel & Cemil Kuzey & Ender Sevinc

**The Viewer Behaviors During 'Prime-Time' Commercials in Turkish Channels**

*by*Dilek Altas & Hakan Oztunc

**Türkiye'de Kamu Sektörü Büyüklüğü ve Ekonomik Büyüme İlişkisinin Ampirik Analizi**

*by*Ömer ALTUNÇ & Celil AYDIN

**Optimal commodity asset allocation with a coherent market risk modeling**

*by*Al Janabi, Mazin A.M.

**Forecasting the performance of hedge fund styles**

*by*Olmo, José & Sanso-Navarro, Marcos

**Libor manipulation?**

*by*Abrantes-Metz, Rosa M. & Kraten, Michael & Metz, Albert D. & Seow, Gim S.

**Ruin by dynamic contagion claims**

*by*Dassios, Angelos & Zhao, Hongbiao

**Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain**

*by*Furió, Dolores & Chuliá, Helena

**Modelling energy spot prices: Empirical evidence from NYMEX**

*by*Nomikos, Nikos & Andriosopoulos, Kostas

**On spatial processes and asymptotic inference under near-epoch dependence**

*by*Jenish, Nazgul & Prucha, Ingmar R.

**A dynamic oligopoly game of the US airline industry: Estimation and policy experiments**

*by*Aguirregabiria, Victor & Ho, Chun-Yu

**IV models of ordered choice**

*by*Chesher, Andrew & Smolinski, Konrad

**HAC estimation in spatial panels**

*by*Moscone, Francesco & Tosetti, Elisa

**A method for implementing counterfactual experiments in models with multiple equilibria**

*by*Aguirregabiria, Victor

**Common persistence in conditional variance: A reconsideration**

*by*Li, Chang-Shuai

**A Comparison of EVT and Standard VaR Estimations**

*by*Jaroslav Baran & Jiří Witzany

**Diferencias por sexo en el desempeño académico en Colombia: Un analisis regional**

*by*Carolina Carcamo Vergara & Jose Antonio Mola Avila

**Der ifo Index und die Konjunktur**

*by*Hans-Werner Sinn

**The impact of financial development and trade on the economic growth of Bolivia**

*by*Antonio N. Bojanic

**Using Statistical Survey In Economics**

*by*Delia TESELIOS & Mihaela ALBICI

**Do Small Enterprises Prepare for Crisis?**

*by*Marie Mikušová & Václav Friedrich

**Larger than One Probabilities in Mathematical and Practical Finance**

*by*Mark Burgin & Gunter Meissner

**A Stock Selection Model Based on Fundamental and Technical Analysis Variables by Using Artificial Neural Networks and Support Vector Machines**

*by*?enol Emir & Hasan Din?er & Mehpare Timor

**Household Saving In Western European Countries. A General Overview**

*by*Ileana NICULESCU-ARON & Ozge CAGCAG

**Behavioral biases and investor performance**

*by*Feldman, Todd

**Estimating Optimal Hodrick-Prescott Filter Smoothing Parameter for Turkey**

*by*Harun ALP & Yusuf Soner BAŞKAYA & Mustafa KILINÇ & Canan YÜKSEL

**The intensive margin puzzle and labor market adjustment costs**

*by*Wesselbaum, Dennis

**Comparing and selecting performance measures using rank correlations**

*by*Caporin, Massimiliano & Lisi, Francesco

**Bootstrap Tests for Structural Breaks When the Regressors and Error Term are Nonstationary**

*by*Dong Jin Lee

**Great Expectatrics: Great Papers, Great Journals, Great Econometrics**

*by*Chia-Lin Chang & Michael McAleer & Les Oxley

**Long Memory Dynamics for Multivariate Dependence under Heavy Tails**

*by*Pawel Janus & Siem Jan Koopman & André Lucas

**Asymptotically Informative Prior for Bayesian Analysis**

*by*Ao Yuan & Jan G. de Gooijer

**Modeling Dynamic Volatilities and Correlations under Skewness and Fat Tails**

*by*Xin Zhang & Drew Creal & Siem Jan Koopman & Andre Lucas

**Efficiency or Competition? A Structural Analysis of Canada's AWS Auction and the Set-Aside Provision**

*by*Kyle Hyndman & Christopher F. Parmeter

**Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa**

*by*Lumengo Bonga-Bonga & Jamela Hoveni

**Principal Stratification in sample selection problems with non normal error terms**

*by*Giovanni Mellace & Roberto Rocci

**Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der Regressionsgerade**

*by*Alexander Vogel

**Does Uncertainty Affect Investment Expenditure? A Comment**

*by*Cantillo, Andres

**Classical competition and regulating capital: theory and empirical evidence**

*by*Tsoulfidis, Lefteris & Tsaliki, Persefoni

**¿Cómo medir la felicidad?**

*by*Calvo, Esteban & Beytía, Pablo

**Natural resources royalties and local development in Colombia**

*by*Barreto Nieto, Carlos Alberto & Linares, Jose & Armenta, Rosa María

**A methodology of estimation on air pollution and its health effects in large Japanese cities**

*by*Hirota, Keiko & Shibuya, Satoshi & Sakamoto, Shogo & Kashima, Shigeru

**Catching-up and club convergence from cross-national perspective. A statistical study for the period 1980-2010**

*by*Ewa, Lechman

**Agricultural commodities and financial markets**

*by*Modena, Matteo

**The Poisson quasi-maximum likelihood estimator: A solution to the “adding up” problem in gravity models**

*by*Arvis, Jean-Francois & Shepherd, Ben

**Risk management and the implementation of the Basel Accord in emerging countries: An application to Pakistan**

*by*Masood, Omar & Fry, J. M.

**A new method for approximating vector autoregressive processes by finite-state Markov chains**

*by*Gospodinov, Nikolay & Lkhagvasuren, Damba

**Evidencia empírica sobre la predictibilidad de los ciclos bursátiles: el comportamiento del índice Dow Jones Industrial Average en las crisis bursátiles de 1929, 1987 y 2997**

*by*Escañuela Romana, Ignacio

**The reciprocal relationship between systemic risk and real economic activity**

*by*Garita, Gus

**Sovereign risk and debt sustainability: warning levels for Romania**

*by*Zaman, Gheorghe & Georgescu, George

**American trade policy towards Sub Saharan Africa –- a meta analysis of AGOA**

*by*Cooke, Edgar F A

**Does religion matter? Exploring economic performance differences among Romanian emigrants**

*by*Roman, Monica & Goschin, Zizi

**Utilizing System Dynamics Models in Analyzing Macroeconomic Variables of Yemen**

*by*Mohamed, Issam A.W.

**Why inferential statistics are inappropriate for development studies and how the same data can be better used**

*by*Ballinger, Clint

**Joint Detection of Structural Change and Nonstationarity in Autoregressions**

*by*Pitarakis, Jean-Yves

**L’asset allocation dei fondi hedge durante la crisi finanziaria: un’analisi empirica**

*by*Piluso, Fabio & Amerise, Ilaria Lucrezia

**Does credit for equity investments feedback on stock market volatility? Evidence from an emerging stock market**

*by*Onour, Ibrahim

**High Noon for Microfinance Impact Evaluations: Re-investigating the Evidence from Bangladesh**

*by*Duvendack, Maren & Palmer-Jones, Richard

**Explaining the Appreciation of the Brazilian real**

*by*Annabelle Mourougane

**Heterogeneity and the Dynamics of Technology Adoption**

*by*Stephen P. Ryan & Catherine Tucker

**High-School Exit Examinations and the Schooling Decisions of Teenagers: A Multi-Dimensional Regression-Discontinuity Analysis**

*by*John P. Papay & John B. Willett & Richard J. Murnane

**Algebraic Theory of Indentification in Parametric Models**

*by*Andrzej Kociecki

**FDR Control in the Presence of an Unknown Correlation Structure**

*by*Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio

**Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der Regressionsgerade**

*by*Alexander Vogel

**Some Computational Aspects of Gaussian CARMA Modelling**

*by*Tómasson, Helgi

**Tests of Markov Order and Homogeneity in a Markov Chain**

*by*Jonsson, Robert

**A Markov Chain Model for Analysing the Progression of Patient’s Health States**

*by*Jonsson, Robert

**Minimax Optimality of CUSUM for an Autoregressive Model**

*by*Knoth, Sven & Frisén, Marianne

**Methods and evaluations for surveillance in industry, business, finance, and public health**

*by*Frisén, Marianne

**On multivariate control charts**

*by*Frisén, Marianne

**Simple conservative confidence intervals for comparing matched proportions**

*by*Jonsson, Robert

**A Cusum Procedure For Detection Of Outbreaks In Poisson Distributed Medical Health Events**

*by*Jonsson, Robert

**Relative Efficiency of a Quantile Method for Estimating Parameters in Censored Two-Parameter Weibull Distributions**

*by*Jonsson, Robert

**Expected fiscal policy and interest rates in open economy**

*by*Salvatore Dell’Erba & Sergio Sola

**Formula for Manufacturing Profit increase based on Thermodynamic Model**

*by*Michael Louis George

**Man versus Nash An experiment on the self-enforcing nature of mixed strategy equilibrium**

*by*Jason Shachat & J. Todd Swarthout & Lijia Wei

**Random Sets Lotteries and Decision Theory**

*by*Marc-Arthur Diaye & Gleb Koshevoy

**Forecasting in the presence of recent structural change**

*by*Jana Eklund & George Kapetanios & Simon Price

**Causal Structure and Hierarchies of Model**

*by*Kevin D. Hoover

**Large Deviations of Realized Volatility**

*by*Shin Kanaya & Taisuke Otsu

**Las desigualdades en la distribución del nivel educativo de los docentes en Colombia**

*by*Luis Armando Galvis & Leonardo Bonilla Mejía

**Aplicación de las herramientas de control de calidad en la compilación de estadísticas a través del tiempo**

*by*Wilmer O. Martínez R. & Héctor M. Záarte S.

**¿Qué nos dicen los índices de confianza?**

*by*Juan Manuel Julio & Anderson Grajales

**Mechanical and Psychological Effects of Electoral Reform**

*by*Jon H. Fiva & Olle Folke

**Should Transportation Output be Included as Part of the Coincident Indicators System?**

*by*Kajal Lahiri & Wenxiong Yao

**Beyond the DSGE Straitjacket**

*by*Hashem M. Pesaran & Ron P. Smith

**A conditional CAPM; implications for the estimation of systematic risk**

*by*Alexandros E. Milionis & Dimitra K. Patsouri

**Evolving UK and US macroeconomic dynamics through the lens of a model of deterministic structural change**

*by*Kapetanios, George & Yates, Tony

**An empirical research on the influencing factors of regional CO2 emission: Evidence from Beijing city, China**

*by*Zhaohua Wang & Fangchao Yin & Yixiang Zhang & Xian Zhang

**Extreme value theory for finance: a survey**

*by*Marco Rocco

**Asymptotic theory of range-based multipower variation**

*by*Kim Christensen & Mark Podolskij

**Fact or friction: Jumps at ultra high frequency**

*by*Kim Christensen & Roel Oomen & Mark Podolskij

**When Long Memory Meets the Kalman Filter: A Comparative Study**

*by*Stefano Grassi & Paolo Santucci de Magistris

**Estimation of long memory in integrated variance**

*by*Eduardo Rossi & Paolo Santucci de Magistris

**Testing the local volatility assumption: a statistical approach**

*by*Mark Podolskij & Mathieu Rosenbaum

**Economic and Business Analysis:Quantitative Methods Using Spreadsheets**

*by*Frank S T Hsiao

**Performance Benchmarking of Australian Business Regulation: Planning, Zoning and Development Assessments**

*by*Commission, Productivity

**Comparing and selecting performance measures using rank correlations**

*by*Caporin, Massimiliano & Lisi, Francesco

**The Impact of ICT on Economic Sectors**

*by*Sasvari, Peter

**A Qualitative Analysis Of Greek Innovation Activities**

*by*George HALKOS & Christos KITSOS

**Do Bidders Gain From Takeovers?**

*by*Amporn SOONGSWANG

**Determinants of inequality in Italy: An approach based on the Shapley decomposition**

*by*Martina Celidoni & Isabella Procidano & Luca Salmasi

**Testing The Validity Of The Model For Improving The Public Policy Making Process In Romania**

*by*Mihaela PACESILA

**Customers’ Satisfaction In Atm Service: An Empirical Evidences From Public And Private Sector Banks In India**

*by*Vijay M. KUMBHAR

**Actividades económicas en Bolivia: un análisis de encadenamiento**

*by*Bustos, Paul S.

**Souhrnná produktivita faktorů založená na službách práce a kapitálu**

*by*Jaroslav Sixta & Kristýna Vltavská & Jaroslav Zbranek

**Fractional Cointegration Relationship between Oil Prices and Stock Markets: An Empirical Analysis from G7 Countries**

*by*Burcu Kiran

**The Modwt Analysis of the Relationship Between Mortality and Ambient Temperature for Prague, Czech Republic**

*by*Milan Bašta

**Does Trade Foster Institutions? An Empirical Assessment**

*by*Marcella Nicolini & Alessia Paccagnini

**Forecasting By Econometric Models As Support To Management**

*by*TINDE DOBRODOLAC &

**The Environmental Impact of Trade Liberalisation and Economic Growth in Nigeria: An Empirical Analysis**

*by*Adediran Olanrewaju Adewole

**Financial Performance and Social Responsibility: Romanian Scenario**

*by*Duca Florinita

**About the Measures of Skewness and Kurtosis**

*by*Todor Kaloyanov

**Intensidade tecnológica das exportações mundiais: uma análise de misturas finitas e do "learning-by-exporting" como determinante [Technological intensity of global exports: an analysis of finite mixtures and “of learning” by exporting as a determinant]**

*by*Eva Yamila da Silva Catela & Flávio de Oliveira Gonçalves

**Las estadísticas Oficiales de Turismo: principales lagunas en el contexto nacional e internacional /Official Statistics of Tourism: Major Gaps in the National and International Context**

*by*CORTINA GARCIA, FERNANDO

**Consumo de electricidad y producto interior bruto: Relación dinámica y estabilidad/Electricity Consumption and GDP: Dynamic Relationship and Stability**

*by*DEL HOYO, JUAN & LLORENTE, GUILLERMO & RIVERO, CARLOS

**Effectiveness of Public Training Programs Reducing the Time Needed to Find a Job/Eficacia de los programas públicos de formación en la reducción del tiempo necesario para encontrar un empleo**

*by*CANSINO MUÑOZ-REPISO, JOSÉ MANUEL & SÁNCHEZ BRAZA, ANTONIO

**Gumruk Birligi Sonrasinda (1996-2009) Turkiye'nin Avrupa Birligi ile Dis Ticaretinin Ulke ve Fasil Bazli Yogunlasma Analizi**

*by*Seyhun Dogan & Semanur Soyyigit Kaya

**Un indice sintetico non compensativo per la misura della dotazione infrastrutturale: un’applicazione in ambito sanitario**

*by*Matteo Mazziotta & Adriano Pareto

**How to Measure the Quality of Credit Scoring Models**

*by*Martin Rezac & Frantisek Rezac

**Effects of Crude Oil Price Changes on Sector Indices of Istanbul Stock Exchange**

*by*Cengiz Toraman & Cagatay Basarir & M. Fatih Bayramoglu

**Differential Investors' Response to Restatement Announcements: An Empirical Investigation**

*by*Sebahattin Demirkan & Harlan Platt

**NYSE Specialists' Participation in the Posted Quotes**

*by*Bulent Koksal

**La cellula strutturale come ambito di analisi delle performance**

*by*Giuseppe Eusepi & Alessandra Cepparulo & Flavio Verrecchia

**Nuove esigenze dei consumatori e strategie di valorizzazione integrata della carne di bufalo**

*by*Azzurra Annunziata & Riccardo Vecchio & Immacolata Viola

**Market Efficiency within the German Stock Market: A Comparative Study of the Relative Efficiencies of the DAX, MDAX, SDAX and ASE Indices**

*by*Admin Starcevic & Timothy Rodgers

**Time-varying risk premia**

*by*Anderson, Robert M.

**Nonparametric rank tests for event studies**

*by*Kolari, James W. & Pynnonen, Seppo

**Control variate method for stationary processes**

*by*Amano, Tomoyuki & Taniguchi, Masanobu

**BE/ME and E/P work better than ME/BE or P/E in regressions**

*by*Musumeci, Jim & Peterson, Mark

**Investigating the Moderating Role of Corporate Image in the Relationship between Perceived Justice and Recovery Satisfaction: Evidence from Indian Aviation Industry**

*by*Vikas Gautam

**Health Care Efficiency Across Countries: A Stochastic Frontier Analysis**

*by*OGLOBLIN, Constantin

**Análisis de reducción de la fecundidad en Colombia. Modelo de determinantes próximos**

*by*Camilo Andrés Mesa Salamanca & Gustavo Adolfo Junca Rodríguez

**Viewpoint: An extended class of instrumental variables for the estimation of causal effects**

*by*Karim Chalak & Halbert White

**Modeling Financial Contagion using Copula**

*by*Pedro Luiz Valls Pereira & Ricardo Pires de Souza Santos

**Coincident, leading and recession indexes for the Lithuanian economy**

*by*Agne Reklaite

**Liquidity, Price Impact And Trade Informativeness – Evidence From The London Stock Exchange**

*by*Nataša Teodorović

**The Exchange Traded Funds in Italy**

*by*Michele Leonardo Bianchi & Mariano Loddo & Maria Grazia Miele

**Analysing The Effects Of 2008 Global Crises On Turkey And European Union With Cluster Analysis**

*by*Bahar Berberoglu

**Statistical Evaluation Of The Influence Of Determining Factors Of Life Expectancy**

*by*Elisabeta Jaba & Christiana Balan & Silvia Palaşcă

**Monetary Policy Action and Inflation in South Africa: An Empirical Analysis**

*by*Lumengo Bonga-Bonga & Alain Kabundi

**Difficulties In The Statistical Process: Two Examples In Karl Pearson’S Work**

*by*Alina BARBU

**Improving the Service Quality as a Socially Responsible Activity of Hotel Companies**

*by*Ivana Blesic & Slobodan Cerovic & Vanja Dragicevic

**A regional perspective on the spatial concentration in Romania’s international trade in 2011**

*by*Stângaciu Oana Ancuta

**Statistical analysis of trade relations of Romania with the EU member states**

*by*Harja Eugenia & Stângaciu Oana Ancuta

**Per capita consumption function for China - An empirical exercise -**

*by*Wang YANG

**Identification and Frequency Domain QML Estimation of Linearized DSGE Models**

*by*Zhongjun Qu & Denis Tkachenko

**The Effects of Health Shocks on labour Market Exits: Evidence from the HILDA Survey**

*by*Eugenio Zucchelli & Andrew M. Jones & Nigel Rice & Anthony Harris

**Switching rates and the asymptotic behavior of herding models**

*by*Irle, Albrecht & Kauschke, Jonas & Lux, Thomas & Milaković, Mishael

**On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates**

*by*Reitz, Stefan & Ruelke, Jan C. & Taylor, Mark P.

**Financial microeconometrics in corporate governance studies**

*by*Marek Gruszczynski

**Investor protection and disclosure. Quantitative evidence**

*by*Marek Gruszczynski

**Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation**

*by*Mikko Packalen & Tony Wirjanto

**Simulation of the Effects of the Economic Crisis and Response Policies on Children in West and Central Africa: The Case of Burkina Faso**

*by*Lacina Balma & John Cockburn & Ismaël Fofana & Samuel Kaboré & Luca Tiberti & UNICEF Innocenti Research Centre. MONEE project & UNICEF Regional Office for West and Central Africa

**Child Externalising and Internalising Behaviour in the First Year of School: The Role of Parenting in a Low SES Population**

*by*Carly Cheevers & Orla Doyle & Kelly McNamara

**Decomposing Gender Differences in College Student Earnings Expectations**

*by*Liam Delaney & Colm Harmon & Cathy Remond

**Size Metrics and Dynamics of Firms Expansion in the European Pharmaceutical Industry**

*by*Franco Mariuzzo & Xiaoheng Zhang

**A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations**

*by*Drew Creal & Siem Jan Koopman & André Lucas

**Human Resource Inputs and Educational Outcomes in Botswana’s Schools: Evidence from SACMEQ and TIMMS**

*by*Tia Linda Zuze

**Survey sampling: A necessary journey in the prediction world**

*by*Jan F. Bjørnstad

**Bias-Corrected Estimation for Spatial Autocorrelation**

*by*Zhenlin Yang

**The Size of Informal Economy in Pakistan**

*by*Muhammad Farooq Arby & Muhammad Jahanzeb Malik & Muhammad Nadim Hanif

**Die Zukunft der Statistik: Eine persönliche Betrachtung**

*by*Ulrich Rendtel

**Quantitative Methods In Research Projects Assessment**

*by*Narcisa CIOBOTAR & Constantin MITRUÞ

**The identity of sociology or what to do when the universe is unknown: qualitative solutions against the quantitative obsession**

*by*Gomez, José Andrés & Merino, Bernat Roig & Tur, Antonio Aledo

**Model-Free Estimation of Large Variance Matrices**

*by*Karim M. Abadir & Walter Distaso & Filip Žikeš

**Multivariate Methods for Monitoring Structural Change**

*by*Jan J.J. Groen & George Kapetanios & Simon Price

**Program Evaluation and Research Designs**

*by*John DiNardo & David S. Lee

**Application of bootstrap methods in investigation of size of the Granger causality test for integrated VAR systems**

*by*Lach, Łukasz

**Comparisons of LSMS-ISA data collection and dissemination efforts in Central America**

*by*Zuniga Gonzalez, Carlos Alberto

**Modelling biodiversity**

*by*Halkos, George

**An inflation expectations horserace**

*by*Guzman, Giselle C.

**Estimating the risk-adjusted capital is an affair in the tails**

*by*Canestraro, Davide & Dacorogna, Michel

**Renewable Energy Sources in Romania: A Statistical Approach**

*by*Caragea, Nicoleta & Alexandru, Ciprian Antoniade

**What is Hidden, in the Hidden Economy of Pakistan? Size, Causes, Issues and Implications**

*by*Gulzar, Ahmed & Junaid, Novaira & Haider, Adnan

**Repere de fundamentare a structurii sistemului informational statistic in Republica Moldova**

*by*COSTANDACHI, Gheorghe

**Obesity and Diabetes, the Built Environment, and the ‘Local’ Food Economy**

*by*Matthew, Salois

**House Prices and Consumption**

*by*Song, In Ho

**Gaussian and non-Gaussian models for financial bubbles via econophysics**

*by*Fry, J. M.

**Algunos métodos para modelar tendencias y su aplicación a las series de empleo sectorial en Puerto Rico**

*by*Toledo, Wilfredo

**Long-term interest rates, asset prices, and personal saving ratio: Evidence from the 1990s**

*by*Antonio, Paradiso

**An Inquiry into Banking Portfolios and Financial Stability Surrounding "The Great Recession"**

*by*Garita, Gus

**Ethno-diversity and bio-diversity: Methods and measurement**

*by*Evers, Hans-Dieter & Yusoff, Anis & Shamsul, A.BB.

**Exploring Greek innovation activities: the adoption of generalized linear models**

*by*Halkos, George

**Crude Oil Prices and Stock Markets in Major Oil Exporting Countries: Evidence on Decoupling Feature**

*by*Onour, Ibrahim

**Trend Estimation**

*by*Proietti, Tommaso

**Hedging Greeks for a portfolio of options using linear and quadratic programming**

*by*Sinha, Pankaj & Johar, Archit

**Robust Estimation of Some Nonregular Parameters**

*by*Kyungchul Song

**Program Evaluation and Research Designs**

*by*John DiNardo & David S. Lee

**What Do the Bingers Drink? Microeconometric Evidence on Negative Externatilities of Alcohol Consumption by Beverage Types**

*by*Preety Srivastava & Xueyan Zhao

**An Econometric Study of Vine Copulas**

*by*Dominique Guegan & Pierre-André Maugis

**On the Forecasting Accuracy of Multivariate GARCH Models**

*by*Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

**Comparing Multidimensional Poverty with Qualitative Indicators of Well-Being**

*by*Yélé Maweki Batana & Jean-Yves Duclos

**Testing for Mobility Dominance**

*by*Yélé Maweki Batana & Jean-Yves Duclos

**What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?**

*by*Chia-Lin Chang & Michael McAleer & Les Oxley

**What Makes a Great Journal Great in Economics? The Singer Not the Song**

*by*Chia-Lin Chang & Michael McAleer & Les Oxley

**A note on the geometric ergodicity of a nonlinear AR–ARCH model**

*by*Mika Meitz & Pentti Saikkonen

**Factors Affecting Pure Orange Juice Purchasing Decisions of Consumers**

*by*Wanvisa Sriratana & Visit Limsombunchai

**Extensive vs. Intensive Margin in Germany and the United States: Any Differences?**

*by*Merkl, Christian & Wesselbaum, Dennis

**Extensive vs. Intensive Margin in Germany and the United States: Any Differences?**

*by*Merkl, Christian & Wesselbaum, Dennis

**Contribución del sistema de pensiones privado de capitalización individual al desarrollo del mercado de capitales en Bolivia 1997-2009**

*by*Pamela Córdova Olivera

**La inclusión en el sistema financiero y las microfinanzas**

*by*Cristian Ricardo Nogales Carvajal & Carlos Alberto Foronda Rojas

**Monetary Regime Change and Business Cycles**

*by*Cúrdia, Vasco & Finocchiaro, Daria

**Measuring Financial Contagion by Local Gaussian Correlation**

*by*Støve, Bård & Tjøstheim, Dag & Hufthammer, Karl Ove

**Multivariate outbreak detection**

*by*Schiöler, Linus & Frisén, Marianne

**Modelling the spatial patterns of influenza incidence in Sweden**

*by*Schiöler, Linus

**Linear and Non-linear Causality Test in a LSTAR model - wavelet decomposition in a non-linear environment**

*by*Li, Yushu & Shukur, Ghazi

**Non-Linear Mixed Logit**

*by*Andersen, Steffen & Harrison, Glenn W. & Hole, Arne Risa & Rutström, Elisabet E.

**Testing the Effect of a Short Cheap Talk Script in Choice Experiments**

*by*Jacob Ladenburg & Jens Olav Dahlgaard & Ole Bonnichsen

**Reducing Status Quo Bias in Choice Experiments – An Application of a Protest Reduction Entreaty**

*by*Ole Bonnichsen & Jacob Ladenburg

**The production function methodology for calculating potential growth rates and output gaps**

*by*Francesca D'Auria & CÃ©cile Denis & Karel Havik & Kieran Mc Morrow & Christophe Planas & Rafal Raciborski & Werner Roger & Alessandro Rossi

**Quantification of harm in damages actions for antitrust infringements: Insights from German cartel cases**

*by*Hans W. Friederiszick & Lars-Hendrik Röller

**What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?**

*by*Chang, C-L. & McAleer, M.J. & Oxley, L.

**Frontier Techniques: Contrasting the Performance of (Single-) Truncated Order Regression Methods and Replicated Moments**

*by*Ana Paula Martins

**Pragmatism, Perspectival Realism, and Econometrics**

*by*Kevin D. Hoover

**Probability and Structure in Econometric Models**

*by*Kevin D Hoover

**Non-linear models of disability and age applied to census data**

*by*Marín, J. Miguel & Alonso, Pablo J. & Albarrán, Irene

**Economic Institutions and Economic Growth in the Former Soviet Union Economies**

*by*Marta Spreafico

**Demographic Trends, the Dividend-Price Ratio and the Predictability of Long-Run Stock Market Returns**

*by*Favero, Carlo A. & Gozluklu, Arie & Tamoni, Andrea

**Aggregation of exponential smoothing processes with an application to portfolio risk evaluation**

*by*SBRANA, Giacomo & SILVESTRINI, Andrea

**On the forecasting accuracy of multivariate GARCH models**

*by*LAURENT, Sébastien & ROMBOUTS, Jeroen V. K. & VIOLANTE, Francesco

**Quantitative Evidence of Goodwins Non Linear Growth Cycles**

*by*Mario Garcia Molina & Alba Avila & Ibrahim Massy

**Energy efficiency in the automotive industry evidence from Germany and Colombia**

*by*Clara Inés Pardo Martínez

**Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit**

*by*M. Hashem Pesaran & Alexander Chudik

**Asymmetry in Volatility: A Comparison of Developed and Transition Stock Markets**

*by*Piotr Wdowinski & Marta Malecka

**What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?**

*by*Chia-Lin Chang & Philip Hans Franses & Michael McAleer & Les Oxley

**A Note on the Probability of Winning a Lottery when the Number of Competitors is a Binomial Random Variable**

*by*Seamus Hogan & Laura Meriluoto

**What Makes a Great Journal Great in Economics? The Singer Not the Song**

*by*Chia-Lin Chang & Michael McAleer & Les Oxley

**Block Structure Multivariate Stochastic Volatility Models**

*by*Manabu Asai & Massimiliano Caporin & Michael McAleer

**Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit**

*by*Pesaran, M.H. & Chudik, A.

**Forecasting in the presence of recent structural change**

*by*Eklund, Jana & Kapetanios, George & Price, Simon

**Time-varying inflation expectations and economic fluctuations in the United Kingdom: a structural VAR analysis**

*by*Barnett, Alina & Groen, Jan J J & Mumtaz, Haroon

**Stochastic Expansions and Moment Approximations for Three Indirect Estimators**

*by*Antonis Demos & Stelios Arvanitis

**Aggregational Gaussianity And Barely Infinite Variance In Crop Prices**

*by*Antonios Antypas & Phoebe Koundouri & Nikolaos Kourogenis

**How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?**

*by*Almut E. D. Veraart

**Quantitative Breuer-Major Theorems**

*by*Ivan Nourdin & Giovanni Peccati & Mark Podolskij

**Estimating the Persistence and the Autocorrelation Function of a Time Series that is Measured with Error**

*by*Peter R. Hansen & Asger Lunde

**The development of information and communication technology: An empirical study**

*by*Sasvari, Peter

**An Empirical Study of the Development of Information and Communication Technology in Hungary**

*by*Sasvari, Peter

**Risk Assessment of Transitional Economies by Multivariate and Multicriteria Approaches**

*by*Neli Tomić-Plazibat & Zdravka Aljinović & Snježana Pivac

**The Analysis of an Investment Risk Within Emerging Capital Markets. The Case of the Warsaw Stock Exchange**

*by*Mieczyslaw Kowerski

**A Statistical Approach Of The Spatial-Temporal Variability Of A Phenomenon Using A Ro-Eu Composite Index**

*by*Elisabeta Jaba & Alina Botezat & Christiana Brigitte Balan

**Las empresas en Santa Cruz, ¿continúan en una estructura monocéntrica?**

*by*Salazar, Xavier & Atienza, Miguel

**Drop in consumption associated with retirement. The regression discontinuity design approach**

*by*Nivorozhkina, Ludmila & Nivorozhkin, Anton & Abazieva, Kamilla

**Size Distortion of Bootstrap Tests: an Example from Unit Root Testing**

*by*Russell Davidson

**An Agnostic Look at Bayesian Statistics and Econometrics**

*by*Russell Davidson

**Statistical Properties of the CEE Stock Market Dynamics. A Panel Data Analysis**

*by*Barry Harrison & Radu Lupu & Iulia Lupu

**Monetary policy and world commodity markets: 2000-2007**

*by*Hossein Askari & Noureddine Krichene

**Improving Risk Adjustment in the Czech Republic**

*by*Radovan Chalupka

**What is Hidden in the Hidden Economy of Pakistan? Size, Causes, Issues, and Implications**

*by*Ahmed Gulzar & Novaira Junaid & Adnan Haider

**The Evaluation Of Risk Regarding Insurance. Statistical Methods Of Risk Dissipation**

*by*Mihai Aristotel Ungureanu & Mihaela Gruiescu & Corina Ioanăş & Dragoş Dan Morega

**An Application Of Spatial - Panel Analysis - Provincial Economic Growth And Logistics In China**

*by*Yang Shao

**The Similarity between the Square of the Coefficient of Variation and the Gini Index of a General Random Variable = Similitud entre el cuadrado del coeficiente de variación y el índice de Gini en una variable aleatoria general**

*by*González Abril, Luis & Velasco Morente, Francisco

**Are Confidence and Sentiment Indicators Crucial in Forecasting the Economic Growth of Romania during the Current Crisis?**

*by*Stoica Tiberiu

**Necessity of Use and Cognition Sense of Moments of Higher Rank (Asymmetry and Excess Coefficients)**

*by*Todor Kaloianov

**Lorenz Curve Interpolation and the Gini Coefficient**

*by*Nicholas Rohde

**Turkiye Petrol Fiyatlari Oynakliginin Modellenmesi**

*by*Esin FIRUZAN

**Islem Bazlý Manipulasyonun Istatistiksel Siniflandýrma Analizleriyle Belirlenmesi**

*by*Melik KAMISLI & Nuray GIRGINER

**Disparities Between Services Demanded And Services Received In Taiwanese Restaurants**

*by*Jui-Kuei Chen & I-Shuo Chen

**The Utilization Of The Statistical Techniques In Projecting Gross Value Added In The Agriculture, Hunting And Forestry; Fishery And Pisciculture Sector**

*by*Enache, Calcedonia

**The Two-Parameter Long-Horizon Value-at-Risk**

*by*Guy Kaplanski, Haim Levy

**Comovimiento entre mercados accionarios de América Latina y Estados Unidos: Un enfoque de wavelets**

*by*Jesús Cuauhtémoc Téllez Gaytán. & Pablo López Sarabia.

**Frontier Techniques: Contrasting the Performance of (Single-)Truncated Order Regression Methods and Replicated Moments**

*by*Ana Paula Martins

**Índice de Gestión Social Empresarial (IGS): una aplicación de la medición de capital social**

*by*Sander A. Rangel J., Jorge E. Saíz V.

**The building sector in Cali (Colombia): An economic review to its recent evolution and major determinants**

*by*Sierra S, Lya Paola & Peláez S, José Tomás & Ahcar O, Jaime Rafael

**Are there Goodwin employment-distribution cycles? International empirical evidence**

*by*Mario García Molina & Eleonora Herrera

**Statistiques : les voies de la confiance**

*by*Jean-Michel Charpin

**Bankarization and Determinants of Availability of Banking Services in Argentina**

*by*Alejandra Anastasi & Emilio Blanco & Pedro Elosegui & Máximo Sangiácomo

**Sustainability of the Bulgarian Economy**

*by*Ivan Stoikov

**Romania's foreign trade in 2008 - a territorial statistical analysis**

*by*Stangaciu Oana Ancuta

**Romania’s foreign trade with the European Union in 2008**

*by*Stangaciu Oana Ancuta

**Statistical analysis of the structure and dynamics of material and human resources in public education over the past two academic years in Bacau**

*by*Eugenia Harja

**Statistical analysis of the structure and dynamics of the number of students in public education over the past two academic years from Bacau**

*by*Eugenia Harja

**The Measurement Of Service Quality In Municipalities By Servqual Analysis: A Case Study In Eskiåžehir Municipalities**

*by*Zeynep Filiz & Veysel Yilmaz & Ceren YagÄ±zer

**SUCCESS FACTORS OF SMALL AND MEDIUM-SIZED ENTERPRISES (SMEs): THE CASE OF JORDAN**

*by*Maher Al-Mahrouq

**The Role Of Individual Values In Personal Development**

*by*Mariana Gagea & Andreea Iacobuta

**random fields**

*by*Nazgul Jenish

**Romania’s External Debt Sustainability Under Crisis Circumstances**

*by*GHEORGHE ZAMAN & GEORGE GEORGESCU

**The Impact of the National School Lunch Program on Child Health: A Nonparametric Bounds Analysis**

*by*Gundersen, Craig & Kreider, Brent & Pepper, John V.

**Aspects of Surveillance of Outbreaks**

*by*Schiöler, Linus

**Global Crisis and the Integration of India’s Stock Market**

*by*Dhal, Sarat

**Financial Market Dynamics in an Enlarged European Union**

*by*Kenourgios, Dimitris & Samitas, Aristeidis

**Life-Cycle Variations in the Association between Current and Lifetime Earnings – Evidence for German Natives and Guest Workers**

*by*Brenner, Jan

**Extensive vs. intensive margin in Germany and the United States: any differences?**

*by*Merkl, Christian & Wesselbaum, Dennis

**Wettervorhersage mit vorwärts gerichteten neuronalen Netzen**

*by*Duberatz, Madleen

**Catching the habit: a study of inequality of opportunity in smoking-related mortality**

*by*Balia S & Jones A.M

**Influence of non-response in business tendency surveys on the properties of expectations**

*by*Emilia Tomczyk & Barbara Kowalczyk

**Comment to "Weak instruments robust tests in GMM and the New Keynesian Phillips curve" by Frank Kleibergen and Sophocles Mavroeidis**

*by*Fabio Canova

**Expectation of Quadratic Forms in Normal and Nonnormal Variables with Econometric Applications**

*by*Yong Bao & Aman Ullah

**How Would One Extra Year of High School Affect Wages? Evidence from a Unique Policy Change**

*by*Krashinsky, Harry

**Local Identification in Empirical Games of Incomplete Information**

*by*Florens, Jean-Pierre & Sbaï, Erwann

**Modelling the Impact of Automatic Fiscal Stabilisers on Output Stabilisation in South Africa**

*by*Kibambe Jacques Ngoie & Niek Schoeman

**The negative effects of international crisis on the real economy and social issues**

*by*Balu, Elena Mariana & Mladen, Luise

**On the economic benefit of utility based estimation of a volatility model**

*by*Adam Clements & Annastiina Silvennoinen

**Bayesian estimation of a DSGE model for the Portuguese economy**

*by*Vanda Almeida

**Purchasing power parity exchange rates for the global poor**

*by*Angus Deaton & Olivier Dupriez

**Understanding PPPs and PPP-based national accounts**

*by*Angus Deaton & Alan Heston

**Modelling the impact of automatic fiscal stabilisers on output stabilisation in South Africa**

*by*Jacques Kibambe & Niek J. Schoeman

**Análise espacial da centralidade e da dispersão da riqueza gaúcha de 1970 a 2000: notas preliminares**

*by*Tartaruga, Iván G. Peyré

**Bileşik Endeksle Tarım Sektörünün Gelişim Düzeyinin AB Ülkeleri Karşılaştırmalı Ölçümü**

*by*Polatkan, Tugba & Arslaner, Ferhat

**Assessing the adverse effects of interbank funds on bank efficiency through using semiparametric and nonparametric methods**

*by*Aysan, Ahmet Faruk & Ertek, Gurdal & Ozturk, Secil

**Monte Carlo experiment on the pooled ols estimator in large mixed panels**

*by*marchese, malvina

**Can Financial Openness Help Avoid Currency Crises?**

*by*Garita, Gus & Zhou, Chen

**Maximum Likelihood Estimation of the Multivariate Normal Mixture Model**

*by*Boldea, Otilia & Magnus, Jan R.

**Inequidades y Ausencia de Criterios Explícitos de Reparto: La distribución del Presupuesto Nacional a las provincias en el periodo post crisis (2004-2007)**

*by*Uña, Gerardo & Cogliandro, Gisell & Bertello, Nicolas

**On the Distortion of a Copula and its Margins**

*by*Valdez, Emiliano A.

**Modern Risk Management Strategies for the Romanian State Treasury**

*by*Cosma, Dorin & Cosma, Octavian

**Risk-Factor Portfolios and Financial Stability**

*by*Garita, Gus

**Malaysian Cocoa Market Modeling: A Combination of Econometric and System Dynamics Approach**

*by*Applanaidu, Shri Dewi & Mohamed Arshad, Fatimah & Abdel Hameed, Amna Awad & Hasanov, Akram & Idris, Nurjihan & Abdullah, Amin Mahir & Shamsudin, Mad Nasir

**A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria**

*by*Victor, Aguirregabiria

**A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments**

*by*Aguirregabiria, Victor & Ho, Chun-Yu

**Bank competition, institutional strength and financial reforms in Central and Eastern Europe and the EU**

*by*Delis, Manthos D & Pagoulatos, George

**Inferencia Estadística**

*by*Alfaro, Rodrigo

**On the Use of Formative Measurement Specifications in Structural Equation Modeling: A Monte Carlo Simulation Study to Compare Covariance-Based and Partial Least Squares Model Estimation Methodologies**

*by*Ringle, Christian M. & Götz, Oliver & Wetzels, Martin & Wilson, Bradley

**The Ownership and Industry Effects of Corporate Dividend Policy in India, 1961-2007**

*by*Kamat, Manoj S.

**"Interdependent Durations" Third Version**

*by*Bo E. Honoré & Aureo de Paula

**Comparing and selecting performance measures for ranking assets**

*by*Massimiliano Caporin & Francesco Lisi

**Goodness-of-Fit: An Economic Approach**

*by*Sanghamitra Bandyopadhyay & Frank A. Cowell

**Debt, Deficits and Finite Horizons: The Stochastic Case**

*by*Roger Farmer & Carine Nourry & Alain Venditti

**Better LATE Than Nothing: Some Comments on Deaton (2009) and Heckman and Urzua (2009)**

*by*Guido W. Imbens

**Economists, Incentives, Judgment, and the European CVAR Approach to Macroeconometrics**

*by*David Colander

**The Portuguese Active Labour Market Policy During The Period 1998-2003 - A Comprehensive Conditional Difference-In-Differences Application**

*by*Alcina Nunes & Paulino Teixeira

**On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models**

*by*Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante

**Meet the Parents? The Causal Effect of Family Size on the Geographic Distance between Adult Children and Older Parents**

*by*Holmlund, Helena & Rainer, Helmut & Siedler, Thomas

**Meet the Parents? The Causal Effect of Family Size on the Geographic Distance between Adult Children and Older Parents**

*by*Holmlund, Helena & Rainer, Helmut & Siedler, Thomas

**The role of learning in innovation: in-house versus externally contracted R&D experience**

*by*Pilar Beneito López & Amparo Sanchis Llopis & María Engracia Rochina Barrachina

**Joint Estimation of Risk Preferences and Technology: Flexible Utility or Futility?**

*by*Lence, Sergio H.

**Local Identification in Empirical Games of Incomplete Information**

*by*Florens, Jean-Pierre & Sbaï, Erwann

**Migración internacional: Una cuantificación de sus efectos en la calidad de vida**

*by*Carlos Alberto Foronda Rojas & Cristian Ricardo Nogales Carvajal & Marina Yurevna Nicolaeva

**Un sistema lineal de gasto: identificando patrones de consumo de alimentos en Bolivia**

*by*Cristian Ricardo Nogales Carvajal

**A General Framework for Observation Driven Time-Varying Parameter Models**

*by*Drew Creal & Siem Jan Koopman & Andre Lucas

**The Propagation of Financial Extremes**

*by*Chollete, Lorán

**Wage Penalty of Abstinence and Wage Premium of Drinking - A misclassification bias due to pooling of drinking groups?**

*by*Jarl, Johan & Gerdtham, Ulf-G

**Sufficient reduction in multivariate surveillance**

*by*Frisén, Marianne & Andersson, Eva & Schiöler, Linus

**Evaluation of multivariate surveillance**

*by*Frisén, Marianne & Andersson, Eva & Schiöler, Linus

**Explorative analysis of spatial patterns of influenza incidences in Sweden 1999—2008**

*by*Schiöler, Linus

**Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden**

*by*Zeebari, Zangin & Shukur, Ghazi

**Improving Risk Adjustment in the Czech Republic**

*by*Radovan Chalupka

**Block Structure Multivariate Stochastic Volatility Models**

*by*Asai, M. & Caporin, M.

**Goodness-of-fit: an economic approach**

*by*Frank Cowell & Emmanuel Flachaire & Sanghamitra Bandyopadhyay

**Adaptive Experimental Design Using the Propensity Score**

*by*Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean

**Hedging residual value risk using derivatives**

*by*Sylvain Prado

**Can Open Capital Markets Help Avoid Currency Crises?**

*by*Gus Garita & Chen Zhou

**The comovement between household loans and real activity**

*by*Wouter den Haan & Vincent Sterk

**Meet the Parents?: The Causal Effect of Family Size on the Geographic Distance between Adult Children and Older Parents**

*by*Helena Holmlund & Helmut Rainer & Thomas Siedler

**Robustness, Infinitesimal Neighborhoods, and Moment Restrictions**

*by*Yuichi Kitamura & Taisuke Otsu & Kirill Evdokimov

**Back to square one: identification issues in DSGE models**

*by*Canova, Fabio & Sala, Luca

**What do we know about comparing aggregate and disaggregate forecasts?**

*by*SBRANA, Giacomo & SILVESTRINI, Andrea

**Consistent ranking of multivariate volatility models**

*by*LAURENT, Sebastien & ROMBOUTS, Jeroen V.K. & VIOLANTE, FRANCESCO

**Conceptos basicos de estadistica**

*by*Ignacio Velez-Pareja

**Analysis of energy efficiency development in the German and Colombian food industries**

*by*Clara Inés Pardo Martínez

**Energy use and energy efficiency development in the German and Colombian textile industries**

*by*Clara Inés Pardo Martínez

**Weak and Strong Cross Section Dependence and Estimation of Large Panels**

*by*Alexander Chudik & M. Hashem Pesaran & Elisa Tosetti

**Goodness-of-Fit: An Economic Approach**

*by*Sanghamitra Bandyopadhyay & Frank A Cowell & Emmanuel Flachaire

**Weak and Strong Cross Section Dependence and Estimation of Large Panels**

*by*Chudik, A. & Pesaran, M.H. & Tosetti, E.

**Multivariate methods for monitoring structural change**

*by*Groen, Jan J J & Kapetanios, George & Price, Simon

**Optimal Portfolio Allocation under Asset and Surplus VaR Constraints**

*by*Monfort, A.

**Une modélisation séquentielle de la VaR**

*by*Alain Monfort.

**New Information Response Functions**

*by*Jardet, C. & Monfort, A. & Pegoraro, F.

**Limit theorems for functionals of higher order differences of Brownian semi-stationary processes**

*by*Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij

**Understanding limit theorems for semimartingales: a short survey**

*by*Mark Podolskij & Mathias Vetter

**Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data**

*by*Kim Christensen & Silja Kinnebrock & Mark Podolskij

**Realised Quantile-Based Estimation of the Integrated Variance**

*by*Kim Christensen & Roel Oomen & Mark Podolskij

**Stochastic volatility of volatility in continuous time**

*by*Ole E. Barndorff-Nielsen & Almut E. D. Veraart

**Multipower Variation for Brownian Semistationary Processes**

*by*Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij

**Statistical vs. Economic Significance in Economics and Econometrics: Further comments on McCloskey & Ziliak**

*by*Tom Engsted

**Quadratic Variation by Markov Chains**

*by*Peter Reinhard Hansen & Guillaume Horel

**Recent Trends In Microfinance Institutions: Some Theoretical Implications**

*by*SUMAN GHOSH & ERIC VAN TASSEL

**Climate Change And The Kyoto Protocol**

*by*PARKASH CHANDER

**Inequality, Public Investment And Deficits In India**

*by*ERROL D'SOUZA

**Tax Evasion And Administrative Costs**

*by*ROHIT PRASAD

**Intergovernmental Transfer Rules, State Fiscal Policy And Performance In India**

*by*POULOMI ROY & AJITAVA RAYCHAUDHURI

**The Natural Interest Rate In Emerging Markets**

*by*ASHIMA GOYAL

**Land-Use Changes And Agricultural Growth In India, Pakistan, And Bangladesh, 1901-2004**

*by*TAKASHI KUROSAKI

**Development Strategy: The State And Agriculture Since Independence**

*by*T. N. SRINIVASAN

**Measuring Harm Due To Child Work And Child Labour: Patterns And Determinants For India**

*by*DIGANTA MUKHERJEE & SASWATI DAS

**Labor Market Reform And Poverty – The Role Of Informal Sector**

*by*SUGATA MARJIT & SAIBAL KAR & DIBYENDU SUNDAR MAITI

**Work Migration And Investment In Origin Communities**

*by*GHAZALA MANSURI

**Labor Retrenchment Laws And Their Effect On Wages And Employment: A Theoretical Investigation**

*by*KAUSHIK BASU & GARY S. FIELDS & SHUB DEBGUPTA

**Lobbying For Trade Regime And Tariff Settings**

*by*KATSUZO YAMAMOTO

**Public Outrage And Criminal Justice: Lessons From The Jessica Lal Case**

*by*BRENDAN O'FLAHERTY & RAJIV SETHI

**On The Political Economy Of General Strikes**

*by*ABHIRUP SARKAR

**On Effecting Institutional Change**

*by*SUMON MAJUMDAR & SHARUN MUKAND

**A Theory Of The Corrupt Keynesian**

*by*TOKE S. AIDT & JAYASRI DUTTA

**Addressing Equity Issues In Watershed Development Projects In Bhil Adivasi Areas Of Western Madhya Pradesh**

*by*RAHUL BANERJEE

**Unequal Chances: The Intergenerational Transmission Of Economic Advantage Under Marital Sorting**

*by*T. LAKSHMANASAMY

**International Differences In The Determinants Of Life Satisfaction**

*by*JOHN F. HELLIWELL & HAIFANG HUANG & ANTHONY HARRIS

**New and Enduring Themes in Development Economics**

*by*

**Econometrics with gretl. Proceedings of the gretl Conference 2009**

*by*

**Coefficient of Structural Concordance and an Example of its Application: Labour Productivity and Wages in Slovenia**

*by*Miroslav Verbič & Franc Kuzmin

**Techniques And Instruments Of Quality Management Used By The Commercial Banks Worldwide**

*by*Dobran, Ruxandra Diana

**Least Deviance Estimation Bootstrap Techniques Applied To Aggregated Production Elasticity Coefficients. Empirical Evidence From The Palestinian Industry**

*by*Scorbureanu, Alexandrina Ioana

**Testing for Restricted Stochastic Dominance: Some Further Results**

*by*Russell Davidson

**Insolvency Probability In Reinsurance Treaty: A Case Study In Malaysia**

*by*NORISZURA ISMAIL & ANSAR ASNAWI AHMAD ANUAR

**El Programa Nacional de Reformas de España: descripción y oportunidad para los métodos cuantitativos en el contexto de incertidumbre actual = Spain National Reform Programme: Description and Opportunity for Quantitative Methods in the Current Uncertainty Context**

*by*Ordaz Sanz, José Antonio & Melgar Hiraldo, María del Carmen

**Econometrical Interpretation Of The Interdependece Between Fiscality Rate- Fiscal Incomes- Gross Domestic Product**

*by*POPA IONELA & PIETRARU ALINA & CODREANU DIANA

**The Impact of Socioeconomic and Demographic Variables on Poverty: A Village Study**

*by*Imran Sharif Chaudhry & Shahnawaz Malik & Abo ul Hassan

**Respect the Fundamental Right for Environment in Establishing the Strategies of the Company**

*by*Corina Adriana Dumitrescu & Dragos Marian Radulescu

**Distribución y Movilidad de la Especialización Argentina en el Comercio Mundial de Agroalimentos: Un Estudio Dinámico**

*by*Rodrigo García Arancibia

**International Portfolio Diversification: Evidence from European Emerging Markets**

*by*Nikolaos L. Hourvouliades

**A Minimum Power Divergence Class of CDFs and Estimators for the Binary Choice Model**

*by*Ron Mittelhammer & George Judge

**Granger Causality Between Stock Price and Trading Volume: A Stock-Based Analysis in the ISE**

*by*Bekir Elmas & M.Sinan Temurlenk

**Testing the Validity of Financial Liberalization Policies under the Framework of McKinnon’s Complementarity Hypothesis: The Case of Turkey**

*by*Aycan Hepsag

**Prioridade Brasileira entre Acordos de Livre Comércio Utilizando Equilíbrio Geral Aliado à Teoria dos Jogos**

*by*Luciano Menezes Bezerra Sampaio & Yony Sampaio

**Investigating The Effects Of Environmental Sensitivity And Environmental Behavior On Ecological Product Buying Behavior Through Structural Equation Modeling**

*by*Veysel Yilmaz & H. Eray Celik & Ceren Yagizer

**Tourism In Romania And European Union**

*by*Lect. Ph.D Constantin Sanda & Lect. Ph.D. Lupsa-Tataru Dana Adriana

**Characteristics that form customer value in banks: a research on ATMs**

*by*Nilsun SARIYER

**Business-Cycle Asymmetry and Causality Between Foreign Direct Investment and Fixed Capital Formation**

*by*Kuan-Min Wang & Yuan-Ming Lee & Thanh-Binh Nguyen Thi

**Modell zur Maximierung des Endvermögens unter gleichzeitiger Sicherstellung intertemporärer Vermögenserhaltung/Solvenz**

*by*Scholtz, Hellmut D.

**Extending the Use of the Block-Block Bootstrap to AR(âˆž) Processes**

*by*Bunzel, Helle & Iglesias, Emma M.

**Convergence and Cluster Structures in EU Area according to Fluctuations in Macroeconomic Indices**

*by*Gligor, Mircea & Ausloos, Marcel

**Public Interest vs. Interest Groups: Allowance Allocation in the EU Emissions Trading Scheme**

*by*Anger, Niels & Böhringer, Christoph & Oberndorfer, Ulrich

**Applications of statistical physics in finance and economics**

*by*Lux, Thomas

**A Dynamic Oligopoly Game of the US Airline Industry: Estimation and Policy Experiments**

*by*Victor Aguirregabiria & Chun-Yu Ho

**A General Framework for Observation Driven Time-Varying Parameter Models**

*by*Drew Creal & Siem Jan Koopman & André Lucas

**Modelling the Incidence of Self-Employment: Individual and Employment Type Heterogeneity**

*by*Sarah Brown & Lisa Farrell & Mark N Harris

**A Cauchy-Schwarz inequality for expectation of matrices**

*by*Pascal Lavergne

**Aggregate Shocks vs Reallocation Shocks: an Appraisal of the Applied Literature**

*by*Giovanni Gallipoli & Gianluigi Pelloni

**Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables**

*by*Russell Davidson & James G. MacKinnon

**Negative Reality of the HIV Positives: Evaluating Welfare Loss in a Low Prevalence Country**

*by*Das, Sanghamitra & Mukhopadhyay, Abhiroop & Ray, Tridip

**Euro 2008’i Neden İspanya kazandı ?**

*by*HALICIOGLU, Ferda

**The Entropic Analysis Of Electoral Results: The Case Of European Countries**

*by*Ferreira, Paulo & Dionisio, Andreia

**A New Procedure to Monitor the Mean of a Quality Characteristic**

*by*Kiani, Mehdi & Panaretos, John & Psarakis, Stelios

**Do Foreign Direct Investments Increase the Economic Growth of Southeastern European Transition Economies?**

*by*Stanisic, Nenad

**Análise Espacial da Estrutura Social da Região Metropolitana de Porto Alegre (RMPA) em 1991 e 2000**

*by*Tartaruga, Iván G. Peyré

**Qualitative and quantitative analysis of the sport tourism from the perspective of romanian young adults**

*by*Meşter, Ioana & Bădulescu, Alina & Bâc, Octavian & Bac, Dorin

**Some new indicators and procedure to get additional information from the Business Tendency Surveys**

*by*Fusari, Angelo & Pellissier, Murray

**Spurious Regression**

*by*Ventosa-Santaulària, Daniel

**El éxito de la autorregulación de las instituciones microfinancieras en Bolivia: una prueba empírica**

*by*Nogales Carvajal, Cristian Ricardo

**Statistica Afacerilor**

*by*Stefanescu, Razvan & Dumitriu, Ramona

**Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective**

*by*Allen, David E & Powell, Robert

**Una introducción al análisis multinivel: ¿La demanda individual de salud es afectada por el médico de cabecera?**

*by*Herrera Gómez, Marcos

**Gender Differentials in Labour Productivity among Small-Holder Cassava Farmers in Ideato Local Government Area of Imo State, Nigeria**

*by*Okoye, B.C & Ukoha, O.O

**Coefficient of Structural Concordance and an Example of its Application: Labour Productivity and Wages in Slovenia**

*by*Verbic, Miroslav & Kuzmin, Franc

**Financial Integration of GCC Capital Markets:Evidence of Nonlinear Cointegration**

*by*Onour, Ibrahim

**Forward-Looking Beta Estimates:Evidence from an Emerging Market**

*by*Onour, Ibrahim

**The Impact of Information and Communication Technologies in the Social and Economical Domain**

*by*Serbanescu, Luminita

**Un método de Cálculo y Temporización de Previsiones Cíclicas para el Sistema Financiero Boliviano**

*by*Gonzales-Martínez, Rolando & Hurtado, Enrique & Valdivia, Pedro

**The model of the linear city under a triangular distribution of consumers: an empirical analysis on price and location of beverage kiosks in Catania**

*by*Torrisi, Gianpiero

**Data Estimation and Interpretation: An Analysis**

*by*Meyer, Thomas K.

**Impact of Small Group Size on Neighborhood Influences in Multilevel Models**

*by*Theall, Katherine P. & Scribner, Richard & Lynch, Sara & Simonsen, Neal & Schonlau, Matthias & Carlin, Bradley & Cohen, Deborah

**Empirical assessment of bifurcation regions within new Keynesian models**

*by*Barnett, William A. & Duzhak, Evgeniya A.

**Technical efficiency in primary health care: does quality matter?**

*by*Murillo-Zamorano, Luis R. & Petraglia, C.

**Romania’s development level comparing with EU countries: The RGS (Relative Gap Scoring) Ranking Index**

*by*Albu, Lucian-Liviu & Georgescu, George & Ghizdeanu, Ion

**Factor decomposition of cross-country income inequality with interaction effects**

*by*Bruno Bracalente & Cristiano Perugini

**Interdependent Durations**

*by*Bo Honore & Aureo de Paula

**Season of Birth and Later Outcomes: Old Questions, New Answers**

*by*Kasey Buckles & Daniel M. Hungerman

**Institutions and Behavior: Experimental Evidence on the Effects of Democracy**

*by*Pedro Dal Bó & Andrew Foster & Louis Putterman

**New prospects on vines**

*by*Dominique Guegan & Pierre-André Maugis

**Real Wages over the Business Cycle: OECD Evidence from the Time and Frequency Domains**

*by*Julián Messina & Chiara Strozzi & Jarkko Turunen

**Multidimensional Poverty Dominance: Statistical Inference and an Application to West Africa**

*by*Yélé Maweki Batana & Jean-Yves Duclos

**The impact of FX Central Bank Intervention in a Noise Trading Framework**

*by*Michel Beine & Paul De Grauwe & Marianna Grimaldi

**The Baltic States and Europe: Common Factors of Economic Activity**

*by*Ludmila Fadejeva & Aleksejs Melihovs

**Real Wages over the Business Cycle: OECD Evidence from the Time and Frequency Domains**

*by*Messina, Julián & Strozzi, Chiara & Turunen, Jarkko

**Real Wages over the Business Cycle: OECD Evidence from the Time and Frequency Domains**

*by*Messina, Julián & Strozzi, Chiara & Turunen, Jarkko

**More on confidence intervals for partially identified parameters**

*by*Jörg Stoye

**El exito de la autorregulacion de las instituciones microfinancieras en Bolivia: una prueba empirica**

*by*Cristian Ricardo Nogales Carvajal

**El exito de la autorregulacion de las instituciones microfinancieras en Bolivia: una prueba empirica**

*by*Cristian Ricardo Nogales Carvajal

**Block Kalman filtering for large-scale DSGE models**

*by*Strid, Ingvar & Walentin, Karl

**The Nash Bargaining Solution vs. Equilibrium in a Reinsurance Syndicate**

*by*Aase, Knut K.

**The Propagation of Financial Extremes: An Application to Subprime Market Spillovers**

*by*Chollete, Lorán

**Stylebook:Tips on Organization, Writing, and Formatting**

*by*Wicks, Rick

**Statistiska varningssystem för hälsorisker**

*by*Andersson, Eva & Frisén, Marianne

**On statistical surveillance of the performance of fund managers**

*by*Schiöler, Linus & Frisén, Marianne

**Hotelling´s T2 Method in Multivariate On-line Surveillance. On the Delay of an Alarm**

*by*Andersson, Eva

**When does Heckman’s two-step procedure for censored data work and when does it not?**

*by*Jonsson, Robert

**Introduction to financial surveillance**

*by*Frisén, Marianne

**On curve estimation under order restrictions**

*by*Pettersson, Kjell

**Unimodal regression in the two-parameter exponential family with constant or known dispersion parameter**

*by*Pettersson, Kjell

**Semiparametric estimation of outbreak regression**

*by*Frisén, Marianne & Andersson, Eva & Pettersson, Kjell

**Semiparametric surveillance of outbreaks**

*by*Frisén, Marianne & Andersson, Eva

**An Exploration of Regression-Based Data Mining Techniques Using Super Computation**

*by*Antony Davies

**Little’s Law and Business Entropy**

*by*Michael Louis George

**What is Business Entropy**

*by*Michael Louis George

**Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices**

*by*Christian De Peretti & Carole Siani

**Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal**

*by*Christian De Peretti & Carole Siani

**Component-based structural equation modelling**

*by*TENENHAUS, Michel

**Statistical properties and economic implications of Jump-Diffusion Processes with Shot-Noise effects**

*by*Stute, Winfried & Serrano, P. & Moreno, M.

**Dots to Boxes: Do the Size and Shape of Spatial Units Jeopardize Economic Geography Estimations?**

*by*Briant, Anthony & Combes, Pierre-Philippe & Lafourcade, Miren

**How much structure in empirical models?**

*by*Canova, Fabio

**Identifying Structural Effects in Nonseparable Systems Using Covariates**

*by*Halbert White & Karim Chalak

**Copula-Based Nonlinear Quantile Autoregression**

*by*Xiaohong Chen & Roger Koenker & Zhijie Xiao

**Causality, Conditional Independence, and Graphical Separation in Settable Systems**

*by*Karim Chalak & Halbert White

**Temporal aggregation of univariate and multivariate time series models: A survey**

*by*Andrea Silvestrini & David Veredas

**Emerging market spreads in the recent financial turmoil**

*by*Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi

**Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models**

*by*Dimitra Kyriakopoulou & Antonis Demos

**Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution**

*by*Jean Jacod & Mark Podolskij & Mathias Vetter

**Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances**

*by*Almut E. D. Veraart

**New tests for jumps: a threshold-based approach**

*by*Mark Podolskij & Daniel Ziggel

**Bipower-type estimation in a noisy diffusion setting**

*by*Mark Podolskij & Mathias Vetter

**Hasse Diagrams, Poset Theory and Fuzzy Poverty Measures**

*by*Marco Fattore

**A Biplot graphical tool to model the relationships between two sets of variables**

*by*Maura Vásquez & Guillermo Ramírez & Alberto Camardiel & Tomás Aluja

**Empirics Of The Metropolitan Productivity Patterns In Europe**

*by*Christian LONGHI

**Do Foreign Direct Investments Increase the Economic Growth of Southeastern European Transition Economies?**

*by*Nenad Stanisic

**Social Mobility in Italy since the Beginning of the Twentieth Century**

*by*Antonio Schizzerotto & Sonia Marzadro

**Measuring the Correlation of Shocks Between the UK and the Core of Europe**

*by*Hall, S.G. & Yhap, B.

**Statistical Study Concerning The Urban Tobacco'S Consum, Premises Of The Consumers' Behaviour Changes**

*by*Zaharia Marian & Cristache Silvia-Elena & Serban Daniela & Begu Liviu

**The External Payments' Balance And The Romanian Economic Growth Between 1996 And 2006**

*by*Turturean Ciprian-Ionel & Jemna Danut-Vasile

**The Volatility Of The Financial Market - A Quantitative Approach**

*by*Mester Ioana Teodora

**Prognosis Of Monthly Unemployment Rate In The European Union Through Methods Based On Econometric Models**

*by*Gagea Mariana, & Balan Christiana Brigitte

**Caracterizing The Public Health System Reform Using The Statistical Survey Approach**

*by*Andrei Tudorel & Calin Catalina & Tusa Erika & Stancu Stelian & Stancu Stelian

**An Asymptotic Test For The Detection Of Heteroskedasticity**

*by*Mehmet Yuce

**Kalkinma Gostergesi Olarak Ortalama Yaþam Beklentisine Gore Turkiye’ Nin Ab Icindeki Konumu: Kritikler Ve Cok Degiskenli Istatistik Uygulamalari**

*by*Murat CIFTCI

**What Exactly is "Bad News" in Foreign Exchange Markets? Evidence from Latin American Markets**

*by*Cecilia Maya & Karoll Gómez

**Externalities in the Workplace: A Response to a Rejoinder to a Response to a Response to a Paper**

*by*Benjamin C. Alamar & Stanton A. Glantz

**Smoking in Restaurants: Rejoinder to Alamar and Glantz**

*by*David R. Henderson

**The Market for Lemmas: Evidence That Complex Models Rarely Operate in Our World**

*by*Philip R. P. Coelho & James E. McClure

**Modelos ARCH, GARCH y EGARCH: aplicaciones a series financieras**

*by*Marta Casas Monsegny & Edilberto Cepeda

**Prix du pétrole, coûts de transport et mondialisation**

*by*Nina Kousnetzoff & Daniel Mirza & Habib Zitouna

**The Baltic states and Europe: common factors of economic activity**

*by*Ludmila Fadejeva & Aleksejs Melihovs

**Productivity decomposition and sectoral dynamics**

*by*Antipa, P.

**A Possibility for a Graphic Representation of the Inter-relations among the Parameters of Statistical Distributions**

*by*Todor Kaloyanov

**An Opportunity for Graphic Presentation of the Connection Between the Parameters of Statistical Distributions**

*by*Todor Kaloyanov

**Gradation Of Industrial Products Quality Assessment Methods According To Results Objectivity Degree**

*by*Viorel Petrescu & Adrian Stancu

**Robust outbreak surveillance of epidemics in Sweden**

*by*Frisén, Marianne & Andersson, Eva & Schiöler, Linus

**Principles for Multivariate Surveillance**

*by*Frisén, Marianne

**Optimal Sequential Surveillance for Finance, Public Health, and Other Areas**

*by*Frisén, Marianne

**Applications of extreme value theory to collateral valuation**

*by*Garcia, Alejandro & Gencay, Ramazan

**Unravelling the influence of smoking initiation and cessation on premature mortality using a common latent factor model**

*by*Silvia Balia & Andrew M. Jones

**Innovation Sources and Productivity: A Quantile Regression Analysis**

*by*Agustí Segarra-Blasco

**Corporate governance ratings and the performance of listed companies in Poland**

*by*Marek Gruszczynski

**Some Properties of Absolute Returns as a Proxy for Volatility**

*by*David E. Giles

**How much structure in empirical models?**

*by*Fabio Canova

**Factors Driving Changes in Income Distribution in Post-Reform Mexico**

*by*Gerardo Angeles-Castro

**Migration and the EU Labour Market: Granger Causality Tests on a Panel VAR**

*by*Ghatak, Subrata & Moore, Tomoe

**Representation in Econometrics: A Historical Perspective**

*by*Christopher L. Gilbert & Duo Qin

**Integrating Mental Health in Welfare Evaluation: An Empirical Application**

*by*Das, Sanghamitra & Mukhopadhyay, Abhiroop & Ray, Tridip

**M of a kind: A Multivariate Approach at Pairs Trading**

*by*Perlin, M.

**Evaluation of pairs trading strategy at the Brazilian financial market**

*by*Perlin, M.

**Mutual Funds and Segregated Funds: A Comparison**

*by*Palombizio, Ennio A.

**The Application of the Econometric Models with Qualitative Variables in the Analysis of the Non Academic Behaviors at the Level of the Romanian Higher Education System**

*by*Andrei, Tudorel & Teodorescu, Daniel & Iacob, Andreea Iluzia E. S. & Stancu, Stelian

**Determinants Of Household Health Expenditure: Case Of Urban Orissa**

*by*Bhabesh, Sen & Himanshu Sekhar, Rout

**Bazele Statisticii**

*by*Stefanescu, Răzvan & Dumitriu, Ramona

**First Derivatives of the log-L for the multivariate probit model**

*by*Vargas Barrenechea, Martin

**GMM Estimation of the Number of Latent Factors**

*by*Perez, Marcos & Ahn, Seung Chan

**Web 2.0: Nothing Changes…but Everything is Different**

*by*Barbry, Eric

**Modelling Agricultural Production Risk and the Adaptation to Climate Change**

*by*Finger, Robert & Schmid, Stéphanie

**A comparison of nominal regression and logistic regression for contingency tables, including the 2 × 2 × 2 case in causality**

*by*Colignatus, Thomas

**Deterministic and stochastic trends in the time series models: A guide for the applied economist**

*by*Rao, B. Bhaskara

**Evaluación del rendimiento de cultivares de soja en diferentes fechas de siembra**

*by*Herrera Gómez, Marcos & Escuadero, Sandra

**Correlation and regression in contingency tables. A measure of association or correlation in nominal data (contingency tables), using determinants**

*by*Colignatus, Thomas

**The 2 x 2 x 2 case in causality, of an effect, a cause and a confounder. A cross-over’s guide to the 2 x 2 x 2 contingency table**

*by*Colignatus, Thomas

**A Theory of Attribution**

*by*Feldman, Barry

**Construction of an Index by Maximization of the Sum of its Absolute Correlation Coefficients with the Constituent Variables**

*by*Mishra, SK

**Parameter estimation from multinomial trees to jump diffusions with k means clustering**

*by*Lee, Kiseop & Xu, Mingxin

**Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno**

*by*Espinosa Méndez, Christian

**Corruption and Socioeconomics Determinants:Empirical Evidence of Twenty Nine Countries**

*by*Halkos, George & Tzeremes, Nickolaos

**A measure of association (correlation) in nominal data (contingency tables), using determinants**

*by*Colignatus, Thomas

**Patents, Innovations and Economic Growth in Japan and South Korea: Evidence from individual country and panel data**

*by*Sinha, Dipendra

**Testing Efficiency Performance of an Underdeveloped Stock Market**

*by*Onour, Ibrahim

**O Estado e a Gestão da Administração Pública**

*by*Martins, J. Albuquerque

**Legea lui Okun pentru România în perioada 1992-2004**

*by*TURTUREAN, Ciprian Ionel

**Comparing alternative instruments to measure service quality in higher education**

*by*Ana Oliveira-Brochado & Rui Cunha Marques

**Interdependent Durations, Second Version**

*by*Bo E. Honore & Aureo de Paula

**Estimating Quadratic Variation When Quoted Prices Change by a Constant Increment**

*by*Jeremy Large

**Stability of nonlinear AR-GARCH models**

*by*Mika Meitz & Pentti Saikkonen

**Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models**

*by*Mika Meitz & Pentti Saikkonen

**Market Efficiency, Asymmetric Price Adjustment and Over-Evaluation: Linking Investor Behaviors to EGARCH**

*by*Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda & Junji Shimada

**Using cross-wavelets to decompose the time-frequency relation between oil and the macroeconomy**

*by*Luís Francisco Aguiar-Conraria & Maria Joana Soares

**Negative Blogs, Positive Outcomes: When should Firms Permit Employees to Blog Honestly?**

*by*Rohit Aggarwal & Ram Gopal & Ramesh Sankaranarayanan

**Non-Nested Testing in Models Estimated via Generalized Method of Moments**

*by*Alastair R. Hall & Denis Pelletier

**Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures?**

*by*Gael M. Martin & Andrew Reidy & Jill Wright

**Reciprocal trade agreements in gravity models: a meta-analysis**

*by*Cipollina, Maria & Salvatici, Luca

**Model risk and techniques for controlling market parameters. The experience in Banco Popolare**

*by*Michele Bonollo & Davide Morandi & Chiara Pederzoli & Costanza Torricelli

**Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies**

*by*Konstantin A. Kholodilin

**Age, SES, and Health: A Population Level Analysis of Health Inequalities over the Life Course**

*by*Steven Prus

**Testing For Restricted Stochastic Dominances: Some Further Results**

*by*Russell Davidson

**Bootstrapping Econometric Models**

*by*Russell Davidson

**Flexible Approximation of Subjective Expectations using Probability Questions -An Application to the Investment Game-**

*by*Charles Bellemare & Luc Bissonnette & Sabine Kroger

**Infinite Dimensional VARs and Factor Models**

*by*Chudik, Alexander & Pesaran, M. Hashem

**Infinite Dimensional VARs and Factor Models**

*by*Alexander Chudik & M. Hashem Pesaran

**Flexible Approximation of Subjective Expectations Using Probability Questions: An Application to the Investment Game**

*by*Charles Bellemare & Luc Bissonnette & Sabine Kröger

**Flexible Approximation of Subjective Expectations Using Probability Questions: An Application to the Investment Game**

*by*Bellemare, Charles & Bissonnette, Luc & Kröger, Sabine

**R&D-Experience And Innovation Success**

*by*Pilar Beneito & Amparo Sanchis Llopis & María Engracia. Rochina Barrachina

**Nature, nurture and market conditions: Ability and education in the policy evaluation approach**

*by*Bernarda Zamora Talaya & Eduard Gracia

**An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups**

*by*Hugo R. Ñopo

**Das Hybride Wahlmodell und seine Anwendung im Marketing**

*by*Till Dannewald & Henning Kreis & Nadja Silberhorn

**From Animal Baits to Investors’ Preference: Estimating and Demixing of the Weight Function in Semiparametric Models for Biased Samples**

*by*Ya'acov Ritov & Wolfgang Härdle

**How to Measure Segregation Conditional on the Distribution of Covariates**

*by*Åslund, Olof & Nordström Skans, Oskar

**On the estimation of correlations for irregularly spaced time series**

*by*Andersson, Jonas

**Patient allocations according to circumstances and preferences: Modelling based on the Norwegian patient list system**

*by*Lillestøl, Jostein & Ubøe, Jan & Rønsen, Yngve & Hjortdahl, Per

**Some new bivariate IG and NIG-distributions for modelling covariate nancial returns**

*by*Lillestøl, Jostein

**Explorative analysis of spatial aspects on the Swedish influenza data**

*by*Bock, David & Pettersson, Kjell

**Evaluations of likelihood based surveillance of volatility**

*by*Bock, David

**Similarities and differences between statistical surveillance and certain decision rules in finance**

*by*Bock, David & Andersson, Eva & Frisén, Marianne

**Predictions by early indicators of the time and height of yearly influenza outbreaks in Sweden**

*by*Andersson, Eva & Kühlmann-Berenzon, Sharon & Linde, Annika & Schiöler, Linus & Rubinova, Sandra & Frisén, Marianne

**Statistical Surveillance of Epidemics: Peak Detection of Influenza in Sweden**

*by*Bock, David & Andersson, Eva & Frisén, Marianne

**Modeling influenza incidence for the purpose of on-line monitoring**

*by*Andersson, Eva & Bock, David & Frisén, Marianne

**Consequences of using the probability of a false alarm as the false alarm measure**

*by*Bock, David

**Effect of dependency in systems for multivariate surveillance**

*by*Andersson, Eva

**Persistence of profits and the systematic search for knowledge - R&D links to firm above-norm profits**

*by*Eklund, Johan & Wiberg, Daniel

**On Volatility induced Stationarity for Stochastic Differential Equations**

*by*J.M.PAlbin, J.M.P & Astrup Jensen, Bjarne & Muszta, Anders & Martin, Richter

**Aggregating Phillips Curves**

*by*Imbs, Jean & Jondeau, Eric & Pelgrin, Florian

**Análisis de series de tiempo del secuestro en Colombia**

*by*Mauricio Rubio & Daniel Vaughan

**Inflación y costo de vida en las principales ciudades colombianas**

*by*Julio Romero P

**Aggregating Phillips Curves**

*by*Jean Imbs & Eric Jondeau & Florian Pelgrin

**Infinite Dimensional VARs and Factor Models**

*by*Alexander Chudik & M. Hashem Pesaran

**Infinite Dimensional VARs and Factor Models**

*by*Chudik , A. & Pesaran, M.H.

**Identification and Estimation in an Incoherent Model of Contagion**

*by*Massacci, D.

**Large Panels with Common Factors and Spatial Correlations**

*by*Pesaran, M.H. & Tosetti, E.

**An Extended Class of Instrumental Variables for the Estimation of Causal Effects**

*by*Karim Chalak & Halbert White

**DSGE Models in a Data-Rich Environment**

*by*Boivin, J. & Giannoni, M.

**Emerging Markets Spreads and Global Financial Conditions**

*by*Alessio Ciarlone & Paolo Piselli & Giorgio Trebeschi

**Back to square one: identification issues in DSGE models**

*by*Fabio Canova & Luca Sala

**Managing Adverse Dependence for Portfolios of Collateral in Financial Infrastructures**

*by*Alejandro García & Ramazan Gençay

**Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9**

*by*Jean Jacod & Yingying Li & Per A. Mykland & Mark Podolskij & Mathias Vetter

**Power variation for Gaussian processes with stationary increments**

*by*Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij

**Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps**

*by*Mark Podolskij & Mathias Vetter

**Cost of Equity Capital and Country Risk: An econometric analysis of the expected rate of return for four Latin American countries**

*by*Juan Pablo Domínguez H.

**Real Exchange Rate Fluctuations and Relative Prices in Turkey**

*by*Ugur Ciplak

**Explaining the Variability of Debt Neutrality Tests Results: A Meta-Analysis of Ricardian Equivalence**

*by*Tomas Wroblowsky

**Do Migrant Remittances Affect the Consumption Patterns of Albanian Households?**

*by*Adriana Castaldo & Barry Reilly

**Inter-industries productivity gap and the services employment dynamics**

*by*Jula, Dorin & Jula, Nicoleta

**Análisis de estabilidad en variables económicas de México**

*by*Gómez, Mario & Rodríguez, José Carlos

**Descriptive Analysis of Matrix-Valued Time-Series**

*by*Antille, Gerard

**Bootstrapping econometric models (in Russian)**

*by*Russell Davidson

**Systém pojištění vkladů v České republice: historie, současný stav a porovnání s Evropskou unií**

*by*Jiří Hlaváček

**Využití analýzy obalu dat pro hodnocení efektivnosti českých nemocnic**

*by*Martin Dlouhý & Josef Jablonský & Ivana Novosádová

**U.K. Stock Market Inefficiencies and the Risk Premium**

*by*Antonis Demos & George Vasillelis

**Valoración global de la discapacidad, propuesta de un índice y su aplicación a la población española recogida en la EDDES/Global Measure of the Disability. A Proposal of an Index and its Application to the Spanish Population Reflected in the Survey on Disabilities, Impairments and Health Status**

*by*ALBARRÁN LOZANO, IRENE & ALONSO GONZÁLEZ, PABLO & FAJARDO CALDERA, MIGUEL ÁNGEL

**Weighting Two Quality Indexes In Valuation Theory: Survival Function And An Alternative Technique/Ponderando Dos Índices De Calidad En Teoría De Valoración: Función De Supervivencia Y Una Técnica Alternativa**

*by*FRANCO NICOLÁS, M. & VIVO MOLINA, J.M.

**Dogrusal Olmayan Kanonik Korelasyon Analizi Ile Istatistige Yonelik Tutumlarda Universite Ogrencileri Arasindaki Bireysel Farkliliklarin Incelenmesi**

*by*Asst.Prof. Nuray GIRGINER & Res. Ass. Zeliha KAYGISIZ & Res. Ass. Abdullah YALAMA

**Dos familias numerables de medidas de desigualdad**

*by*Luis José Imedio Olmedo & Elena Bárcena Martín

**Confidence and Unemployment in the European Union: A lesson from the 2004 enlargement**

*by*António Caleiro

**A method for analyzing strategic product launch**

*by*XIAO Junji

**Judging the Sustainability of Czech Public Finances**

*by*Jan Zápal

**La productividad multifactorial: concepto, medición y significado.**

*by*Enrique Hernández Laos

**Smoking in Restaurants: A Reply to David Henderson**

*by*Benjamin C. Alamar & Stanton A. Glantz

**Smoking in Restaurants: Who Best to Set the House Rules?**

*by*David R. Henderson

**Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts**

*by*Shirley J. Huang & Qianqiu Liu & Jun Yu

**Últimas aportaciones en la explicación de las crisis cambiarias: el caso de las crisis gemelas**

*by*José Vicéns Otero & Sofía García

**Aplicación de la curva logística a los censos de la ciudad de Medellín**

*by*Gabriel Poveda Ramos & Jorge Manrique H

**Distribución condicional de los retornos de la tasa de cambio colombiana: un ejercicio empírico a partir de modelos GARCH multivariados**

*by*Karoll Gómez Portilla & Santiago Gallón Gómez

**Part salariale dans le PIB en France. Les effets de la salarisation croissante**

*by*Nicolas Canry

**Note sur les méthodes univariées d’extraction du cycle économique**

*by*Anna Sess & Michel Grun-Rehomme

**Décomposition de la productivité et dynamiques sectorielles**

*by*ANTIPA, P.

**Continuity of the Changes in Statistical Structures**

*by*Encho Jekov

**The Analysis And Prognosis For Social System Of Jiu Valley Region**

*by*Murarita Ilie, & Siminica Marian Ilie & Cîrciumaru Daniel

**Employment Dynamics and Import Competition**

*by*Hale Utar

**Vicious and Virtuous Circles - The Political Economy of Unemployment in Interwar UK and USA**

*by*Matthews, Kent & Minford, Patrick & Naraidoo, Ruthira

**An Introduction to the Structural Econometrics of Auction Data**

*by*Harry J. Paarsch & Han Hong

**Vector Autoregression and Error Correction Models**

*by*Bannikov, V.

**Araştırma-geliştirme (AR-GE) faaliyetlerinin Türkiye-OECD ülkelerinde kümeleme analizi ile incelenmesi ve ekonomik büyümedeki önemi**

*by*Mevlüdiye ŞİMŞEK & Sema BEHDİOĞLU

**Selection Procedures for Economics**

*by*William C. Horrace

**Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise**

*by*Christensen, Kim & Podolskij, Mark & Vetter, Mathias

**Range-Based Estimation of Quadratic Variation**

*by*Christensen, Kim & Podolskij, Mark

**Does patience pay? Empirical testing of the option to delay accepting a tender offer in the US banking sector**

*by*Campbell, Rachel A. & Kräussl, Roman

**The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis**

*by*Reitz, Stefan & Taylor, Mark P.

**Business Ethics in Transition Countries – Cluster Analysis of Behavior and Attitudes**

*by*Marina Dabić & Marina Pejić Bach & Najla Podrug

**Dynamic Quantile Models**

*by*Joan Jasiak & C. Gourieroux

**Application scoring: logit model approach and the divergence method compared**

*by*Izabela Majer

**Methodological aspects of time series back-calculation**

*by*Massimiliano Caporin & Domenico Sartore

**Estimating the Impact of State Policies and Institutions with Mixed-Level Data**

*by*Jeffrey Milyo & David M. Primo & Matthew L. Jacobsmeier

**The Econometric Analysis of Microscopic Simulation Models**

*by*Li, Y. & Donkers, A.C.D. & Melenberg, B.

**Capital-Energy Substitution and Shifts in Factor Demand: A Meta-Analysis**

*by*Mark J. Koetse & Henri L.F. de Groot & Raymond J.G.M. Florax

**The Impact of Uncertainty on Investment: A Meta-Analysis**

*by*Mark J. Koetse & Henri L.F. de Groot & Raymond J.G.M. Florax

**Higher Order Bias Correcting Moment Equation for M-Estimation and its Higher Order Efficiency**

*by*Kyoo il Kim

**The Coordination Channel of Foreign Exchange Intervention**

*by*Stefan Reitz & M.P Taylor

**International Economics, Economic Dynamics, and Continuous-Time Econometrics**

*by*Giancarlo Gandolfo

**Pääomasijoitukset ympäristöalalla ja tilastollisen seurannan kehittäminen**

*by*Hernesniemi, Hannu & Viitamo, Esa

**Ympäristöliiketoiminnan määrittely ja tilastollinen seuranta - Ympäristöalalle lisää kilpailukykyä**

*by*Viitamo, Esa & Hernesniemi, Hannu

**VAR Modelling Approach and Cowles Commission Heritage**

*by*Duo Qin

**Sieve Bootstrap for Strongly Dependent Stationary Processes**

*by*George Kapetanios & Zacharias Psaradakis

**Moments of IV and JIVE Estimators**

*by*Russell Davidson & James G. MacKinnon

**Copulas and dependence models in credit risk: diffusions versus jumps**

*by*Luciano, Elisa

**Gini Coefficients for the 2000 Census**

*by*Burkey, Mark L.

**Avrupa Birliği’ne Uyum Sürecinde Türk Tarım İstatistikleri: Sorunlar, Öneriler**

*by*Acar, Mustafa & Arslaner, Ferhat

**The effect of parallel OTC-DVP bond market introduction on yield curve volatility**

*by*Grum, Andraž

**Repercusiones de la definición de tamaño empresarial en los resultados empíricos sobre eficiencia y financiación**

*by*Alfonso, Galindo Lucas

**The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model**

*by*Barnett, William A. & Usui, Ikuyasu

**Metodologia - O Sector Informal em Moçambique: Resultados do Primeiro Inquérito Nacional (2005)**

*by*Calzaroni, Manlio & Cappiello, Antonio & Della Rocca, Giorgio & Di Zio, Marco & Martelli, Cristina & Pieraccini, Guido & Profili, Francesco & Tembe, Cirilo

**Kalman Filter and its Economic Applications**

*by*Pasricha, Gurnain Kaur

**Spatial design matrices and associated quadratic forms: structure and properties**

*by*Hillier, Grant & Martellosio, Federico

**Foreign direct investment. A bid for progress?**

*by*Ferro, Gustavo & Antón Rodríguez, Martín

**A Glimpse of the KMT (1975) Approximation of Empirical Processes by Brownian Bridges via Quantiles**

*by*Miklos Csorgo

**Resampling from the past to improve on MCMC algorithms**

*by*Yves Atchade

**DSGE Models in a Data-Rich Environment**

*by*Jean Boivin & Marc Giannoni

**DSGE Models in a Data-Rich Environment**

*by*Jean Boivin & Marc Giannoni

**Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility**

*by*Gael M. Martin & Andrew Reidy & Jill Wright

**Moments Of Iv And Jive Estimators**

*by*Russell Davidson & James MacKinnon

**Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables**

*by*Russell Davidson & James MacKinnon

**Testing For Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**The Case Against Jive**

*by*Russell Davidson & James MacKinnon

**Testing for Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**Testing for Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**Testing for Restricted Stochastic Dominance**

*by*Davidson, Russell & Duclos, Jean-Yves

**Testing for Breaks Using Alternating Observations**

*by*Bunzel, Helle & Iglesias, Emma M.

**Testing for Restricted Stochastic Dominance**

*by*Russell Davidson & Jean-Yves Duclos

**Misreported schooling and returns to education: evidence from the UK**

*by*Erich Battistin & Barbara Sianesi

**Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing**

*by*Zdenek Hlavka & Michal Pesta

**What do we know about Firms’ Research Collaboration with Universities? New Quantitative and Qualitative Evidence**

*by*Broström, Anders & Lööf, Hans

**Lognormal Approximation of Complex Pathdependent Pension Scheme Payoffs**

*by*Løchte Jørgensen, Peter

**Pojištení vkladu: soucasný stav, srovnání a perspektiva v kontextu EU / Credit Insurance: EU context [available in Czech only]**

*by*Jiří Hlavácek

**Endogenous Contagion - A Panel Data Analysis**

*by*Dirk Baur & Renee Fry

**Higher Order Bias Correcting Moment Equation for M-Estimation and its Higher Order Efficiency**

*by*Kyoo il Kim

**Meta-Regression Analysis as the Socio-Economics of Economic Research**

*by*T.D. Stanley & Chris Doucouliagous & Stephen B. Jarrell

**On Selection of Components for a Diffusion Index Model: It's not the Size, It's How You Use It**

*by*Boriss Siliverstovs & Konstantin A. Kholodilin

**Using the Dynamic Bi-Factor Model with Markov Switching to Predict the Cyclical Turns in the Large European Economies**

*by*Konstantin A. Kholodilin

**Interpreting the Predictive Uncertainty of Elections**

*by*Ray C. Fair

**Nivel óptimo de Reservas Internacionales y crisis cambiaria en Colombia**

*by*David Fernando LOPEZ ANGARITA

**What drives liberal policies in developing countries?**

*by*Vatcharin Sirimaneetham

**An Alternative Definition of Market Efficiency and some Comments on its Empirical Testing**

*by*Alexandros E. Milionis

**Bancarization and Determinants of Availability of Banking Services in Argentina**

*by*Alejandra Anastasi & Emilio Blanco & Pedro Elosegui & Máximo Sangiácomo

**Seasonal Adjustment**

*by*Svend Hylleberg

**Unhealthy eating habits, physical exercise and macronutrient intakes are predictors of anthropometric indicators in the Women's Health Trial: Feasibility Study in Minority Populations**

*by*Alok Bhargava & Joanne F. Guthrie

**Behavioral variables and education are predictors of dietary change in the Women's Health Trial: Feasibility Study in Minority Populations**

*by*Alok Bhargava & Jennifer Hays

**Estimating The Variations And Autocorrelations In Dietary Intakes On Weekdays And Weekends**

*by*ALOK BHARGAVA & RONALD FORTHOFER & SUSIE McPHERSON & MILTON NICHAMAN

**Healthcare infrastructure, contraceptive use and infant mortality in Uttar Pradesh, India**

*by*Alok Bhargava & Sadia Chowdhury & K. K. Singh

**A Longitudinal Analysis of Infant and Child Mortality Rates in Developing Countries**

*by*ALOK BHARGAVA & JIANG YU

**Modeling the effects of health on economic growth**

*by*Alok Bhargava & Dean T. Jamison & Lawrence J. Lau & Christopher J. L. Murray

**Stochastic specification and the international GDP series**

*by*ALOK BHARGAVA

**AIDS epidemic and the psychological well-being and school participation of Ethiopian orphans**

*by*ALOK BHARGAVA

**Modeling the Effects of Health Status and the Educational Infrastructure on the Cognitive Development of Tanzanian Schoolchildren**

*by*ALOK BHARGAVA & MATTHEW JUKES & DAMARIS NGOROSHO & CHARLES KHILMA & DONALD A. P. BUNDY

**Anthelmintic treatment improves the hemoglobin and serum ferritin concentrations of Tanzanian schoolchildren**

*by*Alok Bhargava & Matthew Jukes & Jane Lambo & C. M. Kihamia & W. Lorri & Catherine Nokes & Lesley Drake & Donald Bundy

**Modeling the Effects of Maternal Nutritional Status and Socioeconomic Variables on the Anthropometric and Psychological Indicators of Kenyan Infants From Age 0–6 Months**

*by*ALOK BHARGAVA

**Coliforms in the Water and Hemoglobin Concentration Are Predictors of Gastrointestinal Morbidity of Bangladeshi Children Ages 1–10 Years**

*by*ALOK BHARGAVA & HOWARTH E. BOUIS & KELLY HALLMAN & BILQIS A. HOQUE

**Modeling the Effects of Nutritional and Socioeconomic Factors on the Growth and Morbidity of Kenyan School Children**

*by*ALOK BHARGAVA

**Modelling the Health of Filipino Children**

*by*ALOK BHARGAVA

**Requirements for What? Is the Measurement of Energy Expenditure a Sufficient Estimate of Energy Needs?**

*by*ALOK BHARGAVA & PETER J. REEDS

**Malnutrition and the Role of Individual Variation with Evidence from India and the Philippines**

*by*ALOK BHARGAVA

**Dietary Intakes and Socioeconomic Factors Are Associated with the Hemoglobin Concentration of Bangladeshi Women**

*by*Alok Bhargava & Howarth E. Bouis & Nevin S. Scrimshaw

**Does Household Consumption Behave As A Martingale? A Test For Rural South India**

*by*Alok Bhargava & Martin Ravallion

**Estimating Short and Long Run Income Elasticities of Foods and Nutrients for Rural South India**

*by*ALOK BHARGAVA

**Serial Correlation and the Fixed Effects Model**

*by*A. BHARGAVA & L. FRANZINI & W. NARENDRANATHAN

**Identification and Panel Data Models with Endogenous Regressors**

*by*ALOK BHARGAVA

**Wald Tests And Systems Of Stochastic Equations**

*by*ALOK BHARGAVA

**Estimating Dynamic Random Effects Models From Panel Data Covering Short Time Periods**

*by*ALOK BHARGAVA & J. D. SARGAN

**Econometrics, Statistics and Computational Approaches in Food and Health Sciences**

*by*Alok Bhargava

**Core Inflation Measures for Pakistan**

*by*Sadia Tahir

**Význam základní klasifikace ukazatelů pro korektní interpretaci vzájemných odlišností jejich hodnot**

*by*Lubomír Cyhelský & Vladimíra Valentová

**Third Moment of Yield Probability Distributions for Instruments on Slovenian Financial Markets**

*by*Srečko Devjak & Andraž Grum

**Differences in IMF Data: Incidence and Implications**

*by*Anthony Pellechio & John Cady

**Risk Management in Emerging Markets: Practical Methodologies and Empirical Tests**

*by*Marios Nerouppos & David Saunders & Costas Xiouros & Stavros A. Zenios

**The Equivalence of Causality Detection in VAR and VECM Modeling with Applications to Exchange Rates**

*by*T.J. Brailsford & J. H.W. Penm & R.D. Terrell

**Potencialidades Y Limitaciones De Las Ligas De Calidad De Los Proveedores Sanitarios/Quality Ranking Of Health Care Providers: Potential And Limitations**

*by*MURILLO FORT, CARLES & GONZÁLEZ LÓPEZ-VALCÁRCEL, BEATRIZ

**Some concerns about Econometric Techniques. Comments on “In Praise of Structural Macroeconometrics”/Algunas consideraciones en torno a las técnicas econométricas. Comentarios al artículo “en defensa de la macroeconometría estructural”**

*by*PÉREZ GARCÍA, JULIÁN

**Lawrence R. Klein and Applied Economics/Lawrence R. Klein y la economía aplicada**

*by*PULIDO SAN ROMÁN, ANTONIO & PÉREZ GARCÍA, JULIÁN

**The Disappearing Calendar Anomalies in the Singapore Stock Market**

*by*Wing-Keung Wong & Aman Agarwal & Nee-Tat Wong

**Evaluating Financial Development In Emerging Capital Markets With Efficiency Benchmarks**

*by*Andrew C. Worthington & Helen Higgs

**World Equity Markets: A New Approach for Segmentation (in English)**

*by*José Dias Curto & José Castro Pinto & Joao Eduardo Fernandes

**Economía y defensa de la competencia: una visión general**

*by*Fernando Varela Carid

**Los fondos de inversion inmobiliaria en España 1994-2005: Analisis del rendimiento y persistencia**

*by*Lopez, M. C. & Lopez, C. & Maside, J. M.

**El Tipo de Cambio Real en el Grupo de los Tres - G3**

*by*Jaime Flórez Bolaños

**El turismo rural como agente económico: desarrollo y distribución de la renta en la zona de Priego de Córdoba**

*by*Mª Genoveva Millán Vázquez de la Torre & Tomás López-Guzmán Guzmán & Eva Agudo Gutiérrez

**El desarrollo rural y la economía social en el estado Mérida, Venezuela. PRODECOP: cuna de experiencias exitosas**

*by*Félix Parra Medina & Maribel Suárez Mancha

**Ranking of Countries - The WEF, IMD, Fraser and Heritage Indices**

*by*Wolfgang Ochel & Oliver Röhn

**Transition from Additive Factor Analysis of Absolute Result Quantities to Index Factor Analysis with Real Effects**

*by*Emil Hristov

**An Outline Of The History Of Social Statistics And Its Methods**

*by*Nikola Tcholakov

**The Stability of South African Stock Returns**

*by*Allan Clark & Casparus Troskie

**Long Memory, Heterogeneity, and Trend Chasing**

*by*Youwei Li & Xue-Zhong He

**Analysis Of The Correlation Between The Gdp Evolutions And The Capital And Labor Factors In Romania**

*by*Zaman, Gheorghe & Goschin, Zizi & Herteliu, Claudiu

**Absicherung von Strompreisrisiken mit Futures: Theorie und Empirie**

*by*Rodt, Marc & Schäfer, Klaus

**How is Confidence Related to Unemployment in Europe? A fuzzy logic answer**

*by*Caleiro, António

**Volatility forecasting**

*by*Andersen, Torben G. & Bollerslev, Tim & Christoffersen, Peter F. & Diebold, Francis X.

**Corporate governance and financial performance of companies in Poland**

*by*Marek Gruszczynski

**Sound and Fury: McCloskey and Significance Testing in Economics**

*by*Kevin D. Hoover & Mark V. Siegler

**Periodic Properties of Interpolated Time Series**

*by*Hashem Dezhbakhsh & Daniel Levy

**The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models**

*by*Alastair R. Hall & Atsushi Inoue

**The Determinants of Economic Well-being:An Application in the Indian States**

*by*Sudip Ranjan Basu

**Back to square one: Identification issues in DSGE models**

*by*Fabio Canova & Luca Sala

**Heterogeneity In Economic Freedom: Free Clusters Or Free Countries**

*by*Manuel Vega-Gordillo & JosÃ© Luis Ã lvarez-Arce

**Endogenous population subgroups: the best population partition and optimal number of groups**

*by*Ambra Poggi

**Revisiting the one type permanent shocks hypothesis: Aggregate fluctuations in a multi-sector economy**

*by*Antonio Acconcia & Saverio Simonelli

**Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time**

*by*Denis Bolduc & Lynda Khalaf & ClÃ©ment YÃ©lou

**Multi-period CAPM with Heterogeneous Agents**

*by*Hendri Adriaens & Bertrand Melenberg

**Structural Spurious Regressions and A Hausman-type Cointegration Test**

*by*Chi-Young Choi & Ling Hu & Masao Ogaki

**The First Fifty Years of Modern Econometrics**

*by*Christopher L. Gilbert & Duo Qin

**Estimating Deterministically Time-Varying Variances in Regression Models**

*by*George Kapetanios

**Tests for Deterministic Parametric Structural Change in Regression Models**

*by*George Kapetanios

**Business Cycle at a Sectoral Level: the Portuguese Case**

*by*Hugo J. Reis

**Transparenting Transparency: Intial Empirics and Policy Applications**

*by*Kaufmann, Daniel & Bellver, Ana

**Competitive Pricing Analysis in Mature & Evolving Markets A Time Series Approach**

*by*Joseph, Joy

**Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz**

*by*Cakir, Murat

**Se Puede Mejorar el Sistema de Ingreso a las Universidades Chilenas? El uso del ranking en la Universidad Catolica de Chile, Universidad de Chile y Universidad de Santiago de Chile**

*by*Meneses, Francisco/F & Parra, Alvaro/P & Zenteno, Luis/L

**Approche Econométrique des Déterminants de la Rentabilité des Banques Européennes**

*by*Yao, Jean-Marie

**Generalized maximum entropy (GME) estimator: formulation and a monte carlo study**

*by*Eruygur, H. Ozan

**Occupation Time Fluctuations of an Infinite Variance Branching System in Large Dimensions**

*by*T. Bojdecki & Luis G. Gorostiza & A. Talarczyk

**A Long Range Dependence Stable Process and an Infinite Variance Branching System**

*by*T. Bojdecki & Luis G. Gorostiza & A. Talarczyk

**Self-Normalized Weak Invariance Principle for Mixing Sequences**

*by*Raluca Balan & Kulik

**An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift**

*by*Yves Atchade

**Volatility Forecasting**

*by*Torben G. Andersen & Tim Bollerslev & Peter F. Christoffersen & Francis X. Diebold

**Estimating quadratic variation when quoted prices jump by a constant increment**

*by*Jeremy Large

**Small Concentration Asymptotics and Instrumental Variables Inference**

*by*D.S. Poskitt & C.L. Skeels

**On the Relationships among Latent Variables and Residuals in PLS Path Modeling: the Formative-Reflective Scheme**

*by*Giorgio Vittadini & Simona Caterina Minotti & Marco Fattore & Pietro Giorgio Lovaglio

**Convergence in Carbon Emissions Per Capita**

*by*Alison Stegman

**On Representative Social Capital**

*by*Charles Bellemare & Sabine Kroger

**Match Bias from Earnings Imputation in the Current Population Survey: The Case of Imperfect Matching**

*by*Christopher R. Bollinger & Barry T. Hirsch

**Match Bias from Earnings Imputation in the Current Population Survey: The Case of Imperfect Matching**

*by*Bollinger, Christopher R. & Hirsch, Barry

**Life-Cycle Variations in the Association between Current and Lifetime Income: Country, Cohort and Gender Comparisons**

*by*Lindquist, Matthew J. & Böhlmark, Anders

**An Estimated DSGE Model for Sweden with a Monetary Regime Change**

*by*Cúrdia, Vasco & Finocchiaro, Daria

**Judging the Sustainability of Czech Public Finances**

*by*Jan Zápal

**Indirect Robust Estimation of the Short-term interest Rate Process**

*by*Veronika Czellar & G. Andrew Karolyi & Elvezio Ronchetti

**How is Confidence Related to Unemployment in Europe? A fuzzy logic answer**

*by*António Caleiro

**Convergence In Carbon Emissions Per Capita**

*by*Alison Stegman

**Partial Identification of Probability Distributions with Misclassified Data**

*by*Molinari, Francesca

**On the Forecasting Properties of the Alternative Leading Indicators for the German GDP: Recent Evidence**

*by*Konstantin A. Kholodilin & Boriss Siliverstovs

**Forecasting the Turns of German Business Cycle: Dynamic Bi-factor Model with Markov Switching**

*by*Konstantin A. Kholodilin

**A Critical Note on Growth Regressions**

*by*Tobias Heinrich

**Temporal aggregaton of univariate linear time series models**

*by*Andrea, SILVESTRINI

**Analysis of the resource concentration on size and research performance: The case of Italian National Research Council over the period 2000-2004**

*by*Mario Coccia & Secondo Rolfo

**Analysis of the resource concentration on size and research performance: The case of Italian National Research Council over the period 2000-2004**

*by*Edoardo Lorenzetti

**Temporal aggregation of univariate linear time series models**

*by*SILVESTRINI, Andrea & VEREDAS, David

**Propuesta metodológica para la evaluación del impacto de la contaminación de las cuencas hídricas del país: Estudio de caso del río La vieja"."**

*by*Alfredo SARMIENTO & Darwin Marcelo GORDILLO & Juan Miguel VILLA

**Economic Theory and Causal Inference**

*by*Kevin Hoover

**Turning Qualitative into Quantitative Evidence: A Well-Used Method Made Explicit**

*by*Carus A.W. & Ogilvie, S.

**Inflation Expectations in Turkey : Statistical Evidence from the Business Tendency Survey**

*by*Yasemin Barlas Ozer & Defne Mutluer

**Can We Predict GDP through Examining the Past Values of Money? Empirical Evidence from an Asian Tiger**

*by*Feridun, Mete

**Construcción de un índice de privación material para los municipios de la Región Sanitaria Girona/Constructing a privation index for the municipalities of the Girona Health Region**

*by*LERTXUNDI-MANTEROLA, AITANA & SAURINA, CARME & SAEZ, MARC & OCAÑA-RIOLA, RICARDO

**Dominóhatás a magyar bankközi piacon**

*by*Lublóy, Ágnes

**A Frequency Selective Filter for Short-Length Time Series**

*by*Alessandra Iacobucci & Alain Noullez

**Trade liberalization in Bangladesh: the process and its impact on macro variables particularly export expansion**

*by*Mohammad A. Hossain & Mohammad Alauddin

**Métodos cuantitativos y «benchmarking»: su utilidad para orientar las políticas públicas**

*by*Beatriz González López-Valcárcel

**Challenges of trending time series econometrics**

*by*Phillips, Peter C.B.

**La tasa de cambio real en Colombia. ¿Muy lejos del equilibrio?**

*by*Juan José Echavarría & Diego Vásquez & Mauricio Villamizar

**Random Walks in the Economic Dynamic Series**

*by*Asmaa Ahmed

**The Analysis Of The Correlation Between The Evolution Of The Gdp And That Of The Capital And Labour Factors In Romania**

*by*Gheorghe ZAMAN & Zizi GOSCHIN & Claudiu HERTELIU

**Methods To Restructure The Statistical Communities**

*by*Vergil VOINEAGU & Emilia TITAN

**The Nobel Memorial Prize for Robert F. Engle**

*by*Diebold, Francis X.

**Testing multivariate hypotheses with positive definite bilinear forms**

*by*Valentyn Panchenko & Cees Diks

**The Integration and Efficiency of the Scandinavian Foreign Exchange Market 1873-1914: A Quantitative Analysis**

*by*Talia, Krim

**Testing Models with Multiple Equilibria by Quantile Methods**

*by*Ivana Komunjer & Federico Echenique

**ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")**

*by*Eric JONDEAU & Herve LE BIHAN

**The Intertemporal Relationship between Money and Prices: Evidence for Argentina**

*by*Florencia Gabrielli & George McCandless

**Subsampling Hypothesis Tests for Nonstationary Panels with Applications to the PPP Hypothesis**

*by*In Choi & Timothy Chue

**Bias Reduced Band Spectrum Least Squares in Fractional**

*by*Changsik Kim

**Identification of sensitivity to variation in endogenous variables**

*by*Andrew Chesher

**Conditional Inference in Cointegrating Vector Autoregressive Models**

*by*Sophocles Mavroeidis & Kees Jan van Garderen

**Inferring decision processes from economic experiments**

*by*Marco Castillo & Philip Cross

**Erring on the Margin of Error**

*by*Robert J. Thornton & Jennifer A. Thornton

**Sample Attrition in the HILDA Survey**

*by*Nicole Watson & Mark Wooden

**Paid Employment participation After Leaving Full-Time Education the First time**

*by*Edmond Hsu & Justine Gibbings

**Measuring performance heterogeneity within groups: A two-dimensional approach**

*by*Fritsch, Michael & Stephan, Andreas

**Can econometric analysis make (agricultural) economics a hard science? Critical remarks and implications for economic methodology**

*by*Petrick, Martin

**Cross-section Regression with Common Shocks**

*by*Donald W.K. Andrews

**Valuation of Six Asian Stock Markets: Financial System Identification in Noisy Environments**

*by*CORNELIS A. LOS

**Estimating the probability of large negative stock market**

*by*Philip Kostov & Seamus McErlean

**Modelos De Heterogeneidad Espacial**

*by*Coro Chasco Yrigoyen

**Long-Term Fixed-Income Market Structure**

*by*Luca Grilli

**Un approccio metrico per lo studio dei dati finanziari**

*by*Luca Grilli

**On Representative Social Capital**

*by*Bellemare, C. & Kroger, S.

**Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series**

*by*Constantinos VORLOW & Antonios ANTONIOU & Catherine KYRTSOU

**Extending the CAPM model**

*by*Hendri Adriaens & Bas Donkers

**A Frequency-selective Filter for Short-Length Time Series**

*by*Alain Noullez & Alessandra Iacobucci

**The Tinbergen Brothers**

*by*Leen, Auke R.

**Estimation of Models with Grouped and Ungrouped Data by Means of 2SLS**

*by*Phoebus J. Dhrymes & Adriana Lleras-Muney

**H Ασυμπτωτική Διακύμανση Στην Εκτίμηση Του Στάσιμου Μέσου Υπό Συνθήκες Αυτοσυσχέτισης**

*by*George, Halkos & Ilias, Kevork

**Information flow between volatilities across time scales**

*by*Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon

**Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Cases of Large and Critical Dimensions**

*by*T. Bojdecki & Luis G. Gorostiza & A. Talarczyk

**A Weighted Weak Law of Large Numbers for Free Random Variables**

*by*Raluca Balan & George Stoica

**Functional Limit Theorems for Occupation Time Fluctuations of Branching Systems in the Case of Long-Range Dependence**

*by*T. Bojdecki & Luis G. Gorostiza & A. Talarczyk

**Some Long-Range Dependence Processes Arising from Fluctuations of Particle Systems**

*by*Luis G. Gorostiza & Reyla A. Navarro & Eliane R. Rodrigues

**Asymptotic Results with Generalized Estimating Equations for Longitudinal data II**

*by*R. M. Balan & Ioana Schiopu-Kratina

**Precise Rates in the Law of the Logarithm in the Hilbert Space**

*by*Wei Huang

**On the Csorgo-Révész increments of finite dimensional Gaussian random fields**

*by*Yong-Kab Choi & Hwa-Sang Sung & Kyo-Shin Hwang & Hee-Jin Moon

**Path properties of (N;d)-Gaussian random fields**

*by*Yong-Kab Choi

**Sub-fractional Brownian motion and its relation to occupation times**

*by*Tomasz Bojdecki & Luis G. Gorostiza & Anna Talarczyk

**Inference in a Synchronization Game with Social Interactions, Second Version**

*by*Aureo de Paula

**Inference in a Synchronization Game with Social Interactions**

*by*Aureo de Paula

**The Nobel Memorial Prize for Robert F. Engle**

*by*Francis X. Diebold

**Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**On The Identification and Estimation of Partially Nonstationary ARMAX Systems**

*by*D. S. Poskitt

**Exchange rate regime classification and real performances: new empirical evidence**

*by*Olivier Darne & Laetitia Ripoll-Bresson

**Gender Differences Across the Earnings Distribution: Evidence from NLS:86 & HSB:92**

*by*Konstantopoulos, Spyros & Constant, Amelie

**Gender Differences Across the Earnings Distribution: Evidence from NLS:86 & HSB:92**

*by*Konstantopoulos, Spyros & Constant, Amelie F.

**The Chicken or the Egg? Endogeneity in Labour Market Participation of Informal Carers in England**

*by*Heitmueller, Axel

**The Chicken or the Egg? Endogeneity in Labour Market Participation of Informal Carers in England**

*by*Heitmueller, Axel

**Regional Income Inequality in Selected Large Countries**

*by*Heshmati, Almas

**Regional Income Inequality in Selected Large Countries**

*by*Heshmati, Almas

**Continental and Sub-Continental Income Inequality**

*by*Heshmati, Almas

**Continental and Sub-Continental Income Inequality**

*by*Heshmati, Almas

**The World Distribution of Income and Income Inequality**

*by*Heshmati, Almas

**The World Distribution of Income and Income Inequality**

*by*Heshmati, Almas

**Data Issues and Databases Used in Analysis of Growth, Poverty and Economic Inequality**

*by*Heshmati, Almas

**Data Issues and Databases Used in Analysis of Growth, Poverty and Economic Inequality**

*by*Heshmati, Almas

**A Review of Decomposition of Income Inequality**

*by*Heshmati, Almas

**A Review of Decomposition of Income Inequality**

*by*Heshmati, Almas

**On Representative Social Capital**

*by*Bellemare, Charles & Kröger, Sabine

**On Representative Social Capital**

*by*Bellemare, Charles & Kröger, Sabine

**A robust approach for skewed and heavy-tailed outcomes in the analysis of health care expenditures**

*by*Eva Cantoni & Elvezio Ronchetti

**Progressive Taxation Under Centralised Wage Setting**

*by*Pekka Sinko

**Access to Computer, Internet and Mobile Phone at Home in Finland, Ireland, Netherlands and Sweden**

*by*Janne Tukiainen

**A Frequency Selective Filter for Short-Length Time Series**

*by*Alessandra Iacobucci & Alain Noullez

**The detection of hidden periodicities: A comparison of alternative methods**

*by*Michael ARTIS & Mathias HOFFMANN & Dilip NACHANE & Juan TORO

**Motivación de los estudiantes de LE y LADE ante el estudio de la Estadística**

*by*Fernández Aguirre, María Carmen & Modroño Herrán, Juan Ignacio & Garín Martín, María Araceli

**Realized Variance and IID Market Microstructure Noise**

*by*Asger Lunde & Peter Reinhard Hansen

**Stopping Tests in the Sequential Estimation for Multiple Structural Breaks**

*by*Giovanni Urga & Christian de Peretti

**On weak exogeneity of the student's t and elliptical linear regression models**

*by*Jiro Hodoshima

**A Spurious Regression Approach to Estimating Structural Parameters**

*by*Chi-Young Choi; Ling Hu; Masao Ogaki

**Health, Mental Health and Labor Productivity: The Role of Self-Reporting Bias**

*by*Leroux, Justin & Rizzo, John & Sickles, Robin

**The Use of Literature Based Elasticity Estimates in Calibrated Models of Trade-Wage Decompositions: A Calibmetric Approach**

*by*Hui Huang & John Whalley

**Predicting Electoral College Victory Probabilities from State Probability Data**

*by*Ray C. Fair

**Challenges of Trending Time Series Econometrics**

*by*Peter C.B. Phillips

**Automated Discovery in Econometrics**

*by*Peter C.B. Phillips

**Business Cycle Turning Points : Mixed-Frequency Data with Structural Breaks**

*by*Konstantin A., KHOLODILIN & Wension Vincent, YAO

**The Puzzling Persistence of the Distance Effect on Bilateral Trade**

*by*Anne-Célia Disdier & Keith Head

**Country and Industry Dynamics in Stock Returns**

*by*Catão, Luis A. V. & Timmermann, Allan G

**Las Prestaciones por Incapacidad Temporal: Una Evaluación mediante Modelos ARIMA**

*by*Rosa Romay López & Daniel Santín González & Enrique González Arangüena

**Explaining Real Exchange Rates Fluctuations**

*by*Amalia Morales Zumaquero.

**Econometric Issues in the Analysis of Contagion**

*by*Pesaran, M.H. & Pick, A.

**Extreme Contagion in Equity Markets**

*by*Jorge A. Chan-Lau & Donald J. Mathieson & James Y. Yao

**Examining large-scale time-use files through graphic representation**

*by*William Michelson & David Crouse

**A Bázel II. belső minősítésen alapuló módszerének közgazdasági-matematikai háttere és a granularitási korrekció elmélete**

*by*Janecskó, Balázs

**The Intertemporal Relation Between Money and Prices: Evidence from Argentina**

*by*Florencia Gabrielli & George Mc Candless & Josefin Rouillet

**Russian Financial Crisis of 1998: An Econometric Investigation**

*by*Feridun, Mete

**Note sur l'utilisation de l'indice multidimensionnel de gini appliqué à une analyse des inégalités salariales en Languedoc-Roussillon en 1996**

*by*Stéphane Mussard & Françoise Seyte & Michel Terraza

**Factor Analysis of Growths in Mean Quantities with Real Net and Gross Effects**

*by*Emil Hristov

**Factor Analysis of Absolute Resultant Values Growth Involving Real Net and Gross Effects**

*by*Emil Hristov

**Efficiently Computing High Order Multivariate Perturbation Series for Economic Models: Univariate Directional Differentiation, Parallelization and Other Strategies**

*by*gary anderson

**Using Markov Chain Monte Carlo and Particle Filters to Compute Invariant Distributions for Nonlinear Rational Expectations Models**

*by*Gary S. Anderson

**The correlation dimension of returns with stochastic volatility**

*by*Cees Diks

**¿Es este el fin de la historia?**

*by*Juan Francisco Castro & Roddy Rivas-Llosa

**Regresores estocásticos y sistemas de ecuaciones**

*by*Juan Francisco Castro & Roddy Rivas-Llosa

**Predicción**

*by*Juan Francisco Castro & Roddy Rivas-Llosa

**Perturbaciones no esféricas**

*by*Juan Francisco Castro & Roddy Rivas-Llosa

**Quiebre estructural**

*by*Juan Francisco Castro & Roddy Rivas-Llosa

**Selección de variables en el modelo inicial**

*by*Juan Francisco Castro & Roddy Rivas-Llosa

**Programación en Econometric Views**

*by*Juan Francisco Castro & Roddy Rivas-Llosa

**Comenzando a trabajar**

*by*Juan Francisco Castro & Roddy Rivas-Llosa

**Introducción a Econometrics Views**

*by*Juan Francisco Castro & Roddy Rivas-Llosa

**Econometría aplicada**

*by*

**Macroeconomic Effects of Reallocation Shock: A Generalished Impulse Response Function Analysis for Three European Countries**

*by*Pelloni, Gianluigi & Panagiotidis, Theodore

**Economic Convergence in the European Union**

*by*Yin, Ling & K. Zestos, George

**On Representative Trust**

*by*Bellemare, Charles & Kröger, Sabine

**Subjective Versus Objective Economic Measures. A fuzzy logic exercise**

*by*Caleiro, António

**Estimation of the Sharing Rule between Adults and Children and Related Equivalence Scales within a Collective Consumption Framework**

*by*Carlos Arias & Vincenzo Atella & Raffaella Castagnini & Federico Perali

**Drug Consumption and Intra-Household Distribution of Resources: The Case of Qat in an African Society**

*by*Sara Borelli & Federico Perali

**The Political Economy of Intergenerational Cooperation**

*by*Alessandro Cigno

**Testing for Unit Roots: Mexico's GDP**

*by*Alejandro Diaz-Bautista & Ramon A. Castillo Ponce

**ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")**

*by*Eric JONDEAU & Herve LE BIHAN

**ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the "New Phillips Curve")**

*by*Eric JONDEAU & Hervé LE BIHAN

**Factor decomposition of spatial income inequality: a revision**

*by*Juan Antonio Duro

**On Theil's Errors**

*by*Magnus, J.R. & Sinha, A.K.

**Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data**

*by*Rutger van Oest & Philip Hans Franses

**Goodness-of-fit of the Heston model**

*by*Nathan L. Joseph & Gilles Daniel & David S. Bree

**Public Capital and Total Factor Productivity. New Evidence from the Italian Regions**

*by*Sergio Destefanis & Vania Sena

**Hierarchical equilibria of branching populations**

*by*Hao Yu

**A Strong Invariance Principle for Associated Random Fields**

*by*R.M. Balan

**Policy Evaluation in Uncertain Economic Environments**

*by*William A. Brock & Steven N. Durlauf & Kenneth D. West

**Persistence and Nonstationary Models**

*by*B.P.M. McCabe & G.M. Martin & A.R. Tremayne

**Who are the Self-employed? A New Approach**

*by*Sarah Brown & Lisa Farrell & Mark N. Harris

**Macroeconomic Effects of Reallocation Shocks: A generalised impulse response function analysis for three European countries**

*by*Theodore Panagiotidis & Gianluigi Pelloni

**On the problem of optimal inference for time heterogeneous data with error components regression structure**

*by*Jonsson, Robert

**Method For Determining And Eliminating The Drivers Of Non-Value Added Cost Due To Product Complexity And Process Parameters**

*by*Michael Louis George

**Explaining Gender Wage Differentials: Findings from a Random Effects Model**

*by*Ossi Korkeamäki & Tomi Kyyrä

**Subsidizing vs. Experience Rating of Unemployment Insurance in Unionized Labor Markets**

*by*Pekka Sinko

**Education and Unemployment: State Dependence in Unemployment Among Young People in the 1990s**

*by*Kari Hämäläinen

**What Draws People to Urban Growth Centers: Jobs vs. Pay?**

*by*Sari Pekkala

**Is Little Brother Nothing but Trouble?: Educational Attainment, Returns to Schooling and Sibling Structure**

*by*Sari Pekkala

**Spectral Analysis for Economic Time Series**

*by*Alessandra Iacobucci

**Subjective Versus Objective Economic Measures, A fuzzy logic exercise**

*by*António Caleiro

**Differentiated Bayesian Conjoint Choice Designs**

*by*Sándor, Z. & Wedel, M.

**Semiparametric regression analysis under imputation for missing response data**

*by*Wolfgang Hardle & Oliver Linton & Qihua Wang

**Empirical Analysis of Indirect Network Effects in the Market for Personal Digital Assistants**

*by*Nair, Harikesh S. & Chintagunta, Pradeep & Dube, Jean-Pierre

**Who are the Self-employed? A New Approach**

*by*Brown, Sarah & Lisa Farrell & Mark N Harris

**Cross-section Regression with Common Shocks**

*by*Donald W.K. Andrews

**Laws and Limits of Econometrics**

*by*Peter C.B. Phillips

**Opening the Black Box: Structural Factor Models versus Structural VARs**

*by*Forni, Mario & Lippi, Marco & Reichlin, Lucrezia

**Accession to the WTO and EU Enlargement: What Potential for Trade Increase?**

*by*Koukhartchouk, Oxana & Maurel, Mathilde

**Estimating Loss Function Parameters**

*by*Elliott, Graham & Komunjer, Ivana & Timmermann, Allan G

**Is Official Exchange Rate Intervention Effective?**

*by*Taylor, Mark P

**Learning by Doing and Multiproduction Effects Over the Life Cycle: Evidence from the Semiconductor Industry**

*by*Siebert, Ralph

**Multivariate GARCH models: a survey**

*by*BAUWENS, Luc & LAURENT, Sébastien & ROMBOUTS, Jeroen

**Increasing returns to scale and international diffusion of technology: an empirical study for Brazil (1976-2000)**

*by*Francisco Horácio P. Oliveira & Frederico G. Jayme Jr. & Mauro B. Lemos

**ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve)**

*by*Jondeau, E. & Le Bihan, H.

**Forecasting Volatility Using A Continuous Time Model**

*by*Maria Helena Lopes Moreira da Veiga

**Eligibility Assessment of the Bank of Slovenia’s Adjustment Policy to Surges in Capital Flows**

*by*Zan Oplotnik

**Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods**

*by*Christian Dreger & Christian Schumacher

**Bank of slovenia adjustment policy to surges in capital flows**

*by*Žan Oplotnik

**El Dinero como Indicador Líder**

*by*Se Kyu Choi-Ha & Luis Felipe Lagos

**Rent Sharing and Bargaining Levels: Evidence from Italy**

*by*Barbara Pistoresi & Chiara Strozzi

**A Monte Carlo Comparison of Various Semiparametric Type-3 Tobit Estimators**

*by*Insik Min & Sheng jang Sheu & Zijun Wang

**La multibancarité des entreprises. Choix du nombre de banques et choix du nombre de banques principales**

*by*Catherine Refait-Alexandre

**Modelling Firm Activity**

*by*Ivan Stoykov & Paraskeva Dimitrova

**Empirical investigation and modeling of a financial market after a crash**

*by*Fabrizio Lillo & Rosario N. Mantegna

**Statistical analysis of the implied volatility derivative**

*by*Paul Lynch & Nigel Allinson

**Geroski's Stylized Facts and Mobility in Large German Manufacturing Firms**

*by*Uwe Cantner, Jens J. Krüger

**Common Factors in Eurocurrency Rates: A Dynamic Analysis**

*by*Drakos, Konstantinos

**Chi-Squared-Based Vs. Entropy-Based Mechanisms For Building Fuzzy Discretizers, Inducers And Classifiers**

*by*Georgescu, Vasile

**Gravity approach for exploring Baltic Sea regional integration in the field of international trade**

*by*Paas, Tiiu

**Differential Mortality And The Design Of The Italian System Of Public Pensions**

*by*Graziella Caselli & Franco Peracchi & Elisabetta Barbi & Rosa Maria Lipsi

**Aversion to inequality in Italy and its determinants**

*by*Vincenzo Atella & J. Coggins & Federico Perali

**Value Creation and Profit Optimization**

*by*K. Tobias Winther

**Circular Variable Work In Process**

*by*Luis Vildosola

**Selection Procedures for Order Statistics in Empirical Economic Studies**

*by*William C. Horrace

**Subsampling the mean of heavy-tailed dependent observations**

*by*Piotr Kokoszka & Michael Wolf

**Statistical analysis of fixed income market**

*by*Massimo Bernaschi & Luca Grilli & Davide Vergni

**Neighbourhood Effects, Preference Heterogeneity and Immigrant Educational Attainment**

*by*Buly A Cardak & James Ted McDonald

**Industrial Localisation and Economic Development. A Case Study**

*by*Gianluigi Coppola & Maria Rosaria Garofalo & Fernanda Mazzotta

**Confidence intervals in stationary autocorrelated time series**

*by*Halkos, George & Kevork, Ilias

**Capital humain et croissance économique au Maroc**

*by*bouoiyour, jamal & bennaghmouch, Saloua

**Uniform asymptotics for robust location estimates when the scale is unknown**

*by*Matias Salibian-Barrera & Ruben H. Zamar

**Steady State Analysis and Heavy Traffic Limits for Regulated Markov Chains**

*by*William A. Massey & Raj Srinivasan

**Analysis Of Indices Of Economic Inequality From A Mathematical Point Of View**

*by*Ricardas Zitikis

**Effect of W, LR, and LM Tests on the Performance of Preliminary Test Ridge Regression Estimators**

*by*B. M. Golam Kibria & A.K.Md. E. Saleh

**Measuring Economic Growth in New Zealand**

*by*Peter Mawson

**Maximum Likelihood Estimation of ARMA Model with Error Processes for Replicated Observations**

*by*Wing-Keung Wong & Robert B. Miller & Keshab Shrestha

**How Much Should We Trust Differences-in-Differences Estimates?**

*by*Marianne Bertrand & Esther Duflo & Sendhil Mullainathan

**Simple and Bias-Corrected Matching Estimators for Average Treatment Effects**

*by*Alberto Abadie & Guido W. Imbens

**Trimming for Bounds on Treatment Effects with Missing Outcomes**

*by*David S. Lee

**Upper Semicontinuous Extensions of Binary Relations**

*by*BOSSERT, Walter & SPRUMONT, Yves & SUZUMURA, Kotaro

**Simulation-based Inference in Dynamic Panel Probit Models: an Application to Health**

*by*Paul Contoyannis & Andrew M. Jones & Nigel Rice

**Neighbourhood Effects, Preference Heterogeneity and Immigrant Educational Attainment**

*by*Buly A Cardak & James Ted McDonald

**Regional Labour Market Dynamics, Housing and Migration**

*by*Kari Hämäläinen & Petri Böckerman

**On Economic Poverty in Finland in the 1990s**

*by*Marja Riihelä & Risto Sullström & Tuomala & Matti

**Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series**

*by*Donald W.K. Andrews & Offer Lieberman

**Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process**

*by*Offer Lieberman & Judith Rousseau & David M. Zucker

**Size and research performance: Analysis of the Italian National Research Council**

*by*Coccia Mario & Rolfo Secondo

**Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion**

*by*Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo

**Le concept de coût d'usage Putty-Clay des biens durables**

*by*Marie-Gabriel Foggea & Pierre Villa

**Facilitating Applied Economic Research with Stata**

*by*Christopher F Baum

**Il modello di specializzazione italiano: normalita' e asimmetria**

*by*Luca DE BENEDICTIS & Massimo TAMBERI

**A note on the Balassa Index of Revealed Comparative Advantage**

*by*Luca DE BENEDICTIS & Massimo TAMBERI

**Nota técnica 2: An equal Variance Test**

*by*George G.Djolov

**Sensitivity analysis for applied general equilibrium models in the presence of multiple Walrasian equilibria**

*by*Marcus Berliant & Sami Dakhlia

**Stochastic volatility, jumps and hidden time changes**

*by*Marc Yor & Dilip B. Madan & Hélyette Geman

**Portfóliószemléletű hitelkockázat szimulációs meghatározása**

*by*Janecskó, Balázs

**Who Is Benefiting The Most From Nafta? An Intervention Time Series Analysis**

*by*Rock-Antoine Mehanna & Hannarong Shamsub

**La valoración de empresas asociativas agrarias: una aplicación de la metodología analógico-bursátil**

*by*José Miguel Sales Civera

**Empirical analysis of the emerging Brazilian stock market: scaling and volatility**

*by*A. A. Perez Jr. and J. M. P. Moser

**Volatility Reprojection and Forecasting Performance -- An EMM Approach toward the Multivariate Stochastic Volatility Model**

*by*George J. Jiang and Pieter J. van der Sluis

**Probabilistic Assignements of Identical Indivisible Objects and Uniform Probabilistic Rules**

*by*Ehlers, L. & Klaus, B.

**Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie**

*by*Dufour, J.M.

**Empirical Assessment of an Intertemporal option Pricing Model with Latent variables**

*by*Garcia, R. & Luger, R. & Renault, E.

**Foreign Technology Licensing in Indian Industry**

*by*Evenson, R.E. & Joseph, K.J.

**On the Method of Calculating Regional Prices Differentials with Illustrative Evidence from India**

*by*Coondoo, D. & Majumder, A. & Ray, E,

**Estimating Econometric Models with Fixed Effects**

*by*Greene, W.

**Fixed and Random Effects in Nonlinear Models**

*by*Greene, W.

**Causation, Prediction, and Search, 2nd Edition**

*by*Peter Spirtes & Clark Glymour & Richard Scheines

**On the use of multicriteria classification methods: A simulation study**

*by*Doumpos, Michael & Zopounidis, Constantin

**The Cornish-Fisher-Expansion in the context of Delta - Gamma - Normal approximations**

*by*Jaschke, Stefan R.

**The Role of Social Security in Household Decisions: VAR Estimates of Saving and Fertility Behaviour in Germany**

*by*Alessandro Cigno, & Luca Casolaro & Furio C. Rosati

**Immigrants In Spain: Skills Acquisition And Development. A Regional Study**

*by*Ignacio Díaz-Emparanza & Alexandra M.Espinosa

**Exogenous impact and conditional quantile functions**

*by*Andrew Chesher

**Nonlinear Functions and Convergence to Brownian Motion: Beyond the Continuous Mapping Theorem**

*by*Benedikt M. Pötscher

**Notation in Econometrics : A Proposal for a Standard**

*by*Abadir, K.M. & Magnus, J.R.

**Būvniecības tirgus novērtēšana jaunās ekonomikas apstākļos**

*by*Skribans, Valerijs

**On the two-phase framework for joint model and design-based inference**

*by*Susana Rubin-Bleuer & Ioana Schiopu Kratina

**Non-local Branching Superprocesses and Some Related Models**

*by*Donald A. Dawson & Luis G. Gorostiza

**Convergence Of Markov Chain Approximations To Stochastic Reaction Diffusion Equations**

*by*Michael A. Kouritzin & Hongwei Long

**Censoring, Factorizations, and Spectral Analysis for Transition Matrices with Block-Repeating Entries**

*by*Yiqiang Q. Zhao, & Wei Li & W. John Braun

**Superprocesses with Dependent Spatial Motion and General Branching Densities**

*by*Donald A. Dawson & Zenghu Li & Hao Wang

**A No-Arbitrage Approach to Range-Based Estimation of Return Covariances and Correlations**

*by*Michael W. Brandt & Francis X. Diebold

**Probabilistic Assignments of Identical Indivisible Objects and Uniform Probabilistic Rules**

*by*EHLERS, Lars & KLAUS, Bettina

**Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie**

*by*DUFOUR, Jean-Marie

**Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables**

*by*GARCIA,René & LUGER, Richard & RENAULT, Éric

**Unemployment Insurance with Limited Duration and Variable Replacement Ratio - Effects on Optimal Search**

*by*Pekka Sinko

**What Lies Behind the Unprecedented Increase in Income Inequality in Finland During the 1990's**

*by*Marja Riihelä & Risto Sullström & Matti Tuomala

**Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test**

*by*Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia

**Asymptotic Theory for Multivariate GARCH Processes**

*by*F. Comte & Offer Lieberman

**Penalised Maximum Likelihood Estimation for Fractional Guassian Processes**

*by*Offer Lieberman

**Decreasing participation rates for old and young people in France**

*by*J.-Y. FOURNIER & P. GIVORD

**Forecast Evaluation with Shared Data Sets**

*by*Sullivan, Ryan & Timmermann, Allan G & White, Halbert

**Rent Sharing in Wage Determination: Evidence from Italy**

*by*Pistoresi, Barbara & Strozzi, Chiara

**Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?**

*by*Sarno, Lucio & Taylor, Mark P

**Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles**

*by*Peel, David & Sarno, Lucio & Taylor, Mark P

**MARMOTTE : a Multinational Model**

*by*CEPII & CEPREMAP

**Correlation Analysis of Financial Contagion: What One Should Know before Running a Test**

*by*Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia

**A Primer on Financial Contagion**

*by*Marcello Pericoli & Massimo Sbracia

**Fuzzy Preferences, Liberalism and Non-discrimination**

*by*Dinko Dimitrov

**The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity**

*by*Moon, H.R. & Perron, P.

**Neighborhood Effects, Preference Heterogeneity and Immigrant Educational Attainment**

*by*Cardak, B.A. & McDonald, J.T.

**Time Series Simulation With Quasi Monte Carlo Methods**

*by*Li, J.X. & Winker, P.

**Estimation du risque de defaut par une modelisation stochastique du bilan : application a des firmes industrielles francaises**

*by*Refait, C.

**Existence of Almost Periodic Solutions of Descrete Time Equations**

*by*Pennequin, D.

**Towards a General Formal Framework for Polynomial Approximation (Concepts and Examples)**

*by*Demange, M. & Paschos, V.T.

**Measuring and Decomposing Productivity Change: Stochastic Distance Function Estimation VS. DEA**

*by*Lastrapes, W.D.

**Bayesian Inference in the Non-Central Student-T Model**

*by*Tsionas, E.G.

**Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests**

*by*Davidson, R.

**Some Cautions on the Use of Panel Methods for Integrated Series of Macro-economic Data**

*by*Banerjee, A. & Marcellino, M. & Osbat, C.

**Bayesian Inference in the Non-Central Student-T Model**

*by*Tsionas, E.G.

**Wie lässt sich die Konzentrationsstatistik verbessern?**

*by*Uwe Christian Täger

**Neue Möglichkeiten zur Verbesserung der statistischen Konzentrationsbeobachtung**

*by*Gerhard Stock

**Paradigmenwechsel der europäischen und der deutschen Wirtschaftsstatistik**

*by*Rainer Feuerstack

**Zur quantitativen Analyse von Kapitalverflechtungen**

*by*Jens Kammerath

**The Effect of Child Support Policies on Visitations and Transfers**

*by*Daniela Del Boca & R.Ribero

**Voting For Equity: Estimating Society'S Preferences Toward Inequality**

*by*Jay S. Coggins & Federico Perali

**Looking Forward to Pricing Options from Binomial Trees**

*by*Dario Villani & Andrei E. Ruckenstein

**Country effects in ISSP-1993 environmental data: Comparison of SEM approaches**

*by*Pilar Rivera & Albert Satorra

**On the Inconsistency of the Ordinary Least Squares Estimator for Spatial Autoregressive Processes**

*by*Théophile AZOMAHOU & Agénor LAHATTE

**Statistical characterisation of Fixed Income market efficiency**

*by*Massimo Bernaschi & Luca Grilli & Livio Marangio & Sauro Succi & Davide Vergni

**Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates**

*by*Jiang, G.J. & van der Sluis, P.J.

**Hierarchical equilibria of branching populations**

*by*D.A. Dawson & L.G. Gorostiza & A. Wakolbinger

**Strong invariance principles for sequential Bahadur-Kiefer and Vervaat error processes of long-range dependent sequences**

*by*Miklos Csorgo & Barbara Szyszkowicz & Lihong Wang

**Explicit Strong Solutions Of Multidimensional Stochastic Differential Equations**

*by*MICHAEL A. KOURITZIN & BRUNO REMILLARD

**Trajectorial Fluctuations Of Cox Systems Of Independent Motions**

*by*Tomasz Bojdecki & Luis G. Gorostiza

**A Strong Markov Property For Set-Indexed Processes**

*by*R.M. Balan

**Random Effects Cox Models: A Poisson Modelling Approach**

*by*Renjun Ma & Daniel Krewski & Richard T. Burnett

**Simple Estimators for Treatment Parameters in a Latent Variable Framework with an Application to Estimating the Returns to Schooling**

*by*James J. Heckman & Justin L. Tobias & Edward Vytlacil

**Using Studies of Treatment Response to Inform Treatment Choice in Heterogeneous Populations**

*by*Charles F. Manski

**Bias from Classical and Other Forms of Measurement Error**

*by*Dean R. Hyslop & Guido W. Imbens

**The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity**

*by*MOON, Hyungsik Roger & PERRON, Benoit

**Valid Bayesian Estimation of the Cointegrating Error Correction Model**

*by*Strachan, R.

**Implicit Bayesian Inference Using Option Prices**

*by*Martin, G.M. & Forbes, C.S. & Martin, V.L.

**Mixed Estimation When the Model and/or Stochastic Restrictions are Nonlinear**

*by*Frank T. Denton

**Prediction Inference for Time Series**

*by*de Luna, Xavier

**Operationalisation of Marginal Cost Pricing within Urban Transport**

*by*David Milne & Esko Niskanen & Erik Verhoef

**Evolving patterns of international trade**

*by*James Proudman & Stephen Redding

**The Dynamics of Technology in Industrial Countries**

*by*Maria Luisa Mancusi

**Institutional rigidities and employment rigidity in the Italian large industrial firms**

*by*RUSSO, Giuseppe & VEREDAS, David

**Identifying long-run behaviour with non-stationary data**

*by*BAUWENS, Luc & HUNTER, John

**Le passage des retraites de la répartition à la capitalisation obligatoire : des simulations à l'aide s'une maquette calibrée**

*by*Ottilia Rouguet & Pierre Villa

**A linear programming production model integrated in a computerized sustem of industrial production, inventories and sales**

*by*Ernesto Ponsot Balaguer & Víctor Márquez

**Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian**

*by*Torben G. Andersen & Tim Bollerslev & Francis X. Diebold & Paul Labys

**Un modelo Macroeconométrico para la Economía Colombiana**

*by*Javier Arturo Birchenall & Juan Daniel Oviedo

**Alternative Detrending Procedures for Macroeconomic Time Series**

*by*Allwood, J. & Sheperd, D.

**The Expected Number for Real Roots of a Multihomogeneous System of Polynominal Equations**

*by*McLennan, A.

**Statistical Inference in Nonparametric Frontier Models: the State of the Art**

*by*Simar, L. & Wilson, P.W.

**Causality and Comovement Between Tax Rate and Budget Deficits: Further Evidence from Developing Countries**

*by*Aka, F.B. & Decaluwe, B.

**Essays on Econometrics of Cointegration**

*by*Kauppi, H.

**Criterion Mixing Lack of Fit and Multicolinearity for Variable Selection in Regression**

*by*Rolle, J.-D.

**Criterion Mixing Lack of Fit and Multicolinearity for Variable Selection in Regression**

*by*Rolle, J.-D.

**Les methodes du bootstrap dans les modeles de regression**

*by*Flachaire, E.

**Les methodes du bootstrap dans les modeles de regression**

*by*Flachaire, E.

**External Debt and Economic Growth in Sub-SAharan African Countries: an Econometric Study**

*by*Iyoha, M.A.

**External Debt and Economic Growth in Sub-SAharan African Countries: an Econometric Study**

*by*Iyoha, M.A.

**Aus dem Instrumentenkasten der Konjunkturanalyse : Veränderungen im Vergleich**

*by*Wolfgang Nierhaus

**Are Cigarette Bans Really Good Economic Policy?**

*by*Frank S. Reinhardt & David E.A. Giles

**Implementing interactive computing in an object-oriented environment**

*by*Frederic Udina

**Basic Elements of Asymptotic Theory**

*by*Benedikt M. Pötscher & Ingmar R. Prucha

**Une analyse de la compétitivité-prix des PTM et des PECO face à la Zone Euro**

*by*Bouoiyour, Jamal & Rey, Serge

**Fehlende Werte in SAS 6.12, US-Version**

*by*Fliers, Frits

**Causal Parameters and Policy Analysis in Economcs: A Twentieth Century Retrospective**

*by*James L. Heckman

**The Predictive Approach to Teaching Statistics**

*by*McLean, A.

**A Test for the Difference Parameter of the ARFIMA Model Using the Moving Blocks Bootstrap**

*by*Maharaj, E.A.

**Evaluating Theories of the Income Dynamics: A Probabilistic Approach**

*by*Aebi, Robert & Neusser, Klaus & Steiner, Peter

**Race for Retirement**

*by*Tuulia Hakola

**Process Evaluation of Business Subsidies in Finland. A Quantitative Approach**

*by*Takis Venetoklis

**Post-Unemployment Wages and Economic Incentives to Exit from Unemployment**

*by*Tomi Kyyrä

**Further Testing of The Human-Capital Augmented Solow Model**

*by*Pasi Ikonen

**A Measure of Comovement for Economic Variables: Theory and Empirics**

*by*Croux, Christophe & Forni, Mario & Reichlin, Lucrezia

**The stochastic conditional duration model: a latent factor model for the analysis of financial durations**

*by*BAUWENS, Luc & VEREDAS, David

**On Aggregation of Linear Dynamic Models**

*by*Pesaran, M. H.

**Distance in time between transition economies and the European Union**

*by*Pavle Sicherl

**Cyclicality and Durability: Evidence from U.S. Consumers' Expediture**

*by*Steven Cook

**Internet Based Econometric Computing**

*by*Horowitz, J.L.

**Evolving Patterns of International Trade**

*by*Proudman, J. & Redding, S.

**Risk Aversion, Intertemporal Substitution, and Option Pricing**

*by*Garcia, R. & Renault, E.

**bayesian Estimation of the Reduced Rank Regression Model without Ordering Restrictions**

*by*Strachan, R.W.

**Model Selection when a Key Parameter Is Constrained to Be in an Interval**

*by*Hossain, M.Z. & King, M.L.

**Residual Diagnostic Plots for Checking for model Mis-Specification in Time Series Regression**

*by*Fraccaro, R. & Hyndman, R. & Veevers, A.

**Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions**

*by*Lasker, M.R. & King, M.L.

**Data Reduction of Discrete Responses: An Application of Cluster Analysis**

*by*Borland, J. & Hirschberg, J. & Lye, J.

**Toponymes et gentiles: vers un traitement automatique relationnel**

*by*Piton, O. & Maurel, D. & Belleil, C.

**The Prolex Data Base: Toponyms and Gentiles for NLP**

*by*Piton, O. & Maurel, D. & Belleil, C.

**An Axiomatization of Cumulative Prospect Theory for Decision Under Risk**

*by*Chateauneuf, A. & Wakker, P.

**Maximal Elements in Topological Convex Spaces**

*by*Danilov, V. & Sotskov, A.

**L'exogeneite dans les modeles VAR_ECM avec des sentiers de long terme purement exogenes**

*by*Rault, C.

**Eligible Start-Time Fair Queuing: A New Fair Queuing Policy and its Analysis with a Stochastic Comparison Approach**

*by*Abuamsha, O. & Pekergin, N.

**A General Methodology for Bootstrapping in Nonparametric Frontier Models**

*by*Simar, L. & Wilson, P.W.

**Identification Problems in a Class of Mixture Models with an Application to the LISREL Model**

*by*Mouchart, M. & San Martin, E.

**Bayesian Inference for the Mover-Stayer Model of Continuous Time**

*by*Fougere, D. & Kamionka, T.

**SML Estimation in Transition Models (revision du 96.10.413)**

*by*Kamionka, T.

**Influence Function and Efficiency of the Minimum Covariance Determinant Scatter MAtrix Estimator**

*by*Croux, C. & Haesbroeck, G.

**Modelisation de croissance decrites par une courbe sigmoide**

*by*Bair, J. & Haesbroeck, G. & Salengros, P.

**Compatibilite et contradiction entre systemes lineaires theoriques et experimentaux; principes mathematiques de l'analyse en composantes principales sous contraintes**

*by*Rolle, J.-D.

**Approximate Distributions in Essentially Linear Models**

*by*An, M.Y. & Christensen, B.J. & Kiefer, N.M.

**Comment on Prelec's (1998). "The Probability Weighting Function"**

*by*Luce, R.D.

**The Probability Density Function of Interest Rates Implied in the Price of Options**

*by*Fornari, F. & Violi, R.

**Efficiency and Robustness in a Geometrical Perspective**

*by*Davidson, R.

**An Integral Inequality on C([0,1]) with Application to the Ornstein-Uhlenbeck Process**

*by*Bailey, R.W. & Burridge, P. & Nandeibam, S.

**Measuring Potential Output in the Agricultural Sector: The Case of Greece**

*by*Subrata Ghatak & George Manolas & Ioannis Vavouras

**Relative Efficiency with Equivalence Classes of Asymptotic Covariances**

*by*David M. Mandy & Carlos Martins-Filho

**Statistics in archaeology: New directions**

*by*Pedro Delicado

**Principal curves and principal oriented points**

*by*Pedro Delicado

**Taste-homogeneity of Optimal Jurisdictions in a Tiebout Economy with Crowding Types**

*by*John P. Conley & Myrna Holtz Wooders

**Mixed Tree and Spatial Representation of Dissimilarity Judgments**

*by*Wedel, M. & Bijmolt, T.H.A.

**Statistical Algorithms for Models in State Space Using SsfPack 2.2**

*by*Koopman, S.J.M. & Shephard, N. & Doornik, J.A.

**Aggregations and Marginalization of GARCH and Stochastic Volatility Models**

*by*MEDDAHI, Nour & RENAULT, Éric

**The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation**

*by*PERRON, Pierre & MALLET, Sylvie

**Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition**

*by*PERRON, Pierre & VODOUNOU, Cosme

**Simulation-Based Finite-Sample Normality Tests in Linear Regressions**

*by*DUFOUR, Jean-Marie & FARHAT, Abdeljelil & GARDIOL, Lucien

**Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models**

*by*ABDELKHALEK, Touhami & DUFOUR, Jean-Marie

**Risk Aversion, Intertemporal Substitution, and Option Pricing**

*by*GARCIA, René & RENAULT, Éric

**On the Structure of Behavioral Multistate Duration Models**

*by*Dagsvik, J.K.

**Deriving Bounds on the Structural Vector when the Measurement Errors are Correlated: An Elaboration of the Frisch/Reiersol Approach**

*by*Willasen, Y.

**The Distribution and Redistribution of Income in Finland 1990-1993**

*by*Teemu Lehtinen

**Regional Income Differences in Finland, 1966-96**

*by*Risto Sullström & Heikki A. Loikkanen & Anssi Rantala

**Internal Migration and Labour Market Transitions of Unemployment Workers**

*by*Mika Haapanen

**Evaluation and Monitoring of Business Aid in Finland. Applicant Enterprises Projects and Distributors of Aid in Industrially Declining Regions. A Quantitative Approach**

*by*Takis Venetoklis

**Approximate Distributions in Essentially Linear Models**

*by*An, Mark Y. & Christensen, Bent Jesper & Kiefer, Nicholas M.

**Persistence and Mobility in International Trade**

*by*Proudman, James & Redding, Stephen J.

**Asymmetric ACD models: introducing price information in ACD models with a two state transition model**

*by*BAUWENS, Luc & GIOT, Pierre

**The Probability Density Function of Interest Rates Implied in the Price of Options**

*by*Fabio Fornari & Roberto Violi

**Variable Selection in the Linear Regression Model with One-Sided Information and a Small Sample**

*by*Anthony W. Hughes

**Other Things Equal: Quarreling with Ken**

*by*Deirdre N. McCloskey

**El costo del capital en las empresas colombianas**

*by*Santiago Herrera & Humberto Mora

**Neutralidad monetaria en la tasa de cambio real colombiana**

*by*Andrés Felipe Arias & Martha Misas

**Strike Data with a Crisis Point**

*by*Lieberman, O.

**Parametric and Nonparametric Augmented GPH Estimation**

*by*Wilkins, N.P.

**Indirect Estimation of Arfima and Varfima Models**

*by*Martin, V.L. & Wilkins, N.P.

**Consistent Model Specification test for Regression Function Based on Nonparametric Wavelet Estimation**

*by*Stengos, T. & Sun, Y.

**Convergence of Minimal and Approximate Minimal Elements of Sets in Partially Ordered Vector Spaces**

*by*Loridan, P. & Morgan, J. & Raucci, R.

**A Nonconevx Separation Property in Banach Spaces**

*by*Borwein, J. & Jofre, A.

**Missing Values in Vector Time Series**

*by*Mitchell, H.

**The Expected Minimum Cost Function: a Non Parametric Approach**

*by*Cazals, C. & Florens, J.-P.

**The Semiparametric Normal Variance-Mean Mixture Model**

*by*Korsholm, L.

**Singularity Theory in Comparative Statics and Comparative Dynamics**

*by*Tu, P-N-V

**Estatistikarako Sarrera. Ariketak**

*by*Karmele Fernandez & Jesus Orbe & Marian Zubia

**Estatistika I eta Estatistika II ariketak. Probabilitate teoria eta inferentzia estatistikoa**

*by*Karmele Fernandez & Jesus Orbe & Marian Zubia

**Transition in Russia: It's Happening**

*by*Daniel Berkowitz & David DeJong & Steven Husted

**An explicit bound on e for non-emptiness of the e-core of an arbitrary game with side payments**

*by*Alexander Kovalenkov & Myrna Holtz Wooders

**An explicit bound on**

*by*Alexander Kovalenkov & Myrna Holtz Wooders

**Epsilon cores of games and economies with limited side payments**

*by*Alexander Kovalenkov & Myrna Holtz Wooders

**On Adjusting the H-P Filter for the Frequency of Observations**

*by*Uhlig, H.F.H.V.S. & Ravn, M.

**A Novel Methodology for Comparisons in Time and Space**

*by*Sicherl, Pavle

**The logarithmic ACD model: an application to market microstructure and NASDAQ**

*by*BAUWENS, LUC & GIOT, Pierre

**Cycles de production industrielle : une analyse historique dans le domaine des fréquences**

*by*Pierre Villa

**Mathematica as an Environment for doing Economics and Econometrics**

*by*David A. Belsley

**Processes of normal inverse Gaussian type**

*by*Ole E. Barndorff-Nielsen

**Acerca de la exactitud de la contabilidad nacional**

*by*Begoña Sanz Díez

**La falsa medida de la economía**

*by*Fernando Esteve Mora

**The Effects of Seasonal Adjustment Linear Filters on Cointegrating Equations: A Monte Carlo Investigation**

*by*Smith, J.C. & Otero, J.

**Bargaining and fertility in Brazil: A Quantitative and Econometric Analysis**

*by*Rao, V. & Green, M.E.

**Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa**

*by*Otrok, C. & Whiteman, C.H.

**Power of tests in Binary Response Models**

*by*Savin, N.E. & Wurtz, A.

**The Effect of Nuisance Parameters on the Power of LM Tests in Logit and Probit Models**

*by*Savin, N.E. & Wurtz, A.

**Bootstrap Critical Values for Tests Based on the Smoothed Maximum Score Estimator**

*by*Horowitz, J.L.

**Nonparametric Inference by Quasi-Likelihood Methods**

*by*Spady, R.H.

**An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests**

*by*Perron, P. & Ng, S.

**Parametric and Nonparametric Approaches to Price and Tax Reform**

*by*Deaton, A. & Ng, S.

**Additive Nonparametric Regression with Autocorrelated Errors**

*by*Smith, M. & Wong, C.M. & Kohn, R.

**Improved Small Sample Midel selection Procedures**

*by*King, M.L. & Forbes, C.S. & Morgan, A.

**Simulation Based Estimation of Some Factor Models in Econometrics**

*by*Pagan, A.R.

**Multimarket Power Estimation: The Australian Retail Meat Sector**

*by*Hyde, C.E.

**Pathological Outcomes of Observational Learning**

*by*Smith, L. & Sorensen, P.

**How Much Does Sorting Increase Inequality?**

*by*Kremer, M.

**An Inequality for Vector-Valued Martingales and Its Applications**

*by*Bai, J.

**A Note on Spurious Break and Regime Shift in Cointegrating Relationship**

*by*Bai, J.

**Prediction and Sufficiency in the Model of Factor Analysis**

*by*Ramses H. ABUL NAGA

**Nonsmooth Infinit Horizon Control Problem**

*by*Seierstad, A.

**Bayesian Synthesis or Likelihood Synthesis - What Does the Borel Paradox Say?**

*by*Schweder, T. & Hjort, N.L.

**A Graphical Interpretation of Regression with an Application to Tourism**

*by*Molinero, C.M. & Oreja, J.R.

**Addressing Collinearity Among Competing Econometric Forecasts: Regression Based Forecast Combination Using Model Selection**

*by*Swanson, N.R. & Zeng, T.

**A Comparison of Alternatove causality and Predictive Accuracy Tests in the presence of Integrated and Co-integrated Economic Variables**

*by*Swanson, N.R. & Ozyildirim, A. & Pisu, M.

**Weekends in Malaysia**

*by*Davidson, S. & Peker, A.

**Nonlinearity and Limits to Forecasting in the Canadian Residential Housing Market**

*by*Dominique, C.R. & Desrosiers, F. & Kiss, L.

**Dividende et beta: une estimation Garch**

*by*Atindehou, R.B. & Bernier, G. & Charest, G.

**SML Estimation in Transition Models**

*by*Kamionka, T.

**New Methods in the Classical Economics of Uncertainty: Comparing Risks**

*by*Gollier, C. & Kimball, M.S.

**Analysing Ambulatory Blood Pressure Monitoring Data with Multivariate Sliced Inverse Regression**

*by*Aragon, Y. & Barthe, P. & Cassadou, C. & Thomas-Agnan, C.

**Time Horizon Length and Risk Aversion**

*by*Gollier, C. & Zeckhauser, R.J.

**The No Loss Offset Provision and the Attitude Towards Risk of a Risk-Neutral Firm**

*by*Eeckhoudt, L. & Gollier, C. & Schlesinger, H.

**Econometric Models of Option Pricing Errors**

*by*Renault, E.

**Long Memory in Continuous Time Stochastic Volatility Models**

*by*Comte, F. & Renault, E.

**Sliced Inverse Regression (SIR): An Appraisal of Small Sample Alternatives to Slicing**

*by*Aragon, Y. & Saracco, J.

**Minimum Variance Quadratic Unbiased Estimators as a Tool to Identify Compound Normal Distributions**

*by*Rolle, J.D.

**Do Measures of Monetary Policy in a VAR Make Sense?**

*by*Rudebusch, G.D.

**Money Demand in Italy: A System Approach**

*by*Rinaldi, R. & Tedeschi, R.

**Wavelet Analysis of Commodity Price Behavior**

*by*Davidson, R. & Labys, W.C. & Lesourd, J.B.

**Bayesian Inference on GARCH Models Using the Gibbs Sampler**

*by*Bauwens, L. & Lubrano, M.

**The Size Distorsion of Bootstrap Tests**

*by*Davidson, R. & Mackinnon, J.G.

**Approximate Bias Correction in Econometrics**

*by*Mackinnon, J.G. & Smith, A.A.

**Properties of the ADF Unit Root Test for Models with Trends and Cycles**

*by*Barthelemy, F. & Lubrano, M.

**The Size and Power of Bootstrap Tests**

*by*Davidson, R. & Mackinnon, J.G.

**Properties of Unit Root Tests for Models with Trend and Cycles**

*by*Barthelemy, F. & Lubrano, M.

**Divisible Conspicuous Good**

*by*Bosi, S.

**A Decision_Theoretic Approach to Forecast Evaluation**

*by*Granger, C.W.J. & Pesaran, H.

**Stochastic Growth**

*by*Binder, M. & Pesaran, M.H.

**On Scoring Ordered Classifications**

*by*Fielding, A.

**Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes**

*by*Juan J. Dolado & Francisco Mármol

**Missing Observations and Additive Outliers in Time Series Models**

*by*Agustín Maravall & Daniel Peña

**Unobserved Components in Economic Time Series**

*by*Agustín Maravall

**Estimation Error and the Specification of Unobserved Component Models**

*by*Agustín Maravall & Cristophe Planas

**Global Stability in Spite of "Local Instability" with Learning in General Equilibrium Models: A Generalization**

*by*Chatterji, S. & Chattopadhyay, S.

**A Rational Route to Randomness**

*by*Brock, W.A. & Hommes, C.H.

**Bounding Disagreements About Treatment Effects: A Case Study of Sentencing and Recidivism**

*by*Manski, C.F. & Nagin, D.S.

**BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman**

*by*Swanson, Norman

**Is the Time-Series Evidence on Minimum Wage Effects Contaminated by Publication Bias?**

*by*David Neumark & William Wascher

**An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests**

*by*Perron, P. & Ng, S.

**Parametric and Nonparametric Approaches to Price and Tax Reform**

*by*Deaton, A. & Ng, S.

**The Cost of Fiscal Retrenchment Revisited: how Strong is the Evidence?**

*by*Philippine Cour & Eric Dubois & Selma Mahfouz & Jean Pisani-Ferry

**The Transmission of Monetary Policy in the European Countries**

*by*Fernando Barran & Virginie Coudert & Benoît Mojon

**Overnight Rate Innovations as a measure of monetary Policy Shocks in Vector Autoregressions**

*by*Armour, J. & Engert, W. & Fung, B.S.C.

**Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology**

*by*St-Amant, P.

**Principal component analysis of household budget**

*by*Elsy Garnica Olmos

**An environment for data analysis**

*by*Marta Sananes & Elizabeth Torres

**Nonparametric Estimation of First-Price Auctions**

*by*Guerre, E. & Perrigne, I. & Vuong, Q.

**Nonparametric Estimation of First-Price Auctions: Technical Appendices**

*by*Guerre, E. & Perrigne, I. & Vuong, Q.

**Auctioning and Bargaining: An Econometric Study of Timber Auctions with Secret Reservation Prices**

*by*Vuong, Q. & Laffont, J.J. & Elyakime, B. & Loisel, P.

**Selecting Regressors Using Nonparametric Estimators**

*by*Vuong, Q. & Lavergne, P.

**On the Efficiencies of Some Common Quick Estimators**

*by*Mudholkar, G.S. & Freimer, M. & Hutson, A.D.

**Evolving Seasonal Patterns in UK Energy Series**

*by*Hunt,L.C. & Judge,G.

**FIML vs. Method of Movements Estimation of the Binary Regression Model with an Endogenous Treatment Effect**

*by*Terza, J.V. & Tsai, W.D.

**Research and Development, Competition and Innovation; Pseudo Maximum Likelihood and Simulated Maximum Likelihood Methods Applied to Count Data Models with Heterogeneity**

*by*Crepon, B. & Duguet, E.

**A Moderate Support to Schumpeterian Conjectures from Various Innovation Measures**

*by*Crepon, B. & Duguet, E. & Kabla, I.

**Bayesian Analysis of Road Accidents: Accounting for Deterministic Heterogeneity**

*by*Bolduc, D. & Bonin, S.

**Statistical Inference for Random Variance Option Pricing**

*by*Pastorello, S. & Renault, E. & Touzi, N.

**Les ressources les moins couteuses ne sont pas necessairement celles qu'il faut exploiter en priorite**

*by*Amigues, J.P. & Favard, P. & Gaudet, G. & Moreaux, M.

**Contrat avec aversion pout le risque et risque moral: une application a l'industrie spatiale**

*by*Fouquet-Bastie, F.

**Stochastic Volatility**

*by*Ghysels, E. & Harvey, A. & Renault, E.

**De l'usage optimal de divers types de ressources naturelles**

*by*Amigues, J.P. & Favard, P. & Gaudet, G. & Moreaux, M.

**Collusion in a Debt Contract**

*by*Brundin, I.

**Collusion and Delegation**

*by*Laffont, J.J. & Martimort, D.

**Pollution Permits and Environmental Innovation**

*by*Laffont, J.J. & Tirole, J.

**Pollution Permits and Compliance Strategies**

*by*Laffont, J.J. & Tirole, J.

**A Global Encompassing Criterion for Nonparametric Encompassing**

*by*Bontemps, C. & Florens, J.P.

**On a Proper Meta-Analytic Model for Correlations**

*by*Erez, A. & Bloom, M. & Wells, M.

**Tests of Alternative International Asset Pricing Models**

*by*Vassalou, M.

**Nonparametic Restrictions of Dynamic Optimization Behavior Under Risk: The Case of Time-Additive Expected Utility**

*by*Kamiya, K. & Ichimura, H.

**Maximum-Entrophy Acceptable -Likelihood Estimation of Population Heterogeneity**

*by*Faynzilberg, P.S.

**Statistical Mechanics of Choice: Maxent Estimation of Population Heterogeneity**

*by*Faynzilberg, P.S.

**Professional Traders as Intuitive Bayesians**

*by*Anderson, M.J. & Sunder, S.

**Acceptable Likelihood and Bayesian Inference with Retrospection**

*by*Faynzilberg, P.S.

**An Empirical Examination of a Multilateral Target Zone**

*by*Paul Schulstad & Ángel Serrat

**Perfect Baysian Implementation in Economic Environments**

*by*Brusco, S.

**A Rational Route to Randomness**

*by*Brock, W.A.

**Bounding Disagreements About Treatment Effects: A Case Study of Sentencing and Recidivism**

*by*Manski, C.F. & Nagin, D.S.

**Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and Estimation Using Weights and Imputations**

*by*Horowitz, J.L. & Manski, C.F.

**A Test for Independence Based on the Correlation Dimension**

*by*Brock, W.A. & Dechert, W.D. & LeBaron, B. & Scheinkman, J.A.

**A Numerical Solution of the Stochastic Growth Model**

*by*Akdeniz, L. & Dechert, W.D.

**Intermediate Statistics and Econometrics: A Comparative Approach**

*by*Dale J. Poirier

**Measuring the stability of histogram appearance when the anchor position is changed**

*by*Jeffrey S. Simonoff & Frederic Udina

**The Structure of Household Consumption in Finland, 1966-1990**

*by*Risto Sullström & Ilpo Suoniemi

**On Calculating Welfare Losses of Taxation and Public Provision on the margin and to a degree**

*by*Ilpo Suoniemi

**L'importance des exclus de l'intégration monétaire en Europe**

*by*Philippe Martin

**Asymétries financières en Europe et transmission de la politique monétaire**

*by*Virginie Coudert & Benoît Mojon

**The Loss in Efficiency from Using Grouped Data**

*by*Peter Gottschalk & Kathleen M. Lang

**Housing multivariate analysis**

*by*Elsy Garnica Olmos

**Métodos para la extracción de señales y para la trimestralización**

*by*María de los Llanos Matea & Ana Valentina Regil

**Dynamic Specification and Testing for Unit Roots and Co-Integration**

*by*Anindya Banerjee

**On Calculating Welfare Losses of Taxation and Public Provision**

*by*Ilpo Suoniemi

**Transmission de la politique monétaire et crédit, une application à 5 pays de l'OCDE**

*by*Fernando Barran & Virginie Coudert & Benoît Mojon

**Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays**

*by*Bruce E. Hansen

**An application of principal components analysis in the educational sector**

*by*Pilar González Martín & Amelia Díaz de Pascual & Enrique Torres Lezama & Elsy Garnica Olmos

**Estimación del error total de una contabilidad incorporando la opinión del experto**

*by*F.J. Vázquez Polo & A. Hernández Bastida

**Una aproximación metodológica de la existencia de componentes estructurales en la duración de los contratos temporales. El caso de Almería como evidencia empírica**

*by*José García Pérez

**Testing weak exogeneity by multivariate cointegration techniques : the demand for labour in Finnish manufacturing**

*by*Jaakko Pehkonen

**Estimates of the Return to Schooling From Sibling Data: Fathers, Sons and Brothers**

*by*Orley Ashenfelter & David J. Zimmerman

**Estimating Conditional Expectations when Volatility Fluctuates**

*by*Robert F. Stambaugh

**A Multicriteria Approach to Dynamic Estimation**

*by*Kalaba, Robert E. & Tesfatsion, Leigh

**Galton's Fallacy and Tests of the Convergence Hypothesis**

*by*Quah, Danny

**25 años de experiencia en econometría aplicada**

*by*Antonio Pulido

**Contrastes de raíces unitarias, para series mensuales. Una aplicación al IPC**

*by*María de los Llanos Matea

**Nonlinearity and Heteroscedasticity in Tobit Models: Score Tests for Misspecification with one Degree of Freedom**

*by*Ilpo Suoniemi

**Monetary Policy in Stage Two of EMU: What Can We Learn From the 1980s?**

*by*Artis, Michael J

**On Open Economy Tax Policy**

*by*Martti Hetemäki

**Housing Demand and Tenure Choice: Evidence from Finland**

*by*Heikki A. Loikkanen

**Toward a Formal Science of Economics**

*by*Bernt P. Stigum

**Biography of Trygve Haavelmo**

*by*Committee, Nobel Prize

**Econometrics and the Welfare State**

*by*Haavelmo, Trygve

**Potentials and Pitfalls of Panel Data: The Case of Job Mobility**

*by*Björklund, Anders

**Essays in Economics - Vol. 2: Consumption and Economics**

*by*James Tobin

**Qualitative Choice Analysis: Theory, Econometrics, and an Application to Automobile Demand**

*by*Kenneth Train

**Forestalling the Demise of Empirical Economics: The Role of Microdata in Labor Economics Research**

*by*Stafford, Frank

**Model Specification Tests Against Non-Nested Alternatives**

*by*James G. MacKinnon

**Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties**

*by*James G. MacKinnon & Halbert White

**An attempt to quantify the economic system motion under the investment process incidence**

*by*Albu, Lucian-Liviu & Georgescu, George

**Optimization under Nonlinear Constraints**

*by*Jansson, Leif & Mellander, Erik

**Missing Variables and Two-Stage Least-Squares Estimation from More than One Data Set**

*by*Klevmarken, Anders

**Seasonality in Regression: An Application of Smoothness Priors**

*by*Mark Gersovitz & James G. MacKinnon

**Autobiography**

*by*Frisch, Ragnar

**From Utopian Theory to Practical Applications: The Case of Econometrics**

*by*Frisch, Ragnar

**The Use of Models: Experience and prospects**

*by*Tinbergen, Jan

**Estimating Trends in Historical Heights**

*by*John Komlos & Joo Han Kim

**Classification Rules for Multivariate Repeated Measures Data with Equicorrelated Correlation Structure on both Time and Spatial Repeated Measurements**

*by*Anuradha Roy & Ricardo Leiva

**Normalized Power Prior Bayesian Analysis**

*by*Keying Ye & Yuyan Duan

**Over-represented sequences located on UTRs are potentially involved in regulatory functions**

*by*Kihoon Yoon & Daijin Ko & Carolina B. Livi & Nathan Trinklein & Mark Doderer & Stephen Kwek & Luiz O. F. Penalva

**Linear Models for Multivariate Repeated Measures Data**

*by*Anuradha Roy

**Structural Household Finance**

*by*Kazufumi Yamana

**Do Walmartians Ruled? The political power of an emerging middle class in Mexico**

*by*Hector J. Villarreal & Ricardo Cantú

**A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)**

*by*Stelios Arvanitis & Antonis Demos

**Realized GARCH: A Complete Model of Returns and Realized Measures of Volatility**

*by*Peter Reinhard Hansen & Zhuo (Albert) Huang & Howard Howan Shek

**The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models**

*by*Martin M. Andreasen & Bent Jesper Christensen