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

• 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.
• Christian Francq & Jean‐michel Zakoïan, 2009, "Bartlett's formula for a general class of nonlinear processes," Post-Print, HAL, number hal-05417890, Jun, DOI: 10.1111/j.1467-9892.2009.00623.x.
• 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, DOI: http://dx.doi.org/10.18235/0010734.
• 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.
• Martin Wittenberg, 2009, "Estimating expenditure impacts without expenditure data using asset proxies," SALDRU Working Papers, Southern Africa Labour and Development Research Unit, University of Cape Town, number 29, Feb.
• Stephen Hall & P.A.V.B. Swamy & George S. Tavlas & George Hondroyiannis, 2009, "Time-Varying Coefficient Estimation in the Presence of Non-Stationarity," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 09/13, Sep.
• Rainer, Helmut & Siedler, Thomas, 2009, "O brother, where art thou? The effects of having a sibling on geographic mobility and labour market outcomes," Munich Reprints in Economics, University of Munich, Department of Economics, number 19784.
• Cosme Vodounou, 2009, "Pauvreté multidimensionnelle et politiques sociales au Bénin," Working Papers PMMA, PEP-PMMA, number 2009-03.
• Alastair R. Hall & Sanggohn Han & Otilia Boldea, 2009, "Inference regarding multiple structural changes in linear models with endogenous regressors," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 125.
• Otilia Boldea & Alastair R. Hall, 2009, "Estimation and Inference in Unstable Nonlinear Least Squares Models," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 126.
• Eduardo Fé-Rodríguez & Richard Hofler, 2009, "Count Data Stochastic Frontier Models, with an application to the patents-R&D Relationship," Economics Discussion Paper Series, Economics, The University of Manchester, number 0916.
• Badi H. Baltagi & Qu Feng & Chihwa Kao, 2009, "Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009)," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 112, Jul.
• Badi H. Baltagi & Long Liu, 2009, "A Note on the Application of EC2SLS and EC3SLS Estimators in Panel Data Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 116, Jul.
• John Galbraith & Dongming Zhu, 2009, "A Generalized Asymmetric Student-T Distribution With Application To Financial Econometrics," Departmental Working Papers, McGill University, Department of Economics, number 2009-02, Apr.
• Magali Aubert & Véronique Meuriot, None, "Choices of wine consumption: measure of interaction terms and attributes," Enometrica, Enometrica - Review of the Vineyard Data Quantification Society (VDQS) and the European Association of Wine Economists (EuAWE) - Macerata University, Faculty of Communications.
• Peter Spencer, 2009, "An Admissible Macro-Finance Model of the US Treasury Market," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 1-2, pages 1-38, March-Jun.
• James B. McDonald & Richard A. Michelfelder & Panayiotis Theodossiou, 2009, "Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 3-4, pages 293-321, September.
• Carlos A. Flores & Oscar A. Mitnik, 2009, "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers, University of Miami, Department of Economics, number 2010-10, Sep.
• Carlos A. Flores & Oscar A. Mitnik, 2009, "Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data," Working Papers, University of Miami, Department of Economics, number 2010-9, Sep.
• Duangkamon Chotikapanich & William E Griffiths & D.S. Prasada Rao & Vicar Valencia, 2009, "Global Income Distribution and Inequality: 1993 and 2000," Department of Economics - Working Papers Series, The University of Melbourne, number 1062.
• Nasser Al Dossary & Carol A. Dahl, 2009, "Is Global Gasoline Demand Still as Responsive to Price?," Working Papers, Colorado School of Mines, Division of Economics and Business, number 2009-01, Jan.
• Ishita Chatterjee & Ranjan Ray, 2009, "Does the Evidence on Corruption Depend on how it is measured? Results from a Cross Country Study on Micro Data sets," Monash Economics Working Papers, Monash University, Department of Economics, number 07-09, Aug.
• Ishita Chatterjee & Ranjan Ray, 2009, "Crime, Corruption and Institutions," Monash Economics Working Papers, Monash University, Department of Economics, number 20-09, Aug.
• Ankita Mishra & Ranjan Ray, 2009, "Prices, Inequality and Poverty: Methodology and Indian Evidence," Monash Economics Working Papers, Monash University, Department of Economics, number 27-09, Aug.
• Dominique Guegan & Zhiping Lu, 2009, "Wavelet method for locally stationary seasonal long memory processes," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09015, Mar.
• Lanouar Charfeddine & Dominique Guegan, 2009, "Breaks or long memory behaviour: An empirical investigation," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09022, Apr, DOI: 10.1016/j.physa.2012.06.036.
• Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009, "D'un multiple conditionnel en assurance de portefeuille: CAViaR pour les gestionnaires ?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09033, May.
• Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2009, "A Risk Management Approach for Portfolio Insurance Strategies," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09034, May.
• Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova, 2009, "Volatility Models: from GARCH to Multi-Horizon Cascades," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09036, May.
• Don U.A. Galagedera, 2009, "An analytical derivation of the relation between idiosyncratic volatility and expected stock return," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/09, Nov.
• Jesús Fernández-Villaverde, 2009, "The Econometrics of DSGE Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 14677, Jan.
• Alberto Abadie & Guido Imbens, 2009, "A Martingale Representation for Matching Estimators," NBER Working Papers, National Bureau of Economic Research, Inc, number 14756, Feb.
• Jeffrey E. Harris & Sandra G. Sosa-Rubi, 2009, "Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable," NBER Working Papers, National Bureau of Economic Research, Inc, number 14995, May.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers, National Bureau of Economic Research, Inc, number 15047, Jun.
• Partha Deb & William T. Gallo & Padmaja Ayyagari & Jason M. Fletcher & Jody L. Sindelar, 2009, "Job Loss: Eat, drink and try to be merry?," NBER Working Papers, National Bureau of Economic Research, Inc, number 15122, Jul.
• James J. Heckman & Petra E. Todd, 2009, "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," NBER Working Papers, National Bureau of Economic Research, Inc, number 15179, Jul.
• Alberto Abadie & Guido W. Imbens, 2009, "Matching on the Estimated Propensity Score," NBER Working Papers, National Bureau of Economic Research, Inc, number 15301, Aug.
• L. Davezies & X. D'Haultfoeuille, 2009, "To Weight or not to Weight? The Eternal Question of Econometricians facing Survey Data," Documents de Travail de l'Insee - INSEE Working Papers, Institut National de la Statistique et des Etudes Economiques, number g2009-06.
• Chris Bloor & Troy Matheson, 2009, "Real-time conditional forecasts with Bayesian VARs: An application to New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/02, Apr.
• Kosuke Oya, 2009, "Bias-Corrected Realized Variance under Dependent Microstructure Noise," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 09-39, Nov.
• Nikolay Gospodinov, 2009, "A New Look at the Forward Premium Puzzle," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 3, pages 312-338, Summer.
• Simon A. Broda & Marc S. Paolella, 2009, "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 412-436, Fall.
• Mark Broadie & Mikhail Chernov & Michael Johannes, 2009, "Understanding Index Option Returns," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4493-4529, November.
• Ravi Bansal & Robert Dittmar & Dana Kiku, 2009, "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 1343-1375, March.
• Ravi Bansal & Robert Dittmar & Dana Kiku, 2009, "Cointegration and Consumption Risks in Asset Returns," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 3, pages 1343-1375.
• Muñoz Rosas, Juan Francisco & Alvarez Verdejo, Encarnación, 2009, "Métodos de imputación para el tratamiento de datos faltantes: aplicación mediante R/Splus = Imputation methods to handle the problem of missing data: an application using R/Splus," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 7, issue 1, pages 3-30, June.
• Manoj K. Pandey, 2009, "Poverty and Disability among Indian Elderly: Evidence from Household Survey," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2009-09.
• Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi, 2009, "A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 105, Nov.
• Noriszura Ismail & Ansar Asnawi Ahmad Anuar, 2009, "Insolvency Probability In Reinsurance Treaty: A Case Study In Malaysia," Perspectives of Innovation in Economics and Business (PIEB), Prague Development Center, volume 3, issue 3, pages 62-64.
• Jesús Fernández-Villaverde, 2009, "The Econometrics of DSGE Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-008, Jan.
• Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2009, "MEDEA: A DSGE Model for the Spanish Economy," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-017, May.
• Xun Tang, 2009, "Rationalizable Counterfactual Choice Probabilities in Dynamic Binary Choice Processes," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-022, Jun.
• Kyungchul Song, 2009, "Point Decisions for Interval-Identified Parameters," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-036, Sep.
• Davide Fiaschi & Marzia Romanelli, 2009, "Nonlinear Dynamics in Welfare and the Evolution of World Inequality," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2009/81, Apr.
• Mishra, SK, 2009, "The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization," MPRA Paper, University Library of Munich, Germany, number 12723, Jan.
• Mishra, SK, 2009, "A note on the ordinal canonical correlation analysis of two sets of ranking scores," MPRA Paper, University Library of Munich, Germany, number 12796, Jan.
• Mishra, SK, 2009, "Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses," MPRA Paper, University Library of Munich, Germany, number 12948, Jan.
• Francq, Christian & Zakoian, Jean-Michel, 2009, "Bartlett's formula for a general class of non linear processes," MPRA Paper, University Library of Munich, Germany, number 13224, Feb.
• Cornaglia, Anna & Morone, Marco, 2009, "Rating philosophy and dynamic properties of internal rating systems: A general framework and an application to backtesting," MPRA Paper, University Library of Munich, Germany, number 14711, Jan.
• Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2009, "Merits and drawbacks of variance targeting in GARCH models," MPRA Paper, University Library of Munich, Germany, number 15143.
• Francq, Christian & Zakoian, Jean-Michel, 2009, "Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models," MPRA Paper, University Library of Munich, Germany, number 15147.
• Pandey, Manoj K., 2009, "Poverty and disability among elderly in India: evidences from household survey," MPRA Paper, University Library of Munich, Germany, number 15580, Jun.
• Hirano, Keisuke & Porter, Jack, 2009, "Impossibility Results for Nondifferentiable Functionals," MPRA Paper, University Library of Munich, Germany, number 15990, Jun.
• Moscone, Francesco & Tosetti, Elisa, 2009, "GMM estimation of spatial panels," MPRA Paper, University Library of Munich, Germany, number 16327, Apr.
• Sinha, Pankaj & Jayaraman, Prabha, 2009, "Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions," MPRA Paper, University Library of Munich, Germany, number 16528, Jul.
• KAMGNA, Severin Yves & TINANG, Nzesseu Jules & TSOMBOU, Kinfak Christian, 2009, "Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC
  [Macroprudentials indicators for CEMAC banking system]," MPRA Paper, University Library of Munich, Germany, number 16555, Jul.
• Fischer, Justina AV, 2009, "Subjective Well-Being as Welfare Measure: Concepts and Methodology," MPRA Paper, University Library of Munich, Germany, number 16619, Jul.
• Bušs, Ginters, 2009, "Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach," MPRA Paper, University Library of Munich, Germany, number 16684, Aug.
• Hyeongwoo, Kim, 2009, "Generalized Impulse Response Analysis: General or Extreme?," MPRA Paper, University Library of Munich, Germany, number 17014, Apr.
• Kamgna, Severin Yves & Tinang, Nzesseu Jules & Tsombou, Kinfak Christian, 2009, "Macro-Prudential Monitoring Indicators for CEMAC Banking System," MPRA Paper, University Library of Munich, Germany, number 17095, Aug.
• Greselin, Francesca & Pasquazzi, Leo & Zitikis, Ricardas, 2009, "Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy," MPRA Paper, University Library of Munich, Germany, number 17147, Aug.
• Jaime, Mónica M. & Salazar, César A., 2009, "Capital social y eficiencia técnica de los pequeños agricultores de trigo de la Región del Bío Bío
  [Social Capital and technical efficiency of wheat small farmers in the Bío Bío Region (Chile)]," MPRA Paper, University Library of Munich, Germany, number 17220, Sep.
• Bušs, Ginters, 2009, "Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn," MPRA Paper, University Library of Munich, Germany, number 17273, Sep.
• Aguirregabiria, Victor, 2009, "Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application," MPRA Paper, University Library of Munich, Germany, number 17329, Sep.
• Caner, Mehmet & Sandler Morrill, Melinda, 2009, "A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated," MPRA Paper, University Library of Munich, Germany, number 17689, Oct.
• Saltoglu, Burak & Yazgan, Ege, 2009, "The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market," MPRA Paper, University Library of Munich, Germany, number 18741.
• Qian, Junhui & Wang, Le, 2009, "Estimating Semiparametric Panel Data Models by Marginal Integration," MPRA Paper, University Library of Munich, Germany, number 18850, Nov.
• Moawia, Alghalith, 2009, "Preferences estimation without approximation," MPRA Paper, University Library of Munich, Germany, number 19309, Dec.
• Pacifico, Daniele, 2009, "Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata," MPRA Paper, University Library of Munich, Germany, number 19578, Nov.
• Todd, Prono, 2009, "GARCH-Based Identification and Estimation of Triangular Systems," MPRA Paper, University Library of Munich, Germany, number 20032, Sep.
• Palombini, Edgardo, 2009, "Factor models and the credit risk of a loan portfolio," MPRA Paper, University Library of Munich, Germany, number 20107, Oct.