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

• 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.
• 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

• 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 III, 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 III, 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.
• Christian N. Brinch, 2008, "Simulated Maximum Likelihood using Tilted Importance Sampling," Discussion Papers, Statistics Norway, Research Department, number 540, Apr.
• William Greene, 2008, "A Stochastic Frontier Model with Correction for Sample Selection," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 08-9.
• Sanja Lutzeyer, 2008, "Estimating Hedonic Prices for Stellenbosch wine," Working Papers, Stellenbosch University, Department of Economics, number 15/2008.
• Marco Caliendo & Reinhard Hujer & Stephan Thomsen, 2008, "Identifying effect heterogeneity to improve the efficiency of job creation schemes in Germany," Applied Economics, Taylor & Francis Journals, volume 40, issue 9, pages 1101-1122, DOI: 10.1080/00036840500438897.
• Offer Lieberman & Peter Phillips, 2008, "Refined Inference on Long Memory in Realized Volatility," Econometric Reviews, Taylor & Francis Journals, volume 27, issue 1-3, pages 254-267, DOI: 10.1080/07474930701873374.
• Blacklow, Paul & Nicholas, Aaron & Ray, Ranjan, 2008, "Demographic demand systems with application to equivalence scales estimation and inequality analysis: the Australian evidence," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 9289, Dec, revised 01 Dec 2008.
• John C. Frain, 2008, "Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0108, May, revised May 2008.
• John C. Frain, 2008, "Value at Risk (VaR) and the alpha-stable distribution," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep0308, May, revised May 2008.
• Marc K. Francke & Siem Jan Koopman & Aart de Vos, 2008, "Likelihood Functions for State Space Models with Diffuse Initial Conditions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-040/4, Apr.
• Cars Hommes & Florian Wagener, 2008, "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-054/1, May.
• Siem Jan Koopman & Soon Yip Wong, 2008, "Spline Smoothing over Difficult Regions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-114/4, Nov.
• Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008, "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-39.
• Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2008, "The Shorth Plot," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-24.
• Cizek, P., 2008, "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-34.
• Einmahl, J.H.J. & Segers, J.J.J., 2008, "Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Discussion Paper, Tilburg University, Center for Economic Research, number 2008-42.
• Einmahl, J.H.J. & Gantner, M. & Sawitzki, G., 2008, "The Shorth Plot," Other publications TiSEM, Tilburg University, School of Economics and Management, number 10b5cfb5-c502-46dc-8e51-5.
• Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2008, "A method of moments estimator of tail dependence," Other publications TiSEM, Tilburg University, School of Economics and Management, number 448fd556-b3e0-4fb0-bcb7-8.
• Cizek, P., 2008, "Semiparametric Robust Estimation of Truncated and Censored Regression Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number a6228ada-1ab5-47ee-9d23-4.
• Einmahl, J.H.J. & Segers, J.J.J., 2008, "Maximum Empirical Likelihood Estimation of the Spectral Measure of an Extreme Value Distribution," Other publications TiSEM, Tilburg University, School of Economics and Management, number e9340b9a-fe69-4e77-8594-8.
• Martin Burda & Roman Liesenfeld & Jean-Francois Richard, 2008, "Bayesian Analysis of a Probit Panel Data Model with Unobserved Individual Heterogeneity and Autocorrelated Errors," Working Papers, University of Toronto, Department of Economics, number tecipa-321, Jun.
• Marco Bee & Giuseppe Espa, 2008, "A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data," Department of Economics Working Papers, Department of Economics, University of Trento, Italia, number 0801.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008, "Structural Threshold Regression," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University, number 0717.
• Andros Kourtellos & Thanasis Stengos & Chih Ming Tan, 2008, "THRET: Threshold Regression with Endogenous Threshold Variables," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 3-2008, Mar.
• J. Isaac Miller & Ronald Ratti, 2008, "Crude Oil and Stock Markets: Stability, Instability, and Bubbles," Working Papers, Department of Economics, University of Missouri, number 0810, Aug, revised 20 Jan 2009.
• Szabolcs Blazsek & Anna Downarowicz, 2008, "Regime switching models of hedge fund returns," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 12/08, Nov.
• Arief Ramayandi, 2008, "Simple Model for a Small Open Economy: An Application to the ASEAN-5 Countries," Working Papers in Economics and Development Studies (WoPEDS), Department of Economics, Padjadjaran University, number 200801, May, revised May 2008.
• Francisco Peñaranda & Enrique Sentana, 2008, "Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1101, Jun, revised Sep 2010.
• Nicholas Longford, 2008, "Inference with the lognormal distribution," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1104, Jul.
• Nicholas Longford, 2008, "Small-area estimation with spatial similarity," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1105, Jul, revised Sep 2009.
• Fulvio Corsi & Francesco Audrino, 2008, "Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-04, Jan.
• Fulvio Corsi & Francesco Audrino, 2008, "Modeling Tick-by-Tick Realized Correlations," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-05, Jan.
• Davide La Vecchia & Fabio Trojani, 2008, "Infinitesimal Robustness for Diffusions," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-09, Apr.
• Francesco Audrino & Marcelo C. Medeiros, 2008, "Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen, number 2008-16, Aug.
• Sudhanshu Kumar MISHRA, 2008, "A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, volume 3, issue 3(5)_Fall, pages 261-268.
• Gabriel DEMOMBYNES & Chris ELBERS & Jean O. LANJOUW & Peter LANJOUW, 2008, "How Good is a Map? Putting Small Area Estimation to the Test," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 116, issue 4, pages 465-493.
• Qian Chen & David E. Giles, 2008, "Finite-Sample Moments of the MLE for the Binary Logit Model," Econometrics Working Papers, Department of Economics, University of Victoria, number 0801, Feb.
• Riccardo Gusso & Uwe Schmock, 2008, "Urn-based models for dependent credit risks and their calibration through EM algorithm," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 163, Apr.
• Dinghai Xu & John Knight, 2008, "Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters," Working Papers, University of Waterloo, Department of Economics, number 08006, Dec.
• Franco Peracchi & Andrei V. Tanase, 2008, "On estimating the conditional expected shortfall," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 24, issue 5, pages 471-493, September, DOI: 10.1002/asmb.729.
• Arulampalam, Wiji & Stewart, Mark B., 2008, "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 884.
• Sandy Tubeuf & Marc Perronnin, 2008, "New prospects in the analysis of inequalities in health: a measurement of health encompassing several dimensions of health," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 08/01, Feb.