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

• Grzegorz Grabek & Bohdan Klos & Grzegorz Koloch, 2011, "Skew-normal shocks in the linear state space form DSGE model," NBP Working Papers, Narodowy Bank Polski, number 101.
• Andrew Ang & Dennis Kristensen, 2011, "Testing Conditional Factor Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 17561, Nov.
• Sridhar Narayanan & Harikesh S. Nair, 2011, "Estimating Causal Installed-Base Effects: A Bias-Correction Approach," Working Papers, NET Institute, number 11-22, Sep.
• M. Kabir Hassan & Thiti S. Ngow & Jung Suk-Yu, 2011, "Determinants of Credit Default Swaps in International Markets," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-01, Feb.
• M. Kabir Hassan & Geoffrey M. Ngene & Jung Suk-Yu, 2011, "Credit Default Swaps and Sovereign Debt Markets," NFI Working Papers, Indiana State University, Scott College of Business, Networks Financial Institute, number 2011-WP-03, Mar.
• Bishnu Prasad Gautam, Ph.D., 2011, "Tourism and Economic Growth in Nepal," NRB Economic Review, Nepal Rastra Bank, Economic Research Department, volume 23, issue 2, pages 18-30, October.
• Jason R. Blevins, 2011, "Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models," Working Papers, Ohio State University, Department of Economics, number 11-01, May.
• Eva Deuchert, 2011, "The Virgin HIV Puzzle: Can Misreporting Account for the High Proportion of HIV Cases in Self-reported Virgins?," Journal of African Economies, Centre for the Study of African Economies, volume 20, issue 1, pages 60-89, January.
• Ruijun Bu & Ludovic Giet & Kaddour Hadri & Michel Lubrano, 2011, "Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 1, pages 198-236, Winter.
• Christian Francq & Lajos Horváth, 2011, "Merits and Drawbacks of Variance Targeting in GARCH Models," Journal of Financial Econometrics, Oxford University Press, volume 9, issue 4, pages 619-656.
• Eric Heyer, 2011, "The effectiveness of economic policy and position in the cycle: the case of tax reductions on overtime in France," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 27, issue 2, pages 364-379.
• Alfred Galichon & Marc Henry, 2011, "Set Identification in Models with Multiple Equilibria," The Review of Economic Studies, Review of Economic Studies Ltd, volume 78, issue 4, pages 1264-1298.
• Ursachi George Marian & Ursachi (Horodnic) Ioana Alexandra, 2011, "Influence Factors on the Value of Reliability Estimators in Marketing Research," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 2223-2228, May.
• Anghelache Gabriela-Victoria & Olteanu Ana-Cornelia & Radu Alina-Nicoleta, 2011, "Capital Requirement under the Three Approaches for a Credit Institution in Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 94-99, May.
• Ursachi George Marian, 2011, "Influence Factors on the Value of Reliability Estimators in Marketing Research," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1307-1310, May.
• Gian Piero Aielli, 2011, "Dynamic Conditional Correlation: On properties and estimation," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0142, Nov.
• Imran Ullah Khan & Kaliappa Kalirajan, 2011, "The Impact of Trade Costs on Exports: An Empirical Modelling," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2011-07.
• Luis García Núñez, 2011, "Econometría de evaluación de impacto," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 34, issue 67, pages 81-125.
• Vesna Bucevska, 2011, "Growth effect of aid and its volatility: An individual country study in South Asian economies," Business and Economic Horizons (BEH), Prague Development Center, volume 4, issue 1, pages 13-26, January.
• Xu Cheng & Zhipeng Liao, 2011, "Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 13-062, Jun, revised 21 Oct 2013.
• Massimo De Felice & Franco Moriconi, 2011, "Un’estensione stocastica del modello "Fisher-Lange"," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 86/2011, Mar.
• Ijaz Hussain, 2011, "Growth and Financing Behaviour of Firms of Textile Industry in Pakistan: A Panel Data Analysis," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 50, issue 4, pages 699-714.
• Christian Calmès & Raymond Théoret, 2011, "Shadow banking and the dynamics of aggregate leverage: An application of the Kalman filter to cyclical leverage measures," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp022011, Jan.
• Francois-Éric Racicot & Raymond Théoret, 2011, "Forecasting stochastic Volatility using the Kalman filter: An Application to Canadian Interest Rates and Price-Earnings Ratio," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp032011, Apr.
• Francois-Éric Racicot & Raymond Théoret, 2011, "Risk Procyclicality and Dynamic Hedge Fund Strategies," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp062011, Jul.
• Bespalova, Olga Gennadyevna, 2011, "Bespalova, Olga Gennadyevna (2011): Renewable portfolio standards in the USA: experience and compliance with targets. Published in: K-State Electronic Theses, Dissertations, and Reports No. May 2011 (May 2011): pp. 1-48," MPRA Paper, University Library of Munich, Germany, number 117672, May, revised 22 Apr 2011.

2010

• Alessandri, Piergiorgio & Drehmann, Mathias, 2010, "An economic capital model integrating credit and interest rate risk in the banking book," Journal of Banking & Finance, Elsevier, volume 34, issue 4, pages 730-742, April.
• Götz, Christian & Heckelei, Thomas & Rudloff, Bettina, 2010, "What makes countries initiate WTO disputes on food-related issues?," Food Policy, Elsevier, volume 35, issue 2, pages 154-162, April.
• Barunik, Jozef & Vacha, Lukas, 2010, "Monte Carlo-based tail exponent estimator," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 21, pages 4863-4874, DOI: 10.1016/j.physa.2010.06.054.
• Weshah Razzak, 2010, "An Empirical Glimpse on MSEs Four MENA Countries," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 53, issue 1, pages 59-89.
• Ibragimov Marat & Khamidov Rufat, 2010, "Heavy-Tailedness and Volatility in Emerging Foreign Exchange Markets: Theory and Empirics," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 10/06e, Nov.
• Xavier Labandeira & José M. Labeaga & Xiral López-Otero, 2010, "Estimation of Elasticity Price of Electricity with Incomplete Information," Working Papers, Economics for Energy, number 01-2010, Nov.
• Wassim Dbouk & Lawrence Kryzanowski, 2010, "Determinants of credit spread changes for the financial sector," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 27, issue 1, pages 67-82, March, DOI: 10.1108/10867371011022984.
• Kivilcim Metin-Ozcan & Yilmaz Akdi & Koray Kalafatcilar, 2010, "Application of Periodogram-Based Cointegration Test for the Analysis of the Services and Goods Sector Inflations," International Econometric Review (IER), Economic Research Association, volume 2, issue 1, pages 3-10, April.
• Sidika Basci & Asad Zaman & Arzdar Kiraci, 2010, "Variance Estimates and Model Selection," International Econometric Review (IER), Economic Research Association, volume 2, issue 2, pages 57-72, September.
• Adamopoulos Antonios, 2010, "Credit Market Development and Economic Growth: An Empirical Analysis for Ireland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 3-18.
• Chambers, MJ, 2010, "Jackknife Estimation of Stationary Autoregressive Models," Economics Discussion Papers, University of Essex, Department of Economics, number 2786.
• Kemp, GCR & Santos Silva, JMC, 2010, "Regression towards the mode," Economics Discussion Papers, University of Essex, Department of Economics, number 5757.
• Katarzyna Maciejowska, 2010, "Common factors in nonstationary panel data with a deterministic trend - estimation and distribution theory," Economics Working Papers, European University Institute, number ECO2010/28.
• Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda, 2010, "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, volume 4, issue 3, pages 281-294, November.
• Jozef Barunik & Lukas Vacha & Miloslav Vosvrda, 2010, "Tail Behavior of the Central European Stock Markets during the Financial Crisis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/04, Mar, revised Mar 2010.
• Jozef Barunik & Lukas Vacha, 2010, "Monte Carlo-Based Tail Exponent Estimator," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/06, Apr, revised Apr 2010.
• Zuzana Iršová, 2010, "Bank Efficiency in Transitional Countries: Sensitivity to Stochastic Frontier Design," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2010/13, Jul, revised Jul 2010.
• Eric Heyer, 2010, "Efficacité de la politique économique et position dans le cycle: le cas de la défiscalisation des heures supplémentaires en France," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2010-26, Oct.
• Guy Kaplanski, Haim Levy, 2010, "The Two-Parameter Long-Horizon Value-at-Risk," Frontiers in Finance and Economics, SKEMA Business School, volume 7, issue 1, pages 1-20, April.
• Giorgio Calzolari & Laura Neri, 2010, "The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2010_01, Jan.
• Ana Elisa Gonçalves Pereira & Luciano Nakabashi & Adolfo Sachsida, 2010, "Qualidade das Instituições e PIB per capita nos Municípios Brasileiros," Working Papers, Universidade Federal do Paraná, Department of Economics, number 0108.
• Marina Turuntseva & Tatiana Kiblitskaya, 2010, "Qualitative Specifics of Various Approaches to the Estimates of the RF Socio-Economic Indicators," Research Paper Series, Gaidar Institute for Economic Policy, issue 135P.
• Estrella Gómez Herrera, 2010, "Comparing alternative methods to estimate gravity models of bilateral trade," ThE Papers, Department of Economic Theory and Economic History of the University of Granada., number 10/05, Sep.
• Monica Billio & Ludovic Calès & Dominique Guegan, 2010, "A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00476038, Mar.
• Clément Bosquet & Hervé Boulhol, 2010, "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00535594.
• Clément Bosquet & Hervé Boulhol, 2010, "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00544129, Nov.
• Ruslan Bikbov & Mikhail Chernov, 2010, "No-arbitrage macroeconomic determinants of the yield curve," Post-Print, HAL, number hal-00732517, Sep, DOI: 10.1016/j.jeconom.2010.05.004.
• Christian Francq & Jean-Michel Zakoïan, 2010, "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Post-Print, HAL, number hal-00732536, Sep, DOI: 10.1016/j.jeconom.2010.05.003.
• Christian M. Hafner & Oliver Linton, 2010, "Efficient estimation of a multivariate multiplicative volatility model," Post-Print, HAL, number hal-00732539, Sep, DOI: 10.1016/j.jeconom.2010.04.007.
• Hidehiko Ichimura & Sokbae Lee, 2010, "Characterization of the asymptotic distribution of semiparametric M-estimators," Post-Print, HAL, number hal-00741628, Oct, DOI: 10.1016/j.jeconom.2010.05.005.
• Gabriel Frahm & Christoph Memmel, 2010, "Dominating Estimators for Minimum-Variance Portfolios," Post-Print, HAL, number hal-00741629, Oct, DOI: 10.1016/j.jeconom.2010.07.007.
• G. Kapetanios & M. Hashem Pesaran & T. Yamagata, 2010, "Panels with nonstationary multifactor error structures," Post-Print, HAL, number hal-00768190, Dec, DOI: 10.1016/j.jeconom.2010.10.001.
• Henrik Andersson & Lina Jonsson, 2010, "Property prices and exposure to multiple noise sources: hedonic regression with road and railwy noise," Post-Print, HAL, number hal-02666145, DOI: 10.1007/s10640-009-9306-4.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2010, "Optimal transportation and the falsifiability of incompletely specified economic models," Post-Print, HAL, number hal-03417660, DOI: 10.1007/s00199-008-0432-y.
• Christian Francq & Jean-Michel Zakoïan, 2010, "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Post-Print, HAL, number hal-05417866, Nov, DOI: 10.1016/j.jeconom.2010.05.003.
• Monica Billio & Ludovic Calès & Dominique Guegan, 2010, "A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios," Post-Print, HAL, number halshs-00476038, Mar.
• Clément Bosquet & Hervé Boulhol, 2010, "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Post-Print, HAL, number halshs-00544129, Nov.
• Margherita Comola & Marcel Fafchamps, 2010, "Are gifts and loans between households voluntary?," PSE Working Papers, HAL, number halshs-00564894, Jun.
• Eric Heyer, 2010, "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," Sciences Po Economics Publications (main), HAL, number hal-01069450, Oct.
• Koen Jochmans, 2010, "First-differencing in panel data models with incidental functions," Sciences Po Economics Publications (main), HAL, number hal-01069454, Oct.
• Alfred Galichon & Bernard Salanié, 2010, "Matching with Trade-offs: Revealed Preferences over Competiting Characteristics," Working Papers, HAL, number hal-00473173, Apr.
• Eric Heyer, 2010, "Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France," Working Papers, HAL, number hal-01069450, Oct.
• Koen Jochmans, 2010, "First-differencing in panel data models with incidental functions," Working Papers, HAL, number hal-01069454, Oct.
• Geert Dhaene & Koen Jochmans, 2010, "Split-panel jackknife estimation of fixed-effect models," Working Papers, HAL, number hal-03627120, Jan.
• Clément Bosquet & Hervé Boulhol, 2010, "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Working Papers, HAL, number halshs-00535594.
• Margherita Comola & Marcel Fafchamps, 2010, "Are gifts and loans between households voluntary?," Working Papers, HAL, number halshs-00564894, Jun.
• Ferracci, Marc & Jolivet, Gregóry & van den Berg, Gerard J., 2010, "Treatment evaluation in the case of interactions within markets," Working Paper Series, IFAU - Institute for Evaluation of Labour Market and Education Policy, number 2010:1, Jan.
• Bivand, Roger, 2010, "Computing the Jacobian in spatial models: an applied survey," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 20/2010, Aug.
• Bivand, Roger, 2010, "Exploiting Parallelization in Spatial Statistics: an Applied Survey using R," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 25/2010, Oct.
• Bivand, Roger, 2010, "Comparing estimation methods for spatial econometrics techniques using R," Discussion Paper Series in Economics, Norwegian School of Economics, Department of Economics, number 26/2010, Oct.
• Holmlund, Helena & Lindahl, Mikael & Plug, Erik, 2010, "The Causal Eff ect of Parent’s Schooling on Children’s Schooling," Working Paper Series, Center for Labor Studies, Uppsala University, Department of Economics, number 2010:8, May.
• Francesca Greselin & Leo Pasquazzi & Ričardas Zitikis, 2010, "Zenga's New Index of Economic Inequality, Its Estimation, and an Analysis of Incomes in Italy," Journal of Probability and Statistics, Hindawi, volume 2010, pages 1-26, April, DOI: 10.1155/2010/718905.
• Daisuke Nagakura & Toshiaki Watanabe, 2010, "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 gd09-115, Feb.
• Eiji Kurozumi & Purevdorj Tuvaandorj, 2010, "Model Selection Criteria in Multivariate Models with Multiple Structural Changes," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd10-144, Jun.
• Junichi Nishimura & Yosuke Okada, 2010, "R&D Portfolios and Pharmaceutical Licensing," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd10-155, Nov.
• Hohmeyer, Katrin & Wolff, Joachim, 2010, "Direct job creation in Germany revisited: Is it effective for welfare recipients and does it matter whether participants receive a wage?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 201021.
• Florens, Jean-Pierre & Simoni, Anna, 2010, "Regularizing priors for linear inverse problems," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 621.
• Fithra Faisal Hastiadi, 2010, "Making East Asian Regionalism Works," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 13, issue 1, pages 103-124, July, DOI: https://doi.org/10.21098/bemp.v13i1.
• Paul S. Clarke & Frank Windmeijer, 2010, "Identification of causal effects on binary outcomes using structural mean models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/10, Mar.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2010, "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/10, Jul.
• Wagner, Martin, 2010, "Cointegration Analysis with State Space Models," Economics Series, Institute for Advanced Studies, number 248, Feb.
• Murat TAŞDEMİR & Sami TABAN, 2010, "Türkiye için aylık istihdam verilerinin Durum-Uzay Metodu kullanılarak tahmin edilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 25, issue 288, pages 51-80.
• Kaliappa Kalirajan, 2010, "Sources of Variation in Export Flows over Time: A Suggested Methodology of Measurement," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 9, issue 2, pages 175-178, August.
• Jeungbo Shim & Eun-Joo Lee & Seung-Hwan Lee, 2010, "A Versatile Copula and Its Application to Risk Measures," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 9, issue 3, pages 213-231, December.
• Roberto A. De Santis, 2010, "The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks," International Journal of Central Banking, International Journal of Central Banking, volume 6, issue 2, pages 147-197, June.
• Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi, 2010, "The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-06, Mar.
• Yoshihiko Sugihara & Nobuyuki Oda, 2010, "An Empirical Analysis of Equity Market Expectations in the Recent Financial Turmoil Using Implied Moments and Jump Diffusion Processes," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-09, Jun.
• Junko Koeda & Ryo Kato, 2010, "The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 10-E-24, Oct.
• Matthew Greenwood-Nimmo & Yongcheol Shin, 2010, "Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 16-2010.
• Florin Marius Pavelescu, 2010, "An Extensive Study on the Disturbances Generated by Collinearity in a Linear Regression Model with Three Explanatory Variables," Romanian Journal of Economics, Institute of National Economy, volume 31, issue 2(40), pages 65-93, December.
• Nicholas T. Longford & Maria Grazia Pittau & Roberto Zelli & Riccardo Massari, 2010, "Measures of poverty and inequality in the countries and regions of EU," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 182.
• Pedro de Araujo & James Murray, 2010, "Estimating the Effects of Dormitory Living on Student Performance," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2010-002, Feb.
• Luis J. Hall, 2010, "Differentiated social interactions in the US schooling race gap," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2010-17, Apr.
• Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J., 2010, "Treatment Evaluation in the Case of Interactions within Markets," IZA Discussion Papers, IZA Network @ LISER, number 4700, Jan.
• Launov, Andrey & Wälde, Klaus, 2010, "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," IZA Discussion Papers, IZA Network @ LISER, number 4958, May.
• Le, Huong Thu & Booth, Alison L., 2010, "Inequality in Vietnamese Urban-Rural Living Standards, 1993-2006," IZA Discussion Papers, IZA Network @ LISER, number 4987, Jun.
• Frölich, Markus & Melly, Blaise, 2010, "Quantile Treatment Effects in the Regression Discontinuity Design: Process Results and Gini Coefficient," IZA Discussion Papers, IZA Network @ LISER, number 4993, Jun.
• Marta Banbura & Domenico Giannone & Lucrezia Reichlin, 2010, "Large Bayesian vector auto regressions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 25, issue 1, pages 71-92, DOI: 10.1002/jae.1137.
• Andrey Launov & Klaus Wälde, 2010, "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," Working Papers, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, number 1007, May, revised 21 May 2010.
• Chao & Swanson & Hausman & Newey & Woutersen, 2010, "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 567, Oct.
• Karim Barhoumi & Olivier Darné & Laurent Ferrara, 2010, "Are disaggregate data useful for factor analysis in forecasting French GDP?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 132-144, DOI: 10.1002/for.1162.
• Rangan Gupta & Alain Kabundi, 2010, "Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 1-2, pages 168-185, DOI: 10.1002/for.1143.
• Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2010, "Forecasting key macroeconomic variables from a large number of predictors: a state space approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 29, issue 4, pages 367-387, DOI: 10.1002/for.1131.
• Chin Wen Cheong, 2010, "A Variance Ratio Test of Random Walk in Energy Spot Markets," Journal of Quantitative Economics, The Indian Econometric Society, volume 8, issue 1, pages 105-117, January.
• Oskar Maria Baksalary & Gotz Trenkler, 2010, "A Note on the Basic Lemma of the Linear Identification Problem," Journal of Quantitative Economics, The Indian Econometric Society, volume 8, issue 1, pages 162-166, January.
• Katja Ignatieva & Eckhard Platen, 2010, "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 17, issue 3, pages 261-302, September, DOI: 10.1007/s10690-010-9116-2.
• Henrik Andersson & Lina Jonsson & Mikael Ögren, 2010, "Property Prices and Exposure to Multiple Noise Sources: Hedonic Regression with Road and Railway Noise," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 45, issue 1, pages 73-89, January, DOI: 10.1007/s10640-009-9306-4.
• Jose Montero & Beatriz Larraz, 2010, "Estimating Housing Prices: A Proposal with Spatially Correlated Data," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 16, issue 1, pages 39-51, February, DOI: 10.1007/s11294-009-9244-5.
• William Greene, 2010, "A stochastic frontier model with correction for sample selection," Journal of Productivity Analysis, Springer, volume 34, issue 1, pages 15-24, August, DOI: 10.1007/s11123-009-0159-1.
• Esmeralda Ramalho & Joaquim Ramalho & Pedro Henriques, 2010, "Fractional regression models for second stage DEA efficiency analyses," Journal of Productivity Analysis, Springer, volume 34, issue 3, pages 239-255, December, DOI: 10.1007/s11123-010-0184-0.
• Felipe Morandé & Alexandra Petermann & Miguel Vargas, 2010, "Determinants of Urban Vacant Land," The Journal of Real Estate Finance and Economics, Springer, volume 40, issue 2, pages 188-202, February, DOI: 10.1007/s11146-008-9123-5.
• Daechang Kang, 2010, "The Effect of Public Capital on the Productivity - An Analysis on the U.S. Highway Stock," Korean Economic Review, Korean Economic Association, volume 26, pages 177-201.
• Mika Meitz & Pentti Saikkonen, 2010, "Parameter estimation in nonlinear AR–GARCH models," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 1002, Jan.
• Bölcskei, Vanda, 2010, "A távbeszélő-szolgáltatások keresleti modelljeinek áttekintése - különös tekintettel a vezetékes és mobilszolgáltatások közötti helyettesítés becslésére
  [A review of the demand models of telephone services - with special regard to estimating subst," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 6, pages 517-535.
• Alice Shiu, Valentin Zelenyuk, 2010, "Production Efficiency versus Ownership: The Case of China," Discussion Papers, Kyiv School of Economics, number 33, Jul.
• Dennis Kristensen, 2010, "Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models," Discussion Papers, University of Copenhagen. Department of Economics, number 10-10, Mar.
• Yélé Maweki Batana & Jean-Yves Duclos, 2010, "Testing for Mobility Dominance," Cahiers de recherche, CIRPEE, number 1002.
• Stefan Hlawatsch & Sebastian Ostrowski, 2010, "Simulation and Estimation of Loss Given Default," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100010, Mar.
• Stefan Hlawatsch & Peter Reichling, 2010, "Portfolio Management under Asymmetric Dependence and Distribution," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 100017, Jul.
• Eduardo Fé, 2010, "An application of local linear regression with asymmetric kernels to regression discontinuity designs," Economics Discussion Paper Series, Economics, The University of Manchester, number 1016.
• Emanuele BACCHIOCCHI, 2010, "Identification through heteroskedasticity in a likelihood-based approach: some theoretical results," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-038, Nov.
• Emanuele BACCHIOCCHI, 2010, "Identification through heteroskedasticity in a likelihood-based approach: some theoretical results," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 2010-38, Nov.
• Davide Ferrari & Sandra Paterlini, 2010, "Efficient and robust estimation for financial returns: an approach based on q-entropy," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 0623, Feb.
• Davide Ferrari & Sandra Paterlini, 2010, "Efficient and robust estimation for financial returns: an approach based on q-entropy," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 041, Feb.
• Clément Kouadio Kouakou, 2010, "Politique active d'emploi et employabilité des jeunes dans la ville d'Abidjan," Documents de travail, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV, number 159, Oct.
• Monica Billio & Ludovic Calès & Dominique Guegan, 2010, "A performance measure of Zero-dollar Long/Short equally weighted portfolios," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10030, Mar.
• Clément Bosquet & Hervé Boulhol, 2010, "Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 10092, Nov.
• Yin Liao & Heather M. Anderson & Farshid Vahid, 2010, "Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/10, May.
• Kerly Krillo & Jaan Masso, 2010, "The Part-Time/Full-Time Wage Gap In Central And Eastern Europe: The Case Of Estonia," University of Tartu - Faculty of Economics and Business Administration Working Paper Series, Faculty of Economics and Business Administration, University of Tartu (Estonia), number 65.
• Raimund Scheffler & Karl-Hans Hartwig & Robert Malina, 2010, "Measuring Efficiency of German Bus Public Transport," Working Papers, Institute of Transport Economics, University of Muenster, number 14, Jul.
• Yacine Aït-Sahalia & Julio Cacho-Diaz & Roger J.A. Laeven, 2010, "Modeling Financial Contagion Using Mutually Exciting Jump Processes," NBER Working Papers, National Bureau of Economic Research, Inc, number 15850, Mar.
• Joshua Angrist & Ivan Fernandez-Val, 2010, "ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework," NBER Working Papers, National Bureau of Economic Research, Inc, number 16566, Dec.
• Andrew Coleman & Özer Karagedikli, 2010, "Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2010/10, Dec.
• Stéphanie Guichard & Elena Rusticelli, 2010, "Assessing the Impact of the Financial Crisis on Structural Unemployment in OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 767, Oct, DOI: 10.1787/5kmftp8khfjg-en.
• Begu Liviu-Stelian & Teodorescu Irina-Teodora & Dimidov Ioana-Catalina & Istrate Ionut, 2010, "Analysis Of Convergence Within The European Union - Sigma And Beta Convergence," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 482-485, December.
• Liran Einav & Amy Finkelstein & Mark R. Cullen, 2010, "Estimating Welfare in Insurance Markets Using Variation in Prices," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 125, issue 3, pages 877-921.
• Stéphane Bonhomme & Jean-Marc Robin, 2010, "Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics," The Review of Economic Studies, Review of Economic Studies Ltd, volume 77, issue 2, pages 491-533.
• Christopher R. Bollinger, 2010, "misclassification in binary variables," The New Palgrave Dictionary of Economics, Palgrave Macmillan, in: Steven N. Durlauf & Lawrence E. Blume.
• Luis García Núñez, 2010, "Econometría de evaluación de impacto," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2010-283.
• Luis García Núñez, 2010, "The impact of student loans on educational attainment: the case of a program at the pontifical catholic university of Peru," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2010-287.
• Kyungchul Song, 2010, "Robust Estimation of Some Nonregular Parameters," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-020, Jun.
• Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2010, "On rank estimation in semidefinite matrices," CEF.UP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 1002, Feb.
• Nigmatullin, Raul R. & Omay, Tolga & Baleanu, Dumitru, 2010, "On fractional filtering versus conventional filtering in economics," MPRA Paper, University Library of Munich, Germany, number 111643, Apr.
• Todd, Prono, 2010, "Simple GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper, University Library of Munich, Germany, number 20034, Jan.
• Alghalith, Moawia, 2010, "New methods of estimating stochastic volatility and the stock return," MPRA Paper, University Library of Munich, Germany, number 20303, Jan.
• Bag, Pinaki, 2010, "Exposure at Default Model for Contingent Credit Line," MPRA Paper, University Library of Munich, Germany, number 20387, Apr.
• Saba, Irum & Alsayyed, Nidal, 2010, "Economic Pricing Mechanisms for Islamic Financial Instruments: Ijarah Model," MPRA Paper, University Library of Munich, Germany, number 20685, Feb.
• Bušs, Ginters, 2010, "Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia," MPRA Paper, University Library of Munich, Germany, number 20688, Feb.
• Francq, Christian & Zakoian, Jean-Michel, 2010, "QML estimation of a class of multivariate GARCH models without moment conditions on the observed process," MPRA Paper, University Library of Munich, Germany, number 20779, Feb.
• Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe, 2010, "Markov-switching Asset Allocation: Do Profitable Strategies Exist?," MPRA Paper, University Library of Munich, Germany, number 21154, Jan.
• Payandeh Najafabadi, Amir T., 2010, "A new approach to the credibility formula," MPRA Paper, University Library of Munich, Germany, number 21587, revised 0020.
• Kontek, Krzysztof, 2010, "Mean, Median or Mode? A Striking Conclusion From Lottery Experiments," MPRA Paper, University Library of Munich, Germany, number 21758, Mar.
• González-Val, Rafael & Ramos, Arturo & Sanz-Gracia, Fernando, 2010, "On the best functions to describe city size distributions," MPRA Paper, University Library of Munich, Germany, number 21921, Apr.