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

2009

• 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.
• Diego Alonso Agudelo Rueda & Jorge Hernán Uribe E., 2009, "¿Realidad o sofisma? Poniendo a prueba el análisis técnico en las acciones colombianas," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10651, Jul.
• Jorge Alvis & William Arellano, 2009, "¿Por que los ninos abandonan la escuela? Determinantes de la desercion estudiantil en los colegios oficiales de Cartagena de Indias," Documentos de Trabajo, Universidad Tecnológica de Bolívar, number 5362, Mar.
• Jorge Barrientos Marín & David Tobón & Alderid Gutiérrez, 2009, "Producción y eficiencia estocástica: una aplicación a la industria del calzado en Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Jaime Silva González, 2009, "Estimación de la tasa de cambio real de equilibrio: aplicación a Colombia," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-35.
• Guido Gabriel González Casares & Marlon Andrés Viera Mendoza & Xavier Ordenana Rodríguez, 2009, "El destino de las remesas en Ecuador: Un análisis microeconómico sobre los factores que determinan su utilización en actividades de inversión," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-37.
• José Luis Ramos Ruiz & Raimundo Abello Llanos & Gustavo Rodríguez Albor, 2009, "Posibilidades de transformación productiva y desarrollo tecnológico del Caribe colombiano," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-40.
• Paola Roldán Vásquez & Carlos Ospino Hernández, 2009, "¿Quiénes terminan en la informalidad?: Impacto de las características y el tiempo de búsqueda," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-32.
• Manfred Grautoff & Fernando Chavarro Miranda, 2009, "Análisis del gasto militar desde la perspectiva de la economía de la defensa: El caso colombiano 1950-2006," Revista Ecos de Economía, Universidad EAFIT.
• Ignacio Velez-Pareja, 2009, "Analisis de regresion," Proyecciones Financieras y Valoración, Master Consultores, number 5671, Jun.
• Fernández-Villaverde, Jesús, 2009, "The Econometrics of DSGE Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7157, Feb.
• Rubio-Ramírez, Juan Francisco & Burriel, Pablo & Fernández-Villaverde, Jesús, 2009, "MEDEA: A DSGE Model for the Spanish Economy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7297, May.
• Hamilton, Jonathan & Graddy, Kathryn & Campbell, Rachel, 2009, "Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7344, Jun.
• Marcellino, Massimiliano & Kapetanios, George & Carriero, Andrea, 2009, "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7446, Sep.
• Warzynski, Frederic & De loecker, Jan, 2009, "Markups and Firm-level Export Status," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 7450, Sep.
• Christian FRANCQ & Lajos HORVATH & Jean-Michel ZAKOIAN, 2009, "Merits and Drawbacks of Variance Targeting in GARCH Models," Working Papers, Center for Research in Economics and Statistics, number 2009-17.
• Marc FERRACCI & Grégory JOLIVET & Gerard J van den Berg, 2009, "Treatment Evaluation in the Case of Interaction Within Markets," Working Papers, Center for Research in Economics and Statistics, number 2009-22.
• Iglesias, Emma M. & Linton, Oliver, 2009, "Estimation of tail thickness parameters from GJR-GARCH models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we094726, Jun.
• Anderson, Gordon & Oliver, Linton & Whang, Yoon-Jae, 2009, "Nonparametric estimation of a polarization measure," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we095130, Jun.
• Trenkler, Carsten, 2009, "Bootstrapping Systems Cointegration Tests With A Prior Adjustment For Deterministic Terms," Econometric Theory, Cambridge University Press, volume 25, issue 1, pages 243-269, February.
• Kruiniger, Hugo, 2009, "Gmm Estimation And Inference In Dynamic Panel Data Models With Persistent Data," Econometric Theory, Cambridge University Press, volume 25, issue 5, pages 1348-1391, October.
• Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009, "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1652R, Oct.
• Peter C.B. Phillips & Liangjun Su, 2009, "Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1702, Jun.
• Peter C.B. Phillips & Liangjun Su, 2009, "A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1704, Jun.
• Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009, "Nonparametric Estimation of a Polarization Measure," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1714, Jul.
• Rihab Bedoui & Makram Ben Dbadis, 2009, "Copulas and bivariate risk measures : an application to hedge funds," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-19.
• Rami Abdelkafi & Hatem Derbel & Ali Chkir, 2009, "Libéralisme Économique et Croissance: Le Cas de Six Pays Méditerranéens," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2009-35.
• Ismail H. GENC & Anil RUPASINGHA, 2009, "Time-series Tests of Stochastic Earnings Convergence across US Nonmetropolitan Counties, 1969-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 9, issue 2.
• Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean, 2009, "Adaptive Experimental Design Using the Propensity Score," Working Papers, Yale University, Department of Economics, number 59, Jan.
• Enrique Sentana, 2009, "The econometrics of mean-variance efficiency tests: a survey," Econometrics Journal, Royal Economic Society, volume 12, issue 3, pages 65-101, November.
• James J. Heckman & Petra E. Todd, 2009, "A note on adapting propensity score matching and selection models to choice based samples," Econometrics Journal, Royal Economic Society, volume 12, issue s1, pages 230-234, January.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2009, "Copula-based nonlinear quantile autoregression," Econometrics Journal, Royal Economic Society, volume 12, issue s1, pages 50-67, January.
• Richard, Patrick, 2009, "Modified fast double sieve bootstraps for ADF tests," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 12, pages 4490-4499, October.
• Bauwens, L. & Galli, F., 2009, "Efficient importance sampling for ML estimation of SCD models," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 1974-1992, April.
• Bouezmarni, T. & Rombouts, J.V.K., 2009, "Semiparametric multivariate density estimation for positive data using copulas," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2040-2054, April.
• Lombardi, Marco J. & Veredas, David, 2009, "Indirect estimation of elliptical stable distributions," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2309-2324, April.
• Zhu, Dongming & Zinde-Walsh, Victoria, 2009, "Properties and estimation of asymmetric exponential power distribution," Journal of Econometrics, Elsevier, volume 148, issue 1, pages 86-99, January.
• Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald, 2009, "A test of cross section dependence for a linear dynamic panel model with regressors," Journal of Econometrics, Elsevier, volume 148, issue 2, pages 149-161, February.
• Bai, Jushan & Kao, Chihwa & Ng, Serena, 2009, "Panel cointegration with global stochastic trends," Journal of Econometrics, Elsevier, volume 149, issue 1, pages 82-99, April.
• Kurozumi, Eiji & Hayakawa, Kazuhiko, 2009, "Asymptotic properties of the efficient estimators for cointegrating regression models with serially dependent errors," Journal of Econometrics, Elsevier, volume 149, issue 2, pages 118-135, April.
• Härdle, Wolfgang & Hlávka, Zdenek, 2009, "Dynamics of state price densities," Journal of Econometrics, Elsevier, volume 150, issue 1, pages 1-15, May.
• Posch, Olaf, 2009, "Structural estimation of jump-diffusion processes in macroeconomics," Journal of Econometrics, Elsevier, volume 153, issue 2, pages 196-210, December.
• Kiefer, Nicholas M., 2009, "Default estimation for low-default portfolios," Journal of Empirical Finance, Elsevier, volume 16, issue 1, pages 164-173, January.
• Ren, Yu & Shimotsu, Katsumi, 2009, "Improvement in finite sample properties of the Hansen-Jagannathan distance test," Journal of Empirical Finance, Elsevier, volume 16, issue 3, pages 483-506, June.
• Miller, J. Isaac & Ratti, Ronald A., 2009, "Crude oil and stock markets: Stability, instability, and bubbles," Energy Economics, Elsevier, volume 31, issue 4, pages 559-568, July.
• Schmidt, Rafael & Schmieder, Christian, 2009, "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Insurance: Mathematics and Economics, Elsevier, volume 44, issue 2, pages 229-244, April.
• Dahl, Christian M. & Hansen, Henrik & Smidt, John, 2009, "The cyclical component factor model," International Journal of Forecasting, Elsevier, volume 25, issue 1, pages 119-127.
• Athanasopoulos, George & Ahmed, Roman A. & Hyndman, Rob J., 2009, "Hierarchical forecasts for Australian domestic tourism," International Journal of Forecasting, Elsevier, volume 25, issue 1, pages 146-166.
• Lahiani, A. & Scaillet, O., 2009, "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," International Journal of Forecasting, Elsevier, volume 25, issue 2, pages 418-428.
• Das, Sonali & Gupta, Rangan & Kabundi, Alain, 2009, "Could we have predicted the recent downturn in the South African housing market?," Journal of Housing Economics, Elsevier, volume 18, issue 4, pages 325-335, December.
• Azomahou, Théophile & Diebolt, Claude & Mishra, Tapas, 2009, "Spatial persistence of demographic shocks and economic growth," Journal of Macroeconomics, Elsevier, volume 31, issue 1, pages 98-127, March.
• Pötscher, Benedikt M. & Leeb, Hannes, 2009, "On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding," Journal of Multivariate Analysis, Elsevier, volume 100, issue 9, pages 2065-2082, October.
• Liu, Shuangzhe & Neudecker, Heinz, 2009, "On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 8, pages 2556-2565, DOI: 10.1016/j.matcom.2008.12.008.
• Canova, Fabio & Sala, Luca, 2009, "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, volume 56, issue 4, pages 431-449, May.
• Barndorff-Nielsen, Ole E. & Corcuera, José Manuel & Podolskij, Mark, 2009, "Power variation for Gaussian processes with stationary increments," Stochastic Processes and their Applications, Elsevier, volume 119, issue 6, pages 1845-1865, June.
• Podolskij, Mark & Vetter, Mathias, 2009, "Bipower-type estimation in a noisy diffusion setting," Stochastic Processes and their Applications, Elsevier, volume 119, issue 9, pages 2803-2831, September.
• Baltagi, Badi H. & Liu, Long, 2009, "A note on the application of EC2SLS and EC3SLS estimators in panel data models," Statistics & Probability Letters, Elsevier, volume 79, issue 20, pages 2189-2192, October.
• Weshah Razzak, 2009, "On the GCC Currency Union," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_29, Feb.
• Weshah Razzak, 2009, "An Empirical Glimpse on MSEs Four MENA Countries," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_30, 09.
• Gil Lafuente, Ana María & Mauricio Ortigosa Hernández, 2009, "El valor del cliente en relaciones contractuales con estimaciones inciertas," Revista de Administración, Finanzas y Economía (Journal of Management, Finance and Economics), Tecnológico de Monterrey, Campus Ciudad de México, volume 3, issue 2, pages 91-110.
• Jinyong Hahn & Keisuke Hirano & Dean Karlan, 2009, "Adaptive Experimental Design Using the Propensity Score," Working Papers, Economic Growth Center, Yale University, number 969, Jan.
• Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae, 2009, "Nonparametric estimation of a polarization measure," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25378, Jun.
• Santos Silva, Joao & Tenreyro, Silvana, 2009, "On the existence of the maximum likelihood estimates for Poisson regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25504, May.
• Santos Silva, Joao & Tenreyro, Silvana, 2009, "Trading partners and trading volumes: implementing the Helpman-Melitz-Rubinstein model empirically," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25505, Jun.
• Santos Silva, Joao & Tenreyro, Silvana, 2009, "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25506, May.
• Yanqin Fan & Sang Soo Park, 2009, "Partial identification of the distribution of treatment effects and its confidence sets," Advances in Econometrics, Emerald Group Publishing Limited, "Nonparametric Econometric Methods", DOI: 10.1108/S0731-9053(2009)0000025004.
• Manuel Gómez Zaldivar & Oscar Manjarrez Castro & Daniel Ventosa-Santaulària, 2009, "Regresión espuria en especificaciones dinámicas," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, volume 0, issue 1, pages 1-20, May.
• FEVRIER Ph. & LINNEMER L. & VISSER M., 2009, "Testing for asymmetric information in the viager market," Working Papers ERMES, ERMES, University Paris 2, number 0909.
• Baldauf, Markus & Santos Silva, Joao M C, 2009, "On the use of robust regression in econometrics," Economics Discussion Papers, University of Essex, Department of Economics, number 3543.
• Santos Silva, Joao M C & Tenreyro, Silvana, 2009, "Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator," Economics Discussion Papers, University of Essex, Department of Economics, number 3546.
• Jan De Loecker & Frederic Warzynski, 2009, "Markups and firm-level export status," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 507298, Sep.
• Jan De Loecker & Frederic Warzynski, 2009, "Markups and firm-level export status," Working Papers of Department of Economics, Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven, number 507421, Jul.
• Matty Demont & Johan Stessens, 2009, "Food versus Cash. Development Theory and Reality in Northern Côte d’Ivoire," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 3, pages 258-272.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2009, "Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models," Economics Working Papers, European University Institute, number ECO2009/31.
• Marco Pini & Alessandro Rinaldi, 2009, "Le attivit? reali e finanziarie delle famiglie: un'analisi a livello provinciale," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, volume 2009, issue 3, pages 100-134.
• Pablo Burriel & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2009, "MEDEA: A DSGE Model for the Spanish Economy," Working Papers, FEDEA, number 2009-17, May.
• Xavier Labandeira Villot & José María Labeaga & Xiral López-Otero, 2009, "Estimation of Elasticity Price of Electricity with Incomplete Information," Working Papers, FEDEA, number 2009-18, Jun.
• Elena Verdolini & Marzio Galeotti, 2009, "At Home and Abroad: An Empirical Analysis of Innovation and Diffusion in Energy-Efficient Technologies," Working Papers, Fondazione Eni Enrico Mattei, number 2009.123, Dec.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2009-11.
• Xin Huang & Hao Zhou & Haibin Zhu, 2009, "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2009-44.
• Sheng Guo, 2009, "Switching Regression Estimates of the Intergenerational Persistence of Consumption," Working Papers, Florida International University, Department of Economics, number 0904, Feb.
• Miguel Jaramillo & José Galdo & Verónica Montalva, 2009, "Pobreza e impactos heterogéneos de las políticas activas de empleo juvenil: el caso de PROJOVEN en el Perú," Documentos de Investigación, Grupo de Análisis para el Desarrollo (GRADE), number dt54.
• Micaela Antunes & Elias Soukiazis, 2009, "How well the balance-of- payments constraint approach explains the Portuguese growth performance: empirical evidence for the 1965-2008 period," GEMF Working Papers, GEMF, Faculty of Economics, University of Coimbra, number 2009-13, Nov.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009, "Structural Threshold Regression," Working Papers, University of Guelph, Department of Economics and Finance, number 0907.
• Dominique Guegan & Zhiping Lu, 2009, "Wavelet Method for Locally Stationary Seasonal Long Memory Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00375531, Mar.
• Lanouar Charfeddine & Dominique Guegan, 2009, "Breaks or Long Memory Behaviour: An empirical Investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00377485, Apr.
• Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009, "D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00389773, May.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00389789, May.
• Clément Bosquet & Hervé Boulhol, 2009, "Gravity, log of gravity and the "distance puzzle"," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00401386, Jul.
• Lanouar Charfeddine & Dominique Guegan, 2009, "Breaks or Long Memory Behaviour: An empirical Investigation," Post-Print, HAL, number halshs-00377485, Apr.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Post-Print, HAL, number halshs-00389789, May.
• Clément Bosquet & Hervé Boulhol, 2009, "Gravity, log of gravity and the "distance puzzle"," Working Papers, HAL, number halshs-00401386, Jul.
• Russell Davidson & James Mackinnon, 2009, "Moments of IV and JIVE estimators," Working Papers, HAL, number halshs-00442692, Dec.
• Jacques Jaussaud & Serge Rey, 2009, "Long-Run Determinants of Japanese Import Flows from USA and China : A Sectoral Approach," Working papers of CATT, HAL, number hal-01880360.
• Jacques Jaussaud & Serge Rey, 2009, "Long-Run Determinants of Japanese Exports to China and the United States: A Sectoral Analysis," Working papers of CATT, HAL, number hal-01880362, Nov.
• Faße, Anja & Grote, Ulrike & Winter, Etti, 2009, "Value chain analysis Methodologies in the context of environment and trade research," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-429, Sep.
• Zeebari, Zangin & Shukur, Ghazi, 2009, "Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 183, Aug.
• Westerlund, Joakim & Breitung, Jörg, 2009, "Myths and Facts about Panel Unit Root Tests," Working Papers in Economics, University of Gothenburg, Department of Economics, number 380, Sep.
• Westerlund, Joakim & Larsson, Rolf, 2009, "Testing for a Unit Root in a Random Coefficient Panel Data Model," Working Papers in Economics, University of Gothenburg, Department of Economics, number 383, Oct.
• Andersson, Jonas & Møen, Jarle, 2009, "A simple improvement of the IV estimator for the classical errors-in-variables problem," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2009/10, Sep.
• D. Ventosa-Santaulària, 2009, "Spurious Regression," Journal of Probability and Statistics, Hindawi, volume 2009, pages 1-27, August, DOI: 10.1155/2009/802975.
• Kasahara, Hiroyuki & 笠原, 博幸 & Shimotsu, Katsumi & 下津, 克己, 2009, "Sequential Estimation of Structural Models with a Fixed Point Constraint," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2009-18, Nov.
• Berta Rivera & Bruno Casal & Luis Currais, 2009, "Provisión de cuidados informales y enfermedad de Alzheimer: valoración económica y estudio de la variabilidad del tiempo," Hacienda Pública Española / Review of Public Economics, IEF, volume 189, issue 2, pages 107-130, June.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2009, "Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-037, Mar.
• Hiroaki Chigira & Tsunemasa Shiba, 2009, "Bayesian Estimation of Unknown Regression Error Heteroscedasticity," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd08-051, Mar.
• Kopf, Eva, 2009, "Short-term training variety for welfare recipients: the effects of different training types," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200917.
• Hohmeyer, Katrin, 2009, "Effectiveness of One-Euro-Jobs: Do programme characteristics matter?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200920.
• Elena Biewen & Gerd Ronning & Martin Rosemann, 2009, "IV-Schätzung eines linearen Panelmodells mit stochastisch überlagerten Betriebs- und Unternehmensdaten," IAW Discussion Papers, Institut für Angewandte Wirtschaftsforschung (IAW), number 53, Sep.
• Abdus Samad, 2009, "Measurement Of Inefficiencies In Bangladesh Banking Industry Using Stochastic Frontier Production Function," Global Journal of Business Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 41-48.
• Lopez Boo, Florencia & Madrigal, Lucía & Pagés, Carmen, 2009, "Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country," IDB Publications (Working Papers), Inter-American Development Bank, number 1114, Dec.
• Florencia Lopez Boo & Lucia Madrigal & Carmen Pages, 2009, "Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country," Research Department Publications, Inter-American Development Bank, Research Department, number 4604, Jan.
• Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia B., 2009, "Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse, number 565, Jul, revised Sep 2011.
• Gordon Anderson & Oliver Linton & Yoon-Jae Whang, 2009, "Nonparametric estimation of a polarization measure," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/09, Jun.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2009, "Uniform confidence bands for functions estimated nonparametrically with instrumental variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/09, Jul.
• Victor Chernozhukov & Sokbae (Simon) Lee & Adam Rosen, 2009, "Intersection Bounds: estimation and inference," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/09, Jul.
• Mutl, Jan, 2009, "Panel VAR Models with Spatial Dependence," Economics Series, Institute for Advanced Studies, number 237, Mar.
• Mert URAL & Erhan DEMİRELİ, 2009, "Basel II sermaye yeterliliği uzlaşısı’nın bankalar ve KOBİ’ler üzerine etkileri," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 274, pages 54-78.
• Klaus Duellmann & Martin Erdelmeier, 2009, "Crash Testing German Banks," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 3, pages 139-175, September.
• Dietske Simons & Ferdinand Rolwes, 2009, "Macroeconomic efault Modeling and Stress Testing," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 3, pages 177-204, September.
• Jouchi Nakajima & Yuki Teranishi, 2009, "The Evolution of Loan Rate Stickiness Across the Euro Area," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 09-E-10, Mar.
• Florin-Marius PAVELESCU, 2009, "Savings-Investments Relationship in an Open Economy," Romanian Journal of Economics, Institute of National Economy, volume 29, issue 2(38), pages 85-106, December.
• Bing Li, 2009, "On the Identification of Fiscal Policy Behavior," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2008-026, Mar.
• LONGFORD Nicholas Tibor & NICODEMO Catia, 2009, "A sensitivity analysis of poverty definitions," IRISS Working Paper Series, IRISS at CEPS/INSTEAD, number 2009-15, Nov.
• Bulut, H. & Moschini, Giancarlo, 2009, "US universities’ net returns from patenting and licensing: a quantile regression analysis," ISU General Staff Papers, Iowa State University, Department of Economics, number 200901010800001452, Jan.
• Claudio Ceccarelli & Giovanni Maria Giorgi, 2009, "Analysis of Gini for evaluating attrition in Italian survey on income and living condition," RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies, SIEDS Societa' Italiana di Economia Demografia e Statistica, volume 63, issue 1-2, pages 49-69, January-J.
• Jaeger, David A. & Parys, Juliane, 2009, "On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers If Identification Is Weak," IZA Discussion Papers, IZA Network @ LISER, number 3961, Jan.
• de Luna, Xavier & Johansson, Per, 2009, "Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences," IZA Discussion Papers, IZA Network @ LISER, number 3966, Jan.
• López Bóo, Florencia & Madrigal, Lucia & Pagés, Carmen, 2009, "Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country," IZA Discussion Papers, IZA Network @ LISER, number 3994, Feb.
• Abadie, Alberto & Imbens, Guido W., 2009, "A Martingale Representation for Matching Estimators," IZA Discussion Papers, IZA Network @ LISER, number 4073, Mar.
• Flores, Carlos A. & Flores-Lagunes, Alfonso, 2009, "Identification and Estimation of Causal Mechanisms and Net Effects of a Treatment under Unconfoundedness," IZA Discussion Papers, IZA Network @ LISER, number 4237, Jun.
• Flores, Carlos A. & Mitnik, Oscar A., 2009, "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," IZA Discussion Papers, IZA Network @ LISER, number 4451, Sep.
• Sule Alan & Orazio Attanasio & Martin Browning, 2009, "Estimating Euler equations with noisy data: two exact GMM estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 2, pages 309-324, March.
• Renuka Mahadevan, 2009, "The sustainability of export-led growth:the Singaporean experience," Journal of Developing Areas, Tennessee State University, College of Business, volume 43, issue 1, pages 233-247, September.
• Hausman & Newey & Woutersen & Chao & Swanson, 2009, "Instrumental Variable Estimation with Heteroskedasticity and Many Instruments," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 566, Sep.
• Subir Ghosh, 2009, "A Unified Approach to Economic Dominance and Inequality Measures using a General Transformation Function," Journal of Income Distribution, Ad libros publications inc., volume 18, issue 1, pages 42-52, March.
• Camelia Minoiu & Sanjay G. Reddy, 2009, "The Estimation of Poverty and Inequality through Parametric Estimation of Lorenz Curves: An Evaluation," Journal of Income Distribution, Ad libros publications inc., volume 18, issue 2, pages 160-178, June.
• David Wheeler & Lance Waller, 2009, "Comparing spatially varying coefficient models: a case study examining violent crime rates and their relationships to alcohol outlets and illegal drug arrests," Journal of Geographical Systems, Springer, volume 11, issue 1, pages 1-22, March, DOI: 10.1007/s10109-008-0073-5.
• Rosa Bernardini Papalia & Silvia Bertarelli, 2009, "Decomposing productivity patterns in a conditional convergence framework," Journal of Productivity Analysis, Springer, volume 31, issue 1, pages 57-75, February, DOI: 10.1007/s11123-008-0118-2.
• Sei-Wan Kim & Radha Bhattacharya, 2009, "Regional Housing Prices in the USA: An Empirical Investigation of Nonlinearity," The Journal of Real Estate Finance and Economics, Springer, volume 38, issue 4, pages 443-460, May, DOI: 10.1007/s11146-007-9094-y.
• Siddharth Singh & Sharad Borle & Dipak Jain, 2009, "A generalized framework for estimating customer lifetime value when customer lifetimes are not observed," Quantitative Marketing and Economics (QME), Springer, volume 7, issue 2, pages 181-205, June, DOI: 10.1007/s11129-009-9065-0.
• Daniel Ackerberg, 2009, "A new use of importance sampling to reduce computational burden in simulation estimation," Quantitative Marketing and Economics (QME), Springer, volume 7, issue 4, pages 343-376, December, DOI: 10.1007/s11129-009-9074-z.
• Aris Spanos, 2009, "Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence," Korean Economic Review, Korean Economic Association, volume 25, pages 165-213.
• Turan Bali & Kamil Yilmaz, 2009, "The Intertemporal Relation between Expected Return and Risk on Currency," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 0909, Sep, revised Nov 2009.
• Jorge Barrientos Marín & David Tobón & Alderid Gutiérrez, 2009, "Production and stochastic efficiency: An application to the Colombian footwear and leather industry," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 70, pages 165-190.