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

• De Siano, Rita & D'Uva, Marcella, 2009, "Regional convergence in Italy: time series approaches," MPRA Paper, University Library of Munich, Germany, number 20397, Nov.
• Sarafidis, Vasilis & Weber, Neville, 2009, "To Pool or Not to Pool: A Partially Heterogeneous Framework," MPRA Paper, University Library of Munich, Germany, number 20814, Dec.
• Wang, Yafeng & Graham, Brett, 2009, "Generalized Maximum Entropy estimation of discrete sequential move games of perfect information," MPRA Paper, University Library of Munich, Germany, number 21331, Dec.
• Carl-Johan, Dalgaard & Henrik, Hansen, 2009, "Evaluating Aid Effectiveness in the Aggregate: Methodological Issues," MPRA Paper, University Library of Munich, Germany, number 23025, Mar.
• Boldea, Otilia & Magnus, Jan R., 2009, "Maximum Likelihood Estimation of the Multivariate Normal Mixture Model," MPRA Paper, University Library of Munich, Germany, number 23149.
• Shiu, Alice & Zelenyuk, Valentin, 2009, "Production Efficiency versus Ownership: The Case of China," MPRA Paper, University Library of Munich, Germany, number 23760, Aug, revised 22 Mar 2010.
• Sarafidis, Vasilis, 2009, "GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence," MPRA Paper, University Library of Munich, Germany, number 25176, Jan.
• Eryilmaz, Serkan & Kan, Cihangir & Akici, Fatih, 2009, "Consecutive k-within-m-out-of-n:F system with exchangeable components," MPRA Paper, University Library of Munich, Germany, number 26838.
• Bationo, Rakissiwinde & Hounkpodote, Hilaire, 2009, "Estimation des changements des cours du café et du cacao: Filtre de Kalman, filtre de Hodrick-Prescott et modélisation à partir de processus markovien
  [Estimated Changes in Prices of Coffee and Cocoa: Kalman Filter, Hodrick-Prescott Filter and Mod," MPRA Paper, University Library of Munich, Germany, number 26980, May, revised Nov 2010.
• Todd, Prono, 2009, "Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model," MPRA Paper, University Library of Munich, Germany, number 30994, Nov, revised 30 Jul 2011.
• Wang, Hung-Jen & Ho, Chia-Wen, 2009, "Estimating fixed-effect panel stochastic frontier models by model transformation," MPRA Paper, University Library of Munich, Germany, number 31081, Dec.
• Mynbaev, Kairat, 2009, "Regressions with Asymptotically Collinear Regressor," MPRA Paper, University Library of Munich, Germany, number 31315, Aug.
• Albu, Lucian-Liviu & Diaconescu, Tiberiu, 2009, "Simulation on long-term correlation between demographic variables and economic growth," MPRA Paper, University Library of Munich, Germany, number 33003, May.
• Fan, Yanqin & Park, Sang Soo, 2009, "Partial identification of the distribution of treatment effects and its confidence sets," MPRA Paper, University Library of Munich, Germany, number 37148.
• Dinda, Soumyananda, 2009, "Factors determining FDI in Nigeria: an empirical investigation," MPRA Paper, University Library of Munich, Germany, number 40172, revised 16 Jul 2012.
• Ucal, Meltem & Karabulut, Gokhan & Bilgin, Mehmet Huseyin, 2009, "Military Expenditures and Inequality: Empirical Evidence from Israel," MPRA Paper, University Library of Munich, Germany, number 48643, Sep.
• Ucal, Meltem & Bilgin, Mehmet Huseyin, 2009, "Income Inequality and FDI in Turkey: FM-OLS (Phillips-Hansen) Estimation and ARDL Approach to Cointegration," MPRA Paper, University Library of Munich, Germany, number 48765, Jan.
• Youssef, Ahmed H. & Abonazel, Mohamed R., 2009, "A Comparative Study for Estimation Parameters in Panel Data Model," MPRA Paper, University Library of Munich, Germany, number 49713, May.
• Gautam, Bishnu Prasad, 2009, "Financing Practices Of Banks And Financial Institutions In Nepal," MPRA Paper, University Library of Munich, Germany, number 58354, May, revised 05 Jul 2011.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2009, "The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us," Working Papers, University of Pretoria, Department of Economics, number 200902, Jan.
• Rangan Gupta & Alain Kabundi, 2009, "Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions," Working Papers, University of Pretoria, Department of Economics, number 200907, Feb.
• Tudorel Andrei & Ani Matei & Stelian Stancu & Bogdan Oancea, 2009, "Some notes about decentralization process implications on public administration corruption in romania," Prague Economic Papers, Prague University of Economics and Business, volume 2009, issue 1, pages 26-37, DOI: 10.18267/j.pep.339.
• Jiří Witzany, 2009, "Valuation of Convexity Related Interest Rate Derivatives," Prague Economic Papers, Prague University of Economics and Business, volume 2009, issue 4, pages 309-326, DOI: 10.18267/j.pep.356.
• Damiano Fiorillo, 2009, "Do monetary rewards crowd out intrinsic motivations of volunteers? Some empirical evidence for Italian volunteers," Discussion Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy, number 3_2009, Oct.
• Monika Oleksiak, 2009, "Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 1, pages 83-102, March.
• Umberto Triacca, 2009, "Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 3, pages 285-291, November.
• Jorge Rodríguez-Vález & Antonio Álvarez Pinilla & Esteban Fernández Vázquez & Carlos Arias Sampedro, 2009, "La contribución de las infraestructuras a la producción: estimación por máxima entropía," Revista de Economia Aplicada, Universidad de Zaragoza, Departamento de Estructura Economica y Economia Publica, volume 17, issue 2, pages 76-96, Autumn.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2009, "Structural Threshold Regression," Working Paper series, Rimini Centre for Economic Analysis, number 22_09, Jan.
• Gary Koop & Dimitris Korobilis, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series, Rimini Centre for Economic Analysis, number 47_09, Jan.
• Donghyun Park & Qin Xiao, 2009, "Housing Prices and the Role of Speculation: The Case of Seoul," ADB Economics Working Paper Series, Asian Development Bank, number 146, Jan.
• Brad Humphreys & Yang Seung Lee & Brian Soebbing, 2009, "Consumer Behaviour in Lotto Markets: The Double Hurdle Approach and Zeros in Gambling Survey Data," Working Papers, University of Alberta, Department of Economics, number 2009-27, Nov.
• Necula, Ciprian, 2009, "Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 118-131, June.
• Stefan, Marius, 2009, "Prediction of a Small Area Mean for an Infinite Population when the Variance Components Are Random," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 3, pages 22-33, September.
• Ciuiu, Daniel, 2009, "Numerical and Monte Carlo Methods to make Normal Residues in Regression," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 119-131, December.
• Constantin OPREAN & Alina Mihaela VANU & Amelia BUCUR, 2009, "Organizational Wellness Modeling," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 10, issue 4, pages 622-632, October.
• Valentino Dardanoni & Salvatore Modica & Franco Peracchi, 2009, "Regression with Imputed Covariates:a Generalized Missing Indicator Approach," CEIS Research Paper, Tor Vergata University, CEIS, number 150, Oct, revised 08 Oct 2009.
• N. Houthoofd & S. Desmidt & G. Fidalgo, 2009, "Analyzing Firm Performance Heterogeneity: The Relative Effect Of Business Definition," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 09/580, Apr.
• Alfred K. Mukong & Corné van Walbeek & Hana Ross, 2018, "The Role of Alcohol and Tobacco Consumption on Income-related Inequality in Health in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 137, Jan.
• Nonso Obikili, 2018, "Unfulfilled expectations and the emergence of the EFF," ERSA Working Paper Series, Economic Research Southern Africa, number 149, Jul.
• Bruno Bruna & Fiorillo Damiano, 2009, "Why without Pay? The Intrinsic Motivation between Investment and Consumption in Unpaid Labour Supply," CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy, number 111, Jun.
• Dmytro Boyarchuk & Liudmyla Kotusenko & Katarzyna Pietka-Kosinska & Roman Semko & Irina Sinitsina, 2009, "Agriculture Income Assessment for the Purpose of Social Assistance: the Case of Ukraine," CASE Network Studies and Analyses, CASE-Center for Social and Economic Research, number 0399, Dec.
• Mark Cullen & Liran Einav & Amy Finkelstein, , "Estimating Welfare in Insurance Markets Using Variation in Prices," Discussion Papers, Stanford Institute for Economic Policy Research, number 08-046.
• Hans J. Skaug & Jun Yu, 2009, "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers, Singapore Management University, School of Economics, number 15-2009, Nov.
• Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009, "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers, Swiss National Bank, number 2009-03.
• Chang Seob Kim & Yoonmo Koo & Ie-jung Choi & Junhee Hong & Jongsu Lee, 2009, "Consumer Preferences for Automobile Energy Efficiency Grades," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 200932, Nov, revised Nov 2009.
• Jorn Altmann & Juthasit Rohitratana, 2009, "Software Resource Management Considering the Interrelation between Explicit Cost, Energy Consumption, and Implicit Cost: A Decision Support Model for IT Managers," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 200936, Nov, revised Nov 2009.
• Carsten Kuchler & Martin Spiess, 2009, "The data quality concept of accuracy in the context of publicly shared data sets," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer;Deutsche Statistische Gesellschaft - German Statistical Society, volume 3, issue 1, pages 67-80, June, DOI: 10.1007/s11943-009-0056-0.
• Enzo Giacomini & Michael Handel & Wolfgang K. Härdle, 2009, "Time Dependent Relative Risk Aversion," Contributions to Economics, Springer, in: Georg Bol & Svetlozar T. Rachev & Reinhold Würth, "Risk Assessment", DOI: 10.1007/978-3-7908-2050-8_3.
• Shosh Shahrabani & Uri Benzion & Gregory Yom Din, 2009, "Factors affecting nurses’ decision to get the flu vaccine," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 10, issue 2, pages 227-231, May, DOI: 10.1007/s10198-008-0124-3.
• Ansgar Resch & Michael Wilke & Christian Fink, 2009, "The cost of resistance: incremental cost of methicillin-resistant Staphylococcus aureus (MRSA) in German hospitals," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 10, issue 3, pages 287-297, July, DOI: 10.1007/s10198-008-0132-3.
• Catherine Lejeune & Christine Binquet & Franck Bonnetain & Amel Mahboubi & Michal Abrahamowicz & Thierry Moreau & Maria Raikou & Laurent Bedenne & Catherine Quantin & Claire Bonithon-Kopp, 2009, "Estimating the cost related to surveillance of colorectal cancer in a French population," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 10, issue 4, pages 409-419, October, DOI: 10.1007/s10198-009-0144-7.
• Dimitrios Dadakas & Erotokritos Varelas, 2009, "The decomposition of Greek real GDP (1858–1938)," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 56, issue 2, pages 189-202, June, DOI: 10.1007/s12232-008-0059-0.
• Davide Ferrari & Sandra Paterlini, 2009, "The Maximum Lq-Likelihood Method: An Application to Extreme Quantile Estimation in Finance," Methodology and Computing in Applied Probability, Springer, volume 11, issue 1, pages 3-19, March, DOI: 10.1007/s11009-007-9063-1.
• Yoram Amiel & Frank Cowell & Wulf Gaertner, 2009, "To be or not to be involved: a questionnaire-experimental view on Harsanyi’s utilitarian ethics," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 32, issue 2, pages 299-316, February, DOI: 10.1007/s00355-008-0324-x.
• Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch, 2009, "Measuring and Modeling Risk Using High-Frequency Data," Springer Books, Springer, chapter 13, in: Wolfgang K. Härdle & Nikolaus Hautsch & Ludger Overbeck, "Applied Quantitative Finance", DOI: 10.1007/978-3-540-69179-2_13.
• Leïla Nouira & Mohamed Boutahar & Vêlayoudom Marimoutou, 2009, "The effect of tapering on the semiparametric estimators for nonstationary long memory processes," Statistical Papers, Springer, volume 50, issue 2, pages 225-248, March, DOI: 10.1007/s00362-007-0071-6.
• Guillaume Horny, 2009, "Inference in mixed proportional hazard models with K random effects," Statistical Papers, Springer, volume 50, issue 3, pages 481-499, June, DOI: 10.1007/s00362-007-0087-y.
• Arvid Raknerud & Øivind Skare, 2009, "Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes," Discussion Papers, Statistics Norway, Research Department, number 601, Dec.
• D. Sornette & A. Saichev & V. Filimonov, 2009, "Most Efficient Homogeneous Volatility Estimators," Working Papers, ETH Zurich, Chair of Systems Design, number CCSS-09-00007, Oct.
• Atanas Christev & Allen Featherstone, 2009, "A note on Allen-Uzawa partial elasticities of substitution: the case of the translog cost function," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 11, pages 1165-1169, DOI: 10.1080/13504850701367130.
• H. Bulut & G. Moschini, 2009, "US universities' net returns from patenting and licensing: a quantile regression analysis," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 18, issue 2, pages 123-137, DOI: 10.1080/10438590701709025.
• Kenneth West & Ka-fu Wong & Stanislav Anatolyev, 2009, "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 5, pages 441-467, DOI: 10.1080/07474930802467241.
• Philip Kostov, 2009, "A Spatial Quantile Regression Hedonic Model of Agricultural Land Prices," Spatial Economic Analysis, Taylor & Francis Journals, volume 4, issue 1, pages 53-72, DOI: 10.1080/17421770802625957.
• Lung-Fei Lee & Jihai Yu, 2009, "Spatial Nonstationarity and Spurious Regression: the Case with a Row-normalized Spatial Weights Matrix," Spatial Economic Analysis, Taylor & Francis Journals, volume 4, issue 3, pages 301-327, DOI: 10.1080/17421770903114703.
• Oguz Atuk & Mustafa Utku Ozmen, 2009, "Design and Evaluation of Core Inflation Measures for Turkey," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 0903.
• Maurice J.G. Bun & Frank Windmeijer, 2009, "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-086/4, Oct.
• Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2009, "Spot Variance Path Estimation and its Application to High Frequency Jump Testing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-110/4, Dec.
• Cizek, P., 2009, "Generalized Methods of Trimmed Moments," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-25.
• Einmahl, J.H.J. & Gantner, M., 2009, "The Half-Half Plot," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-77.
• Einmahl, J.H.J. & Smeets, S.G.W.R., 2009, "Ultimate 100m World Records Through Extreme-Value Theory," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-57.
• Krajina, A., 2009, "A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2009-42.
• Einmahl, J.H.J. & Gantner, M., 2009, "The Half-Half Plot," Other publications TiSEM, Tilburg University, School of Economics and Management, number 88c03da5-f408-4cd8-a7f9-0.
• Boldea, O. & Magnus, J.R., 2009, "Maximum likelihood estimation of the multivariate normal mixture model," Other publications TiSEM, Tilburg University, School of Economics and Management, number c5d9a58c-6bc2-4098-bfed-d.
• Einmahl, J.H.J. & Smeets, S.G.W.R., 2009, "Ultimate 100m World Records Through Extreme-Value Theory," Other publications TiSEM, Tilburg University, School of Economics and Management, number d16c8bbc-772e-42e1-8d8e-3.
• Einmahl, J.H.J. & Segers, J.J.J., 2009, "Maximum empirical likelihood estimation of the spectral measure of an extreme-value distribution," Other publications TiSEM, Tilburg University, School of Economics and Management, number ffef2e15-c4a8-471f-b730-1.
• Gordon Anderson & Oliver Linton & Yoon-Jae Wang, 2009, "Non Parametric Estimation of a Polarization Measure," Working Papers, University of Toronto, Department of Economics, number tecipa-363, Jul.
• 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," TSE Working Papers, Toulouse School of Economics (TSE), number 09-067, Jul.
• Nicholas T. Longford & Catia Nicodemo, 2009, "A sensitivity analysis of poverty definitions," Working Papers, Department of Applied Economics at Universitat Autonoma of Barcelona, number wpdea0908, Nov.
• Ye Chen & Liangjun Su & Aman Ullah, 2009, "Functional Coefficient Estimation with Both Categorical and Continuous Data," Working Papers, University of California at Riverside, Department of Economics, number 200909, Jun, revised Jun 2009.
• Carrillo, J.A., 2009, "Sticky information vs. Backward-looking indexation: Inflation inertia in the U.S," Research Memorandum, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR), number 008, Jan, DOI: 10.26481/umamet.2009008.
• Azomahou, Theophile & Mishra, Tapas, 2009, "Stochastic environmental effects, demographic variation, and economic growth," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2009-016.
• Nicholas Longford, 2009, "A house price index defined in the potential outcomes framework," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1175, Oct.
• Martin Huber, 2009, "Treatment evaluation in the presence of sample selection," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-07, Apr.
• Francesco Audrino & Dominik Colangelo, 2009, "Option trading strategies based on semi-parametric implied volatility surface prediction," University of St. Gallen Department of Economics working paper series 2009, Department of Economics, University of St. Gallen, number 2009-24, Aug.
• Sudhanshu K MISHRA, 2009, "Representation-Constrained Canonical Correlation-Analysis: A Hybridization Of Canonical Correlation And Principal Component Analysis," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 4, issue 1(7)_ Spr.
• Katja Ignatieva & Eckhard Platen, 2009, "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 265, Dec.
• Damiano Fiorillo, 2009, "Offerta di attivita` gratuita in Italia: un’analisi micro-econometrica," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 117, issue 1, pages 23-59.
• David E. Giles, 2009, "Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 0901, Jan.
• David E. Giles & Hui Feng, 2009, "Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution," Econometrics Working Papers, Department of Economics, University of Victoria, number 0902, Jan.
• Qian Chen & David E. Giles, 2009, "Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates," Econometrics Working Papers, Department of Economics, University of Victoria, number 0906, Aug.
• Qian Chen & David E. Giles, 2009, "Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates," Econometrics Working Papers, Department of Economics, University of Victoria, number 0907, Sep.
• David E. Giles & Hui Feng, 2009, "Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited," Econometrics Working Papers, Department of Economics, University of Victoria, number 0908, Sep.
• David E. Giles & Hui Feng, 2009, "Almost Unbiased Estimation of the Poisson Regression Model," Econometrics Working Papers, Department of Economics, University of Victoria, number 0909, Dec.
• Dinghai Xu, 2009, "The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey," Working Papers, University of Waterloo, Department of Economics, number 0904, Sep, revised Sep 2009.
• Charles Bérubé & Pierre Mohnen, 2009, "Are firms that receive R&D subsidies more innovative?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 42, issue 1, pages 206-225, February, DOI: 10.1111/j.1540-5982.2008.01505.x.
• Monika Oleksiak, 2009, "Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods," Working Papers, Department of Applied Econometrics, Warsaw School of Economics, number 34, Mar.
• Mark N. Harris & Weiping Kostenko & László Mátyás & Isfaaq Timol, 2009, "The Robustness Of Estimators For Dynamic Panel Data Models To Misspecification," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 54, issue 03, pages 399-426, DOI: 10.1142/S0217590809003409.
• Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron, 2009, "Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/09/01.
• Knüppel, Malte, 2009, "Efficient estimation of forecast uncertainty based on recent forecast errors," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,28.
• Mehrhoff, Jens, 2009, "A solution to the problem of too many instruments in dynamic panel data GMM," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2009,31.
• Frahm, Gabriel & Memmel, Christoph, 2009, "Dominating estimators for the global minimum variance portfolio," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,01.
• Düllmann, Klaus & Erdelmeier, Martin, 2009, "Stress testing German banks in a downturn in the automobile industry," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,02.
• Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten, 2009, "Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,07.
• Hamerle, Alfred & Liebig, Thilo & Schropp, Hans-Jochen, 2009, "Systematic risk of CDOs and CDO arbitrage," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2009,13.
• Herr, Annika & Schmitz, Hendrik & Augurzky, Boris, 2009, "Does Higher Cost Inefficiency Imply Higher Profit Inefficiency? - Evidence on Inefficiency and Ownership of German Hospitals," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 132.
• Baranovski, Alexander & von Lieres und Wilkau, Carsten & Wilch, André, 2009, "New recipes for estimating default intensities," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-004.
• Belomestny, Denis, 2009, "Spectral estimation of the fractional order of a Lévy process," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-021.
• Xia, Yingcun & Härdle, Wolfgang Karl & Linton, Oliver, 2009, "Optimal smoothing for a computationally and statistically efficient single index estimator," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-028.
• Härdle, Wolfgang Karl & Okhrin, Ostap, 2009, "De copulis non est disputandum - Copulae: An overview," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-031.
• Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2009, "CDO and HAC," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-038.
• Cui, Xia & Härdle, Wolfgang Karl & Zhu, Lixing, 2009, "Generalized single-index models: The EFM approach," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2009-050.
• Mehrhoff, Jens, 2009, "A solution to the problem of too many instruments in dynamic panel data GMM," IBES Diskussionsbeiträge, University of Duisburg-Essen, Institute of Business and Economic Studie (IBES), number 171.
• Olivier Ledoit & Sandrine P�ch�, 2009, "Eigenvectors of some large sample covariance matrices ensembles," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 407, Mar.

2008

• Guzman, Giselle C., 2008, "Using sentiment to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36505, Jun.
• Deluna, Roperto Jr, 2008, "Anthropogenic Carbon Dioxide Emmision in Asia: Effect of Population, Affluence and Energy Effeciency," MPRA Paper, University Library of Munich, Germany, number 36603.
• Guzman, Giselle C., 2008, "Using sentiment surveys to predict GDP growth and stock returns," MPRA Paper, University Library of Munich, Germany, number 36653, Oct.
• Rumyantsev, Mikhail I., 2008, "Структурно-Морфологический Анализ Бизнес-Процессов Коммерческого Банка
  [Structural-morphological analysis of banking business processes]," MPRA Paper, University Library of Munich, Germany, number 48634, Nov.
• Ventosa-Santaulària, Daniel, 2008, "Spurious Instrumental Variables," MPRA Paper, University Library of Munich, Germany, number 59005.
• Ventosa-Santaulària, Daniel, 2008, "Spurious Regression," MPRA Paper, University Library of Munich, Germany, number 59008.
• SELLAMI, Ahmed & CHIKHI, Mohamed, 2008, "تقدير دالة الادخار العائلي في الجزائر 1970-2005
  [Estimating the household saving function in Algeria 1970-2005]," MPRA Paper, University Library of Munich, Germany, number 76720, revised 2008.
• Foschi, Paolo & Pieressa, Luca & Polidoro, Sergio, 2008, "Parametrix approximations for non constant coefficient parabolic PDEs," MPRA Paper, University Library of Munich, Germany, number 7852, Mar, revised 20 Mar 2008.
• Ayoki, Milton & Obwona, Marios & Ogwapus, Moses, 2008, "The Revenue Effects of Uganda’s Tax Reforms, 1989-2008," MPRA Paper, University Library of Munich, Germany, number 78842, Jan.
• Chin, Wencheong, 2008, "Spurious long-range dependence: evidence from Malaysian equity markets," MPRA Paper, University Library of Munich, Germany, number 7914.
• Razzak, Weshah, 2008, "On The dynamic of search, matching and productivity in New Zealand and Australia," MPRA Paper, University Library of Munich, Germany, number 8262.
• Luati, Alessandra & Proietti, Tommaso, 2008, "On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing," MPRA Paper, University Library of Munich, Germany, number 8910, May.
• Pötscher, Benedikt M. & Schneider, Ulrike, 2008, "Confidence sets based on penalized maximum likelihood estimators," MPRA Paper, University Library of Munich, Germany, number 9062, Jun.
• Mishra, SK, 2008, "On construction of robust composite indices by linear aggregation," MPRA Paper, University Library of Munich, Germany, number 9232, Jun.
• Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008, "Inference regarding multiple structural changes in linear models estimated via two stage least squares," MPRA Paper, University Library of Munich, Germany, number 9251, Jun, revised 20 Jun 2008.
• Mishra, SK, 2008, "A new method of robust linear regression analysis: some monte carlo experiments," MPRA Paper, University Library of Munich, Germany, number 9445, Jul.
• Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia, 2008, "Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS," MPRA Paper, University Library of Munich, Germany, number 9472, Jul.
• Mallick, Debdulal, 2008, "Marginal and Interaction Effects in Ordered Response Models," MPRA Paper, University Library of Munich, Germany, number 9617, Jul.
• Mishra, SK, 2008, "Robust Two-Stage Least Squares: some Monte Carlo experiments," MPRA Paper, University Library of Munich, Germany, number 9737, Jul.
• Prokhorov, Artem, 2008, "A goodness-of-fit test for copulas," MPRA Paper, University Library of Munich, Germany, number 9998.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2008, "Is a DFM Well-Suited in Forecasting Regional House Price Inflation?," Working Papers, University of Pretoria, Department of Economics, number 200814, Jun.
• Rangan Gupta & Alain Kabundi, 2008, "A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa," Working Papers, University of Pretoria, Department of Economics, number 200815, Jun.
• Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs," Working Papers, University of Pretoria, Department of Economics, number 200816, Jun.
• Rangan Gupta & Alain Kabundi, 2008, "Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models," Working Papers, University of Pretoria, Department of Economics, number 200830, Sep.
• Sonali Das & Rangan Gupta & Alain Kabundi, 2008, "Could We Have Predicted The Recent Downturn In The South African Housing Market?," Working Papers, University of Pretoria, Department of Economics, number 200831, Oct.
• Michal Černý, 2008, "On Estimation of Volatility of Financial Time Series for Pricing Derivatives
  [K odhadu volatility finančních řad při oceňování derivátů]," Acta Oeconomica Pragensia, Prague University of Economics and Business, volume 2008, issue 4, pages 12-21, DOI: 10.18267/j.aop.126.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2008, "Sequential Estimation Of Structural Models With A Fixed Point Constraint," Working Paper, Economics Department, Queen's University, number 1192, Dec.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008, "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers, Queen Mary University of London, School of Economics and Finance, number 626, Mar.
• George Kapetanios & Massimiliano Marcellino, 2008, "Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments," Working Papers, Queen Mary University of London, School of Economics and Finance, number 627, Mar.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008, "Forecasting with Dynamic Models using Shrinkage-based Estimation," Working Papers, Queen Mary University of London, School of Economics and Finance, number 635, Oct.
• T M Christensen & A S Hurn & K A Lindsay, 2008, "The Devil is in the Detail: Hints for Practical Optimisation," NCER Working Paper Series, National Centre for Econometric Research, number 32, Aug.
• T M Christensen & A. S. Hurn & K A Lindsay, 2008, "Discrete time-series models when counts are unobservable," NCER Working Paper Series, National Centre for Econometric Research, number 35, Sep.
• Marta Bańbura, 2008, "Large Bayesian VARs," 2008 Meeting Papers, Society for Economic Dynamics, number 334.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008, "THRET: Threshold Regression with Endogenous Threshold Variables," Working Paper series, Rimini Centre for Economic Analysis, number 05_08, Jan.
• Sergei Aivazian, 2008, "Bayesian Methods in Econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 9, issue 1, pages 93-130.
• Anna Weinberg Allen, 2008, "Graphical Methods of Structural Relations between Variables and their Application to Russian Regions (Part Two)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 12, issue 4, pages 42-70.
• Alexey Koritskiy, 2008, "An Assessment of the Impact of Workers’ Education on their Earnings in Russian Regions," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 10, issue 2, pages 65-74.
• Anna Weinberg Allen, 2008, "Graphical Models of Structural Relations between Variables and their Application to Russian Regions (Part One)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 10, issue 2, pages 44-64.
• Hall, S.G. & Yhap, B., 2008, "Measuring the Correlation of Shocks Between the UK and the Core of Europe," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 17-26, March.
• Albu, Lucian Liviu, 2008, "Trends in Structural Changes and Convergence in EU," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 1, pages 91-101, March.
• Stefan, Marius, 2008, "Hierarchical Bayesian Estimation of the Number of Visits to the Generalist in 2002/2003 French Health Survey," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 5, issue 2, pages 67-91, June.
• Franco Peracchi & Andrei V. Tanase, 2008, "On estimating the conditional expected shortfall," CEIS Research Paper, Tor Vergata University, CEIS, number 122, Jul, revised 14 Jul 2008.
• Alain Kabundi & Rangan Gupta & Sonali Das, 2008, "Is a DFM well suited for forecasting regional house price inflation?," ERSA Working Paper Series, Economic Research Southern Africa, number 085, Jul.
• Martin Wittenberg, 2008, "Nonparametric estimation when income is reported in bands and at points," ERSA Working Paper Series, Economic Research Southern Africa, number 094, Sep.
• Alexandra Spitz-Oener, 2008, "The Returns to Pencil Use Revisited," ILR Review, Cornell University, ILR School, volume 61, issue 4, pages 502-517, July, DOI: 10.1177/001979390806100404.
• Amarjit Singh Sethi, 2008, "Some Methodological Aspects of Rates of Growth Computations," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 9, issue 1, pages 195-209, June, DOI: 10.1177/139156140700900109.
• Andrey Launov & Irene Schumm & Klaus Walde, 2008, "Estimating insurance and incentive effects of labour market reforms," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0813, Jun.
• Thomas Flury & Neil Shephard, 2008, "Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models," OFRC Working Papers Series, Oxford Financial Research Centre, number 2008fe32.
• Mehdi Farsi & Massimo Filippini & Diego Lunati, 2008, "Economies of Scale and Efficiency Measurement in Switzerland's Nursing Homes," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue 3, pages 359-378, September.
• João Cotter Salvado, 2008, "The Determinants of Health Care Utilization in Portugal: An Approach with Count Data Models," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 144, issue 3, pages 437-458, September.
• Pascal Lavergne & Valentin Patilea, 2008, "Smooth Minimum Distance Estimation and Testing in Conditional Moment Restrictions Models: Uniform in Bandwidth Theory," Discussion Papers, Department of Economics, Simon Fraser University, number dp08-08, Nov.
• Patrick Richard, 2008, "Modified Fast Double Sieve Bootstraps for ADF Tests," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 08-17.
• Marcus Alexander & Matthew Harding & Carlos Lamarche, , "The Political Economy of Heterogeneous Development: Quartile Effects of Income and Education," Discussion Papers, Stanford Institute for Economic Policy Research, number 07-052.
• Mark Cullen & Liran Einav & Amy Finkelstein, , "Estimating Welfare in Insurance Markets Using Variation in Prices," Discussion Papers, Stanford Institute for Economic Policy Research, number 08-006.
• Ephrem Niyongazabo, 2008, "Défis du financement agricole et rural, rôle pour la microfinance et implications pour les politiques publiques en Afrique subsaharienne. Pistes de recherche basées sur le cas du Burundi," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 08-024.RS.
• Madeleine Andreff & Wladimir Andreff & Sandrine Poupaux, 2008, "Les Determinants Economiques de la Performance Olympique," Working Papers, International Association of Sports Economists;North American Association of Sports Economists, number 0819, Aug.
• Thomas Bauer & Mathias Sinning, 2008, "An extension of the Blinder–Oaxaca decomposition to nonlinear models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 92, issue 2, pages 197-206, May, DOI: 10.1007/s10182-008-0056-3.
• Marco Bee & Giuseppe Espa, 2008, "A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data," Letters in Spatial and Resource Sciences, Springer, volume 1, issue 1, pages 45-54, July, DOI: 10.1007/s12076-008-0005-5.
• Terje Skjerpen, 2008, "Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study," Discussion Papers, Statistics Norway, Research Department, number 532, Mar.