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

2010

• 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.
• Atak, Alev & Linton, Oliver B. & Xiao, Zhijie, 2010, "A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom," MPRA Paper, University Library of Munich, Germany, number 22079, Mar.
• Francq, Christian & Zakoian, Jean-Michel, 2010, "Optimal predictions of powers of conditionally heteroskedastic processes," MPRA Paper, University Library of Munich, Germany, number 22155, Apr.
• Kontek, Krzysztof, 2010, "Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments," MPRA Paper, University Library of Munich, Germany, number 22268, Apr.
• Kontek, Krzysztof, 2010, "Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments," MPRA Paper, University Library of Munich, Germany, number 22378, Apr.
• Kolesnikova, Irina, 2010, "State Aid for Industrial Enterprises in Belarus: Remedy or Poison?," MPRA Paper, University Library of Munich, Germany, number 22403, Jan.
• Francq, Christian & Zakoian, Jean-Michel, 2010, "Strict stationarity testing and estimation of explosive ARCH models," MPRA Paper, University Library of Munich, Germany, number 22414, Apr.
• Fiorillo, Damiano, 2010, "Volunteers and conditions under which crowd-out effect could appear. An empirical evidence of psychological self-determination theory," MPRA Paper, University Library of Munich, Germany, number 22878, May.
• Kontek, Krzysztof, 2010, "Multi-Outcome Lotteries: Prospect Theory vs. Relative Utility," MPRA Paper, University Library of Munich, Germany, number 22947, May.
• Carl-Johan, Dalgaard & Henrik, Hansen, 2010, "Evaluating Aid Effectiveness in the Aggregate: A critical assessment of the evidence," MPRA Paper, University Library of Munich, Germany, number 23026, Jan.
• Mynbaev, Kairat, 2010, "Companion for “Statistics for Business and Economics” by Paul Newbold, William L. Carlson and Betty Thorne," MPRA Paper, University Library of Munich, Germany, number 23069, Jun.
• Boldea, Otilia & Hall, Alastair R., 2010, "Estimation and inference in unstable nonlinear least squares models," MPRA Paper, University Library of Munich, Germany, number 23150, May.
• Wang, Yafeng & Graham, Brett, 2010, "Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information," MPRA Paper, University Library of Munich, Germany, number 23153, Jul.
• Ayesha, Nazuk & Sadia, Nadir & Javid, Shabbir, 2010, "Adjustment of the Auxiliary Variable(s) for Estimation of a Finite Population Mean," MPRA Paper, University Library of Munich, Germany, number 23243.
• Siebert, Ralph Bernd & Graevenitz, Georg von, 2010, "Licensing in the Patent Thicket - Timing and Benefits," MPRA Paper, University Library of Munich, Germany, number 24007, Jul.
• Buss, Ginters, 2010, "Seasonal decomposition with a modified Hodrick-Prescott filter," MPRA Paper, University Library of Munich, Germany, number 24133, Jul.
• Alfarano, Simone & Eva, Camacho & Josep, Domènech, 2010, "Estimation of a simple genetic algorithm applied to a laboratory experiment," MPRA Paper, University Library of Munich, Germany, number 24138, Apr.
• Tiwari, Aviral, 2010, "Is trade deficit sustainable in India? An inquiry," MPRA Paper, University Library of Munich, Germany, number 24451, Aug.
• Alfarano, Simone & Lux, Thomas, 2010, "Extreme Value Theory as a Theoretical Background for Power Law Behavior," MPRA Paper, University Library of Munich, Germany, number 24718.
• Areal, Francisco J & Balcombe, Kelvin & Tiffin, R, 2010, "Integrating spatial dependence into stochastic frontier analysis," MPRA Paper, University Library of Munich, Germany, number 24961.
• Areal, Francisco J & Tiffin, Richard & Balcombe, Kelvin, 2010, "Provision of an environmental output within a multi-output distance function approach," MPRA Paper, University Library of Munich, Germany, number 25051.
• Sarafidis, Vasilis & Yamagata, Takashi, 2010, "Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence," MPRA Paper, University Library of Munich, Germany, number 25182, Feb.
• Borak, Szymon & Misiorek, Adam & Weron, Rafal, 2010, "Models for Heavy-tailed Asset Returns," MPRA Paper, University Library of Munich, Germany, number 25494, Sep.
• Tsyplakov, Alexander, 2010, "Revealing the arcane: an introduction to the art of stochastic volatility models," MPRA Paper, University Library of Munich, Germany, number 25511, Sep.
• Nguenang, Christian & Kamgna, Sévérin yves & Tinang, Nzeusseu Jules, 2010, "Une approche Macroprudentielle du risque systémique en zone CEMAC
  [A Macro-prudential approach of systemic risk in CEMAC zone]," MPRA Paper, University Library of Munich, Germany, number 25632.
• Cadogan, Godfrey, 2010, "Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach," MPRA Paper, University Library of Munich, Germany, number 25890, Sep, revised Oct 2010.
• Ardia, David & Ospina, Juan & Giraldo, Giraldo, 2010, "Jump-Diffusion Calibration using Differential Evolution," MPRA Paper, University Library of Munich, Germany, number 26184, Oct, revised 25 Oct 2010.
• Chalabi, Yohan / Y. & Wuertz, Diethelm, 2010, "Weighted trimmed likelihood estimator for GARCH models," MPRA Paper, University Library of Munich, Germany, number 26536, Oct.
• Liu-Evans, Gareth, 2010, "An alternative approach to approximating the moments of least squares estimators," MPRA Paper, University Library of Munich, Germany, number 26550, Nov.
• Weron, Rafal & Janczura, Joanna, 2010, "Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices," MPRA Paper, University Library of Munich, Germany, number 26628, Nov.
• Madau, Fabio A., 2010, "Parametric Estimation Of Technical And Scale Efficiencies In Italian Citrus Farming," MPRA Paper, University Library of Munich, Germany, number 26818, Nov.
• González-Val, Rafael & Olmo, Jose, 2010, "A Statistical Test of City Growth: Location, Increasing Returns and Random Growth," MPRA Paper, University Library of Munich, Germany, number 27139, Dec.
• Gach, Florian & Pötscher, Benedikt M., 2010, "Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators," MPRA Paper, University Library of Munich, Germany, number 27512, Dec.
• Sun, Kai & Henderson, Daniel J. & Kumbhakar, Subal C., 2010, "Biases in approximating log production," MPRA Paper, University Library of Munich, Germany, number 27527.
• Boubacar Mainassara, Yacouba & Carbon, Michel & Francq, Christian, 2010, "Computing and estimating information matrices of weak arma models," MPRA Paper, University Library of Munich, Germany, number 27685.
• Bera, Soumitra Kumar, 2010, "Forecasting model of small scale industrial sector of West Bengal," MPRA Paper, University Library of Munich, Germany, number 28144, Nov.
• Onyenweaku, C.E & Nwachukwu, Ifeanyi N. & Opara, T.C., 2010, "Productivity Growth in Food Crop Production in Imo State, Nigeria," MPRA Paper, University Library of Munich, Germany, number 29538, Sep, revised 02 May 2010.
• Doko Tchatoka, Firmin, 2010, "Subset hypotheses testing and instrument exclusion in the linear IV regression," MPRA Paper, University Library of Munich, Germany, number 29611, Nov, revised 02 Feb 2012.
• Mereuta, Cezar & Albu, Lucian liviu & Ciuiu, Daniel, 2010, "Classification of competitiveness types using copula," MPRA Paper, University Library of Munich, Germany, number 30314, Oct, revised Nov 2010.
• Qian, Hang, 2010, "Linear regression using both temporally aggregated and temporally disaggregated data: Revisited," MPRA Paper, University Library of Munich, Germany, number 32686, Jul.
• Trandafir, Romica & Ciuiu, Daniel & Drobot, Radu, 2010, "The utilization of copula in hidrology," MPRA Paper, University Library of Munich, Germany, number 33376, Aug, revised Oct 2010.
• White, Halbert & Kim, Tae-Hwan & Manganelli, Simone, 2010, "VAR for VaR: measuring systemic risk using multivariate regression quantiles," MPRA Paper, University Library of Munich, Germany, number 35372, Oct.
• Théoret, Raymond & Racicot, François-Éric, 2010, "Forecasting stochastic Volatility using the Kalman filter: an application to Canadian Interest Rates and Price-Earnings Ratio," MPRA Paper, University Library of Munich, Germany, number 35911, Dec.
• Cherif, Olfa & Ayadi, Mohamed, 2010, "Latent separability and price variation in the estimation of demand System," MPRA Paper, University Library of Munich, Germany, number 36491, Jun.
• Guzman, Giselle C., 2010, "An inflation expectations horserace," MPRA Paper, University Library of Munich, Germany, number 36511, Jan.
• Fan, Yanqin & Park, Sang Soo, 2010, "Confidence sets for some partially identified parameters," MPRA Paper, University Library of Munich, Germany, number 37149.
• PANDEY, KRISHAN & Tikkiwal, G.C., 2010, "Generalized class of synthetic estimators for small areas under systematic sampling scheme," MPRA Paper, University Library of Munich, Germany, number 37161, Oct.
• Pandey, Krishan & Tikkiwal, G.C., 2010, "Generalized class of composite method of estimation for crop acreage in small domain," MPRA Paper, University Library of Munich, Germany, number 37163, Nov.
• Ahmadzadeh Mashinchi, Sina, 2010, "The impact of the global economic crisis on non-oil operations of ports in Iran," MPRA Paper, University Library of Munich, Germany, number 38100.
• Marchini, Andrea & Diotallevi, Francesco, 2010, "Methods and instruments for value perceptions. The conjoint analysis applied to the wine packaging," MPRA Paper, University Library of Munich, Germany, number 40637, Sep.
• Pampanini, Rossella & Marchini, Andrea & Diotallevi, Francesco, 2010, "A quantitative analysis of olive oil market in Italy," MPRA Paper, University Library of Munich, Germany, number 40638, Sep.
• Emura, Takeshi & Katsuyama, Hitomi & Wang, Jinfang, 2010, "Assessing the Treatment Effect on the Causal Models via Parametric Approaches with Applications to the Study of English Educational Effect in Japan," MPRA Paper, University Library of Munich, Germany, number 43996, Apr.
• Rumyantsev, Mikhail I., 2010, "К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов
  [On the problem of the adequacy estimation of simulation models of the banking business processes]," MPRA Paper, University Library of Munich, Germany, number 48591, Nov.
• Kodhelaj, Mimoza & Molla, Jonida, 2010, "Foreign Direct Investments in Albanian Market as part of Global Market and Globalization," MPRA Paper, University Library of Munich, Germany, number 51657, Nov.
• Gómez, Manuel & Ventosa-Santaulària, Daniel, 2010, "Testing for a Deterministic Trend when there is Evidence of Unit-Root," MPRA Paper, University Library of Munich, Germany, number 58780.
• Chikhi, Mohamed & Diebolt, Claude, 2010, "Rare Events in the American GDP Time Series, 1790-Present: Fact or Artefact," MPRA Paper, University Library of Munich, Germany, number 76210, revised 2010.
• Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010, "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers, University of Pretoria, Department of Economics, number 201008, Mar.
• Ondřej Vojáček & Iva Pecáková, 2010, "Comparison of Discrete Choice Models for Economic Environmental Research," Prague Economic Papers, Prague University of Economics and Business, volume 2010, issue 1, pages 35-53, DOI: 10.18267/j.pep.363.
• Zuzana Iršová & Tomáš Havránek, 2010, "Measuring Bank Efficiency: A Meta-Regression Analysis," Prague Economic Papers, Prague University of Economics and Business, volume 2010, issue 4, pages 307-328, DOI: 10.18267/j.pep.379.
• Jozef Baruník & Branislav Soták, 2010, "Vplyv rôznych foriem vlastníctva na efektivitu českých a slovenských bánk: prístup analýzy stochastických hraníc
  [Influence of Different Ownership Forms on Efficiency of Czech and Slovak Banks: Stochastic Frontier Approach]," Politická ekonomie, Prague University of Economics and Business, volume 2010, issue 2, pages 207-224, DOI: 10.18267/j.polek.727.
• Rita De Siano & Marcella D'Uva, 2010, "Specialization and growth in Italy: what spatial econometric analysis tells us," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 1_2010, Jan.
• Miroslav Klúcik & Jana Juriová, 2010, "Slowdown or Recession? Forecasts Based on Composite Leading Indicator," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 2, issue 1, pages 17-36, January.
• Byeong U. Park & Leopold Simar & Valentin Zelenyuk, 2010, "Local Maximum Likelihood Techniques with Categorical Data," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP142010, Dec.
• Alfonso Miranda & Sophia Rabe-Hesketh, 2010, "Missing ordinal covariates with informative selection," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 10-16, Jul.
• Madior Fall & Laurent Piet & Muriel Roger, 2010, "Trends in the French commercial farm population," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, volume 91, issue 3, pages 279-295.
• Sandrine Dury & Véronique meuriot, 2010, "Do urban African dwellers pay a premium for food quality and, if so, how much? An investigation of the Malian fonio grain market," Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement, INRA Department of Economics, volume 91, issue 4, pages 417-433.
• Madior Fall & Laurent Piet & Muriel Roger, 2010, "Trends in the French commercial farm population," Working Papers SMART, INRAE UMR SMART, number 10-04.
• Carol Alexander & Andreas Kaeck, 2010, "Does model fit matter for hedging? Evidence from FTSE 100 options," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2010-05, Jun.
• Paul Ellickson & Patrick Bayer & Jason Blevins & Peter Arcidiacono, 2010, "Estimation of Dynamic Discrete Choice Models in Continuous Time," 2010 Meeting Papers, Society for Economic Dynamics, number 70.
• Christian P. Robert, 2010, "On the Relevance of the Bayesian Approach to Statistics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 2, issue 2, pages 139-152, June.
• Carlos Gamero Burón, 2010, "Satisfacción Laboral De Los Asalariados Inmigrantes," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 18, issue 3, pages 33-56, Winter.
• José Aroudo Mota & Marcel Bursztyn & José Oswaldo Cândido Jr & Feruccio Bilich & Marcelo Teixeira da Silveira, 2010, "Demanda contingente por água no Distrito Federal do Brasil," Revista Iberoamericana de Economía Ecológica, Red Iberoamericana de Economía Ecológica, volume 15, pages 31-42, Julio.
• Gabriele Fiorentini & Enrique Sentana, 2010, "Dynamic Specification Tests for Static Factor Models," Working Paper series, Rimini Centre for Economic Analysis, number 04_10, Jan.
• Nikolai Kiselev, 2010, "Minimax estimations in a method of principal components," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 19, issue 3, pages 127-139.
• Wonho Song, 2010, "Building an Early Warning System for Crude Oil Price Using Neural Network," East Asian Economic Review, Korea Institute for International Economic Policy, volume 14, issue 2, pages 79-109, DOI: 10.11644/KIEP.JEAI.2010.14.2.219.
• Mariana BĂLAN & Emilia VASILE, 2010, "The Evolution Of Romanian Demographic Phenomena In Terms Of Globalization," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 1, issue 3, pages 177-188.
• Balan, Mariana, 2010, "Exchange Market Pressure and De Facto The Evolution of Demographic Phenomena in Terms of Globalization and Environmental Changes," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 100-118, July.
• Pavelescu, Florin Marius, 2010, "An Analysis Model for the Disturbances Generated by Collinearity in the Context of the OLS Method," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 245-264, July.
• Albu, Lucian Liviu & Iorgulescu, Raluca & Stanica, Cristian, 2010, "Estimating Hidden Economy and Hidden Migration: The Case of Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 46-56, July.
• Pavelescu, Florin Marius, 2010, "Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara," Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting, number 102302, Jun.
• Gheorghe BASANU & Victor TELEASA, 2010, "Analysis Of The Coherence Of Logistic Systems From Urban Enviromnents Using The Informational Indices," Theoretical and Empirical Researches in Urban Management, Research Centre in Public Administration and Public Services, Bucharest, Romania, volume 5, issue 6(15), pages 23-39, May.
• Asghar Ali & Kevin Daly, 2010, "What Explain Credit Defaults? A Comparative Study," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 6, pages 51-65.
• Fayyaz Hussain, 2010, "Pakistan’s Exports Demand: A Disaggregated Analysis," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 6, pages 1-13.
• Erich Battistin & Mario Padula, 2010, "Survey Instruments and the Reports of Consumption Expenditures: Evidence from the Consumer Expenditure Surveys," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 259, Sep.
• Luc Savard, 2010, "Using an Almost Ideal Demand System in a Macro-Micro Modelling Context to Analyse Poverty and Inequalities," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 10-04, Feb.
• Junseok Hwang & Jorn Altmann & Ashraf Bany Mohammed, 2010, "Determinants of Participation in Global Volunteer Grids: A Cross-Country Analysis," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201040, Jan, revised Jan 2010.
• Marcel Risch & Jorn Altmann, 2010, "Capacity Planning in Economic Grid Markets," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201045, Jan, revised Jan 2010.
• Jorn Altmann & Zelalem Berhanu Bedane, 2010, "A P2P File Sharing Network Topology Formation Algorithm Based on Social Network Information," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 201049, Jan, revised Jan 2010.
• C. Croux & C. Dehon & A. Yadine, 2010, "The k-step spatial sign covariance matrix," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 4, issue 2, pages 137-150, September, DOI: 10.1007/s11634-010-0062-7.
• Martin Wagner, 2010, "Cointegration analysis with state space models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 94, issue 3, pages 273-305, September, DOI: 10.1007/s10182-010-0138-x.
• Qin Xiao & Donghyun Park, 2010, "Seoul housing prices and the role of speculation," Empirical Economics, Springer, volume 38, issue 3, pages 619-644, June, DOI: 10.1007/s00181-009-0282-x.
• Jeffrey Edwards & Frank Thames, 2010, "Growth volatility and the interaction between economic and political development," Empirical Economics, Springer, volume 39, issue 1, pages 183-201, August, DOI: 10.1007/s00181-009-0300-z.
• Chris Bloor & Troy Matheson, 2010, "Analysing shock transmission in a data-rich environment: a large BVAR for New Zealand," Empirical Economics, Springer, volume 39, issue 2, pages 537-558, October, DOI: 10.1007/s00181-009-0317-3.
• Jonas Schreyögg & Markus Grabka, 2010, "Copayments for ambulatory care in Germany: a natural experiment using a difference-in-difference approach," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 11, issue 3, pages 331-341, June, DOI: 10.1007/s10198-009-0179-9.
• Georg Mainik & Ludger Rüschendorf, 2010, "On optimal portfolio diversification with respect to extreme risks," Finance and Stochastics, Springer, volume 14, issue 4, pages 593-623, December, DOI: 10.1007/s00780-010-0122-z.
• Lan Liu & Hao Lin, 2010, "Covariance estimation: do new methods outperform old ones?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 34, issue 2, pages 187-195, April, DOI: 10.1007/s12197-009-9104-4.
• Ivar Ekeland & Alfred Galichon & Marc Henry, 2010, "Optimal transportation and the falsifiability of incompletely specified economic models," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 42, issue 2, pages 355-374, February, DOI: 10.1007/s00199-008-0432-y.
• Pablo Burriel & Jesús Fernández-Villaverde & Juan Rubio-Ramírez, 2010, "MEDEA: a DSGE model for the Spanish economy," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 1, issue 1, pages 175-243, March, DOI: 10.1007/s13209-009-0011-x.
• Jesús Fernández-Villaverde, 2010, "The econometrics of DSGE models," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 1, issue 1, pages 3-49, March, DOI: 10.1007/s13209-009-0014-7.
• Christophe Croux & Catherine Dehon, 2010, "Influence functions of the Spearman and Kendall correlation measures," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 19, issue 4, pages 497-515, November, DOI: 10.1007/s10260-010-0142-z.
• Arvid Raknerud & Øivind Skare, 2010, "Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach," Discussion Papers, Statistics Norway, Research Department, number 614, Mar.
• Kurt Brannas & A. M. M. Shahiduzzaman Quoreshi, 2010, "Integer-valued moving average modelling of the number of transactions in stocks," Applied Financial Economics, Taylor & Francis Journals, volume 20, issue 18, pages 1429-1440, DOI: 10.1080/09603107.2010.498343.
• B. Bhaskara Rao, 2010, "Deterministic and stochastic trends in the time series models: a guide for the applied economist," Applied Economics, Taylor & Francis Journals, volume 42, issue 17, pages 2193-2202, DOI: 10.1080/00036840701765494.
• Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario Maggi, 2010, "A copula-VAR-X approach for industrial production modelling and forecasting," Applied Economics, Taylor & Francis Journals, volume 42, issue 25, pages 3267-3277, DOI: 10.1080/00036840802112349.
• Florencia Lopez Boo & Lucia Madrigal & Carmen Pages, 2010, "Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country," Journal of Development Studies, Taylor & Francis Journals, volume 46, issue 9, pages 1543-1571, DOI: 10.1080/00220388.2010.492864.
• Arthur Lewbel, 2010, "Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 30, issue 1, pages 67-80, December, DOI: 10.1080/07350015.2012.643126.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2010, "The Blessing of Dimensionality in Forecasting Real House Price Growth in the Nine Census Divisions of the U.S," Journal of Housing Research, Taylor & Francis Journals, volume 19, issue 1, pages 89-109, January, DOI: 10.1080/10835547.2010.12092016.
• Anna Sarra & Mariarosaria Del Signore, 2010, "A Dynamic Origin-constrained Spatial Interaction Model Applied to Poland's Inter-provincial Migration," Spatial Economic Analysis, Taylor & Francis Journals, volume 5, issue 1, pages 29-41, DOI: 10.1080/17421770903511361.
• Vincent van den Berg & Eric Kroes & Erik T. Verhoef, 2010, "Biases in Willingness-To-Pay Measures from Multinomial Logit Estimates due to Unobserved Heterogeneity," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-014/3, Jan.
• Lennart Hoogerheide & Joern H. Block & Roy Thurik, 2010, "Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-075/3, Aug.
• Norbert Christopeit & Michael Massmann, 2010, "Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-077/4, Aug.
• Einmahl, J.H.J. & van den Akker, R., 2010, "Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-120.
• Croux, C. & Dehon, C., 2010, "Influence Functions of the Spearman and Kendall Correlation Measures," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-40.
• Cizek, P., 2010, "Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-91.
• Croux, C. & Gijbels, I. & Prosdocimi, I., 2010, "Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-104.
• Croux, C. & Dehon, C. & Yadine, A., 2010, "The K-Step Spatial Sign Covariance Matrix," Discussion Paper, Tilburg University, Center for Economic Research, number 2010-41.