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

• 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.
• Peter M Robinson, 2007, "Efficient Estimation of the SemiparametricSpatial Autoregressive Model," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 515, Feb.
• Patrick Gagliardini & Olivier Scaillet, 2007, "A Specification Test For Nonparametric Instrumental Variable Regression," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 07-13, Apr.
• Gabriele Fiorentini & Enrique Sentana, 2007, "On the Efficiency and Consistency of Likelihood Estimation in Multivariate Conditionally Heteroskedastic Dynamic Regression Models," Working Papers, CEMFI, number wp2007_0713.
• Luis Fernando Melo & John Jairo Le�n & Dagoberto Saboya, 2007, "Cointegration Vector Estimation By Dols For A Three-Dimensional Panel," Borradores de Economia, Banco de la Republica, number 4391, Dec.
• LOMBARDI, Marco & VEREDAS, David, 2007, "Indirect estimation of elliptical stable distributions," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007018, Mar.
• BAUWENS, Luc & GALLI, Fausto, 2007, "Efficient importance sampling for ML estimation of SCD models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007053, Aug.
• BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K., 2007, "Semiparametric multivariate density estimation for positive data using copulas," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007054, Aug.
• BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K., 2007, "Nonparametric density estimation for multivariate bounded data," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2007065, Aug.
• DURRE, Alain & GIOT, Pierre, 2007, "An international analysis of earnings, stock prices and Bond yields," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1984, Jan, DOI: 10.1111/j.1468-5957.2007.02010.x.
• Chernov, Mikhail & Broadie, Mark & Johannes, Michael, 2007, "Understanding Index Option Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6239, May.
• Reichlin, Lucrezia & Giannone, Domenico & Banbura, Marta, 2007, "Bayesian VARs with Large Panels," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 6326, Jun.
• Luc, BAUWENS & Fausto Galli, 2007, "Efficient importance sampling for ML estimation of SCD models," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques, number 2007032, Sep.
• Svetlozar T. Rachev & Chufang Wu & Frank J. Fabozzi, 2007, "Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange," Annals of Economics and Finance, Society for AEF, volume 8, issue 1, pages 21-31, May.
• Khan, Shakeeb & Lewbel, Arthur, 2007, "Weighted And Two-Stage Least Squares Estimation Of Semiparametric Truncated Regression Models," Econometric Theory, Cambridge University Press, volume 23, issue 2, pages 309-347, April.
• Linton, Oliver & Xiao, Zhijie, 2007, "A Nonparametric Regression Estimator That Adapts To Error Distribution Of Unknown Form," Econometric Theory, Cambridge University Press, volume 23, issue 3, pages 371-413, June.
• Donald, Stephen G. & Fortuna, Natércia & Pipiras, Vladas, 2007, "On Rank Estimation In Symmetric Matrices: The Case Of Indefinite Matrix Estimators," Econometric Theory, Cambridge University Press, volume 23, issue 6, pages 1217-1232, December.
• Serletis, Apostolos & Shahmoradi, Asghar, 2007, "A Note On Imposing Local Curvature In Generalized Leontief Models," Macroeconomic Dynamics, Cambridge University Press, volume 11, issue 2, pages 290-294, April.
• Peter C.B. Phillips & Ke-Li Xu, 2007, "Tilted Nonparametric Estimation of Volatility Functions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1612, Jun, revised Jul 2010.
• Heiko Peters, 2007, "Lohnungleichheit innerhalb und zwischen Bevölkerungsgruppen in Deutschland und den USA," SOEPpapers on Multidisciplinary Panel Data Research, DIW Berlin, The German Socio-Economic Panel (SOEP), number 36.
• Marco Caliendo & Alexander S. Kritikos, 2007, "Is Entrepreneurial Success Predictable?: An Ex-ante Analysis of the Character-Based Approach," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 684.
• Saaed, A.A.J., 2007, "Inflation and Economic Growth in Kuwait: 1985-2005. Evidence from Co-Integration and Error Correction Model," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 1.
• Razzak, W.A., 2007, "Explaining The Gaps In Labour Productivity In Some Developed Countries: New Zealand, Australia, The United States And Canada, 1988-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 7, issue 2.
• W A Razzak, 2007, "A Perspective on Unit Root and Cointegration in Applied Macroeconomics," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 4, issue 1, pages 77-102.
• Faheem Jehangir Khan & Yaser Javed, 2007, "Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22203, Jan.
• Liangjun Su & Zhenlin Yang, 2007, "Instrumental Variable Quantile Estimation of Spatial Autoregressive Models," Development Economics Working Papers, East Asian Bureau of Economic Research, number 22476, Jan.
• Sánchez Muñoz, Carlos & Israël, Jean-Marc, 2007, "Towards harmonised balance of payments and international investment position statistics - the experience of the European compilers," Occasional Paper Series, European Central Bank, number 67, Jul.
• Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik, 2007, "Development and Validation of Credit-Scoring Models," Working Papers, Cornell University, Center for Analytic Economics, number 07-12, Jul.
• Victor Aguirregabiria & Pedro Mira, 2007, "Sequential Estimation of Dynamic Discrete Games," Econometrica, Econometric Society, volume 75, issue 1, pages 1-53, January.
• Susanne M Schennach, 2007, "Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models," Econometrica, Econometric Society, volume 75, issue 1, pages 201-239, January.
• Arthur Lewbel, 2007, "Estimation of Average Treatment Effects with Misclassification," Econometrica, Econometric Society, volume 75, issue 2, pages 537-551, March.
• Joel L. Horowitz & Sokbae Lee, 2007, "Nonparametric Instrumental Variables Estimation of a Quantile Regression Model," Econometrica, Econometric Society, volume 75, issue 4, pages 1191-1208, July.
• Laura Mayoral, 2007, "Minimum distance estimation of stationary and non-stationary ARFIMA processes," Econometrics Journal, Royal Economic Society, volume 10, issue 1, pages 124-148, March.
• Russell Davidson & James G. MacKinnon, 2007, "Moments of IV and JIVE estimators," Econometrics Journal, Royal Economic Society, volume 10, issue 3, pages 541-553, November.
• Haldrup, Niels & Nielsen, Morten Orregaard, 2007, "Estimation of fractional integration in the presence of data noise," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 6, pages 3100-3114, March.
• Kiviet, Jan F. & Niemczyk, Jerzy, 2007, "The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3296-3318, April.
• Fuertes, Ana-Maria & Kalotychou, Elena, 2007, "On sovereign credit migration: A study of alternative estimators and rating dynamics," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3448-3469, April.
• Ruge-Murcia, Francisco J., 2007, "Methods to estimate dynamic stochastic general equilibrium models," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 8, pages 2599-2636, August.
• Valderrama, Diego, 2007, "Statistical nonlinearities in the business cycle: A challenge for the canonical RBC model," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 9, pages 2957-2983, September.
• Muller-Furstenberger, Georg & Wagner, Martin, 2007, "Exploring the environmental Kuznets hypothesis: Theoretical and econometric problems," Ecological Economics, Elsevier, volume 62, issue 3-4, pages 648-660, May.
• McCausland, William J., 2007, "Time reversibility of stationary regular finite-state Markov chains," Journal of Econometrics, Elsevier, volume 136, issue 1, pages 303-318, January.
• Chao, John & Swanson, Norman R., 2007, "Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction," Journal of Econometrics, Elsevier, volume 137, issue 2, pages 515-555, April.
• Smith, Richard J., 2007, "Efficient information theoretic inference for conditional moment restrictions," Journal of Econometrics, Elsevier, volume 138, issue 2, pages 430-460, June.
• Frolich, Markus, 2007, "Nonparametric IV estimation of local average treatment effects with covariates," Journal of Econometrics, Elsevier, volume 139, issue 1, pages 35-75, July.
• Hagmann, M. & Scaillet, O., 2007, "Local multiplicative bias correction for asymmetric kernel density estimators," Journal of Econometrics, Elsevier, volume 141, issue 1, pages 213-249, November.
• Wooldridge, Jeffrey M., 2007, "Inverse probability weighted estimation for general missing data problems," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 1281-1301, December.
• Seo, Myung Hwan & Linton, Oliver, 2007, "A smoothed least squares estimator for threshold regression models," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 704-735, December.
• Lewbel, Arthur, 2007, "Endogenous selection or treatment model estimation," Journal of Econometrics, Elsevier, volume 141, issue 2, pages 777-806, December.
• Eickmeier, Sandra, 2007, "Business cycle transmission from the US to Germany--A structural factor approach," European Economic Review, Elsevier, volume 51, issue 3, pages 521-551, April.

2006

• Touhami Abdelkhalek & Jean-Marie Dufour, 2006, "Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models," Annals of Economics and Statistics, GENES, issue 81, pages 1-31.
• Olivier Roodenburg & Ard H.J. den Reijer, 2006, "Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from?," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot, Berlin, volume 52, issue 4, pages 337-356.
• Gasparino, Ugo & del Corpo, Barbara & Pinelli, Dino, 2006, "Perceived Diversity of Complex Environmental Systems: Multidimensional Measurement and Synthetic Indicators," Knowledge, Technology, Human Capital Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 12074, DOI: 10.22004/ag.econ.12074.
• Simler, Kenneth R. & Arndt, Channing, 2006, "Poverty Comparisons with Endogenous Absolute Poverty Lines," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia, International Association of Agricultural Economists, number 25775, DOI: 10.22004/ag.econ.25775.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2006, "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273539, Feb, DOI: 10.22004/ag.econ.273539.
• Kasahara, Hiroyuki & Shimotsu, Katsumi, 2006, "Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273568, Oct, DOI: 10.22004/ag.econ.273568.
• Schlindwein, Madalena Maria & Kassouf, Ana Lucia, None, "Análise da influência de alguns fatores socioeconômicos e demográficos no consumo domiciliar de carnes no Brasil," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, volume 44, issue 3, pages 1-24, DOI: 10.22004/ag.econ.160650.
• Brown, Donald J. & Deb, Rahul & Wegkamp, Marten, 2006, "Tests of Independence in Separable Econometric Models: Theory and Application," Center Discussion Papers, Yale University, Economic Growth Center, number 28395, DOI: 10.22004/ag.econ.28395.
• Boswijk, H.P. & Weide, R. van der, 2006, "Wake me up before you GO-GARCH," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 06-13.
• DE SCHEPPER, Ann & HEIJNEN, Bart, 2006, "Risk management under incomplete information: Exact upper and lower bounds for the probability to reach extreme values," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2006019, Aug.
• DE SCHEPPER, Ann & HEIJNEN, Bart, 2006, "Risk management under incomplete information: Exact upper and lower bounds for the Value at Risk," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2006020, Aug.
• Fernando Espinosa Navarro & Klender Cortez & Roman Jordi Adillon Boladeres, 2006, "A comparative Long-memory Analysis between Spanish, Mexican and U.S. interest rates," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 149.
• Federico Ravenna, 2006, "Vector autoregressions and reduced form representations of DSGE models," Working Papers, Banco de España, number 0619, Aug.
• Noriega Antonio E. & Ventosa-Santaulària Daniel, 2006, "Spurious Regression and Econometric Trends," Working Papers, Banco de México, number 2006-05, Apr.
• Noriega Antonio E. & Ventosa-Santaulària Daniel, 2006, "Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks," Working Papers, Banco de México, number 2006-12, Dec.
• Ysusi Carla, 2006, "Estimating Integrated Volatility Using Absolute High-Frequency Returns," Working Papers, Banco de México, number 2006-13, Dec.
• Carlos Felipe Prada, 2006, "¿Es rentable la decisión de estudiar en Colombia?," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, volume 24, issue 51, pages 226-323, June, DOI: 10.32468/Espe.5105.
• Yang, Lijian & Park, Byeong U. & Xue, Lan & Hardle, Wolfgang, 2006, "Estimation and Testing for Varying Coefficients in Additive Models With Marginal Integration," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 1212-1227, September.