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

• Zisimos Koustas & Jean-Francois Lamarche, 2010, "Estimation of a nonlinear Taylor rule using real-time U.S. data," Working Papers, Brock University, Department of Economics, number 1005, Jul.
• Alassane DRABO, 2010, "Impact of Income Inequality on Health: Does Environment Quality Matter?," Working Papers, CERDI, number 201006, Jan.
• Marie-Luce Ghib & Marielle Berriet-Solliec, 2010, "From small farming to rural, non-agricultural work in Romania: an evaluation on 3 measures of the rural development programme," INRA UMR CESAER Working Papers, INRA UMR CESAER, Centre d'’Economie et Sociologie appliquées à l'’Agriculture et aux Espaces Ruraux, number 2010/7, Sep.
• Degui Li & Oliver Linton & Zudi Lu, 2010, "Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 549, Aug.
• Oliver Linton & Sorawoot Srisuma, 2010, "Semiparametric Estimation of Markov Decision Processeswith Continuous State Space," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 550, Aug.
• Andrey Launov & Klaus Wälde, 2010, "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," CESifo Working Paper Series, CESifo, number 3069.
• Frederick Van der Ploeg, 2010, "Natural Resources: Curse or Blessing?," CESifo Working Paper Series, CESifo, number 3125.
• Helena Holmlund & Mikael Lindahl & Erik Plug, 2010, "The Causal Effect of Parents' Schooling on Children's Schooling - A Comparison of Estimation Methods," CESifo Working Paper Series, CESifo, number 3234.
• Pedro Damião de Sousa Henriques & Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2010, "Fractional regression models for second stage DEA efficiency analyses," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2010_01.
• Luís Alberto Godinho Coelho & Andreia Teixeira Marques Dionísio & Cesaltina Maria Pacheco Pires, 2010, "GME versus OLS - Which is the best to estimate utility functions?," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2010_02.
• Marc S. PAOLELLA, 2010, "ALRIGHT: Asymmetric LaRge-Scale(I)GARCH with Hetero-Tails," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-27, Jun, revised Jun 2010.
• Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle, 2010, "The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment," Working Papers, CEPII research center, number 2010-11, Jul.
• Russell Davidson, 2010, "Innis Lecture: Inference on income distributions," Canadian Journal of Economics, Canadian Economics Association, volume 43, issue 4, pages 1122-1148, November, DOI: 10.1111/j.1540-5982.2010.01608.x.
• Agostino Tarsitano & Marianna Falcone, 2010, "Missing-Values Adjustment For Mixed-Type Data," Working Papers, Università della Calabria, Dipartimento di Economia, Statistica e Finanza "Giovanni Anania" - DESF, number 201015, Aug.
• Joao A. Bastos & Jorge Caiado, 2010, "The structure of international stock market returns," CEMAPRE Working Papers, Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon, number 1002, Jul.
• Francisco Peñaranda & Enrique Sentana, 2010, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," Working Papers, CEMFI, number wp2010_1004, Jul.
• Yalila Aljure Jiménez & Jorge Andrés Gallego, 2010, "Desigualdad y leyes de potencia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jhonatan P�rez Villalobos & Juan Carlos Mendoza de Guti�rrez de Pi�eres, 2010, "Efecto d�a en el mercado accionario Colombiano: Una aproximaci�n no param�trica," Borradores de Economia, Banco de la Republica, number 6700, Feb.
• Jean Pietro Bonaldi, 2010, "Identification problems in the solution of linearized DSGE models," Borradores de Economia, Banco de la Republica, number 6859, Mar.
• Luis Fernando Melo Velandia & Jos� Fernando Moreno Guti�rrez, 2010, "Actualizaci�n de la descomposici�n del BEI cuando se dispone de nueva informaci�n," Borradores de Economia, Banco de la Republica, number 7333, Aug.
• Eliana Gonz�lez & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2010, "Estimations of the natural rate of interest in Colombia," Borradores de Economia, Banco de la Republica, number 7667, Nov.
• Clara Lia Machado & Carlos Le�n & Miguel Sarmiento & Orlando Chipatecua, 2010, "Riesgo Sist�mico y Estabilidad del Sistema de Pagos de Alto Valor en Colombia: An�lisis bajo Topolog�a de Redes y Simulaci�n de Pagos," Borradores de Economia, Banco de la Republica, number 7669, Nov.
• Ana Mar�a Iregui B. & Ligia Alba Melo B. & Mar�a Teresa Ram�rez, 2010, "Wage differentials across economic sectors in the Colombian formal labour market: evidence from a survey of firms," Borradores de Economia, Banco de la Republica, number 7736, Dec.
• Yeinni Andrea Patino Moya & Gustavo Adolfo G�mez Fl�rez & Emma Osorio Medina, 2010, "Evaluación del desempeno del sector de distribución de electricidad en Colombia: una aplicación del análisis de frontera estocástica," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 28, issue 62, pages 70-123, DOI: 10.32468/Espe.6202.
• Nancy Aireth Daza Báez & Catalina Franco Buitrago, 2010, "Ingresos en el Sistema de Identificación de Potenciales Beneficiarios de Programas Sociales (Sisbén): Tres Metodologías de Imputación," Archivos de Economía, Departamento Nacional de Planeación, number 6451, Jan.
• Enrique Cusba & Iv�n Ram�rez & Wilson Mayorga, 2010, "Determinantes de las decisiones colectivas al interior de los hogares colombianos," Archivos de Economía, Departamento Nacional de Planeación, number 7309, Aug.
• Liliana María Rodríguez Casas, 2010, "Gasto social y ayuda internacional en posconflicto1974-2007," Archivos de Economía, Departamento Nacional de Planeación, number 7310, Aug.
• Luis Eduardo Sandoval & Deissy Mart�nez Bar�n, 2010, "Presencia de Conflicto Armado Interno y su efecto en la Inversión Extranjera Directa: Tendencia Mundial y Perspectivas para Colombia (2001-2007)," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada.
• Luis Alejandro Lee P & Ang�lica Mar�a Quiroga E., 2010, "Descomposición histórica de choques del tipo de cambio real en Colombia: un enfoque DSGE," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-41.
• Alejandro Gaviria Jaramillo & Santiago T�llez Alzate, 2010, "Expectativas de inflación en Colombia," Vniversitas Económica, Universidad Javeriana - Bogotá, volume 0, issue 0, pages 1-17.
• Mariana Gutiérrez Bernal & Susana Yepes Bernal, 2010, "América Latina y Asia del Este: una mirada al papel de los choques externos," Revista Ecos de Economía, Universidad EAFIT.
• Andrés Mauricio Mora & Daniela Fleisman & Angélica Montoya & Nicolás Acevedo, 2010, "Generalidades de los ADRS: Un estudio de caso sectorial para empresas de Colombia, México, Brasil y Chile," Revista Ecos de Economía, Universidad EAFIT.
• DHAENE, Geert & JOCHMANS, Koen, 2010, "Split-panel jackknife estimation of fixed-effect models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010003, Jan.
• Giannone, Domenico & Lenza, Michele & Onorante, Luca & Momferatou, Daphne, 2010, "Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 7746, Mar.
• Salanié, Bernard & Galichon, Alfred, 2010, "Matching with Trade-offs: Revealed Preferences over Competing Characteristics," CEPR Discussion Papers, Centre for Economic Policy Research, number 7858, Jun.
• Booth, Alison & Le, Huong Thu, 2010, "Inequality in Vietnamese Urban-Rural Living Standards, 1993-2006," CEPR Discussion Papers, Centre for Economic Policy Research, number 7918, Jul.
• Sørensen, Bent E & Ozer-Balli, Hatice, 2010, "Interaction Effects in Econometrics," CEPR Discussion Papers, Centre for Economic Policy Research, number 7929, Jul.
• Sentana, Enrique & Peñaranda, Francisco, 2010, "A Unifying Approach to the Empirical Evaluation of Asset Pricing Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 7943, Aug.
• Dubois, Pierre & Villas-Boas, Sofia Berto & Bonnet, Céline, 2010, "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," CEPR Discussion Papers, Centre for Economic Policy Research, number 8004, Sep.
• Padula, Mario & Battistin, Erich, 2010, "Survey Instruments and the Reports of Consumption Expenditures: Evidence from the Consumer Expenditure Surveys," CEPR Discussion Papers, Centre for Economic Policy Research, number 8051, Oct.
• Artem Prokhorov, 2010, "Second Order Bias of Quasi-MLE for Covariance Structure Models," Working Papers, Concordia University, Department of Economics, number 10001, Jan.
• Wanling Huang & Artem Prokhorov, 2010, "A Goodness-of-fit Test for Copulas," Working Papers, Concordia University, Department of Economics, number 10002, Apr, revised Apr 2010.
• Philippe FEVRIER & Laurent LINNEMER & Michael VISSER, 2010, "Testing for Asymmetric Information in the Viager Market," Working Papers, Center for Research in Economics and Statistics, number 2010-01.
• Patrick GAGLIARDINI & Christian GOURIEROUX, 2010, "Efficiency in Large Dynamic Panel Models with Common Factor," Working Papers, Center for Research in Economics and Statistics, number 2010-05.
• Margherita Comola & Marcel Fafchamps, 2010, "Are gifts and loans between households voluntary?," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2010-20.
• Monteiro, André A., 2010, "A semiparametric state space model," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number ws103418, Sep.
• Andrey LAUNOV & Klaus WALDE, 2010, "Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2010020, May.
• Zhengyu Zhang & Pingfang Zhu, 2010, "A More Efficient Best Spatial Three-stage Least Squares Estimator for Spatial Autoregressive Models," Annals of Economics and Finance, Society for AEF, volume 11, issue 1, pages 155-184, May.
• Veraart, Almut E.D., 2010, "Inference For The Jump Part Of Quadratic Variation Of Itô Semimartingales," Econometric Theory, Cambridge University Press, volume 26, issue 2, pages 331-368, April.
• Beckert, Walter & McFadden, Daniel L., 2010, "Maximal Uniform Convergence Rates In Parametric Estimation Problems," Econometric Theory, Cambridge University Press, volume 26, issue 2, pages 469-500, April.
• Forchini, Giovanni, 2010, "The Asymptotic Distribution Of The Liml Estimator In A Partially Identified Structural Equation," Econometric Theory, Cambridge University Press, volume 26, issue 3, pages 917-930, June.
• Harri, Ardian & Brorsen, B. Wade & Muhammad, Andrew & Anderson, John D., 2010, "Estimating a Demand System with Seasonally Differenced Data," Journal of Agricultural and Applied Economics, Cambridge University Press, volume 42, issue 2, pages 321-335, May.
• Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010, "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1749.
• Xiaoxia Shi & Peter C. B. Phillips, 2010, "Nonlinear Cointegrating Regression under Weak Identification," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1768, Sep.
• Andrey Launov & Klaus Wälde, 2010, "Estimating Incentive and Welfare Effects of Non-stationary Unemployment Benefits," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 328.
• Guglielmo Maria Caporale & Luis A. Gil-Alana, 2010, "Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1006.
• Maria Nieswand & Matthias Walter, 2010, "Cost Efficiency and Subsidization in German Local Public Bus Transit," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1071.
• Subal C. Kumbhakar & Hung-Jen Wang, 2010, "Estimation of Technical Inefficiency in Production Frontier Models Using Cross-Sectional Data," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 45, issue 2, pages 7-77.
• Tim Bollerslev & Viktor Todorov, 2010, "Tails, Fears and Risk Premia," Working Papers, Duke University, Department of Economics, number 10-33.
• Tim Bollerslev & Viktor Todorov, 2010, "Estimation of Jump Tails," Working Papers, Duke University, Department of Economics, number 10-37.
• Peter Arcidiacono & Patrick J. Bayer & Jason R. Blevins & Paul Ellickson, 2010, "Estimation of Dynamic Discrete Choice Models in Continuous Time," Working Papers, Duke University, Department of Economics, number 10-49.
• Danièle Meulders & Sile Padraigin O'Dorchai, 2010, "A re-evaluation of the financial consequences of separation: Individualising concepts and definitions," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles, number 10-02.RS.
• Monojit Chatterji & Homagni Choudhury, 2010, "The Changing Inter-Industry Wage Structure of the Organised Manufacturing Sector in India, 1973-74 to 2003-04," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 244, Oct.
• Monojit Chatterji & Homagni Choudhury, 2010, "Growth Rate Estimation in the presence of Unit Roots," Dundee Discussion Papers in Economics, Economic Studies, University of Dundee, number 245, Oct.
• Domenico Giannone & Michèle Lenza & Daphné Momferatu & Luca Onorante, 2010, "Short-term inflation projections: a Bayesian vector autoregressive approach," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number ECARES 2010-011, Mar.
• Viktor Winschel & Markus Kr‰tzig, 2010, "Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality," Econometrica, Econometric Society, volume 78, issue 2, pages 803-821, March.
• Maurice J. G. Bun & Frank Windmeijer, 2010, "The weak instrument problem of the system GMM estimator in dynamic panel data models," Econometrics Journal, Royal Economic Society, volume 13, issue 1, pages 95-126, February.
• Chatterji, Monojit & Choudhury, Homagni, 2010, "The Changing Inter-Industry Wage Structure of the Organised Manufacturing Sector in India, 1973-74 to 2003-04," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-89.
• Chatterji, Monojit & Choudhury, Homagni, 2010, "Growth Rate Estimation in the presence of Unit Roots," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2010-92.
• Audrino, Francesco & Corsi, Fulvio, 2010, "Modeling tick-by-tick realized correlations," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2372-2382, November.
• Ramalho, Esmeralda A. & Ramalho, Joaquim J.S., 2010, "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 4, pages 987-1001, April.
• Scheufele, Rolf, 2010, "Evaluating the German (New Keynesian) Phillips curve," The North American Journal of Economics and Finance, Elsevier, volume 21, issue 2, pages 145-164, August.
• Christiansen, Charlotte, 2010, "Mean reversion in US and international short rates," The North American Journal of Economics and Finance, Elsevier, volume 21, issue 3, pages 286-296, December.
• Kapetanios, George & Marcellino, Massimiliano, 2010, "Cross-sectional averaging and instrumental variable estimation with many weak instruments," Economics Letters, Elsevier, volume 108, issue 1, pages 36-39, July.
• Amengual, Dante & Sentana, Enrique, 2010, "A comparison of mean-variance efficiency tests," Journal of Econometrics, Elsevier, volume 154, issue 1, pages 16-34, January.
• Trapani, Lorenzo & Urga, Giovanni, 2010, "Micro versus macro cointegration in heterogeneous panels," Journal of Econometrics, Elsevier, volume 155, issue 1, pages 1-18, March.
• Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2010, "Nonlinearity and temporal dependence," Journal of Econometrics, Elsevier, volume 155, issue 2, pages 155-169, April.
• Kristensen, Dennis, 2010, "Pseudo-maximum likelihood estimation in two classes of semiparametric diffusion models," Journal of Econometrics, Elsevier, volume 156, issue 2, pages 239-259, June.
• Jacho-Chávez, David & Lewbel, Arthur & Linton, Oliver, 2010, "Identification and nonparametric estimation of a transformed additively separable model," Journal of Econometrics, Elsevier, volume 156, issue 2, pages 392-407, June.
• Todorov, Viktor & Bollerslev, Tim, 2010, "Jumps and betas: A new framework for disentangling and estimating systematic risks," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 220-235, August.
• Wang, Hung-Jen & Ho, Chia-Wen, 2010, "Estimating fixed-effect panel stochastic frontier models by model transformation," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 286-296, August.
• Zhu, Dongming & Galbraith, John W., 2010, "A generalized asymmetric Student-t distribution with application to financial econometrics," Journal of Econometrics, Elsevier, volume 157, issue 2, pages 297-305, August.
• Francq, Christian & Zakoïan, Jean-Michel, 2010, "Inconsistency of the MLE and inference based on weighted LS for LARCH models," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 151-165, November.
• Bikbov, Ruslan & Chernov, Mikhail, 2010, "No-arbitrage macroeconomic determinants of the yield curve," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 166-182, November.
• Hafner, Christian M. & Linton, Oliver, 2010, "Efficient estimation of a multivariate multiplicative volatility model," Journal of Econometrics, Elsevier, volume 159, issue 1, pages 55-73, November.
• Ichimura, Hidehiko & Lee, Sokbae, 2010, "Characterization of the asymptotic distribution of semiparametric M-estimators," Journal of Econometrics, Elsevier, volume 159, issue 2, pages 252-266, December.
• Frahm, Gabriel & Memmel, Christoph, 2010, "Dominating estimators for minimum-variance portfolios," Journal of Econometrics, Elsevier, volume 159, issue 2, pages 289-302, December.
• Brissimis, Sophocles N. & Delis, Manthos D. & Tsionas, Efthymios G., 2010, "Technical and allocative efficiency in European banking," European Journal of Operational Research, Elsevier, volume 204, issue 1, pages 153-163, July.
• Payandeh Najafabadi, Amir T., 2010, "A new approach to the credibility formula," Insurance: Mathematics and Economics, Elsevier, volume 46, issue 2, pages 334-338, April.

2009

• Theis Lange, 2009, "First and second order non-linear cointegration models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-04, Feb.
• Anders Tolver Jensen & Theis Lange, 2009, "On IGARCH and convergence of the QMLE for misspecified GARCH models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-06, Feb.
• Dennis Kristensen & Andrew Ang, 2009, "Testing Conditional Factor Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-09, Mar.
• Ole E. Barndorff-Nielsen & Almut E. D. Veraart, 2009, "Stochastic volatility of volatility in continuous time," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-25, Jul.
• Tim Bollerslev & Viktor Todorov, 2009, "Tails, Fears and Risk Premia," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-26, Jun.
• Eduardo Rossi & Paolo Santucci de Magistris, 2009, "A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-31, Jul.
• Dennis Kristensen, 2009, "Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-41, Sep.
• Dennis Kristensen, 2009, "Semiparametric Modelling and Estimation: A Selective Overview," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-44, Sep.
• Mark Podolskij & Mathias Vetter, 2009, "Understanding limit theorems for semimartingales: a short survey," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-47, Oct.
• Isabel Casas & Irene Gijbels, 2009, "Unstable volatility functions: the break preserving local linear estimator," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-48, Oct.
• Tue Gørgens & Christopher L. Skeels & Allan H. Würtz, 2009, "Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-51, Oct.
• Christian M. Dahl & Emma M. Iglesias, 2009, "Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-59, Oct.
• Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2009, "Limit theorems for functionals of higher order differences of Brownian semi-stationary processes," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2009-60, Dec.
• Jiti Gao & Degui Li & Dag Tjostheim, 2009, "Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series," Adelaide Economics Working Papers, Adelaide University, School of Economics, number 2009-26.
• Brown, Zachary S. & Bellemare, Marc F., , "The Structural Estimation of Principal-Agent Models by Least Squares: Evidence from Land Tenancy in Madagascar," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49368, DOI: 10.22004/ag.econ.49368.
• Goetz, Christian & Heckelei, Thomas, 2009, "The determinants of bilateral World Trade Organization disputes in the agro-food sector," 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin, Agricultural and Applied Economics Association, number 49461, DOI: 10.22004/ag.econ.49461.
• Verdolini, Elena & Galeotti, Marzio, 2009, "At Home and Abroad: An Empirical Analysis of Innovation and Diffusion in Energy-Efficient Technologies," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 56216, DOI: 10.22004/ag.econ.56216.
• Galdo, Jose & Jaramillo, Miguel & Montalva, Veronica, 2009, "Pobreza e impactos heterogeneos de las politicas activas del empleo juvenil: el caso de PROJOVEN en el Peru," Working Papers, Group for the Analysis of Development (GRADE), number 55934, Dec, DOI: 10.22004/ag.econ.55934.
• Wang, Jintian & Gao, Feng & Wang, Xuezhen, 2009, "Estimation of Agricultural Total Factor Productivity in China: A Panel Cointegration Approach," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 50927, DOI: 10.22004/ag.econ.50927.
• Uaiene, Rafael N. & Arndt, Channing, 2009, "Farm Household Efficiency In Mozambique," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51438, DOI: 10.22004/ag.econ.51438.
• Houssou, Nazaire & Zeller, Manfred, 2009, "Operational Models for Improving the Targeting Efficiency of Agricultural and Development Policies: A systematic comparison of different estimation methods using out-of-sample tests," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51454, DOI: 10.22004/ag.econ.51454.
• Diagne, Aliou & Sogbossi, Marie-Josee & Simtowe, Franklin & Diawara, Sekou & Diallo, Abdoulaye Sadio & Barry, Alpha Bacar, 2009, "Estimation of Actual and potential adoption rates and determinants of a new technology not universally known in the population: The case of NERICA rice varieties in Guinea," 2009 Conference, August 16-22, 2009, Beijing, China, International Association of Agricultural Economists, number 51644, DOI: 10.22004/ag.econ.51644.
• Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia Berto, , "Empirical evidence on the role of non linear wholesale pricing and vertical restraints on cost pass-through," CUDARE Working Papers, University of California, Berkeley, Department of Agricultural and Resource Economics, number 120534, DOI: 10.22004/ag.econ.120534.
• Houssou, Nazaire & Zeller, Manfred, 2009, "Targeting the poor and smallholder farmers: empirical evidence from Malawi," Research in Development Economics and Policy (Discussion Paper Series), Universitaet Hohenheim, Department of Agricultural Economics and Social Sciences in the Tropics and Subtropics, number 57988, DOI: 10.22004/ag.econ.57988.
• Demeke, Abera Birhanu & Zeller, Manfred, 2009, "Using panel data to estimate the effect of rainfall shocks on smallholders food security and vulnerability in rural Ethiopia," Research in Development Economics and Policy (Discussion Paper Series), Universitaet Hohenheim, Department of Agricultural Economics and Social Sciences in the Tropics and Subtropics, number 57994, DOI: 10.22004/ag.econ.57994.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean S., 2009, "Adaptive Experimental Design Using the Propensity Score," Center Discussion Papers, Yale University, Economic Growth Center, number 47107, Jan, DOI: 10.22004/ag.econ.47107.
• Michael Creel & Dennis Kristensen, 2009, "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 792.09, Nov.
• Michael Creel & Dennis Kristensen, 2009, "SNM Guide," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 793.09, Nov.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009, "Intersection Bounds: estimation and inference," CeMMAP working papers, Institute for Fiscal Studies, number 19/09, Jul, DOI: 10.1920/wp.cem.2009.1909.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009, "Structural Inflation Models with Real Wage Rigidities: The Case of Canada," Staff Working Papers, Bank of Canada, number 09-21, DOI: 10.34989/swp-2009-21.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2009, "Assessing Indexation-Based Calvo Inflation Models," Staff Working Papers, Bank of Canada, number 09-7, DOI: 10.34989/swp-2009-7.
• Hasan Sahin & Ismail H. Genç, 2009, "An Empirical Analysis of Short Term Interest Rate Models for Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 107-119.
• Davide Fiaschi & Marzia Romanelli, 2009, "Nonlinear dynamics in welfare and the evolution of world inequality," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 724, Oct.
• Boldea, Otilia & Magnus, Jan R., 2009, "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," Journal of the American Statistical Association, American Statistical Association, volume 104, issue 488, pages 1539-1549.
• Gustafsson, J. & Hagmann, M. & Nielsen, J. P. & Scaillet, O., 2009, "Local Transformation Kernel Density Estimation of Loss Distributions," Journal of Business & Economic Statistics, American Statistical Association, volume 27, issue 2, pages 161-175.
• Karim Barhoumi & Olivier Darn & Laurent Ferrara, 2009, "Are disaggregate data useful for factor analysis in forecasting French GDP?," Working papers, Banque de France, number 232.
• Guillaume Horny., 2009, "Inference in Mixed Proportional Hazard Models with K Random Effects," Working papers, Banque de France, number 248.
• Oğuz Atuk & Mustafa Utku Özmen, 2009, "Design and evaluation of core inflation measures for Turkey," IFC Working Papers, Bank for International Settlements, number 3, Mar.
• Hristos Doucouliagos & T. D. Stanley, 2009, "Publication Selection Bias in Minimum‐Wage Research? A Meta‐Regression Analysis," British Journal of Industrial Relations, London School of Economics, volume 47, issue 2, pages 406-428, June, DOI: 10.1111/j.1467-8543.2009.00723.x.
• Orazio P. Attanasio & Laura Blow & Robert Hamilton & Andrew Leicester, 2009, "Booms and Busts: Consumption, House Prices and Expectations," Economica, London School of Economics and Political Science, volume 76, issue 301, pages 20-50, February, DOI: 10.1111/j.1468-0335.2008.00708.x.
• Helmut Rainer & Thomas Siedler, 2009, "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labour Market Outcomes," Economica, London School of Economics and Political Science, volume 76, issue 303, pages 528-556, July, DOI: 10.1111/j.1468-0335.2008.00696.x.
• Francesco Audrino & Peter Bühlmann, 2009, "Splines for financial volatility," Journal of the Royal Statistical Society Series B, Royal Statistical Society, volume 71, issue 3, pages 655-670, June, DOI: 10.1111/j.1467-9868.2009.00696.x.
• Siem Jan Koopman & Kai Ming Lee, 2009, "Seasonality with trend and cycle interactions in unobserved components models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 58, issue 4, pages 427-448, September, DOI: 10.1111/j.1467-9876.2009.00661.x.
• Christian Francq & Jean‐Michel Zakoïan, 2009, "Bartlett's formula for a general class of nonlinear processes," Journal of Time Series Analysis, Wiley Blackwell, volume 30, issue 4, pages 449-465, July, DOI: 10.1111/j.1467-9892.2009.00623.x.
• Wiji Arulampalam & Mark B. Stewart, 2009, "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 71, issue 5, pages 659-681, October, DOI: 10.1111/j.1468-0084.2009.00554.x.
• Zhijie Xiao & Roger Koenker, 2009, "Conditional Quantile Estimation for GARCH Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 725, Mar.
• Eduardo F. L. de Melo & Beatriz Vaz de Melo Mendes, 2009, "Local Estimation of Copula Based Value-at-Risk," Brazilian Review of Finance, Brazilian Society of Finance, volume 7, issue 1, pages 29-50.
• Paul Clarke & Frank Windmeijer, 2009, "Instrumental Variable Estimators for Binary Outcomes," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 09/209, Jan.
• Rebecca Allen & Simon Burgess & Frank Windmeijer, 2009, "More Reliable Inference for Segregation Indices," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 09/216, Apr.
• Paul Clarke & Frank Windmeijer, 2009, "Identification of Causal Effects on Binary Outcomes Using Structural Mean Models," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 09/217, Jun.
• Zisimos Koustas & Jean-Francois Lamarche, 2009, "Instrumental variable estimation of a nonlinear Taylor rule," Working Papers, Brock University, Department of Economics, number 0909, Dec, revised Jul 2010.
• Bart Capéau & Jozef Pacolet, 2009, "The welfare of poorer older people in Belgium and the Netherlands :An application of quantile regression," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 52, issue 1, pages 5-33.
• Charbel Macdissi & Jean-François Verne, 2009, "Un essai d'estimation de la production potentielle au Liban," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 52, issue 2, pages 143-159.
• Renaud Legal, 2009, "L'influence de l'offre de soins et du niveau des primes sur la demande d'assurance complémentaire santé en France," Revue économique, Presses de Sciences-Po, volume 60, issue 2, pages 441-453.
• Michela Bia & Roberto Leombruni & Pierre-Jean Messe, 2009, "Young in-Old out: a new evaluation based on Generalized Propensity Score," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 93.
• Li, GuangJie, 2009, "Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/5, Mar.
• Li, GuangJie & Leon-Gonzalez, Roberto, 2009, "A Correction Function Approach to Solve the Incidental Parameter Problem," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2009/6, Mar.
• Celine, Bonnet & Dubois, Pierre & Villas-Boas, Sofia B., 2009, "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt5nq6h34n, Jul.
• J. M. C. Santos Silva & Silvana Tenreyro, 2009, "On the Existence of the Maximum Likelihood Estimates for Poisson Regression," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0932, May.
• J. M. C. Santos Silva & Silvana Tenreyro, 2009, "Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0933, May.
• J. M. C. Santos Silva & Silvana Tenreyro, 2009, "Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0935, Jun.
• Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009, "Nonparametric Estimation of a Polarization Measure," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 534, Jun.
• Xiaohong Chen & David T. Jacho-Chávez & Oliver Linton, 2009, "An Alternative Way of ComputingEfficient Instrumental VariableEstimators," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 536, Jun.
• Wolfgang Härdle & Oliver Linton & Yingcun Xia, 2009, "Optimal Smoothing for a Computationallyand StatisticallyEfficient Single Index Estimator," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 537, Jul.
• Christian M. Hafner & Oliver Linton, 2009, "Efficient Estimation of a Multivariate Multiplicative Volatility Model," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 541, Oct.
• Walter Kraemer, 2008, "Long Memory with Markov-Switching GARCH," CESifo Working Paper Series, CESifo, number 2225.
• Harald Badinger & Peter Egger, 2009, "Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models," CESifo Working Paper Series, CESifo, number 2556.
• Gerd Ronning & Hans Schneeweiss, 2009, "Panel Regression with Random Noise," CESifo Working Paper Series, CESifo, number 2608.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2009, "Alternative estimating and testing empirical strategies for fractional regression models," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_08.
• Esmeralda de Jesus Ratinho Lopes Arranhado Ramalho & Joaquim José dos Santos Ramalho, 2009, "Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models," CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal), number 2009_10.
• Dongming Zhu & John W. Galbraith, 2009, "A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics," CIRANO Working Papers, CIRANO, number 2009s-13, Apr.
• Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009, "Nonlinearity and Temporal Dependence," CIRANO Working Papers, CIRANO, number 2009s-17, May.
• Gabriele Fiorentini & Enrique Sentana, 2009, "Dynamic Specification Tests for Static Factor Models," Working Papers, CEMFI, number wp2009_0912, Dec.
• Eliana Gonz�lez & Luis F. Melo & Viviana Monroy & Brayan Rojas, 2009, "A Dynamic Factor Model For The Colombian Inflation," Borradores de Economia, Banco de la Republica, number 5273, Feb.
• Andr�s Felipe Garc�a Suaza & Jos� Eduardo G�mez G�nzalez, 2009, "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Borradores de Economia, Banco de la Republica, number 5294, Feb.
• Enrique L�pez Enciso & Andr�s Salamanca Lugo, 2009, "El efecto riqueza de la vivienda en Colombia," Borradores de Economia, Banco de la Republica, number 5301, Feb.
• Ignacio Lozano Espitia & Karen Rodr�guez, 2009, "Assessing the Macroeconomic Effects of Fiscal," Borradores de Economia, Banco de la Republica, number 5386, Mar.
• Alejandro Reveiz & Carlos Le�n & Freddy H. Castro & Gabriel Piraquive, 2009, "Modelo de simulaci�n del valor de la pensi�n de un trabajador en Colombia," Borradores de Economia, Banco de la Republica, number 5387, Mar.
• Carlos Esteban Posada & Jorge Andr�s Tamayo C., 2009, "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia, Banco de la Republica, number 5388, Mar.
• Juan David Prada Sarmiento & Luis Eduardo Rojas Due�as, 2009, "La elasticidad de Frisch y la transmisi�n de la pol�tica monetaria en Colombia," Borradores de Economia, Banco de la Republica, number 5404, Mar.
• Jos� Eduardo G�mez G�nzlaez & Jorge Mario Uribe Gil & Hern�n Pi�eros Gordo, 2009, "Determinantes de la Rentabilidad de los Bancos en Colombia: �Importa la Tasa de Cambio?," Borradores de Economia, Banco de la Republica, number 5405, Mar.
• Lavan Mahadeva & Javier G�mez Pineda, 2009, "The international cycle and Colombian monetary policy," Borradores de Economia, Banco de la Republica, number 5406, Apr.
• Hernando Vargas & Andr�s Gonz�lez & Eliana Gonz�lez & Jose Vicente Romero, 2009, "Assessing Inflationary Pressures in Colombia," Borradores de Economia, Banco de la Republica, number 5473, Apr.
• Andr�s Gonz�lez G�mez & Lavan Mahadeva & Diego Rodr�guez & Luis Eduardo Rojas, 2009, "Monetary Policy Forecasting In A Dsge Model With Data That Is Uncertain, Unbalanced And About The Future," Borradores de Economia, Banco de la Republica, number 5480, Apr.
• Jos� Eduardo G�mez-Gonz�lez & In�s Paola Orozco Hinojosa, 2009, "Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia," Borradores de Economia, Banco de la Republica, number 5507, Apr.
• Juan Jos� Echavarr�a & Diego V�squez & Mauricio Villamizar, 2009, "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia, Banco de la Republica, number 5509, Apr.
• Jos� Eduardo G�mez Gonz�lez & Carlos Eduardo Le�n Rinc�n & Karen Julieth Leiton Rodr�guez, 2009, "Does the Use of Foreign Currency Derivatives Affect Colombian Firms� Market Value?," Borradores de Economia, Banco de la Republica, number 5514, May.
• Luis Eduardo Arango Thomas & M�nica Alexandra G�mez & Carlos Esteban Posada, 2009, "La demanda de trabajo formal en Colombia: determinantes e implicaciones de pol�tica," Borradores de Economia, Banco de la Republica, number 5518, May.