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

• Cheptea, Angela & Gohin, Alexandre & Huchet Bourdon, Marilyne, 2011, "Applying the gravity approach to sector trade: Who bears the trade costs?," Working Papers, Institut National de la recherche Agronomique (INRA), Departement Sciences Sociales, Agriculture et Alimentation, Espace et Environnement (SAE2), number 208113, DOI: 10.22004/ag.econ.208113.
• Götz, Christian & Heckelei, Thomas, , "Determinants of Bilateral Food Related Disputes," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 162893, DOI: 10.22004/ag.econ.162893.
• Withey, Patrick & van Kooten, G. Cornelis, 2011, "The Effect of Climate Change on Wetlands and Waterfowl in Western Canada: Incorporating Cropping Decisions into a Bioeconomic Model," Working Papers, University of Victoria, Resource Economics and Policy, number 117437, Nov, DOI: 10.22004/ag.econ.117437.
• Gibson, Fiona L. & Burton, Michael P., , "Determining the change in welfare estimates from introducing measurement error in non-linear choice models," Working Papers, University of Western Australia, School of Agricultural and Resource Economics, number 103428, DOI: 10.22004/ag.econ.103428.
• EINMAHL, John H.J. & KRAJINA, Andrea & Segers, Johan, 2011, "An M-Estimator For Tail Dependence In Arbitrary Dimensions," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011005, Jan.
• Florens , Mark & Simar, Leopold & Van Keilegom, Ingrid, 2011, "Frontier estimation in nonparametric location-scale models," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011030, Jan.
• Dunker, F. & Florens, J.P. & Hohage, T. & Johannes, J. & Mammen, E., 2011, "Iterative Estimation of Solutions to Noisy Nonlinear Operator Equations in Nonparametric Instrumental Regression," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011045, Jan.
• Simar, Leopold & Zelenyuk, Valentin, 2011, "Stochastic FDH/DEA estimators for frontier analysis," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011026, Jan.
• Simar, Leopold & Wilson, Paul W., 2011, "Performance of the bootstrap for DEA estimators and iterating the principle," LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2011035, Jan.
• Bulent Oz & Yucel Ayricay & Gokturk Kalkan, 2011, "Predicting Stock Returns With Financial Ratios: A Discriminant Analysis Application On The Ise 30 Index Stocks," Anadolu University Journal of Social Sciences, Anadolu University, volume 11, issue 3, pages 51-64, September.
• Agostinho S. Rosa, 2011, "Inflation and Budget Deficit: What is the Relationship in Portugal?," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 12, issue 2, pages 215-237.
• Ana Elisa Gonçalves Pereira & Luciano Nakabashi & Adolfo Sachsida, 2011, "Qualidade Das Instituições E Pib Percapita Nos Municípios Brasileiros," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 187.
• Michele Polline Veríssimo & Clésio Lourenço Xavier & Flávio Vilela Vieira, 2011, "Taxa De Câmbio E Preços De Commodities:Uma Investigação Sobre A Hipótese Da Doença Holandesa No Brasil," Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 210.
• Jianqing Fan & Jinchi Lv & Lei Qi, 2011, "Sparse High-Dimensional Models in Economics," Annual Review of Economics, Annual Reviews, volume 3, issue 1, pages 291-317, September.
• Damir Filipovi'c & Eberhard Mayerhofer & Paul Schneider, 2011, "Density Approximations for Multivariate Affine Jump-Diffusion Processes," Papers, arXiv.org, number 1104.5326, Apr, revised Oct 2011.
• Song Song & Peter J. Bickel, 2011, "Large Vector Auto Regressions," Papers, arXiv.org, number 1106.3915, Jun.
• Chang-Shuai Li, 2011, "Common persistence in conditional variance: A reconsideration," Papers, arXiv.org, number 1112.1363, Dec.
• Craig Blackburn & Michael Sherris, 2011, "Consistent Dynamic Affine Mortality Model for Longevity Risk Applications," Working Papers, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales, number 201107, May.
• Michael Creel & Dennis Kristensen, 2011, "Indirect likelihood inference," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 874.11, May.
• Xiaohong Chen & Victor Chernozhukov & Sokbae (Simon) Lee & Whitney K. Newey, 2011, "Local identification of nonparametric and semiparametric models," CeMMAP working papers, Institute for Fiscal Studies, number 17/11, May, DOI: 10.1920/wp.cem.2011.1711.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2011, "Intersection bounds: estimation and inference," CeMMAP working papers, Institute for Fiscal Studies, number 34/11, Nov, DOI: 10.1920/wp.cem.2011.3411.
• Camilla Mastromarco & Laura Serlenga & Yongcheol Shin, 2011, "TIs Globalization Driving Efficiency? A Threshold Stochastic Frontier Panel Data Modelling Approach," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 0040, Oct, revised Oct 2011.
• Beatriz Larraz, 2011, "An Expert System for Online Residential Properties Valuation," Review of Economics & Finance, Better Advances Press, Canada, volume 1, pages 69-82, April.
• Alexander Tasev, 2011, "Comparison of the Static Time Series of the Bulgarian Trade Turnover between 1986–2006," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 3, pages 42-67.
• Granturco Mariagrazia & Maria Grazia Miele, 2011, "The Italian private equity funds: an analysis of the portfolio companies� economic and financial conditions," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 98, Jul.
• Noriega Antonio E. & Rodríguez-Pérez Cid Alonso, 2011, "Stationarity, structural breaks, and economic growth in Mexico: 1895-2008," Working Papers, Banco de México, number 2011-11, Oct.
• Bernardo León & Andrés Mora, 2011, "CDS: relación con índices accionarios y medida de riesgo," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 29, issue 64, pages 178-211, July, DOI: 10.32468/Espe.6405.
• Audrino, Francesco & Trojani, Fabio, 2011, "A General Multivariate Threshold GARCH Model With Dynamic Conditional Correlations," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 138-149.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2011, "Adaptive Experimental Design Using the Propensity Score," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 1, pages 96-108.
• Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2011, "Local and Global Rank Tests for Multivariate Varying-Coefficient Models," Journal of Business & Economic Statistics, American Statistical Association, volume 29, issue 2, pages 295-306.
• José Luis Barros Fernandes & José Renato Haas Ornelas & Oscar Augusto Martínez Cusicanqui, 2011, "Combining equilibrium, resampling, and analysts' views in portfolio optimization," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Portfolio and risk management for central banks and sovereign wealth funds".
• Zhen-Hua Feng & Yi-Ming Wei & Kai Wang, 2011, "Estimating risk for the carbon market via extreme value theory: An empirical analysis of the EU ETS," CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology, number 19, Oct.
• Zhaohua Wang & Yixiang Zhang & Xian Zhang, 2011, "Energy technology patents-CO2 emissions nexus: An empirical analysis from China," CEEP-BIT Working Papers, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology, number 21, Nov.
• Damiano Fiorillo, 2011, "Do Monetary Rewards Crowd Out The Intrinsic Motivation Of Volunteers? Some Empirical Evidence For Italian Volunteers," Annals of Public and Cooperative Economics, Wiley Blackwell, volume 82, issue 2, pages 139-165, June.
• Silvestro Di Sanzo, 2011, "Output Fluctuations Persistence: Do Cyclical Shocks Matter?," Bulletin of Economic Research, Wiley Blackwell, volume 63, issue 1, pages 28-52, January.
• Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira, 2011, "Alternative Estimating And Testing Empirical Strategies For Fractional Regression Models," Journal of Economic Surveys, Wiley Blackwell, volume 25, issue 1, pages 19-68, February.
• Tim Bollerslev & Viktor Todorov, 2011, "Tails, Fears, and Risk Premia," Journal of Finance, American Finance Association, volume 66, issue 6, pages 2165-2211, December, DOI: j.1540-6261.2011.01695.x.
• Bernhard Herz & Marco Wagner, 2011, "The Dark Side of the Generalized System of Preferences," Review of International Economics, Wiley Blackwell, volume 19, issue 4, pages 763-775, September, DOI: j.1467-9396.2011.00980.x.
• Ankita Mishra & Ranjan Ray, 2011, "Prices, Inequality, And Poverty: Methodology And Indian Evidence," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 57, issue 3, pages 428-448, September.
• Christophe Croux & Catherine Dehon & Abdelilah Yadine, 2011, "On the Optimality of Multivariate S‐Estimators," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, volume 38, issue 2, pages 332-341, June, DOI: j.1467-9469.2010.00710.x.
• John H. J. Einmahl & Sander G. W. R. Smeets, 2011, "Ultimate 100‐m world records through extreme‐value theory," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 65, issue 1, pages 32-42, February, DOI: j.1467-9574.2010.00470.x.
• ALBU Lucian-Liviu, 2011, "Changes In Economy Or Changes In Economics?," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 55, issue 2, pages 28-31.
• Thanassis Kazanas & Elias Tzavalis, 2011, "Unveiling the monetary policy rule in euro area," Working Papers, Bank of Greece, number 130, May.
• Pierre Perron & Rasmus T. Varneskov, 2011, "Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-050, Jan.
• Pierre Perron & Sungju Chun & Cosme Vodounou, 2011, "Sampling Interval and Estimated Betas: Implications for the Presence of Transitory Components in Stock Prices," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2011-055, Jan.
• Ventosa-Santaulària Daniel & Gómez-Zaldívar Manuel, 2011, "Testing for a Deterministic Trend When There is Evidence of Unit Root," Journal of Time Series Econometrics, De Gruyter, volume 2, issue 2, pages 1-26, January, DOI: 10.2202/1941-1928.1013.
• Dahl Christian M & Iglesias Emma, 2011, "Modeling the Volatility-Return Trade-Off When Volatility May Be Nonstationary," Journal of Time Series Econometrics, De Gruyter, volume 3, issue 1, pages 1-32, February, DOI: 10.2202/1941-1928.1093.
• José Renato Haas Ornelas & Marcelo Yoshio Takami, 2011, "Recovering Risk-Neutral Densities from Brazilian Interest Rate Options," Brazilian Review of Finance, Brazilian Society of Finance, volume 9, issue 1, pages 9-26.
• 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, Centre for Economic Policy Research, 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.