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

2008

• 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.
• Tubeuf, S, 2008, "Income-related inequalities in self-assessed health: comparisons of alternative measurements of health," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 08/04, Mar.
• Behr, Andreas & Tente, Sebastian, 2008, "Stochastic frontier analysis by means of maximum likelihood and the method of moments," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,19.
• Düllmann, Klaus & Kunisch, Michael & Küll, Jonathan, 2008, "Estimating asset correlations from stock prices or default rates: which method is superior?," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,04.
• Hillebrand, Martin & Böcker, Klaus, 2008, "Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2008,11.
• Scheufele, Rolf, 2008, "Evaluating the German (New Keynesian) Phillips Curve," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 10/2008.
• Klein, Ingo & Grottke, Michael, 2008, "On J.M. Keynes' The principal averages and the laws of error which lead to them: refinement and generalisation," FAU Discussion Papers in Economics, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics, number 07/2008.
• Podolskij, Mark & Vetter, Mathias, 2008, "Bipower-type estimation in a noisy diffusion setting," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2008,24.
• Čížek, Pavel & Härdle, Wolfgang Karl & Spokoiny, Vladimir, 2008, "Adaptive pointwise estimation in time-inhomogeneous time-series models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-002.
• Chen, Ray-Bing & Guo, Meihui & Härdle, Wolfgang Karl & Huang, Shih-Feng, 2008, "Independent component analysis via copula techniques," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-004.
• Winschel, Viktor & Krätzig, Markus, 2008, "Solving, estimating and selecting nonlinear dynamic models without the curse of dimensionality," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-018.
• Winschel, Viktor & Krätzig, Markus, 2008, "JBendge: An object-oriented system for solving, estimating and selecting nonlinear dynamic models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-034.
• Härdle, Wolfgang Karl & Myšičková, Alena, 2008, "Numerics of implied binomial trees," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-044.
• Härdle, Wolfgang Karl & Hautsch, Nikolaus & Pigorsch, Uta, 2008, "Measuring and modeling risk using high-frequency data," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-045.
• Hautsch, Nikolaus & Jeleskovic, Vahidin, 2008, "Modelling high-frequency volatility and liquidity using multiplicative error models," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2008-047.
• Frahm, Gabriel & Memmel, Christoph, 2008, "Dominating estimators for the global minimum variance portfolio," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 2/08.
• Oberndorfer, Ulrich, 2008, "Returns and Volatility of Eurozone Energy Stocks," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-017.
• Oberndorfer, Ulrich, 2008, "EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 08-059.
• Michael Cohen & Philip Shaw & Tao Chen, 2008, "Nonparametric Instrumental Variable Estimation in Practice," Food Marketing Policy Center Research Reports, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy, number 111, Nov.
• Almut Veraart, 2008, "Inference for the jump part of quadratic variation of Itô semimartingales," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-17, Mar.
• Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij & Jeannette H.C. Woerner, 2008, "Bipower variation for Gaussian processes with stationary increments," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-21, May.
• Mark Podolskij & Mathias Vetter, 2008, "Bipower-type estimation in a noisy diffusion setting," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-25, May.
• Mika Meitz & Pentti Saikkonen, 2008, "Parameter estimation in nonlinear AR-GARCH models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-30, Jun.
• Martin Møller Andreasen, 2008, "Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-33, Jun.
• Mark Podolskij & Daniel Ziggel, 2008, "New tests for jumps: a threshold-based approach," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-34, Jun.
• Christian M. Dahl & Emma M. Iglesias, 2008, "The limiting properties of the QMLE in a general class of asymmetric volatility models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-38, Jul.
• Christian M. Dahl & Henrik Hansen & John Smidt, 2008, "The cyclical component factor model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-44, Sep.
• Christian M. Dahl & Yu Qin, 2008, "The limiting behavior of the estimated parameters in a misspecified random field regression model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-45, Sep.
• Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias, 2008, "Semiparametric Inference in a GARCH-in-Mean Model," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-46, Sep.
• Charlotte Christiansen, 2008, "Mean Reversion in US and International Short Rates," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-47, Sep.
• Bent Jesper Christensen & Michael Sørensen, 2008, "Optimal inference in dynamic models with conditional moment restrictions," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-51, Sep.
• Katarzyna Lasak, 2008, "Maximum likelihood estimation of fractionally cointegrated systems," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-53, Sep.
• Almut E. D. Veraart, 2008, "Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-57, Nov.
• Dennis Kristensen & Yongseok Shin, 2008, "Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-58, Nov.
• Jean Jacod & Mark Podolskij & Mathias Vetter, 2008, "Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-61, Dec.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-63, Dec.
• Jose C. Galdo & Jeffrey Smith & Dan Black, 2008, "Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data," Annals of Economics and Statistics, GENES, issue 91-92, pages 189-216.
• Daney Valdivia, 2008, "¿Es Importante la Fijación de Precios para Entender la Dinámica de la Inflación en Bolivia?," Development Research Working Paper Series, Institute for Advanced Development Studies, number 02/2008, Feb.
• Théophile Azomahou, 2008, "Minimum distance estimation of the spatial panel autoregressive model," Cliometrica, Journal of Historical Economics and Econometric History, Association Française de Cliométrie (AFC), volume 2, issue 1, pages 49-83, April.
• Harri, Ardian & Muhammad, Andrew & Anderson, John D., 2008, "Estimating a Demand System with Seasonally Differenced Data," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 6427, DOI: 10.22004/ag.econ.6427.
• Goetz, Christian & Heckelei, Thomas & Rudloff, Bettina, 2008, "What makes countries initiate WTO disputes on food-related issues?," 2008 International Congress, August 26-29, 2008, Ghent, Belgium, European Association of Agricultural Economists, number 44335, DOI: 10.22004/ag.econ.44335.
• Lence, Sergio H., 2008, "How Much Can We Learn About Producers' Utility Functions from Their Production Data?," 2008 Agricultural and Rural Finance Markets in Transition, September 25-26, 2008, Kansas City, Missouri, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition, number 119534, DOI: 10.22004/ag.econ.119534.
• Lambert, Dayton M. & Florax, Raymond J.G.M. & Cho, Seong-Hoon, 2008, "Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators," Working papers, Purdue University, Department of Agricultural Economics, number 44258, DOI: 10.22004/ag.econ.44258.
• Lambert, Dayton M. & Florax, Raymond J.G.M. & Cho, Seong-Hoon, 2008, "Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators," Working papers, Purdue University, Department of Agricultural Economics, number 45964, Oct, DOI: 10.22004/ag.econ.45964.
• Cheptea, Angela & Gohin, Alexandre & Huchet Bourdon, Marilyne, 2008, "Applying the gravity approach to sector trade: Who bears the trade costs?," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 331671.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2008, "Sequential Estimation of Structural Models with a Fixed Point Constraint," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273669, Dec, DOI: 10.22004/ag.econ.273669.
• Heckelei, Thomas & Mittelhammer, Ronald C. & Jansson, Torbjorn, 2008, "A Bayesian Alternative To Generalized Cross Entropy Solutions For Underdetermined Econometric Models," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 56973, DOI: 10.22004/ag.econ.56973.
• Goetz, Christian & Heckelei, Thomas & Rudloff, Bettina, 2008, "What makes countries initiate WTO disputes on food-related issues?," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 56974, DOI: 10.22004/ag.econ.56974.
• Cohen, Michael & Shaw, Philip & Chen, Tao, 2008, "Nonparametric Instrumental Variable Estimation in Practice," Research Reports, University of Connecticut, Food Marketing Policy Center, number 149936, Nov, DOI: 10.22004/ag.econ.149936.
• Arulampalam, Wiji & Stewart, Mark B., , "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," Economic Research Papers, University of Warwick - Department of Economics, number 269896, DOI: 10.22004/ag.econ.269896.
• Valentina Vasile & Mariana Balan, 2008, "Impact Of Greenhouse Effect Gases On Climatic Changes. Measurement Indicators And Forecast Models," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 10, pages 1-19.
• Hommes, C.H. & Wagener, F.O.O., 2008, "Complex evolutionary systems in behavioral finance," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 08-05.
• Octavio Groppa, 2008, "Un ejercicio de estimación del IPC GBA para 2007," Ensayos de Política Económica, Departamento de Investigación Francisco Valsecchi, Facultad de Ciencias Económicas, Pontificia Universidad Católica Argentina., volume 1, issue 2, pages 6-28, Octubre.
• Michael Creel, 2008, "Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 725.08, Feb, revised 02 Jun 2008.
• Andrea Mercatanti, 2008, "A likelihood-based analysis for relaxing the exclusion restriction in randomized experiments with imperfect compliance," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 683, Aug.
• Stefano Nobili & Gerardo Palazzo, 2008, "A beta based framework for (lower) bond risk premia," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 689, Sep.
• Cortés Espada Josué Fernando & Ramos Francia Manuel & Torres García Alberto, 2008, "An Empirical Analysis of the Mexican Term Structure of Interest Rates," Working Papers, Banco de México, number 2008-07, Jul.
• Cortés Espada Josué Fernando & Ramos Francia Manuel, 2008, "An Affine Model of the Term Structure of Interest Rates in Mexico," Working Papers, Banco de México, number 2008-09, Jul.
• Cortés Espada Josué Fernando & Ramos Francia Manuel, 2008, "A Macroeconomic Model of the Term Structure of Interest Rates in Mexico," Working Papers, Banco de México, number 2008-10, Jul.
• Einmahl, John H. J. & Magnus, Jan R., 2008, "Records in Athletics Through Extreme-Value Theory," Journal of the American Statistical Association, American Statistical Association, volume 103, issue 484, pages 1382-1391.
• Cizek, Pavel, 2008, "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Journal of the American Statistical Association, American Statistical Association, volume 103, pages 687-696, June.
• Edward J. Balistreri & Russell H. Hillberry, 2008, "The Gravity Model: An Illustration Of Structural Estimation As Calibration," Economic Inquiry, Western Economic Association International, volume 46, issue 4, pages 511-527, October, DOI: 10.1111/j.1465-7295.2007.00093.x.
• Don Harding, 2008, "Fuel Watch: Evidence-Based-Policy Or Policy-Based-Evidence?," Economic Papers, The Economic Society of Australia, volume 27, issue 4, pages 315-328, December, DOI: j.1759-3441.2008.tb01046.x.
• Feike C. Drost & Ramon Van Den Akker & Bas J. M. Werker, 2008, "Local asymptotic normality and efficient estimation for INAR(p) models," Journal of Time Series Analysis, Wiley Blackwell, volume 29, issue 5, pages 783-801, September, DOI: 10.1111/j.1467-9892.2008.00581.x.
• Marco Caliendo & Alexander S. Kritikos, 2008, "Is Entrepreneurial Success Predictable? An Ex‐Ante Analysis of the Character‐Based Approach," Kyklos, Wiley Blackwell, volume 61, issue 2, pages 189-214, May, DOI: 10.1111/j.1467-6435.2008.00398.x.
• Keith A. Bender & Steffen Habermalz, 2008, "Are There Differences in the Health– Socio‐economic Status Relationship over the Life Cycle? Evidence from Germany," LABOUR, CEIS, volume 22, issue 1, pages 107-125, March, DOI: 10.1111/j.1467-9914.2007.00400.x.
• T. D. Stanley, 2008, "Meta‐Regression Methods for Detecting and Estimating Empirical Effects in the Presence of Publication Selection," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 70, issue 1, pages 103-127, February, DOI: 10.1111/j.1468-0084.2007.00487.x.
• Xiaohong Chen & Roger Koenker & Zhijie Xiao, 2008, "Copula-Based Nonlinear Quantile Autoregression," Boston College Working Papers in Economics, Boston College Department of Economics, number 691, Oct.
• Edson Bastos e Santos & Nelson Ithiro Tanaka, 2008, "Dynamic Lévy Copulas and their Applications in the Pricing of Multidimensional Option with Path Dependence," Brazilian Review of Finance, Brazilian Society of Finance, volume 6, issue 1, pages 69-111.
• Carlos Santos, 2008, "A note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution," Working Papers de Economia (Economics Working Papers), Católica Porto Business School, Universidade Católica Portuguesa, number 052008, Sep.
• Jennifer Brown & Les Oxley & William Rea & Marco Reale, 2008, "The Empirical Properties of Some Popular Estimators of Long Memory Processes," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/13, Jun.
• Les Oxley & Chris Price & William Rea & Marco Reale, 2008, "A New Procedure to Test for H Self-Similarity," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 08/16, Sep.
• Otrok, Christopher & Pourpourides, Panayiotis M., 2008, "On The Cyclicality of Real Wages and Wage Differentials," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2008/19, Aug, revised Mar 2009.
• M. Hashem Pesaran, 2004, "General Diagnostic Tests for Cross Section Dependence in Panels," CESifo Working Paper Series, CESifo, number 1229.
• Cheng Hsiao & M. Hashem Pesaran, 2004, "Random Coefficient Panel Data Models," CESifo Working Paper Series, CESifo, number 1233.
• Maarten C. W. Janssen & José Luis Moraga-González & Matthijs R. Wildenbeest, 2004, "Consumer Search and Oligopolistic Pricing: An Empirical Investigation," CESifo Working Paper Series, CESifo, number 1292.
• George Kapetanios & M. Hashem Pesaran, 2005, "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," CESifo Working Paper Series, CESifo, number 1416.
• George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006, "Panels with Nonstationary Multifactor Error Structures," CESifo Working Paper Series, CESifo, number 1788.
• Harald Badinger & Peter Egger, 2008, "GM Estimation of Higher Order Spatial Autoregressive Processes in Panel Data Error Component Models," CESifo Working Paper Series, CESifo, number 2301.
• Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser, 2008, "Forecasting Euro Area Real GDP: Optimal Pooling of Information," CESifo Working Paper Series, CESifo, number 2371.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2008, "Sequential Estimation of Structural Models with a Fixed Point Constraint," CESifo Working Paper Series, CESifo, number 2507.
• Eric Jondeau, 2008, "Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-06, Feb.
• Patrick GAGLIARDINI & Christian GOURIEROUX, 2009, "Efficiency in Large Dynamic Panel Models with Common Factor," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-12, Mar.
• Dante Amengual & Enrique Sentana, 2008, "A Comparison of Mean-Variance Efficiency Tests," Working Papers, CEMFI, number wp2008_0806, Apr.
• Enrique Sentana, 2008, "The Econometrics of Mean-Variance Efficiency Tests: A Survey," Working Papers, CEMFI, number wp2008_0807, May.
• Carolina Lopera, 2008, "Determinantes de la deserci√≥n universitaria en la Facultad de Econom√≠a Universidad del Rosario," Borradores de Investigación, Universidad del Rosario, number 4558, Jan.
• Hern√°n Jaramillo Salazar & Carolina Lopera Oquendo & Carolina Alb√°n Conto, 2008, "Carreras acad√©micas. Utilizaci√≥n del CV para la modelaci√≥n de carreras acad√©micas y cient√≠ficas," Borradores de Investigación, Universidad del Rosario, number 4671, Apr.
• Sergio Botero Botero & Jovan Alfonso Cano Cano, 2008, "Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Carlos Andrés Cano Gamboa & Marcela Orozco Chávez & Luis Alfonso Sánchez Betancur, 2008, "Mecanismo de transmisión de las tasas de interés en Colombia (2001-2007)," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Elkin Castano & Karoll Gómez & Santiago Gallón, 2008, "Pronóstico y estructuras de volatilidad multiperíodo de la tasa de cambio del peso colombiano," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jorge Gallego & Yalila Aljure Jiménez, 2008, "Desigualdad y leyes de potencia," Documentos de Economía, Universidad Javeriana - Bogotá, number 5011, Jul.
• Juan Carlos Botero Ramírez & Andrés Ramírez Hassan, 2008, "La volatilidad de la tasa de interés a corto plazo: Un ejercicio para la economía Colombiana, 2001-2006," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 10622, Sep.
• Germán Lobos & Jean-Laurent Viviani, 2008, "Factores determinantes de la utilización de instrumentos públicos para la gestión del riesgo en la industria vitivinícola chilena: un modelo logit bin," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Mauricio López González & Maribel Díaz Pérez & Marta Sierra Torres & Beatriz Tabera González, 2008, "Perfil socioeconómico del emigrante de Medellín a Espana: una aproximación a partir de la experiencia de la red: "Paisas en el Exterior"," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Carlos Andrés Cano Gamboa & Adriana María Ochoa Yepes, 2008, "Empleo, desempleo y salario real: análisis del mercado laboral de la ciudad de Medellín (1995-2006)," Revista Lecturas de Economía, Universidad de Antioquia, CIE.
• Ingrid Acevedo Bohórquez & Ermilson Velásquez Ceballos, 2008, "Algunos conceptos de la econometría espacial y el análisis exploratorio de datos espaciales," Revista Ecos de Economía, Universidad EAFIT.
• Jésus Botero Garcia, 2008, "Evaluando impactos externos mediante un modelo de equilibrio general computable con competencia imperfecta: El caso colombiano," Revista Ecos de Economía, Universidad EAFIT.
• Manfred Gilli & Peter Winker, 2008, "Review of Heuristic Optimization Methods in Econometrics," Working Papers, COMISEF, number 001, Sep.
• BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K. & TAAMOUTI, Abderrahim, 2008, "Asymptotic properties of the Bernstein density copula for dependent data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2008045, Jul.
• Nikolay Gospodinov & Taisuke Otsu, 2008, "Local GMM Estimation of Time Series Models with Conditional Moment Restrictions," Working Papers, Concordia University, Department of Economics, number 08010, Dec.
• Nikolay Gospodinov & Masayuki Hirukawa, 2008, "Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels," Working Papers, Concordia University, Department of Economics, number 08011, Oct, revised Dec 2008.
• Nick Drydakis, 2008, "Integrated Roma Earnings: A Multivariate Analysis for the Discrimination Hypothesis in Greece," Working Papers, University of Crete, Department of Economics, number 0829, Jan.
• Bouezmarni, Taoufik & Rombouts, Jeroen V. K. & Taamouti, Abderrahim, 2008, "Asymptotic properties of the Bernstein density copula for dependent data," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number we083619, Jul.
• Jushan Bai & Serena Ng, 2008, "Extremum Estimation when the Predictors are Estimated from Large Panels," Annals of Economics and Finance, Society for AEF, volume 9, issue 2, pages 201-222, November.
• Hualde, Javier & Velasco, Carlos, 2008, "Distribution-Free Tests Of Fractional Cointegration," Econometric Theory, Cambridge University Press, volume 24, issue 1, pages 216-255, February.
• Leeb, Hannes & Pötscher, Benedikt M., 2008, "Can One Estimate The Unconditional Distribution Of Post-Model-Selection Estimators?," Econometric Theory, Cambridge University Press, volume 24, issue 2, pages 338-376, April.
• Bauer, Dietmar, 2008, "Using Subspace Methods For Estimating Arma Models For Multivariate Time Series With Conditionally Heteroskedastic Innovations," Econometric Theory, Cambridge University Press, volume 24, issue 4, pages 1063-1092, August.
• Ibragimov, Rustam & Phillips, Peter C.B., 2008, "Regression Asymptotics Using Martingale Convergence Methods," Econometric Theory, Cambridge University Press, volume 24, issue 4, pages 888-947, August.
• Cai, Zongwu & Li, Qi, 2008, "Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, volume 24, issue 5, pages 1321-1342, October.
• Čížek, Pavel, 2008, "General Trimmed Estimation: Robust Approach To Nonlinear And Limited Dependent Variable Models," Econometric Theory, Cambridge University Press, volume 24, issue 6, pages 1500-1529, December.
• Xiaohong Chen & Demian Pouzo, 2008, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1650, Apr, revised Oct 2008.
• Xiaohong Chen & Demian Pouzo, 2008, "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1650R, Apr, revised Jul 2009.
• Xiaohong Chen & Demian Pouzo, 2008, "Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1650RR, Apr, revised Jan 2011.
• Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2008, "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1652, May.
• Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang, 2008, "Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1660, May.
• Yixiao Sun & Peter C.B. Phillips, 2008, "Optimal Bandwidth Choice for Interval Estimation in GMM Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1661, May.
• Alexandru Voicu, 2008, "Adding Rungs to the Exporting Ladder: Plant-Level Exporting Dynamics and Total Factor Productivity Growth," DEGIT Conference Papers, DEGIT, Dynamics, Economic Growth, and International Trade, number c013_013, Nov.
• Jonas Schreyögg & Markus M. Grabka, 2008, "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 96.
• Jonas Schreyögg & Markus M. Grabka, 2008, "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 777.
• Laura Auria & Rouslan A. Moro, 2008, "Support Vector Machines (SVM) as a Technique for Solvency Analysis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 811.
• Doucouliagos, Hristos & Stanley, T. D., 2008, "Publication selection bias in minimum-wage research? A meta-regression analysis," Working Papers, Deakin University, Department of Economics, number eco_2008_14, Jan, DOI: 10.1111/j.1467-8543.2009.00723.x.
• Rami Abdelkafi & Hatem Derbel, 2008, "Une décomposition de l'effet de la liberté économique sur la croissance dans les pays en développement," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-19.
• Rami Abdelkafi & Hatem Derbel, 2008, "The effects of economic freedom components on economic growth: an analysis with a threshold model," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-3.
• Taoufik Bouraoui, 2008, "Les spams boursiers : Etude empirique sur le marché des penny stocks," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2008-41.
• Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2008, "A New Hausmann Type Test to Detect the Presence of Influential Outliers," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_006.
• Marta Bañbura & Domenico Giannone & Lucrezia Reichlin, 2008, "Large Bayesian VARs," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2008_033.
• Amisano, Gianni & Savona, Roberto, 2008, "Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk," Working Paper Series, European Central Bank, number 881, Mar.
• Manganelli, Simone & White, Halbert & Kim, Tae-Hwan, 2008, "Modeling autoregressive conditional skewness and kurtosis with multi-quantile CAViaR," Working Paper Series, European Central Bank, number 957, Nov.
• Giannone, Domenico & Reichlin, Lucrezia & Bańbura, Marta, 2008, "Large Bayesian VARs," Working Paper Series, European Central Bank, number 966, Nov.
• Chen, Xiaohong & Pouzo, Demian, 2008, "Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments," Working Papers, Yale University, Department of Economics, number 47, Apr.
• Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Econometrica, Econometric Society, volume 76, issue 1, pages 175-194, January.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2008, "Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise," Econometrica, Econometric Society, volume 76, issue 6, pages 1481-1536, November.
• M. Hashem Pesaran & Aman Ullah & Takashi Yamagata, 2008, "A bias-adjusted LM test of error cross-section independence," Econometrics Journal, Royal Economic Society, volume 11, issue 1, pages 105-127, March.
• Ci­zek, P. & Tamine, J. & Härdle, W., 2008, "Smoothed L-estimation of regression function," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 12, pages 5154-5162, August.
• Christensen, T.M. & Hurn, A.S. & Lindsay, K.A., 2008, "The Devil is in the Detail: Hints for Practical Optimisation," Economic Analysis and Policy, Elsevier, volume 38, issue 2, pages 345-368, September.
• Clarke, Judith A., 2008, "On weighted estimation in linear regression in the presence of parameter uncertainty," Economics Letters, Elsevier, volume 100, issue 1, pages 1-3, July.
• Huang, Hongming & Kao, Chihwa & Urga, Giovanni, 2008, "Copula-based tests for cross-sectional independence in panel models," Economics Letters, Elsevier, volume 100, issue 2, pages 224-228, August.
• Ñopo, Hugo, 2008, "An extension of the Blinder-Oaxaca decomposition to a continuum of comparison groups," Economics Letters, Elsevier, volume 100, issue 2, pages 292-296, August.
• Quoreshi, A.M.M. Shahiduzzaman, 2008, "A vector integer-valued moving average model for high frequency financial count data," Economics Letters, Elsevier, volume 101, issue 3, pages 258-261, December.
• Hsu, Yu-Chin & Kuan, Chung-Ming, 2008, "Change-point estimation of nonstationary I(d) processes," Economics Letters, Elsevier, volume 98, issue 2, pages 115-121, February.
• Krämer, Walter, 2008, "Long memory with Markov-Switching GARCH," Economics Letters, Elsevier, volume 99, issue 2, pages 390-392, May.