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

• Ricardo Ribeiro, 2008, "Market Dominance and Barriers to Competition in Financial Trading Venues," Working Papers, NET Institute, number 08-35, Oct, revised Oct 2008.
• Che-Lin Su & Kenneth L. Judd, 2008, "Constrainted Optimization Approaches to Estimation of Structural Models," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science, number 1460, Jan.
• Chris Bloor & Troy Matheson, 2008, "Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2008/09, May.
• Christian Gianella & Isabell Koske & Elena Rusticelli & Olivier Chatal, 2008, "What Drives the NAIRU? Evidence from a Panel of OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 649, Nov, DOI: 10.1787/231764364351.
• David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2008, "Time-Varying Arrival Rates of Informed and Uninformed Trades," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 2, pages 171-207, Spring.
• Rick Van der Ploeg, 2008, "Natural Resources: Curse or Blessing?," OxCarre Working Papers, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford, number 005, Mar.
• Mika Meitz & Pentti Saikkonen, 2008, "Parameter estimation in nonlinear AR-GARCH models," Economics Series Working Papers, University of Oxford, Department of Economics, number 396, Jun.
• Neil Shephard & Ole E. Barndorff-Nielsen & Peter Reinhard Hansen, 2008, "Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading," Economics Series Working Papers, University of Oxford, Department of Economics, number 397, Jul.
• Dayton M. Lambert & Raymond J.G.M. Florax & Seong-Hoon Cho, 2008, "Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators," Working Papers, Purdue University, College of Agriculture, Department of Agricultural Economics, number 08-10.
• Nikkin L. Beronilla & Dennis S. Mapa, 2008, "Range-based models in estimating value-at-risk (VaR)," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 45, issue 2, pages 87-99, December.
• Marco Caliendo & Alexander S. Kritikos, 2008, "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," Working Papers, Hanseatic University, Germany, Department of Economics, number 001, Jan.
• Francois-Éric Racicot & Raymond Théoret, 2008, "Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp012008, Jan.
• Bürgi, Roland & Dacorogna, Michel M & Iles, Roger, 2008, "Risk aggregation, dependence structure and diversification benefit," MPRA Paper, University Library of Munich, Germany, number 10054, Aug.
• Mishra, SK & Ngullie, ML, 2008, "Hedonic demand for rented house in Kohima, Nagaland," MPRA Paper, University Library of Munich, Germany, number 10076, Aug.
• GUENICHI, Hassan, 2008, "Cointegration, Structural Changes and the Relationship between Trade and Economic Growth in Tunisia," MPRA Paper, University Library of Munich, Germany, number 102772, Dec.
• Osman, Mohammad & Louis, Rosmy & Balli, Faruk, 2008, "Which Output Gap Measure Matters for the Arab Gulf Cooperation Council Countries (AGCC): The Overall GDP Output Gap or the Non-Oil Sector Output Gap?," MPRA Paper, University Library of Munich, Germany, number 11612, Oct.
• Vodová, Pavla, 2008, "Credit market and prediction of its future development," MPRA Paper, University Library of Munich, Germany, number 11904.
• Kleppe, Tore Selland & Skaug, Hans J., 2008, "Simulated maximum likelihood for general stochastic volatility models: a change of variable approach," MPRA Paper, University Library of Munich, Germany, number 12022, Jul.
• Di Iorio, Francesca & Fachin, Stefano, 2008, "A note on the estimation of long-run relationships in dependent cointegrated panels," MPRA Paper, University Library of Munich, Germany, number 12053, Sep.
• Barnett, William A. & Seck, Ousmane, 2008, "Estimation with inequality constraints on the parameters: dealing with truncation of the sampling distribution," MPRA Paper, University Library of Munich, Germany, number 12500, Aug.
• Baraldi, A. Laura, 2008, "Network Externalities and Critical Mass in the Mobile Telephone Network: a Panel Data Estimation," MPRA Paper, University Library of Munich, Germany, number 13373.
• Faghih, Nezameddin & Faghih, Ali, 2008, "Nyquist Frequency in Sequentially Sampled Data," MPRA Paper, University Library of Munich, Germany, number 14311.
• Onour, Ibrahim, 2008, "Forward-Looking Beta Estimates:Evidence from an Emerging Market," MPRA Paper, University Library of Munich, Germany, number 14992, Feb.
• Aguirregabiria, Victor, 2008, "Comment: The Identification Power of Equilibrium in Simple Games," MPRA Paper, University Library of Munich, Germany, number 15987, Jul.
• Harding, Don, 2008, "FuelWatch: evidence-based-policy or policy based evidence?," MPRA Paper, University Library of Munich, Germany, number 16049, Dec.
• OUEDRAOGO, Salmata, 2008, "Social effect and female genital mutilation (FGM)," MPRA Paper, University Library of Munich, Germany, number 17847, Mar.
• Ling, Tai-Hu & Venus, Khim-Sen Liew & Syed Khalid Wafa, Syed Azizi Wafa, 2008, "Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests," MPRA Paper, University Library of Munich, Germany, number 21601, revised Jan 2010.
• Othman, Redzuan & Salleh, Norlida Hanim Mohd, 2008, "Hubungan Pembangunan Industri Pelancongan Dan Pertumbuhan Ekonomi Di Beberapa Negara Utama ASEAN
  [Relationship Between Tourism Industry Development and Economic Growth in Major ASEAN Countries]," MPRA Paper, University Library of Munich, Germany, number 22457, Sep, revised 20 Feb 2010.
• Schreyoegg, Jonas & Grabka, Markus M, 2008, "Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach," MPRA Paper, University Library of Munich, Germany, number 23035.
• Dinda, Soumyananda, 2008, "Factors Determining FDI to Nigeria: An Empirical Investigation," MPRA Paper, University Library of Munich, Germany, number 28097, Jul, revised Nov 2010.
• 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.

2007

• Ravenna, Federico, 2007, "Vector autoregressions and reduced form representations of DSGE models," Journal of Monetary Economics, Elsevier, volume 54, issue 7, pages 2048-2064, October.
• Nicolai, Robin P. & Dekker, Rommert & van Noortwijk, Jan M., 2007, "A comparison of models for measurable deterioration: An application to coatings on steel structures," Reliability Engineering and System Safety, Elsevier, volume 92, issue 12, pages 1635-1650, DOI: 10.1016/j.ress.2006.09.021.
• Lief Brandes & Egon Franck, 2007, "Who Made Who – An Empirical Analysis of Competitive Balance in European Soccer Leagues," Eastern Economic Journal, Eastern Economic Association, volume 33, issue 3, pages 379-403, Summer.
• Amiel, Yoram & Cowell, Frank & Gaertner, Wulf, 2007, "Distributional orderings: an approach with seven flavours," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3774, Oct.
• Cowell, Frank, 2007, "Income distribution and inequality," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3780, Oct.
• Robinson, Peter M., 2007, "Efficient estimation of the semiparametric spatial autoregressive model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4535, Feb.
• Ariza, Alfredo & Ugidos Olazabal, Arantza, 2007, "Entry into motherhood: The effect of wages," DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II, number 1988-088X, Apr.
• Loría, Eduardo & de Jesús, Leobardo, 2007, "Los acervos de capital de México. Una estimación, 1980.I-2004.IV," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 294, pages 475-485, abril-jun, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Noriega, Antonio & Fontenla, Matías, 2007, "La infraestructura y el crecimiento económico en México," El Trimestre Económico, Fondo de Cultura Económica, volume 74, issue 296, pages 885-900, octubre-d, DOI: http://dx.doi.org/10.20430/ete.v74i.
• Síle O'Dorchai & Robert Plasman & François Rycx, 2007, "The part‐time wage penalty in European countries: how large is it for men?," International Journal of Manpower, Emerald Group Publishing Limited, volume 28, issue 7, pages 571-603, October, DOI: 10.1108/01437720710830061.
• William A. Barnett & Ikuyasu Usui, 2007, "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Functional Structure Inference", DOI: 10.1016/S1571-0386(07)18006-6.
• Eduardo Loría & Manuel G. Ramos., 2007, "La ley de Okun: una relectura para México, 1970-2004," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 22, issue 1, pages 19-55.
• Marco Ratto & Werner Roeger & Jan in't Veld, 2007, "Fiscal policy in an estimated open-economy model for the Euro area," European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 266, Jan.
• Karl H. Schlag, 2007, "How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing," Economics Working Papers, European University Institute, number ECO2007/04.
• Aurélien GAIMON & Vincent LAPEGUE & Paola MONPERRUS-VERONI & Noé N’SEMI & Frédéric REYNÈS & Maël THEULIERE, 2007, "Does the interaction between shocks and institutions solve the OECD unemployment puzzle? a Theoretical and Empirical Appraisal," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2007-34.
• Francisco Penaranda & Jon Danielsson, 2007, "On the Impact of Fundamentals, Liquidity and Coordination on Market Stability," FMG Discussion Papers, Financial Markets Group, number dp586, Jan.
• Bart De Ketelbutter & Ludovic Dobbelaere & Filip Vanhorebeek, 2007, "Working Paper 10-07 - Foreign trade in Modtrim," Working Papers, Federal Planning Bureau, Belgium, number 200710, Sep.
• Luciano Nakabashi & Marcio José Vargas da Cruz & Fábio Dória Scatolin, 2007, "Efeitos do câmbio e juros sobre as exportações da indústria brasileira," Working Papers, Universidade Federal do Paraná, Department of Economics, number 0055.
• Luciano Nakabashi & Marcio José Vargas da Cruz, 2007, "Os efeitos do câmbio e juros na balança comercial paranaense," Working Papers, Universidade Federal do Paraná, Department of Economics, number 0067.
• Daniel Ventosa-Santaularia, 2007, "Spurious Instrumental Variables," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200704, Jun, revised Mar 2009.
• Lanouar Charfeddine & Dominique Guegan, 2007, "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00188309, Nov.
• A. Durre & P. Giot, 2007, "An International Analysis of Earnings, Stock Prices and Bond Yields," Post-Print, HAL, number hal-00171145.
• Frédéric Reynés & Matthieu Lemoine & Paola Veroni, 2007, "Nairu en zone heureuse," Post-Print, HAL, number hal-03459585, Apr, DOI: 10.3917/reof.101.0227.
• Christelle Garrouste, 2007, "Determinants and Consequences of Language-in-Education Policies," Post-Print, HAL, number hal-05190369, Oct.
• Lanouar Charfeddine & Dominique Guegan, 2007, "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Post-Print, HAL, number halshs-00188309, Nov.
• Frédéric Reynés & Matthieu Lemoine & Paola Veroni, 2007, "Nairu en zone heureuse," Sciences Po Economics Publications (main), HAL, number hal-03459585, Apr, DOI: 10.3917/reof.101.0227.
• Lillestøl, Jostein, 2007, "Some new bivariate IG and NIG-distributions for modelling covariate nancial returns," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/1, Jan.
• Støve, Bård & Tjøstheim, Dag, 2007, "A Convolution Estimator for the Density of Nonlinear Regression Observations," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2007/25, Nov.
• Carling, Kenneth & Alam, Moudud, 2007, "Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)," Working Papers, Örebro University, School of Business, number 2007:14, Sep.
• Katayama, Naoya, 2007, "Seasonally and Fractionally Differenced Time Series," Hitotsubashi Journal of Economics, Hitotsubashi University, volume 48, issue 1, pages 25-55, June, DOI: 10.15057/13796.
• Ip-wing Yu & Laurence Fung & Chi-sang Tam, 2007, "Assessing Financial Market Integration In Asia - Equity Markets," Working Papers, Hong Kong Monetary Authority, number 0704, Apr.
• Ip-wing Yu & Laurence Fung & Chi-sang Tam, 2007, "Assessing Bond Market Integration in Asia," Working Papers, Hong Kong Monetary Authority, number 0710, Jun.
• Wolf Dieter Heinbach & Markus Spindler, 2007, "To Bind or Not to Bind Collectively? Decomposition of Bargained Wage Differences Using Counterfactual Distributions," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim, Department of Economics, University of Hohenheim, Germany, number 294/2007, Dec.
• Hiroaki Chigira & Tsunemasa Shiba, 2007, "Bayesian Estimation of Unknown Regression Error Heteroscedasticity," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d07-221, Oct.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007, "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers, Centre for Economic Reform and Transformation, Heriot Watt University, number 0706.
• Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas, 2007, "A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200711.
• Wolff, Joachim & Jozwiak, Eva, 2007, "Does short-term training activate means-tested unemployment benefit recipients in Germany?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200729.
• Hohmeyer, Katrin & Wolff, Joachim, 2007, "A fistful of Euros: Does One-Euro-Job participation lead means-tested benefit recipients into regular jobs and out of unemployment benefit II receipt?," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200732.
• Wolf Dieter Heinbach & Markus Spindler, 2007, "To Bind or Not to Bind Collectively? Decomposition of Bargained Wage Differences Using Counterfactual Distributions," IAW Discussion Papers, Institut für Angewandte Wirtschaftsforschung (IAW), number 36, Dec.
• Ñopo, Hugo R., 2007, "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," IDB Publications (Working Papers), Inter-American Development Bank, number 1959, Jul.
• Hugo Ñopo, 2007, "An Extension of the Blinder-Oaxaca Decomposition to a Continuum of Comparison Groups," Research Department Publications, Inter-American Development Bank, Research Department, number 4532, Jul.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007, "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-08, Jul.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007, "Nonparametric density estimation for multivariate bounded data," Cahiers de recherche, HEC Montréal, Institut d'économie appliquée, number 07-10, Aug.
• Carlos Gamero Burón, 2007, "Satisfacción laboral y tipo de contrato en España," Investigaciones Economicas, Fundación SEPI, volume 31, issue 3, pages 415-444, September.
• Verónica Herrero & Mónica Bocco, 2007, "Comparación de Ponderaciones en Regresiones Probit Simultáneas en un Modelo para la Estimación de la Participación Laboral," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 45, issue 2, pages 95-124, Diciembre, DOI: 10.55444/2451.7321.2007.v45.n2.3841.
• Maurice Bun & Frank Windmeijer, 2007, "The weak instrument problem of the system GMM estimator in dynamic panel data models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/07, Mar.
• Jerry Hausman & Whitney K. Newey & Tiemen M. Woutersen & John Chao & Norman Swanson, 2007, "Instrumental variable estimation with heteroskedasticity and many instruments," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP22/07, Sep.
• Markus Frölich, 2007, "Regression discontinuity design with covariates," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP27/07, Nov.
• Walter Beckert & Daniel McFadden, 2007, "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP28/07, Nov.
• Susanne M. Schennach & Halbert White & Karim Chalak, 2007, "Estimating average marginal effects in nonseparable structural systems," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP31/07, Dec.
• Markus Frölich & Blaise Melly, 2007, "Unconditional quantile treatment effects under endogeneity," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP32/07, Dec.
• Anup Kumar Bhandari & Pradip Maiti, 2007, "Efficiency of Indian Manufacturing Firms: Textile Industry as a Case Study," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 6, issue 1, pages 71-88, April.
• Norlida Hanim Salleh, 2007, "An Ardl Model Of Tourism Demand For Malaysia," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, volume 15, issue 1, pages 65-92, June.
• M.N. Siddiqi, 2007, "Shariah,Economics And The Progress Of Islamic Finance: The Role Of Shariah Experts," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, volume 15, issue 1, pages 93-114, June.
• Roberta De Santis & Claudio Vicarelli, 2007, "The “deeper” and the “wider” EU strategies of trade integration.An empirical evaluation of EU Common Commercial Policy effects," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 79, Mar.
• Hulya KAKICI & Asst. Prof. Hamdi EMEC & Prof.Dr.Senay UCDOGRUK, 2007, "Turkiye'de Calisan Kadinlarin Cocuk Bakim Tercihleri," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 5, issue 1, pages 20-40, May.
• O'Dorchai, Síle & Plasman, Robert & Rycx, François, 2007, "The Part-Time Wage Penalty in European Countries: How Large Is It for Men?," IZA Discussion Papers, IZA Network @ LISER, number 2591, Jan.
• Fitzenberger, Bernd & Wilke, Ralf, 2007, "New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work," IZA Discussion Papers, IZA Network @ LISER, number 2609, Feb.
• Caliendo, Marco & Kritikos, Alexander S., 2007, "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," IZA Discussion Papers, IZA Network @ LISER, number 2687, Mar.
• Christev, Atanas & Featherstone, Allen, 2007, "A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function," IZA Discussion Papers, IZA Network @ LISER, number 2712, Mar.
• Spitz-Oener, Alexandra, 2007, "The Returns to Pencil Use Revisited," IZA Discussion Papers, IZA Network @ LISER, number 2729, Apr.
• Frölich, Markus, 2007, "Regression Discontinuity Design with Covariates," IZA Discussion Papers, IZA Network @ LISER, number 3024, Sep.
• Arulampalam, Wiji & Stewart, Mark, 2007, "Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators," IZA Discussion Papers, IZA Network @ LISER, number 3039, Sep.
• Galdo, Jose C. & Smith, Jeffrey A. & Black, Dan A., 2007, "Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data," IZA Discussion Papers, IZA Network @ LISER, number 3095, Oct.
• Calderón-Madrid, Angel & Voicu, Alexandru, 2007, "The NAFTA Tide: Lifting the Larger and Better Boats," IZA Discussion Papers, IZA Network @ LISER, number 3207, Dec.
• Phoebe Koundouri & Theologos Pantelidis & Ben Groom & Ekaterini Panopoulou, 2007, "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 22, issue 3, pages 641-656, DOI: 10.1002/jae.937.
• Ito, Seiro, 2007, "Bounding ATE with ITT," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 106, May.
• Yingyao Hu & Arthur Lewbel, 2007, "Identifying the Returns to Lying When the Truth is Unobserved," Economics Working Paper Archive, The Johns Hopkins University,Department of Economics, number 540, Nov.
• Francesco Audrino & Robert Fernholz & Roberto Ferretti, 2007, "A Forecasting Model for Stock Market Diversity," Annals of Finance, Springer, volume 3, issue 2, pages 213-240, March, DOI: 10.1007/s10436-006-0046-y.
• Toker Doganoglu & Christoph Hartz & Stefan Mittnik, 2007, "Portfolio optimization when risk factors are conditionally varying and heavy tailed," Computational Economics, Springer;Society for Computational Economics, volume 29, issue 3, pages 333-354, May, DOI: 10.1007/s10614-006-9071-1.
• Steven Farber & Antonio Páez, 2007, "A systematic investigation of cross-validation in GWR model estimation: empirical analysis and Monte Carlo simulations," Journal of Geographical Systems, Springer, volume 9, issue 4, pages 371-396, December, DOI: 10.1007/s10109-007-0051-3.
• Mike Smet, 2007, "Measuring performance in the presence of stochastic demand for hospital services: an analysis of Belgian general care hospitals," Journal of Productivity Analysis, Springer, volume 27, issue 1, pages 13-29, February, DOI: 10.1007/s11123-006-0021-7.
• Cinzia Daraio & Léopold Simar, 2007, "Conditional nonparametric frontier models for convex and nonconvex technologies: a unifying approach," Journal of Productivity Analysis, Springer, volume 28, issue 1, pages 13-32, October, DOI: 10.1007/s11123-007-0049-3.
• Léopold Simar, 2007, "How to improve the performances of DEA/FDH estimators in the presence of noise?," Journal of Productivity Analysis, Springer, volume 28, issue 3, pages 183-201, December, DOI: 10.1007/s11123-007-0057-3.
• Georges Dionne & Claude Fluet & Denise Desjardins, 2007, "Predicted risk perception and risk-taking behavior: The case of impaired driving," Journal of Risk and Uncertainty, Springer, volume 35, issue 3, pages 237-264, December, DOI: 10.1007/s11166-007-9023-8.
• Duncan Fong & Wayne DeSarbo, 2007, "A Bayesian methodology for simultaneously detecting and estimating regime change points and variable selection in multiple regression models for marketing research," Quantitative Marketing and Economics (QME), Springer, volume 5, issue 4, pages 427-453, December, DOI: 10.1007/s11129-007-9030-8.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007, "Semiparametric Multivariate Density Estimation for Positive Data Using Copulas," Cahiers de recherche, CIRPEE, number 0731.
• Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2007, "Nonparametric Density Estimation for Multivariate Bounded Data," Cahiers de recherche, CIRPEE, number 0732.
• Alain Guay & Florian Pelgrin, 2007, "Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions," Cahiers de recherche, CIRPEE, number 0747.
• Jushan Bai & Chihwa Kao & Serena Ng, 2007, "Panel Cointegration with Global Stochastic Trends," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 90, Jan.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007, "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 92, Mar.
• Dennis Philip & Chihwa Kao & Giovanni Urga, 2007, "Testing for Instability in Factor Structure of Yield Curves," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 96, Jul.
• Hong-Ming Huang & Chihwa Kao & Giovanni Urga, 2007, "Copula-Based Tests for Cross-Sectional Independence in Panel Models," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 99, Dec.
• Victoria Zinde-Walsh & Dongming Zhu, 2007, "Properties And Estimation Of Asymmetric Exponential Power Distribution," Departmental Working Papers, McGill University, Department of Economics, number 2007-11, Oct.
• Lonnie Magee, 2007, "Ordinary Least Squares Bias and Bias Corrections for iid Samples," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 419, Jun.
• Lonnie Magee, 2007, "Ordinary Least Squares Bias and Bias Corrections for iid Samples," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 207, Jun.
• Chan Tze-Haw & Ahmad Zubaidi Baharumshah & Evan Lau, 2007, "Real Financial Integration among the East Asian Economies: A SURADF Panel Approach," Capital Markets Review, Malaysian Finance Association, volume 15, issue 1&2, pages 53-71.
• Manuel Santos, 2007, "Consistency Properties of a Simulation-Based Estimator for Dynamic Processes," Working Papers, University of Miami, Department of Economics, number 0705, Aug.
• Mathias Drehmann & Steffen Sorensen & Marco Stringa, 2007, "Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 151, Feb.
• Weshah Razzak, 2007, "Explaining the gaps in labour productivity in some developed countries," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 30, Feb.
• Arnab Bhattacharjee & Christoph Thoenissen, 2007, "Money and Monetary Policy in DSGE Models," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 78, Feb.
• Davide Ferrari & Sandra Paterlini, 2007, "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Department of Economics, University of Modena and Reggio E., Faculty of Economics "Marco Biagi", number 555, Jun.
• Davide Ferrari & Sandra Paterlini, 2007, "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Center for Economic Research (RECent), University of Modena and Reggio E., Dept. of Economics "Marco Biagi", number 001, Jun.
• Davide Ferrari & Sandra Paterlini, 2007, "The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0003, Jul.
• Lanouar Charfeddine & Dominique Guegan, 2007, "Which is the best model for the US inflation rate: a structural changes model or a long memory process?," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number b07061, Nov.
• Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007, "Semiparametric estimation of the dependence parameter of the error terms in multivariate regression," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/07, Feb.
• George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman, 2007, "Hierarchical forecasts for Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/07, Aug, revised Nov 2007.
• Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin, 2007, "An Assessment of Alternative State Space Models for Count Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/07, May.
• Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle, 2007, "Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/07, Jun.
• McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007, "A New Approach to Drawing States in State Space Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2007-06.
• McCAUSLAND, William J. & MILLER, Shirley & PELLETIER, Denis, 2007, "A New Approach to Drawing States in State Space Models," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 07-2007.
• ZHU, Dongming & ZINDE-WALSH, Victoria, 2007, "Properties and Estimation of Asymmetric Exponential Power Distribution," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 13-2007.
• Susanne Rassouli-Currier, 2007, "The Choice of Estimation Method and Its Effect on Efficiency Measurement in Public Education: Stochastic Frontier Regression vs. Data Envelopment Analysis," Journal of Economic Insight, Missouri Valley Economic Association, volume 33, issue 1, pages 53-72.
• Qin Xiao & Weihong Huang, 2007, "Risk and Predictability of Singapore’s Direct Residential Real Estate Market," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0702, Feb.
• Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007, "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0338, May.
• Xavier Gabaix & Rustam Ibragimov, 2007, "Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0342, Sep.
• Ravi Bansal & Robert Dittmar & Dana Kiku, 2007, "Cointegration and Consumption Risks in Asset Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 13108, May.
• Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev, 2007, "Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments," NBER Working Papers, National Bureau of Economic Research, Inc, number 13134, May.
• Liran Einav & Amy Finkelstein & Paul Schrimpf, 2007, "The Welfare Cost of Asymmetric Information: Evidence from the U.K. Annuity Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 13228, Jul.
• William J. McCausland & Shirley Miller & Denis Pelletier, 2007, "A New Approach to Drawing States in State Space Models," Working Paper Series, North Carolina State University, Department of Economics, number 014, Aug, revised Aug 2007.
• Ricardo Ribeiro & João Vareda, 2007, "Crowding Out or Complementarity in the Telecommunications Market?," Working Papers, NET Institute, number 07-33, Sep, revised Sep 2007.
• Almudena Sevilla Sanz & Jose Ignacio GImenez Nadal, 2007, "A Note on Leisure Inequality in the US: 1965-2003," Economics Series Working Papers, University of Oxford, Department of Economics, number 374, Nov.
• Muhammad Arshad Khan & Ayaz Ahmed, 2007, "Foreign Aid-Blessing or Curse: Evidence from Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 46, issue 3, pages 215-240.
• Faheem Jehangir Khan & Yaser Javed, 2007, "Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan," PIDE-Working Papers, Pakistan Institute of Development Economics, number 2007:30.
• Idrovo Aguirre, Byron, 2007, "¿Son las escuelas particulares subvencionadas mejores que las municipales? Estimación de la ecuación de logro escolar para Chile
  [Are the subsidized particular schools better than the public schools? Estimation of the equation of scholastic profit," MPRA Paper, University Library of Munich, Germany, number 10665, Dec.
• Selim, Tarek, 2007, "On Efficient Utilization of Egypt's Energy Resources: Oil and Natural Gas," MPRA Paper, University Library of Munich, Germany, number 119506, Jan.
• Sveshnikov, Sergey & Bocharnikov, Victor, 2007, "Contextual algorithm for decision of fuzzy estimation problems with network-like structure of criteria on the basis of fuzzy measures Sugeno," MPRA Paper, University Library of Munich, Germany, number 17351, Sep.
• Bocharnikov, Victor & Sveshnikov, Sergey, 2007, "Algorithm of arithmetical operations with fuzzy numerical data," MPRA Paper, University Library of Munich, Germany, number 17353, Sep.
• Olenev, H.H. & Pechenkin, R.V. & Chernecov, A.M., 2007, "Параллельное Программирование В Matlab М Его Приложения
  [Parallel programming in MATLAB and its applications]," MPRA Paper, University Library of Munich, Germany, number 17796, May.
• Scorbureanu, Alexandrina Ioana, 2007, "The competitive advantage in The Middle East. An empirical approach," MPRA Paper, University Library of Munich, Germany, number 17965, Jun.
• Idrovo Aguirre, Byron, 2007, "SEIA: Una mirada alternativa de la inversión
  [A new economic indicator]," MPRA Paper, University Library of Munich, Germany, number 19367, Oct, revised 24 Dec 2007.
• Wittenberg, Martin, 2007, "Testing for a common latent variable in a linear regression," MPRA Paper, University Library of Munich, Germany, number 2550, Mar.
• Lahiani, Amine & Yousfi, Ouidad, 2007, "Modèls Garch à la mémoire longue: application aux taux de change tunisiens
  [GARCH models : evidence from Tunisian Exchange market]," MPRA Paper, University Library of Munich, Germany, number 28702, Dec, revised 2008.
• Vitek, Francis, 2007, "An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model," MPRA Paper, University Library of Munich, Germany, number 2945, Apr.
• Rao, B. Bhaskara, 2007, "Deterministic and stochastic trends in the time series models: A guide for the applied economist," MPRA Paper, University Library of Munich, Germany, number 3580, Jun.
• Dramani, Latif & Laye, Oumy, 2007, "Estimation of the Equilibrium Interest Rate: Case of CFA zone," MPRA Paper, University Library of Munich, Germany, number 3610, Jun.
• Zoltan, Varsanyi, 2007, "Reconsidering the logit: the risk of individual names," MPRA Paper, University Library of Munich, Germany, number 3658, Jun.
• Albu, Lucian-Liviu, 2007, "A model to estimate informal economy at regional level: Theoretical and empirical investigation," MPRA Paper, University Library of Munich, Germany, number 3760.
• Guido, Cataife, 2007, "The pronouncements of paranoid politicians," MPRA Paper, University Library of Munich, Germany, number 4473, Aug.
• Mishra, SK, 2007, "Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves," MPRA Paper, University Library of Munich, Germany, number 4634, Aug.
• Mishra, SK, 2007, "A note on least squares fitting of signal waveforms," MPRA Paper, University Library of Munich, Germany, number 4705, Sep.
• Mishra, SK, 2007, "Least squares estimation of joint production functions by the Differential Evolution method of global optimization," MPRA Paper, University Library of Munich, Germany, number 4813, Sep.
• Perez, Marcos & Ahn, Seung Chan, 2007, "GMM Estimation of the Number of Latent Factors," MPRA Paper, University Library of Munich, Germany, number 4862, Sep.
• Pötscher, Benedikt M. & Leeb, Hannes, 2007, "On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding," MPRA Paper, University Library of Munich, Germany, number 5615, Oct.
• Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O., 2007, "Likelihood-based inference for correlated diffusions," MPRA Paper, University Library of Munich, Germany, number 5696.
• Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros, 2007, "Inference for stochastic volatility model using time change transformations," MPRA Paper, University Library of Munich, Germany, number 5697.
• Shahateet, Mohammed & Al-Tayyeb, Saud, 2007, "Regional consumption inequalities in Jordan: Empirical study," MPRA Paper, University Library of Munich, Germany, number 57400.
• Noriega, Antonio E. & Ventosa-Santaulària, Daniel, 2007, "Spurious Regression and Trending Variables," MPRA Paper, University Library of Munich, Germany, number 58775.
• Ventosa-Santaulària, Daniel, 2007, "Spurious Instrumental Variables," MPRA Paper, University Library of Munich, Germany, number 58779.
• Mahmoudvand, Rahim & Hassani, Hossein & Wilson, Rob, 2007, "Is The Sample Coefficient Of Variation A Good Estimator For The Population Coefficient Of Variation?," MPRA Paper, University Library of Munich, Germany, number 6106, Sep, revised 2007.
• Razzak, W A, 2007, "In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback," MPRA Paper, University Library of Munich, Germany, number 6591, Dec.
• Andrei, Tudorel & Iacob, Andreea Iluzia & Vlad, Liviu Bogdan, 2007, "Tendencies in the Romania's Regional Economic Development during the Period 1991-2004," MPRA Paper, University Library of Munich, Germany, number 6886, Jun.
• Andrei, Tudorel & Teodorescu, Daniel & Iacob, Andreea Iluzia E. S. & Stancu, Stelian, 2007, "The Application of the Econometric Models with Qualitative Variables in the Analysis of the Non Academic Behaviors at the Level of the Romanian Higher Education System," MPRA Paper, University Library of Munich, Germany, number 6889, Dec.
• Pötscher, Benedikt M. & Schneider, Ulrike, 2007, "On the distribution of the adaptive LASSO estimator," MPRA Paper, University Library of Munich, Germany, number 6913, Dec.
• Derbel, Hatem & Abdelkafi, Rami & Chkir, Ali, 2007, "Impact du commerce extérieur sur la productivité au sein des secteurs en Tunisie : cas de l’industrie manufacturière
  [Impact of foreign trade on productivity within sectors in Tunisia: the case of manufacturing industry]," MPRA Paper, University Library of Munich, Germany, number 8533, Mar, revised Oct 2007.
• Yu Ren & Katsumi Shimotsu, 2007, "Improvement In Finite Sample Properties Of The Hansen-jagannathan Distance Test," Working Paper, Economics Department, Queen's University, number 1126, Jun.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2007, "Nonparametric Identification And Estimation Of Multivariate Mixtures," Working Paper, Economics Department, Queen's University, number 1153, Dec.
• George Kapetanios & Zacharias Psaradakis, 2007, "Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence," Working Papers, Queen Mary University of London, School of Economics and Finance, number 587, Mar.
• George Kapetanios & Andrew P. Blake, 2007, "Boosting Estimation of RBF Neural Networks for Dependent Data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 588, Mar.
• Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2007, "Forecasting Large Datasets with Reduced Rank Multivariate Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 617, Oct.
• Christopher A. Sims, 2007, "Thinking about instrumental variables (in Russian)," Quantile, Quantile, issue 2, pages 83-94, March.
• Radu Lupu & Iulia Lupu, 2007, "Testing for Heteroskedasticity on the Bucharest Stock Exchange," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, volume 10, issue 23, pages 19-28, June.