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

2007

• 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.
• Gabriele Fiorentini & Enrique Sentana, 2007, "On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models," Working Paper series, Rimini Centre for Economic Analysis, number 38_07, Jul.
• Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana, 2007, "Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks," Working Paper series, Rimini Centre for Economic Analysis, number 40_07, Jul.
• Lev Slutskin, 2007, "The Generalized Method of Moments," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 7, issue 3, pages 119-133.
• Olga Stikhova, 2007, "Calculation of Stationary Random Sequences Extreme Values Characteristics and their Application to Determination of the Volatility of Russian and Foreign Financial Indices and Estimation of the Invest," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 8, issue 4, pages 18-26.
• Oleg Kritski & Marina Ulyanova, 2007, "Assessment of Multivariate Financial Risks of a Stock Share Portfolio," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 8, issue 4, pages 3-17.
• Anna Chizhova, 2007, "Econometric Estimation of Credit Rating Transition Matrices," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 7, issue 3, pages 11-26.
• Helen Lisok & Oleg Kritskiy, 2007, "An Asymptotic Estimation of the Coefficients of the Stochastic Volatility Model," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 6, issue 2, pages 3-12.
• Georges Dionne & Claude Fluet & Denise Desjardins, 2007, "Predicted risk perception and risk-taking behavior: The case of impaired driving," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 06-4, Sep.
• Qin Xiao & Gee Kwang Randolph Tan, 2007, "Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles," Urban Studies, Urban Studies Journal Limited, volume 44, issue 4, pages 865-888, April, DOI: 10.1080/00420980601185650.
• Patrick Richard, 2007, "GLS Bias Correction for Low Order ARMA models," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 07-19.
• Zhenlin Yang & Liangjun Su, 2007, "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Working Papers, Singapore Management University, School of Economics, number 05-2007, Aug.
• Jun Yu, 2007, "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number 01-2007, Nov.
• Hans J. Skaug & Jun Yu, 2007, "Automated Likelihood Based Inference for Stochastic Volatility Models," Working Papers, Singapore Management University, Sim Kee Boon Institute for Financial Economics, number CoFie-01-2007, Nov.
• Hans-Jürg Büttler, 2007, "An Orthogonal Polynomial Approach to Estimate the Term Structure of Interest Rates," Working Papers, Swiss National Bank, number 2007-08.
• Mark Trede & Bernd Wilfling, 2007, "Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data," Empirical Economics, Springer, volume 33, issue 1, pages 23-39, July, DOI: 10.1007/s00181-006-0081-6.
• Myoung-jae Lee & Pao-Li Chang, 2007, "Avoiding arbitrary exclusion restrictions using ratios of reduced-form estimates," Empirical Economics, Springer, volume 33, issue 2, pages 339-357, September, DOI: 10.1007/s00181-006-0106-1.
• Jonathon Ehsani & Stephen Duckett & Terri Jackson, 2007, "The incidence and cost of cardiac surgery adverse events in Australian (Victorian) hospitals 2003–2004," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 8, issue 4, pages 339-346, December, DOI: 10.1007/s10198-006-0036-z.
• Arnaud Gloter, 2007, "Efficient estimation of drift parameters in stochastic volatility models," Finance and Stochastics, Springer, volume 11, issue 4, pages 495-519, October, DOI: 10.1007/s00780-007-0048-2.
• George Hall & John Rust, 2007, "The (S,s) Policy is an Optimal Trading Strategy in a Class of Commodity Price Speculation Problems," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 30, issue 3, pages 515-538, March, DOI: 10.1007/s00199-005-0065-3.
• Taizhong Hu & Ying Li, 2007, "Increasing failure rate and decreasing reversed hazard rate properties of the minimum and maximum of multivariate distributions with log-concave densities," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 65, issue 3, pages 325-330, May, DOI: 10.1007/s00184-006-0079-2.
• Arvid Raknerud & Dag Rønningen & Terje Skjerpen, 2007, "A Method for Improved Capital Measurement by Combining Accounts and Firm Investment Data. A revised version," Discussion Papers, Statistics Norway, Research Department, number 365, Apr.
• Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen, 2007, "Forecasting key macroeconomic variables from a large number of predictors: A state space approach," Discussion Papers, Statistics Norway, Research Department, number 504, May.
• Paul Levine & Joseph Pearlman & George Perendia, 2007, "Estimating DSGE Models under Partial Information," School of Economics Discussion Papers, School of Economics, University of Surrey, number 1607, Nov.
• Robin Johnson & W. A. Razzak & Steven Stillman, 2007, "Has New Zealand benefited from its investments in research & development?," Applied Economics, Taylor & Francis Journals, volume 39, issue 19, pages 2425-2440, DOI: 10.1080/00036840600707308.
• Kristof De Witte & Elbert Dijkgraaf, 2007, "Mean and Bold?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-092/3, Nov.
• Cizek, P., 2007, "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-12.
• Beirlant, J. & Einmahl, J.H.J., 2007, "Asymptotics for the Hirsch Index," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-86.
• Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007, "A Method of Moments Estimator of Tail Dependence," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-80.
• Cizek, P. & Haerdle, W. & Spokoiny, V., 2007, "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-35.
• Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2007, "How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-71.
• Cizek, P., 2007, "Efficient Robust Estimation of Time-Series Regression Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-95.
• Cizek, P., 2007, "Efficient Robust Estimation of Regression Models (Revision of DP 2006-08)," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-87.
• Cizek, P., 2007, "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)," Discussion Paper, Tilburg University, Center for Economic Research, number 2007-65.
• Cizek, P., 2007, "Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 09af7c4a-65bd-4684-855b-e.
• Beirlant, J. & Einmahl, J.H.J., 2007, "Asymptotics for the Hirsch Index," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2670b5ef-bb04-4ce8-82b2-7.
• Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J., 2007, "A Method of Moments Estimator of Tail Dependence," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6ee60ab8-3c01-4bd9-aa5e-7.
• Cizek, P. & Haerdle, W. & Spokoiny, V., 2007, "Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number a797e4a8-12cf-4ac5-9fae-b.
• Victor Aguirregabiria, 2007, "Another Look at the Identification of Dynamic Discrete Decision Processes: With an Application to Retirement Behavior," Working Papers, University of Toronto, Department of Economics, number tecipa-282, Mar.
• Gianni Amisano & Roberto Savona, 2007, "Imperfect Predictability and Mutual Fund Dynamics: How Managers Use Predictors in Changing Systematic Risk," Working Papers, University of Brescia, Department of Economics, number 0706.
• Esteban Puentes & Dante Contreras & Claudia Sanhueza, 2007, "Self-Employment in Chile, long run trends and education and age structures changes," Estudios de Economia, University of Chile, Department of Economics, volume 34, issue 2 Year 20, pages 203-247, December.
• Sile Padraigin O'Dorchai & Robert Plasman & François Rycx, 2007, "The part-time wage penalty in European countries: how large is it for men?," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/8555.
• J. Isaac Miller, 2007, "Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error," Working Papers, Department of Economics, University of Missouri, number 0722, Nov, revised 15 Apr 2009.
• Mohnen, Pierre & Bérubé, Charles, 2007, "Are Firms That Received R&D Subsidies More Innovative?," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2007-015.
• Francisco Peñaranda & Jón Daníelsson, 2007, "On the impact of fundamentals, liquidity and coordination on market stability," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1003, Jan, revised Mar 2010.
• Fulvio Corsi & Francesco Audrino, 2007, "Realized Correlation Tick-by-Tick," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-02, Jan.
• Francesco Audrino & Peter Bühlmann, 2007, "Splines for Financial Volatility," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-11, Apr.
• Francesco Audrino & Fabio Trojani, 2007, "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-25, Apr.
• Markus Frölich, 2007, "Regression discontinuity design with covariates," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-32, Aug.
• Michael Lechner, 2007, "A Note on the Relation of Weighting and Matching Estimators," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-34, Sep.
• Francesco Audrino & Dominik Colagelo, 2007, "Forecasting Implied Volatility Surfaces," University of St. Gallen Department of Economics working paper series 2007, Department of Economics, University of St. Gallen, number 2007-42, Nov.
• Judith A. Clarke, 2007, "On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty," Econometrics Working Papers, Department of Economics, University of Victoria, number 0701, Apr.
• Qian Chen & David E. Giles, 2007, "A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle," Econometrics Working Papers, Department of Economics, University of Victoria, number 0703, May.
• Danny Campbell & W. George Hutchinson & Riccardo Scarpa, 2007, "Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments," Working Papers in Economics, University of Waikato, number 07/18, Sep.
• Demombynes, Gabriel & Elbers, Chris & Lanjouw, Jean O. & Lanjouw, Peter, 2007, "How good a map ? Putting small area estimation to the test," Policy Research Working Paper Series, The World Bank, number 4155, Mar.
• Anna Matas & Josep-Lluis Raymond, 2007, "Cross-section data, disequilibrium situations and estimated coefficients: evidence from car ownership demand," Working Papers, Xarxa de Referència en Economia Aplicada (XREAP), number XREAP2007-04, Jun, revised Jun 2007.
• Dittmann, Ingolf & Maug, Ernst, 2007, "Valuation Biases, Error Measures, and the Conglomerate Discount," Sonderforschungsbereich 504 Publications, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim, number 07-37, Jun.
• Loretan, Michael Stanislaus & Kurz-Kim, Jeong-Ryeol, 2007, "A note on the coefficient of determination in regression models with infinite-variance variables," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2007,10.
• Schmidt, Rafael & Schmieder, Christian, 2007, "Modelling dynamic portfolio risk using risk drivers of elliptical processes," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2007,07.
• Herwartz, Helmut & Golosnoy, Vasyl, 2007, "Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2007-23.
• Caliendo, Marco & Kritikos, Alexander S., 2007, "Is entrepreneurial success predictable? An ex-ante analysis of the character-based approach," Discussion Papers, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics, number 259.
• Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007, "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics Discussion Papers, Kiel Institute for the World Economy, number 2007-13.
• Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B., 2007, "Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 1, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2007-.
• Frohloff, Annika, 2007, "Cost and Technical Efficiency of German Hospitals – A Stochastic Frontier Analysis," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 2.
• Silberhorn, Nadja & Boztuğ, Yasemin & Hildebrandt, Lutz, 2007, "Estimation with the nested logit model: Specifications and software particularities," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-046.
• Perederiy, Volodymyr, 2007, "Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2007-060.
• Fitzenberger, Bernd & Wilke, Ralf A., 2007, "New insights on unemployment duration and post unemployment earnings in Germany: censored Box-Cox quantile regression at work," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-007.
• Spitz-Oener, Alexandra, 2007, "The Returns to Pencil Use Revisited," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 07-020.
• Viktor Todorov & Tim Bollerslev, 2007, "Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-15, Aug.
• Olaf Posch, 2007, "Structural estimation of jump-diffusion processes in macroeconomics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-23, Sep.
• Mark Podolskij & Mathias Vetter, 2007, "Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-27, Sep.
• Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij, 2007, "Power variation for Gaussian processes with stationary increments," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-42, Dec.
• Jean Jacod & Yingying Li & Per A. Mykland & Mark Podolskij & Mathias Vetter, 2007, "Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-43, Dec.
• Théophile Azomahou & Claude Diebolt & Tapas Mishra, 2007, "Spatial Persistence of Demographic Shocks and Economic Growth," Working Papers, Association Française de Cliométrie (AFC), number 07-04.
• Boys, Kathryn A. & Florax, Raymond J.G.M., 2007, "Meta-Regression Estimates for CGE Models: A Case Study for Input Substitution Elasticities in Production Agriculture," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 9683, DOI: 10.22004/ag.econ.9683.
• Yelou, Clement & Larue, Bruno & Tran, Kien C., 2007, "Estimation and Inference for Threshold Effects in Panel Data Stochastic Frontier Models," 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association), number 9769, DOI: 10.22004/ag.econ.9769.
• Berbel, Julio & Mesa, Pascual, 2007, "Valoracion del agua de riego por el metodo de precios quasi-hedonicos: aplicacion al Guadalquivir," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 7, issue 14, pages 1-18, DOI: 10.22004/ag.econ.7059.
• Davidson, Russell & MacKinnon, James G., 2007, "Moments of IV and JIVE Estimators," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273561, Jul, DOI: 10.22004/ag.econ.273561.
• Ren, Yu & Shimotsu, Katsumi, 2007, "Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273602, Jun, DOI: 10.22004/ag.econ.273602.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2007, "Nonparametric Identification and Estimation of Multivariate Mixtures," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273629, Dec, DOI: 10.22004/ag.econ.273629.
• Agostinho S. Rosa, 2007, "Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal?," Economia, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], volume 8, issue 2, pages 369-397.
• Nedko Mintchev, 2007, "Clusters – Characteristics and Structure," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 96-125.
• Bernhard Herz & Marco Wagner, 2007, "Do the World Trade Organization and the Generalized System of Preferences foster bilateral trade?," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 020, Jan.
• Marisol Rodríguez Chatruc, 2007, "Money Demand in an Open Economy: The Case of Argentina 1993-2006," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 200728, Dec.
• Ysusi Carla, 2007, "Multipower Variation Under Market Microstructure Effects," Working Papers, Banco de México, number 2007-13, Oct.
• Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D. S. Prasada, 2007, "Estimating and Combining National Income Distributions Using Limited Data," Journal of Business & Economic Statistics, American Statistical Association, volume 25, pages 97-109, January.
• Denis Fougère, 2007, "Les m thodes micro- conom triques d valuation," Working papers, Banque de France, number 166.
• Alain Durré & Pierre Giot, 2007, "An International Analysis of Earnings, Stock Prices and Bond Yields," Journal of Business Finance & Accounting, Wiley Blackwell, volume 34, issue 3‐4, pages 613-641, April, DOI: 10.1111/j.1468-5957.2007.02010.x.
• Johannes Van Biesebroeck, 2007, "Robustness Of Productivity Estimates," Journal of Industrial Economics, Wiley Blackwell, volume 55, issue 3, pages 529-569, September, DOI: 10.1111/j.1467-6451.2007.00322.x.
• Daniel J. Nordman & Philipp Sibbertsen & Soumendra N. Lahiri, 2007, "Empirical likelihood confidence intervals for the mean of a long‐range dependent process," Journal of Time Series Analysis, Wiley Blackwell, volume 28, issue 4, pages 576-599, July, DOI: 10.1111/j.1467-9892.2006.00526.x.
• Antonio E. Noriega & Daniel Ventosa‐Santaulària, 2007, "Spurious Regression and Trending Variables," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 69, issue 3, pages 439-444, June, DOI: 10.1111/j.1468-0084.2007.00481.x.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007, "Enhanced routines for instrumental variables/GMM estimation and testing," Boston College Working Papers in Economics, Boston College Department of Economics, number 667, May, revised 05 Sep 2007.
• Yingyao Hu & Arthur Lewbel, 2007, "Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved," Boston College Working Papers in Economics, Boston College Department of Economics, number 678, Nov, revised 16 Jun 2009.
• Susanne Schennach & Halbert White & Karim Chalak, 2007, "Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems," Boston College Working Papers in Economics, Boston College Department of Economics, number 680, Dec, revised 26 Dec 2009.
• Karim Chalak & Halbert White, 2007, "An Extended Class of Instrumental Variables for the Estimation of Causal Effects," Boston College Working Papers in Economics, Boston College Department of Economics, number 692, Nov, revised 30 Nov 2009.
• Fernando Caio Galdi & José Roberto Securato, 2007, "Does Idiosyncratic Risk Matter in the Brazilian Capital Market?," Brazilian Review of Finance, Brazilian Society of Finance, volume 5, issue 1, pages 41-58.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2007, "Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0708.
• Lorenzo Trapani & Giovanni Urga, 2007, "Micro versus Macro Cointegration in Heterogeneous Panels," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0711.
• Maurice J.G. Bun & Frank Windmeijer, 2007, "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 07/595, Mar.
• Jean-Daniel Guigou, 2007, "Nairu en zone heureuse," Revue de l'OFCE, Presses de Sciences-Po, volume 101, issue 2, pages 227-234.
• Massacci, D., 2007, "Identification and Estimation in an Incoherent Model of Contagion," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0744, Aug.
• Theodoridis, Konstantinos, 2007, "Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/15, Jun.
• Abbas, Qaisar & Foreman-Peck, James, 2007, "Human Capital and Economic Growth: Pakistan, 1960-2003," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2007/22, Jul, revised Dec 2007.
• Yoram Amiel & Frank A Cowell & Wulf Gaertner, 2007, "Distributional Orderings: An Approach with Seven Flavours," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 93, Oct.
• Frank A Cowell, 2007, "Income Distribution and Inequality," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 94, Oct.