Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C13: Estimation: General

2011

• Pedro Luiz Valls Pereira & Ricardo Pires de Souza Santos, 2011, "Modeling Financial Contagion using Copula," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 3, pages 335-363.
• Paul S. Clarke & Tom M. Palmer & Frank Windmeijer, 2011, "Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 11/266, Aug.
• Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2011, "Les effets de la crise des subprimes sur le marché financier mexicain," Revue économique, Presses de Sciences-Po, volume 62, issue 3, pages 461-470.
• Jérôme Creel & Éric Heyer & Mathieu Plane, 2011, "Petit précis de politique budgétaire par tous les temps. Les multiplicateurs budgétaires au cours du cycle," Revue de l'OFCE, Presses de Sciences-Po, volume 0, issue 1, pages 61-88.
• Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/17, Apr.
• Iglesias, Emma M. & Phillips, Garry D.A., 2011, "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2011/19, Aug.
• Alassane DRABO, 2011, "Do Political Institutions protect the poor? Intra Countries Health Inequalities and Air Pollution in Developing Countries," Working Papers, CERDI, number 201108.
• Souvik Datta & Sumeet Gulati, 2011, "Utility Rebates for ENERGY STAR Appliances: Are They Effective?," CEPE Working paper series, CEPE Center for Energy Policy and Economics, ETH Zurich, number 11-81, Dec.
• Christoph Jeßberger, 2011, "Multilateral Environmental Agreements up to 2050: Are They Sustainable Enough?," ifo Working Paper Series, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 98.
• Elise Coudin & Jean-Marie Dufour, 2011, "Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors," CIRANO Working Papers, CIRANO, number 2011s-24, Feb.
• Jean-Marie Dufour & Tarek Jouini, 2011, "Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models," CIRANO Working Papers, CIRANO, number 2011s-25, Feb.
• Marine Carrasco & Rachidi Kotchoni, 2011, "Adaptive Realized Kernels," CIRANO Working Papers, CIRANO, number 2011s-29, Feb.
• Karim Chalak & Halbert White, 2011, "Viewpoint: An extended class of instrumental variables for the estimation of causal effects," Canadian Journal of Economics, Canadian Economics Association, volume 44, issue 1, pages 1-51, February, DOI: 10.1111/j.1540-5982.2010.01622.x.
• Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2011, "Estimations of the Natural Rate of Interest in Colombia," Money Affairs, CEMLA, volume 0, issue 1, pages 33-75, January-J.
• Bernardo León & Andr�s Mora, 2011, "CDS: relación con índices accionarios y medida de riesgo," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 29, issue 64, pages 178-211, DOI: 10.32468/Espe.6405.
• Andrés Ramirez Hassan & Daniel Londono Cano & Edwar Londono Zapata, 2011, "Un sistema casi ideal de demanda para el gasto en Colombia: una estimación utilizando el método generalizado de los momentos en el periodo 1968-2007," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10607, May.
• Jhon James Mora & Maria Paola Ulloa, 2011, "El efecto de la educación sobre la calidad del empleo en Colombia," Borradores de Economía y Finanzas, Universidad Icesi, number 7999, Feb.
• Jhon James Mora & Cecilia Albert Verdú & Carlos G. Gonzalez, 2011, "Análisis de la evolución y caracterización de la demanda de educación universitaria en Colombia," Borradores de Economía y Finanzas, Universidad Icesi, number 9451, Nov.
• José Daniel Salinas Rincón & Daniel Arag�n Urrego, 2011, "Estructura de ingresos para trabajadores asalariados y por cuenta propia en la ciudad de Ibagué," Borradores Departamento de Economía, Universidad de Antioquia, CIE, number 9144, Nov.
• Daniel Londono Cano & Edwar Londono Zapata & Andrés Ramirez Hassan, 2011, "Un sistema casi ideal de demanda para el gasto en Colombia: Una estimación utilizando el método generalizado de los momentos en el período 1968-2007," Revista Ecos de Economía, Universidad EAFIT.
• Creel, Michael & Kristensen, Dennis, 2011, "Indirect Likelihood Inference," Dynare Working Papers, CEPREMAP, number 8, Jul.
• Marcellino, Massimiliano & Carriero, Andrea & Clark, Todd, 2011, "Bayesian VARs: Specification Choices and Forecast Accuracy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 8273, Feb.
• Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2011, "Fourth Order Pseudo Maximum Likelihood Methods," Working Papers, Center for Research in Economics and Statistics, number 2011-05.
• Xavier d'Haultfoeuille & Roland Rathelot, 2011, "Measuring Segregation on Small Units : A Partial Identification Analysis," Working Papers, Center for Research in Economics and Statistics, number 2011-18, May.
• Carmine ORNAGHI & Ilke VAN BEVEREN, 2011, "Using proxy variables to control for unobservables when estimating productivity: A sensitivity analysis," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2011029, Aug.
• Marina Yesica Recalde, 2011, "Determinantes de la inversión en exploración de hidrocarburos: un análisis del caso argentino," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 34, issue 94, pages 40-52, Enero-Abr.
• Zhiguo Xiao, 2011, "Efficient Estimation of Moment Condition Models with Heterogenous Populations," Annals of Economics and Finance, Society for AEF, volume 12, issue 1, pages 89-107, May.
• Otsu, Taisuke & Whang, Yoon-Jae, 2011, "Testing For Nonnested Conditional Moment Restrictions Via Conditional Empirical Likelihood," Econometric Theory, Cambridge University Press, volume 27, issue 1, pages 114-153, February.
• Flury, Thomas & Shephard, Neil, 2011, "Bayesian Inference Based Only On Simulated Likelihood: Particle Filter Analysis Of Dynamic Economic Models," Econometric Theory, Cambridge University Press, volume 27, issue 5, pages 933-956, October.
• Smith, Richard J., 2011, "Gel Criteria For Moment Condition Models," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1192-1235, December.
• Meitz, Mika & Saikkonen, Pentti, 2011, "Parameter Estimation In Nonlinear Ar–Garch Models," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1236-1278, December.
• Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011, "Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels," Econometric Theory, Cambridge University Press, volume 27, issue 6, pages 1320-1368, December.
• Taisuke Otsu, 2011, "Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1783, Feb.
• Taisuke Otsu, 2011, "Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1785, Feb.
• Ivan Canay & Taisuke Otsu, 2011, "Hodges-Lehmann Optimality for Testing Moment," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1789, Mar.
• Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu, 2011, "A Simple Test for Identification in GMM under Conditional Moment Restrictions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1789, Mar.
• Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011, "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1795, Apr.
• Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey, 2011, "Local Identification of Nonparametric and Semiparametric Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1795R, Apr, revised Nov 2012.
• Xiaohong Chen, 2011, "Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1804, May.
• Christopher Otrok & Panayiotis M. Pourpourides, 2011, "On the Cyclicality of Real Wages and Wage Differentials," Working Papers, Central Bank of Cyprus, number 2011-4, Sep.
• Stefan Mittnik & Willi Semmler, 2011, "The Instability of the Banking Sector and Macrodynamics: Theory and Empirics," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c016_080, Sep.
• Thuc Uyen NGUYEN THI & Ludivine MARTIN, 2011, "The Relationship between Innovation and Productivity conditional to R&D and ICT use. An empirical analysis for firms in Luxembourg," Working Papers, Development and Policies Research Center (DEPOCEN), Vietnam, number 101.
• Rangan Gupta & Alain Kabundi, 2011, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 46, issue 1, pages 23-40.
• Shakeeb Khan & Denis Nekipelov, 2011, "Information Structure and Statistical Information in Discrete Response Models," Working Papers, Duke University, Department of Economics, number 11-19.
• Arnab Bhattacharjee & Eduardo Anselmo de Castro & João Lourenço Marques, 2011, "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 253, Jun.
• Matteo Luciani, 2011, "Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2011‐022, Jul.
• Narayanan, Sridhar & Nair, Harikesh S., 2011, "Estimating Causal Installed-Base Effects: A Bias-Correction Approach," Research Papers, Stanford University, Graduate School of Business, number 2076, Mar.
• P. Gagliardini & C. Gourieroux & E. Renault, 2011, "Efficient Derivative Pricing by the Extended Method of Moments," Econometrica, Econometric Society, volume 79, issue 4, pages 1181-1232, July.
• Tim Bollerslev & Viktor Todorov, 2011, "Estimation of Jump Tails," Econometrica, Econometric Society, volume 79, issue 6, pages 1727-1783, November, DOI: ECTA9240.
• Kairat T. Mynbaev, 2011, "Regressions with asymptotically collinear regressors," Econometrics Journal, Royal Economic Society, volume 14, issue 2, pages 304-320, July.
• Taisuke Otsu, 2011, "Large deviations of generalized method of moments and empirical likelihood estimators," Econometrics Journal, Royal Economic Society, volume 14, issue 2, pages 321-329, July.
• Degui Li & Jia Chen & Jiti Gao, 2011, "Non‐parametric time‐varying coefficient panel data models with fixed effects," Econometrics Journal, Royal Economic Society, volume 14, issue 3, pages 387-408, October, DOI: j.1368-423X.2011.00350.x.
• Bhattacharjee, Arnab & de Castro, Eduardo Anselmo & Marques, João Lourenço, 2011, "Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2011-45.
• Khan, Imran Ullah & Kalirajan, Kaliappa, 2011, "The impact of trade costs on exports: An empirical modeling," Economic Modelling, Elsevier, volume 28, issue 3, pages 1341-1347, May.
• Yang, Hu & Wu, Xingcui, 2011, "Semiparametric EGARCH model with the case study of China stock market," Economic Modelling, Elsevier, volume 28, issue 3, pages 761-766, DOI: 10.1016/j.econmod.2010.10.015.
• Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011, "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, volume 28, issue 3, pages 891-899, May.
• Dufrénot, Gilles & Mignon, Valérie & Péguin-Feissolle, Anne, 2011, "The effects of the subprime crisis on the Latin American financial markets: An empirical assessment," Economic Modelling, Elsevier, volume 28, issue 5, pages 2342-2357, September.
• Santos, Sonia de Lucas & Rodríguez, María Jesús Delgado & Ayuso, Inmaculada Álvarez, 2011, "Application of factor models for the identification of countries sharing international reference-cycles," Economic Modelling, Elsevier, volume 28, issue 6, pages 2424-2431, DOI: 10.1016/j.econmod.2011.07.001.
• Bloor, Chris & Matheson, Troy, 2011, "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," The North American Journal of Economics and Finance, Elsevier, volume 22, issue 1, pages 26-42, January.
• Wittenberg, Martin, 2011, "Estimating expenditure impacts without expenditure data using asset proxies," Economics Letters, Elsevier, volume 110, issue 2, pages 122-125, February.
• Baltagi, Badi H. & Liu, Long, 2011, "Instrumental variable estimation of a spatial autoregressive panel model with random effects," Economics Letters, Elsevier, volume 111, issue 2, pages 135-137, May.
• Santos Silva, J.M.C. & Tenreyro, Silvana, 2011, "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator," Economics Letters, Elsevier, volume 112, issue 2, pages 220-222, August.
• Baltagi, Badi H. & Liu, Long, 2011, "An improved generalized moments estimator for a spatial moving average error model," Economics Letters, Elsevier, volume 113, issue 3, pages 282-284, DOI: 10.1016/j.econlet.2011.08.015.
• Zhang, Lan & Mykland, Per A. & Aït-Sahalia, Yacine, 2011, "Edgeworth expansions for realized volatility and related estimators," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 190-203, January.
• Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011, "Subsampling realised kernels," Journal of Econometrics, Elsevier, volume 160, issue 1, pages 204-219, January.
• Kapetanios, G. & Pesaran, M. Hashem & Yamagata, T., 2011, "Panels with non-stationary multifactor error structures," Journal of Econometrics, Elsevier, volume 160, issue 2, pages 326-348, February.
• Garcia, René & Renault, Eric & Veredas, David, 2011, "Estimation of stable distributions by indirect inference," Journal of Econometrics, Elsevier, volume 161, issue 2, pages 325-337, April.
• Barndorff-Nielsen, Ole E. & Hansen, Peter Reinhard & Lunde, Asger & Shephard, Neil, 2011, "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 149-169, June.
• Holly, Alberto & Monfort, Alain & Rockinger, Michael, 2011, "Fourth order pseudo maximum likelihood methods," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 278-293, June.
• Dardanoni, Valentino & Modica, Salvatore & Peracchi, Franco, 2011, "Regression with imputed covariates: A generalized missing-indicator approach," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 362-368, June.
• Deschamps, Philippe J., 2011, "Bayesian estimation of an extended local scale stochastic volatility model," Journal of Econometrics, Elsevier, volume 162, issue 2, pages 369-382, June.
• Atak, Alev & Linton, Oliver & Xiao, Zhijie, 2011, "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Journal of Econometrics, Elsevier, volume 164, issue 1, pages 92-115, September.
• Kurozumi, Eiji & Tuvaandorj, Purevdorj, 2011, "Model selection criteria in multivariate models with multiple structural changes," Journal of Econometrics, Elsevier, volume 164, issue 2, pages 218-238, October.
• Kristensen, Dennis, 2011, "Semi-nonparametric estimation and misspecification testing of diffusion models," Journal of Econometrics, Elsevier, volume 164, issue 2, pages 382-403, October.
• Amano, Tomoyuki & Taniguchi, Masanobu, 2011, "Control variate method for stationary processes," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 20-29, DOI: 10.1016/j.jeconom.2011.05.003.
• Wang, Liqun & Hsiao, Cheng, 2011, "Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 30-44, DOI: 10.1016/j.jeconom.2011.05.004.
• Robinson, P.M., 2011, "Asymptotic theory for nonparametric regression with spatial data," Journal of Econometrics, Elsevier, volume 165, issue 1, pages 5-19, DOI: 10.1016/j.jeconom.2011.05.002.
• Malik, Sheheryar & Pitt, Michael K., 2011, "Particle filters for continuous likelihood evaluation and maximisation," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 190-209, DOI: 10.1016/j.jeconom.2011.07.006.
• Francq, Christian & Lepage, Guillaume & Zakoïan, Jean-Michel, 2011, "Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE," Journal of Econometrics, Elsevier, volume 165, issue 2, pages 246-257, DOI: 10.1016/j.jeconom.2011.08.001.
• Conrad, Christian & Karanasos, Menelaos & Zeng, Ning, 2011, "Multivariate fractionally integrated APARCH modeling of stock market volatility: A multi-country study," Journal of Empirical Finance, Elsevier, volume 18, issue 1, pages 147-159, January.
• Regnard, Nazim & Zakoïan, Jean-Michel, 2011, "A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices," Energy Economics, Elsevier, volume 33, issue 6, pages 1240-1251, DOI: 10.1016/j.eneco.2011.02.004.
• Galarraga, Ibon & González-Eguino, Mikel & Markandya, Anil, 2011, "Willingness to pay and price elasticities of demand for energy-efficient appliances: Combining the hedonic approach and demand systems," Energy Economics, Elsevier, volume 33, issue S1, pages 66-74, DOI: 10.1016/j.eneco.2011.07.028.
• Fang, Ying & Ren, Yu & Yuan, Yufei, 2011, "Nonparametric estimation and testing of stochastic discount factor," Finance Research Letters, Elsevier, volume 8, issue 4, pages 196-205, DOI: 10.1016/j.frl.2011.04.001.
• Abbasi, Alireza & Altmann, Jörn & Hossain, Liaquat, 2011, "Identifying the effects of co-authorship networks on the performance of scholars: A correlation and regression analysis of performance measures and social network analysis measures," Journal of Informetrics, Elsevier, volume 5, issue 4, pages 594-607, DOI: 10.1016/j.joi.2011.05.007.
• Brahimi, Brahim & Meraghni, Djamel & Necir, Abdelhakim & Zitikis, Ričardas, 2011, "Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses," Insurance: Mathematics and Economics, Elsevier, volume 49, issue 3, pages 325-334, DOI: 10.1016/j.insmatheco.2011.05.001.
• Bley, Jorg & Saad, Mohsen, 2011, "The effect of financial liberalization on stock-return volatility in GCC markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 21, issue 5, pages 662-685, DOI: 10.1016/j.intfin.2011.04.003.
• Gupta, Rangan & Kabundi, Alain, 2011, "A large factor model for forecasting macroeconomic variables in South Africa," International Journal of Forecasting, Elsevier, volume 27, issue 4, pages 1076-1088, October.
• Verdolini, Elena & Galeotti, Marzio, 2011, "At home and abroad: An empirical analysis of innovation and diffusion in energy technologies," Journal of Environmental Economics and Management, Elsevier, volume 61, issue 2, pages 119-134, March.
• Otsu, Taisuke, 2011, "Moderate deviations of generalized method of moments and empirical likelihood estimators," Journal of Multivariate Analysis, Elsevier, volume 102, issue 8, pages 1203-1216, September.
• Einmahl, John H.J. & van den Akker, Ramon, 2011, "Superefficient estimation of the marginals by exploiting knowledge on the copula," Journal of Multivariate Analysis, Elsevier, volume 102, issue 9, pages 1315-1319, October.
• Sauquet, Alexandre & Lecocq, Franck & Delacote, Philippe & Caurla, Sylvain & Barkaoui, Ahmed & Garcia, Serge, 2011, "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Resource and Energy Economics, Elsevier, volume 33, issue 4, pages 771-781, DOI: 10.1016/j.reseneeco.2011.04.001.
• Ana Paula Martins, 2011, "Segmented Life-cycle Labor Markets – Portuguese Evidence," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2011_05, Apr.
• Xavier Labandeira & José M. Labeaga & Xiral López-Otero, 2011, "Energy Demand for Heating in Spain: An Empirical Analysis with Policy Purposes," Working Papers, Economics for Energy, number 06-2011, Oct.
• Artiach Escauriaza, Miguel Manuel & Arteche González, Jesús María, 2011, "Doubly fractional models for dynamic heteroskedastic cycles," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Feb.
• Lucian-Liviu Albu, 2011, "A model to estimate the effect of global crisis on the convergence process in EU," EcoMod2011, EcoMod, number 3362, Jul.
• Gómez-López, Claudia S. & Barrón Arreola, Karla S. & Moreno Moreno, Luis, 2011, "Crecimiento económico y medio ambiente en México," El Trimestre Económico, Fondo de Cultura Económica, volume 78, issue 311, pages 547-582, julio-sep, DOI: http://dx.doi.org/10.20430/ete.v78i.
• Alejandro López-Feldman & Javier Parada, 2011, "Poverty Dynamics in Rural Mexico: An Analysis Using Four Generations of Poverty Measurement," Working Papers, CIDE, División de Economía, number DTE 505, Apr.
• Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J., 2011, "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-15, Apr.
• Doaa Akl Ahmed, 2011, "Modelling the Density of Inflation Using Autoregressive Conditional Heteroscedasticity, Skewness, and Kurtosis Models," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 2, pages 1-28, November.
• Parente, Paulo M D C & Santos Silva, Joao M C, 2011, "A cautionary note on tests for overidentifying restrictions," Economics Discussion Papers, University of Essex, Department of Economics, number 3532.
• Sergey Ivashchenko, 2011, "DSGE Model Estimation on Base of Second Order Approximation," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2011/07, Sep.
• Paulo M.D.C. Parente & Joao M.C. Santos Silva, 2011, "A Cautionary Note on Tests for Overidentifying Restrictions," Discussion Papers, University of Exeter, Department of Economics, number 1111.
• Sonia Marongiu, 2011, "Stima edonimetrica e valorizzazione della qualit? dei vini laziali," Economia agro-alimentare, FrancoAngeli Editore, volume 13, issue 1-2, pages 467-486.
• Jaromir Tonner & Jiri Polansky & Osvald Vašíèek, 2011, "Parameter Drifting in a DSGE Model Estimated on Czech Data," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 61, issue 5, pages 510-524, November.
• Eric Heyer, 2011, "The effectiveness of economic policy and position in the cycle The case of tax reductions on overtime in France," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2011-09, Apr.
• Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2011, "Chi-squared tests for evaluation and comparison of asset pricing models," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2011-08.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2011, "Bayesian VARs: specification choices and forecast accuracy," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 1112.
• Turan G. Bali & Hao Zhou, 2011, "Risk, uncertainty, and expected returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2011-45.
• Liviu-Stelian BEGU, 2011, "Cohesion In The European Union – Used Markov Chains Method," Review of General Management, Spiru Haret University, Faculty of Management Brasov, volume 14, issue 2, pages 91-96, November.
• Arne Henningsen & Géraldine Henningsen, 2011, "Econometric Estimation of the “Constant Elasticity of Substitution" Function in R: Package micEconCES," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2011/9, Jun.
• Luciano Nakabashi & Adolfo Sachsida & Ana Elisa Gonçalves Pereira, 2011, "Institutions and growth: a developing country case study," Working Papers, Universidade Federal do Paraná, Department of Economics, number 0116.
• Michael Louis George, 2011, "Formula for Manufacturing Profit increase based on Thermodynamic Model," Working Papers, Institute of Business Entropy, number 0620, Nov.
• Fithra Faisal Hastiadi, 2011, "East Asian Regionalism: The Need For Asean+3 Fta," Journal of Global Business and Economics, Global Research Agency, volume 3, issue 1, pages 31-56, July.
• Peter Fuleky & Eric Zivot, 2011, "Indirect Inference Based on the Score," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2011-12, Aug.
• Peter Fuleky, 2011, "On the Choice of the Unit Period in Time Series Models," Working Papers, University of Hawaii Economic Research Organization, University of Hawaii at Manoa, number 2011-4, Aug.
• Peter Fuleky & Eric Zivot, 2011, "Indirect Inference Based on the Score," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201109, Apr.
• Peter Fuleky, 2011, "On the Choice of the Unit Period in Time Series Models," Working Papers, University of Hawaii at Manoa, Department of Economics, number 201111, Aug.
• Alassane Drabo, 2011, "Impact of Income Inequality on Health: Does Environment Quality Matter?," CERDI Working papers, HAL, number halshs-00552993, Jan.
• Alassane Drabo, 2011, "Do Political Institutions protect the poor? Intra Countries Health Inequalities and Air Pollution in Developing Countries," CERDI Working papers, HAL, number halshs-00584997, Apr.
• Abdelaati Daouia & Irène Gijbels, 2011, "Robustness and inference in nonparametric partial-frontier modeling," Post-Print, HAL, number hal-00796744, Mar, DOI: 10.1016/j.jeconom.2010.12.002.
• Valentino Dardanoni & Salvatore Modica & Franco Peracchi, 2011, "Regression with imputed covariates: A generalized missing-indicator approach," Post-Print, HAL, number hal-00815561, Apr, DOI: 10.1016/j.jeconom.2011.02.005.
• Alberto Holly & Alain Monfort & Michael Rockinger, 2011, "Fourth order pseudo maximum likelihood methods," Post-Print, HAL, number hal-00815562, Apr, DOI: 10.1016/j.jeconom.2011.01.004.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2011, "Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Post-Print, HAL, number hal-00815564, Apr, DOI: 10.1016/j.jeconom.2010.07.009.
• Alev Atak & Oliver Linton & Zhijie Xiao, 2011, "A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom," Post-Print, HAL, number hal-00844810, Jul, DOI: 10.1016/j.jeconom.2011.02.008.
• Alexandre Sauquet & Franck Lecocq & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui & Serge S. Garcia, 2011, "Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model," Post-Print, HAL, number hal-01018987, DOI: 10.1016/j.reseneeco.2011.04.001.
• Christelle Garrouste, 2011, "Explaining learning gaps in Namibia: The role of language proficiency," Post-Print, HAL, number hal-03241747, May, DOI: 10.1016/j.ijedudev.2010.06.016.
• Christian Francq & Guillaume Lepage & Jean-Michel Zakoïan, 2011, "Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE," Post-Print, HAL, number hal-05417560, Dec, DOI: 10.1016/j.jeconom.2011.08.001.
• Christian Francq & L. Horvath & J.-M. Zakoian, 2011, "Merits and Drawbacks of Variance Targeting in GARCH Models," Post-Print, HAL, number hal-05417564, Jul, DOI: 10.1093/jjfinec/nbr004.
• Alassane Drabo, 2011, "Impact of income inequality on health: does environment quality matter?," Post-Print, HAL, number halshs-00564922.
• Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011, "Les effets de la crise des subprimes sur le marché financier mexicain," Post-Print, HAL, number halshs-00595338, May, DOI: 10.3917/reco.623.0461.
• Geert Dhaene & Koen Jochmans, 2011, "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Sciences Po Economics Publications (main), HAL, number hal-01073732, Mar.
• Geert Dhaene & Koen Jochmans, 2011, "Profile-score Adjustements for Nonlinearfixed-effect Models," Sciences Po Economics Publications (main), HAL, number hal-01073733, Mar.
• Geert Dhaene & Koen Jochmans, 2011, "An Adjusted profile likelihood for non-stationary panel data models with fixed effects," Working Papers, HAL, number hal-01073732, Mar.
• Geert Dhaene & Koen Jochmans, 2011, "Profile-score Adjustements for Nonlinearfixed-effect Models," Working Papers, HAL, number hal-01073733, Mar.
• Alassane Drabo, 2011, "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers, HAL, number halshs-00552993, Jan.
• Alassane Drabo, 2011, "Do Political Institutions protect the poor? Intra Countries Health Inequalities and Air Pollution in Developing Countries," Working Papers, HAL, number halshs-00584997, Apr.
• Gilles Dufrénot & Valérie Mignon & Anne Peguin-Feissolle, 2011, "The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment," Working Papers, HAL, number halshs-00587460, Apr.
• Kibria, B. M. Golam & Månsson, Kristofer & Shukur, Ghazi, 2011, "A Ridge Regression estimator for the zero-inflated Poisson model," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 257, Oct.
• Lundtofte, Frederik & Wilhelmsson, Anders, 2011, "Idiosyncratic Risk and Higher-Order Cumulants," Working Papers, Lund University, Department of Economics, number 2011:33, Sep.
• Bivand, Roger, 2011, "After “Raising the Bar”: applied maximum likelihood estimation of families of models in spatial econometrics," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 22/2011, Oct.
• Gaure, Simen, 2011, "OLS with Multiple High Dimensional Category Dummies," Memorandum, Oslo University, Department of Economics, number 14/2010, Jan.
• Adolfson, Malin & Lindé, Jesper, 2011, "Parameter Identification in a Estimated New Keynesian Open Economy Model," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 251, Apr.
• Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2011, "Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2011-03, Mar.
• Davor Kunovac, 2011, "Estimating Credit Migration Matrices with Aggregate Data – Bayesian Approach," Working Papers, The Croatian National Bank, Croatia, number 30, Nov.
• Eiji Kurozumi & Khashbaatar Dashtseren, 2011, "Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-187, Apr.
• Eiji Kurozumi & Kohei Aono, 2011, "Estimation and Inference in Predictive Regressions," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-192, May.
• Daisuke Nagakura & Toshiaki Watanabe, 2011, "A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd11-200, Aug.
• Tian Yu & Bruce A. Babcock, 2011, "Estimating Non-linear Weather Impacts on Corn Yield--A Bayesian Approach," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 11-wp522, Apr.
• Marina Murray, 2011, "Mba Share In The U.S. Graduate Management Education Market," Business Education and Accreditation, The Institute for Business and Finance Research, volume 3, issue 1, pages 209-240.
• Zhi-Fu Mi & Yue-Jun Zhang, 2011, "Estimating the 'value at risk' of EUA futures prices based on the extreme value theory," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, volume 35, issue 2/3/4, pages 145-157.
• Rafael González-Val & Jose Olmo, 2011, "Growth in a cross-section of cities: location, increasing returns or random growth?," Working Papers, Institut d'Economia de Barcelona (IEB), number 2011/39.
• Jón Daníelsson & Francisco Peñaranda, 2011, "On The Impact Of Fundamentals, Liquidity, And Coordination On Market Stability," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 52, issue 3, pages 621-638, August, DOI: j.1468-2354.2011.00642.x.
• Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011, "Local identification of nonparametric and semiparametric models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/11, May.
• Xiaohong Chen, 2011, "Penalized sieve estimation and inference of semi-nonparametric dynamic models: a selective review," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP23/11, Jun.
• Paul S. Clarke & Tom M. Palmer & Frank Windmeijer, 2011, "Estimating structural mean models with multiple instrumental variables using the generalised method of moments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP28/11, Aug.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011, "Intersection bounds: estimation and inference," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP34/11, Nov.
• Tatiana V. Komarova & Denis Nekipelov & Evgeny Yakovlev, 2011, "Identification, data combination and the risk of disclosure," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP38/11, Dec.
• Hong, Seung Hyun & Wagner, Martin, 2011, "Cointegrating Polynomial Regressions," Economics Series, Institute for Advanced Studies, number 264, Mar.
• Vogelsang, Timothy J. & Wagner, Martin, 2011, "A Fixed-b Perspective on the Phillips-Perron Unit Root Tests," Economics Series, Institute for Advanced Studies, number 272, Jul.
• Defne MUTLUER KURUL, 2011, "Türkiye’de kredi arzı: Kredi eğilim anketi göstergeleri kredi büyümesi ve ekonomik faaliyet için bilgi verici mi?," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 307, pages 9-30.
• Gülcay TUNA & Cem PAYASLIOĞLU, 2011, "Inflation Uncertainty at Short and Long Horizons: Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 26, issue 309, pages 83-104.
• Simona Balzano & Filippo Oropallo & Valentino Parisi, 2011, "On the Italian ACE and its impact on enterprise performance: a PLS-path modeling analysis," International Journal of Microsimulation, International Microsimulation Association, volume 4, issue 2, pages 14-26.
• Tushar Agrawal, 2011, "Returns to education in India: Some recent evidence," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2011-017, Sep.
• Florin-Marius PAVELESCU, 2011, "Some aspects of the translog production function estimation," Romanian Journal of Economics, Institute of National Economy, volume 32, issue 1(41), pages 131-150, June.
• Lucian-Liviu ALBU, 2011, "Structural Changes and Convergence in EU and in Adriatic-Balkans Region," Romanian Journal of Economics, Institute of National Economy, volume 32, issue 1(41), pages 78-96, June.
• Ana Elisa Gonçalves Pereira & Luciano Nakabashi & Adolfo Sachsida, 2011, "Qualidade das Instituições e PIB Per Capita nos Municípios Brasileiros," Discussion Papers, Instituto de Pesquisa Econômica Aplicada - IPEA, number 1623, Jun.
• BIA Michela & FLORES Carlos A. & MATTEI Alessandra, 2011, "Nonparametric Estimators of Dose-Response Functions," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2011-40, Jul.
• LONGFORD Nicholas Tibor, 2011, "Policy-related small.area estimation," LISER Working Paper Series, Luxembourg Institute of Socio-Economic Research (LISER), number 2011-44, Jul.