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

2006

• Chen, Xiaohong & Fan, Yanqin & Tsyrennikov, Viktor, 2006, "Efficient Estimation of Semiparametric Multivariate Copula Models," Journal of the American Statistical Association, American Statistical Association, volume 101, pages 1228-1240, September.
• Maurizio Luisi & Jeffery D. Amato, 2006, "Macro factors in the term structure of credit spreads," BIS Working Papers, Bank for International Settlements, number 203, Mar.
• Esmeralda A. Ramalho & Joaquim J. S. Ramalho, 2006, "Two‐Step Empirical Likelihood Estimation Under Stratified Sampling When Aggregate Information Is Available," Manchester School, University of Manchester, volume 74, issue 5, pages 577-592, September, DOI: 10.1111/j.1467-9957.2006.00510.x.
• David Jacho-Chavez & Arthur Lewbel & Oliver Linton, 2006, "Identification and Nonparametric Estimation of a Transformed Additively Separable Model," Boston College Working Papers in Economics, Boston College Department of Economics, number 652, Sep, revised 26 Nov 2008.
• Sophocles N. Brissimis & Nicholas S. Magginas, 2006, "Inflation Forecasts and the New Keynesian Phillips Curve," Working Papers, Bank of Greece, number 38, May.
• Sophocles N. Brissimis & Matthaios D. Delis & Efthymios G. Tsionas, 2006, "Technical and Allocative Efficiency in European Banking," Working Papers, Bank of Greece, number 46, Sep.
• Yasunari Inamura, 2006, "Estimating Continuous Time Transition Matrices From Discretely Observed Data," Bank of Japan Working Paper Series, Bank of Japan, number 06-E-7, Apr.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006, "Asymptotics for panel models with common shocks," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0615.
• Frank Windmeijer, 2006, "GMM for panel count data models," Bristol Economics Discussion Papers, School of Economics, University of Bristol, UK, number 06/591, Oct.
• Sancetta, A., 2006, "Sample Covariance Shrinkage for High Dimensional Dependent Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0637, May.
• Pesaran, M.H. & Ullah, A. & Yamagata. T., 2006, "A Bias-Adjusted LM Test of Error Cross Section Independence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0641, May.
• Kapetanios, G. & Pesaran, M.H. & Yamagata, T., 2006, "Panels with Nonstationary Multifactor Error Structures," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0651, Aug.
• Javier Miranda & Ron Jarmin, 2006, "The Impact of Hurricanes Katrina, Rita and Wilma on Business Establishments: A GIS Approach," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 06-23, Aug.
• Yoram Amiel & Frank A Cowell & Wulf Gaertner, 2006, "To Be or not To Be Involved:A Questionnaire-Experimental View on Harsanyi’sUtilitarian Ethics," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 85, Jun.
• Frank A Cowell, 2006, "Inequality: Measurement," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 86, Aug.
• Frederik Lundtofte, 2006, "The Quality of Public Information and The Term Structure of Interest Rates," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-24, Feb, revised Sep 2006.
• P. Gagliardini & O. Scaillet, 2006, "Tikhonov Regularization for Functional Minimum Distance Estimators," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-30, May, revised Nov 2006.
• J. Gustafsson & M. Hagmann & J.P. Nielsen & O. Scaillet, 2006, "Local Transformation Kernel Density Estimation of Loss Distributions," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-32, Nov, revised Jun 2007.
• Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2006, "Robust Subsampling," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-33, Nov.
• Victor Chernozhukov & Patrick Gagliardini & Olivier Scaillet, 2008, "Nonparametric Instrumental Variable Estimators of Structural Quantile Effects," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-03, Dec, revised Aug 2009.
• Simon A. BRODA & Marc S. PAOLELLA, 2008, "CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-08, Feb.
• Olivier Armantier, 2006, "Do Wealth Differences Affect Fairness Considerations?," CIRANO Working Papers, CIRANO, number 2006s-13, Sep.
• Martin Fukac & Adrian Pagan, 2006, "Issues in Adopting DSGE Models for Use in the Policy Process," Working Papers, Czech National Bank, Research and Statistics Department, number 2006/6, Nov.
• Carlos Felipe Prada, 2006, "¿Es rentable la decisión de estudiar en Colombia?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, volume 24, issue 51, pages 226-323, DOI: 10.32468/Espe.5105.
• Álvaro Hernando Chaves Castro, 2006, "Desestacionalización de la producción industrial con la metodología X-12 ARIMA," Documentos de Trabajo UEC, Universidad Externado de Colombia, number 2294, Oct.
• Fabio Fernando Moscoso & Hernando E. V�squez, 2006, "Determinantes del comercio intra-industrial en el Grupo de los Tres," Documentos de Trabajo UEC, Universidad Externado de Colombia, number 2324, Apr.
• PREMINGER, Arie & HAFNER, Christian, 2006, "Deciding between GARCH and stochastic volatility via strong decision rules," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006042, May.
• PREMINGER, Arie & STORTI, Giuseppe, 2006, "A GARCH (1,1) estimator with (almost) no moment conditions on the error term," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006068, Aug.
• GARCIA, René & RENAULT, Eric & VEREDAS, David, 2006, "Estimation of stable distributions by indirect inference," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2006112, Dec.
• van der Ploeg, Frederick, 2006, "Challenges and Opportunities for Resource Rich Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5688, May.
• Reichlin, Lucrezia & Giannone, Domenico & De Mol, Christine, 2006, "Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5829, Sep.
• Nikolay Gospodinov, 2006, "A New Look at the Forward Premium Puzzle," Working Papers, Concordia University, Department of Economics, number 08009, Sep, revised Dec 2008.
• Pin-Huang Chou & Guofu Zhou, 2006, "Using Bootstrap to Test Portfolio Efficiency," Annals of Economics and Finance, Society for AEF, volume 7, issue 2, pages 217-249, November.
• Whang, Yoon-Jae, 2006, "Smoothed Empirical Likelihood Methods For Quantile Regression Models," Econometric Theory, Cambridge University Press, volume 22, issue 2, pages 173-205, April.
• Lucchetti, Riccardo, 2006, "Identification Of Covariance Structures," Econometric Theory, Cambridge University Press, volume 22, issue 2, pages 235-257, April.
• Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006, "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1545, Jan.
• Offer Lieberman & Peter C. B. Phillips, 2006, "Refined Inference on Long Memory in Realized Volatility," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1549, Jan.
• P. Jeganathan, 2006, "Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1558, Feb, revised Mar 2006.
• Offer Lieberman & Peter C.B. Phillips, 2006, "A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1586, Oct.
• Carsten Kuchler & Martin Spieß, 2006, "The Data Quality Concept of Accuracy in the Context of Public Use Data Sets," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 586.
• Helmut Rainer & Thomas Siedler, 2006, "O Brother, Where Art Thou?: The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 608.
• Tatiana Fic & Omar F. Saqib, 2006, "Political Instability and the August 1998 Ruble Crisis," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 626.
• Stanley, T. D. & Doucouliagos, Hristos, 2006, "Publication bias in minimum-wage research? Card and Krueger redux," Working Papers, Deakin University, Department of Economics, number eco_2006_16, Jan.
• Stanley, T. D., 2006, "Meta-regression methods for detecting and estimating empirical effects in the presence of publication selection," Working Papers, Deakin University, Department of Economics, number eco_2006_20, Jan.
• Stanley, T. D., 2006, "Two-stage precision-effect estimation and Heckman meta-regression for publication selection bias," Working Papers, Deakin University, Department of Economics, number eco_2006_25, Jan.
• Catherine Bruneau & Amine Lahiani, 2006, "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2006-17.
• Khamfula, Y., 2006, "Output Growth and Monetary Policy Interaction in a Common Monetary Area: Forecasting with VEC Models in Namibia, Lesotho, South Africa and Swaziland, 1981-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 6, issue 2.
• Kyoo il Kim, 2006, "Semiparametric Estimation of Signaling Games," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 22452, Jan.
• Kyoo il Kim, 2006, "Set Inference for Semiparametric Discrete Games," Labor Economics Working Papers, East Asian Bureau of Economic Research, number 22454, Jan.
• Peter C. B. Phillips & Jun Yu, 2006, "A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete," Macroeconomics Working Papers, East Asian Bureau of Economic Research, number 22472, Jan.
• G. Mythili, 2006, "Supply Response of Indian Farmers - Pre and Post Reforms," Microeconomics Working Papers, East Asian Bureau of Economic Research, number 22412, Jan.
• Iglika Vasileva, 2006, "Конструиране На Индикатори За Българската Икономика С Обобщени Динамични Факторни Модели," Working paper series, Agency for Economic Analysis and Forecasting, number 42006bg, Nov.
• Canova, Fabio & Sala, Luca, 2006, "Back to square one: identification issues in DSGE models," Working Paper Series, European Central Bank, number 583, Jan.
• Manganelli, Simone, 2006, "A new theory of forecasting," Working Paper Series, European Central Bank, number 584, Jan.
• De Santis, Roberto A. & Gérard, Bruno, 2006, "Financial integration, international portfolio choice and the European Monetary Union," Working Paper Series, European Central Bank, number 626, May.
• De Santis, Roberto A., 2006, "The geography of international portfolio flows, international CAPM and the role of monetary policy frameworks," Working Paper Series, European Central Bank, number 678, Sep.
• Giannone, Domenico & Reichlin, Lucrezia & De Mol, Christine, 2006, "Forecasting using a large number of predictors: Is Bayesian regression a valid alternative to principal components?," Working Paper Series, European Central Bank, number 700, Dec.
• Champonnois, Sylvain, 2006, "Comparing financial systems: a structural analysis," Working Paper Series, European Central Bank, number 702, Dec.
• Kiefer, Nicholas M., 2006, "Default Estimation for Low-Default Portfolios," Working Papers, Cornell University, Center for Analytic Economics, number 06-08, Aug.
• Kiefer, Nicholas M. & Larson, C. Erik, 2006, "Specification and Informational Issues in Credit Scoring," Working Papers, Cornell University, Center for Analytic Economics, number 06-11, Oct.
• Joshua Angrist & Victor Chernozhukov & Iván Fernández-Val, 2006, "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," Econometrica, Econometric Society, volume 74, issue 2, pages 539-563, March.
• George Kapetanios & Yongcheol Shin, 2006, "Unit root tests in three-regime SETAR models," Econometrics Journal, Royal Economic Society, volume 9, issue 2, pages 252-278, July.
• Arteche, J., 2006, "Semiparametric estimation in perturbed long memory series," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 4, pages 2118-2141, December.
• Dufour, Jean-Marie & Khalaf, Lynda & Kichian, Maral, 2006, "Inflation dynamics and the New Keynesian Phillips Curve: An identification robust econometric analysis," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 9-10, pages 1707-1727.
• Ramalho, Joaquim J.S., 2006, "Bootstrap bias-adjusted GMM estimators," Economics Letters, Elsevier, volume 92, issue 1, pages 149-155, July.
• Calvet, Laurent E. & Fisher, Adlai J. & Thompson, Samuel B., 2006, "Volatility comovement: a multifrequency approach," Journal of Econometrics, Elsevier, volume 131, issue 1-2, pages 179-215.
• Bun, Maurice J.G. & Kiviet, Jan F., 2006, "The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models," Journal of Econometrics, Elsevier, volume 132, issue 2, pages 409-444, June.
• Kleibergen, Frank & Paap, Richard, 2006, "Generalized reduced rank tests using the singular value decomposition," Journal of Econometrics, Elsevier, volume 133, issue 1, pages 97-126, July.
• Andrews, Donald W.K. & Lieberman, Offer & Marmer, Vadim, 2006, "Higher-order improvements of the parametric bootstrap for long-memory Gaussian processes," Journal of Econometrics, Elsevier, volume 133, issue 2, pages 673-702, August.
• Chen, Willa W. & Deo, Rohit S., 2006, "Estimation of mis-specified long memory models," Journal of Econometrics, Elsevier, volume 134, issue 1, pages 257-281, September.
• Hsiao, Cheng & Wang, Siyan, 2006, "Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process," Journal of Econometrics, Elsevier, volume 135, issue 1-2, pages 427-463.
• Junker, Markus & Szimayer, Alex & Wagner, Niklas, 2006, "Nonlinear term structure dependence: Copula functions, empirics, and risk implications," Journal of Banking & Finance, Elsevier, volume 30, issue 4, pages 1171-1199, April.
• Gilbert, Scott & Zemcík, Petr, 2006, "Who's afraid of reduced-rank parameterizations of multivariate models? Theory and example," Journal of Multivariate Analysis, Elsevier, volume 97, issue 4, pages 925-945, April.
• Robinson, P.M. & Vidal Sanz, J., 2006, "Modified Whittle estimation of multilateral models on a lattice," Journal of Multivariate Analysis, Elsevier, volume 97, issue 5, pages 1090-1120, May.
• Martin Fukac & Adrian Pagan, 2006, "Issues In Adopting Dsge Models For Use In The Policy Process," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2006-10, Mar.
• Rajagopal, 2006, "Brand Value, Preference and Customer Value Effects of Non-conventional Utility Products: An Experimental Analysis in Mexican Market," Marketing Working Papers, Tecnológico de Monterrey, Campus Ciudad de México, number 2006-02-MKT, Aug.
• Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2006, "Tests of Independence in Separable Econometric Models: Theory and Application," Working Papers, Economic Growth Center, Yale University, number 946, Oct.
• Cowell, Frank, 2006, "Inequality: measurement," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2686, Aug.
• Amiel, Yoram & Cowell, Frank & Gaertner, W, 2006, "To be or not to be involved: a questionnaire-experimental view on Harsanyi's utilitarian ethics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2687, Feb.
• Jacho-Chávez, David & Lewbel, Arthur & Linton, Oliver, 2006, "Identification and nonparametric estimation of a transformed additively separable model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4416, Sep.
• Frank A. Cowell, 2006, "Theil, Inequality Indices and Decomposition," Research on Economic Inequality, Emerald Group Publishing Limited, "Dynamics of Inequality and Poverty", DOI: 10.1016/S1049-2585(06)13012-4.
• Nicolai, R.P. & Dekker, R. & van Noortwijk, J.M., 2006, "A comparison of models for measurable deterioration: an application to coating on steel structures," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2006-28, Aug.
• Dittmann, I. & Maug, E.G., 2006, "Valuation Biases, Error Measures, and the Conglomerate Discount," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2006-011-F&A, Mar.
• Jorge H. del Castillo-Spíndola, 2006, "A Non-Parametric Test of the Conditional CAPM for the Mexican Economy," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 21, issue 2, pages 275-297.
• Dr. Ioannis N. Kallianiotis & Dr. Dean Frear, 2006, "Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3-4, pages 15-34.
• Emil STAVREV, 2006, "Driving Forces of Inflation in New EU Countries (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 56, issue 5-6, pages 246-257, May.
• WANG Jiangui & DING Shouhai, 2006, "A re-estimation of China¡¯s agricultural surplus labor ¡ª¡ª the demonstration and modification of three prevalent methods," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 1, issue 2, pages 171-181, June.
• Ugo Gasparino & Barbara Del Corpo & Dino Pinelli, 2006, "Perceived Diversity of Complex Environmental Systems: Multidimensional Measurement and Synthetic Indicators," Working Papers, Fondazione Eni Enrico Mattei, number 2006.49, Apr.
• Michael George, 2006, "A Microeconomic Model for Achieving and Sustaining Supernormal Returns," Working Papers, Institute of Business Entropy, number 0602, Feb.
• Marco Caliendo & Alexander S. Kritikos, 2006, "Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach," Working Papers, Gesellschaft für Arbeitsmarktaktivierung (GfA), number 0001.
• Gauri Khanna, 2006, "Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 15-2006, Oct.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2006, "Spurious Regression and Trending Variables," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200701, Sep, revised Jan 2007.
• Theophile Azomahou & Claude Diebolt & Tapas Mishra, 2006, "Spatial Persistence of Demographic Shocks and Economic Growth," Post-Print, HAL, number hal-00279269, DOI: 10.1016/j.jmacro.2007.08.013.
• Laurent-Emmanuel Calvet & Adlai J. Fisher & Samuel B. Thompson, 2006, "Volatility Comovement: a multifrequency approach," Post-Print, HAL, number hal-00459667, Mar, DOI: 10.1016/j.jeconom.2005.01.008.
• Serge Rey, 2006, "Effective Exchange rate Volatility and MENA countries’ exports to EU," Post-Print, HAL, number hal-01885316.
• Matthieu Lemoine, 2006, "Annex A5 : A model of the stochastic convergence between euro area business cycles," Sciences Po Economics Publications (main), HAL, number hal-00972793, Sep.
• Matthieu Lemoine, 2006, "Annex A5 : A model of the stochastic convergence between euro area business cycles," Working Papers, HAL, number hal-00972793, Sep.
• Akay, Alpaslan & Tsakas, Elias, 2006, "Second Order Approximation for the Average Marginal Effect of Heckman's Two Step Procedure," Working Papers in Economics, University of Gothenburg, Department of Economics, number 239, Jan.
• Jönsson, Kristian, 2006, "Finite-Sample Stability of the KPSS Test," Working Papers, Lund University, Department of Economics, number 2006:23, Dec.
• Gitlesen, Jens Petter & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan, 2006, "An empirically based implementation and evaluation of a network model for commuting flows," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2006/4, Apr.
• Ängsved, Marianne, 2006, "Estimating the finite population total under frame imperfections and nonresponse," Working Papers, Örebro University, School of Business, number 2006:4, Jun.
• Tångdahl, Sara, 2006, "On the evaluation of the cost efficiency of nonresponse rate reduction efforts - some general considerations," Working Papers, Örebro University, School of Business, number 2006:5, Sep.
• Quoreshi, Shahiduzzaman, 2006, "LongMemory, Count Data, Time Series Modelling for Financial Application," Umeå Economic Studies, Umeå University, Department of Economics, number 673, Apr.
• Quoreshi, Shahiduzzaman, 2006, "A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data," Umeå Economic Studies, Umeå University, Department of Economics, number 674, Apr.
• Quoreshi, Shahiduzzaman, 2006, "Time Series Modelling Of High Frequency Stock Transaction Data," Umeå Economic Studies, Umeå University, Department of Economics, number 675, Apr.
• Alkhamisi, Mahdi A. & Shukur, Ghazi, 2006, "A Monte Carlo Study of Recent Ridge Parameters," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2006:1, Jan.
• Sugita, Katsuhiro & 杉田, 勝弘, 2006, "Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks," Discussion Papers, Graduate School of Economics, Hitotsubashi University, number 2006-15, Nov.
• Kazuhiko Hayakawa & Eiji Kurozumi, 2006, "The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-194, Dec.
• Eiji Kurozumi & Kazuhiko Hayakawa, 2006, "Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number d06-197, Dec.
• Binder, Jan & Schwengler, Barbara, 2006, "Korrekturverfahren zur Berechnung der Einkommen über der Beitragsbemessungsgrenze," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200604.
• Harun Bulut & GianCarlo Moschini, 2006, "U.S. Universities' Net Returns from Patenting and Licensing: A Quantile Regression Analysis," Center for Agricultural and Rural Development (CARD) Publications, Center for Agricultural and Rural Development (CARD) at Iowa State University, number 06-wp432, Sep.
• Chong, Alberto E. & Galdo, José, 2006, "Training Quality and Earnings: The Effects of Competition on the Provision of Public-Sponsored Training Programs," IDB Publications (Working Papers), Inter-American Development Bank, number 3297, Aug.
• Alberto Chong & José Galdo, 2006, "Does the Quality of Training Programs Matter? Evidence from Bidding Processes Data," Research Department Publications, Inter-American Development Bank, Research Department, number 4451, Jun.
• Rajagopal, 2006, "Measuring customer value and market dynamics for new products of a firm: an analytical construct for gaining competitive advantage," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 8, issue 3/4, pages 187-205.
• Román Mínguez Salido & Eduardo Morales Martínez, 2006, "Aplicación de procesos con raíz unitaria estocástica a índices bursátiles," Investigaciones Economicas, Fundación SEPI, volume 30, issue 1, pages 163-174, January.
• Olivier Armantier, 2006, "Do Wealth Differences Affect Fairness Considerations?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 47, issue 2, pages 391-429, May.
• Peter Robinson, 2006, "Efficient estimation of the semiparametric spatial autoregressive model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP08/06, May.
• Joel L. Horowitz & Sokbae (Simon) Lee, 2006, "Nonparametric instrumental variables estimation of a quantile regression model," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP09/06, Jun.
• Hidehiko Ichimura & Sokbae (Simon) Lee, 2006, "Characterization of the asymptotic distribution of semiparametric M-estimators," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP15/06, Aug.
• Frank Windmeijer, 2006, "GMM for panel count data models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP21/06, Oct.
• Markus Frölich, 2006, "Statistical treatment choice: an application to active labour market programmes," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP24/06, Nov.
• Fabio Canova & Luca Sala, 2006, "Back to Square One: Identification Issues in DSGE Models," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 303.
• Müller-Fürstenberger, Georg & Wagner, Martin, 2006, "Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems," Economics Series, Institute for Advanced Studies, number 183, Jan.
• Wagner, Martin, 2006, "The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?," Economics Series, Institute for Advanced Studies, number 197, Nov.
• Kılıç SÜLEYMAN BİLGİN & Mehmet Fatih CİN & Kenan LOPCU, 2006, "Turkey as a candidate country for full membership in the European Union: A comparison with Maastricht criteria," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 246, pages 98-109.
• Ebru ÇAĞLAYAN, 2006, "Sermaye yapısı bileşenleri: kantil regresyon modeli," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 21, issue 248, pages 66-76.
• Pablo Gonzalez & Mauricio Tejada, 2006, "No linealidades en la regla de política monetaria del Banco Central de Chile: una evidencia empírica," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 21, issue 1, pages 81-115, July.
• Pablo Gonzalez & Mauricio Tejada, 2006, "No Linealidades en la Regla de Política Monetaria del Banco Central de Chile: Una Evidencia Empírica," ILADES-UAH Working Papers, Universidad Alberto Hurtado/School of Economics and Business, number inv173, Jun.
• Takeshi Amemiya & Xinghua Yu, 2006, "Endogenous Sampling and Matching Method in Duration Models," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, volume 24, issue 2, pages 1-32, November.
• G. Mythili, 2006, "Supply response of Indian farmers: Pre and post reforms," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2006-009, Nov.
• Heejoon Kang & Michele Fratianni, 2006, "International Trade Efficiency, the Gravity Equation, and the Stochastic Frontier," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy, number 2006-08, Mar.
• Ángel León & Francis Benito & Juan Nave, 2006, "Modeling The Euro Overnight Rate," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-11, Jun.
• F. Alfonso Arellano Espinar, 2006, "Una Revisión Sobre Los Métodos De Estudio Y Evaluación En Las Políticas Activas De Empleo," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2006-06, Jun.
• Frölich, Markus, 2006, "A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables," IZA Discussion Papers, IZA Network @ LISER, number 2126, May.
• Frölich, Markus, 2006, "Statistical Treatment Choice: An Application to Active Labour Market Programmes," IZA Discussion Papers, IZA Network @ LISER, number 2187, Jun.
• Chong, Alberto & Galdo, Jose C., 2006, "Does the Quality of Training Programs Matter? Evidence from Bidding Processes Data," IZA Discussion Papers, IZA Network @ LISER, number 2202, Jul.
• Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi, 2006, "Panels with Nonstationary Multifactor Error Structures," IZA Discussion Papers, IZA Network @ LISER, number 2243, Aug.
• Arabsheibani, Reza & Mussurov, Altay, 2006, "Returns to Schooling in Kazakhstan: OLS and Instrumental Variables Approach," IZA Discussion Papers, IZA Network @ LISER, number 2462, Nov.
• Serge Rey, 2006, "Effective Exchange Rate Volatility And Mena Countries Exports To The Eu," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 31, issue 2, pages 23-54, December.
• Caliendo Marco & Hujer Reinhard & Thomsen Stephan L., 2006, "Sectoral Heterogeneity in the Employment Effects of Job Creation Schemes in Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 226, issue 2, pages 139-179, April, DOI: 10.1515/jbnst-2006-0203.
• José-Ma Montero & Beatriz Larraz, 2006, "Estimating Housing Price: Kriging the Mean," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 3, pages 419-419, August, DOI: 10.1007/s11294-006-9010-x.
• Christos Karpetis & Erotokritos Varelas & Spyros Zikos, 2006, "Unit Root Investigation of Greek Real Money Supply and GDP," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 12, issue 4, pages 449-460, November, DOI: 10.1007/s11294-006-9039-x.
• Atsuyuki Okabe & Toshiaki Satoh, 2006, "Uniform network transformation for points pattern analysis on a non-uniform network," Journal of Geographical Systems, Springer, volume 8, issue 1, pages 25-37, March, DOI: 10.1007/s10109-005-0009-2.
• E.-H. Yoo & P. Kyriakidis, 2006, "Area-to-point Kriging with inequality-type data," Journal of Geographical Systems, Springer, volume 8, issue 4, pages 357-390, October, DOI: 10.1007/s10109-006-0036-7.
• Nolwenn Roudaut, 2006, "Influences of the Business Environment on Manufacturing Firms Technical Efficiencies: The Côte d’Ivoire Case," Journal of Productivity Analysis, Springer, volume 25, issue 1, pages 93-109, April, DOI: 10.1007/s11123-006-7133-y.
• Massimiliano Piacenza, 2006, "Regulatory Contracts and Cost Efficiency: Stochastic Frontier Evidence from the Italian Local Public Transport," Journal of Productivity Analysis, Springer, volume 25, issue 3, pages 257-277, June, DOI: 10.1007/s11123-006-7643-7.
• Nora Sydow, 2006, "Methodology of Correcting Non-response Bias: Introducing Another Bias? The Case of the Swiss Innovation Survey 2002," KOF Working papers, KOF Swiss Economic Institute, ETH Zurich, number 06-152, Oct, DOI: 10.3929/ethz-a-005277177.
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• Anna Conte & Chiara Oldani, 2006, "Money Demand: Theories And Estimation Methods. A Fractional Cointegration Application," Economia, Societa', e Istituzioni, Dipartimento di Economia e Finanza, LUISS Guido Carli, volume 0, issue 3.
• Georges Dionne & Claude Fluet & Denise Desjardins, 2006, "Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior," Cahiers de recherche, CIRPEE, number 0608.
• Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara, 2006, "Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle," Cahiers de recherche, CIRPEE, number 0635.
• Chris Heaton & Victor Solo, 2006, "Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables?," Research Papers, Macquarie University, Department of Economics, number 0605, Sep.
• Chihwa Kao & Lorenzo Trapani & Giovanni Urga, 2006, "The Asymptotics for Panel Models with Common Shocks," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 77, Feb.
• Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis, 2006, "Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1620106.pdf.
• Serguei Zernov & Victoria Zindle-Walsh & John Galbraith, 2006, "Asymptotics For Estimation Of Truncated Infinite-Dimensional Quantile Regressions," Departmental Working Papers, McGill University, Department of Economics, number 2006-16, Aug.
• John Galbraith & Victoria Zinde-Walsh, 2006, "Reduced-Dimension Control Regression," Departmental Working Papers, McGill University, Department of Economics, number 2006-17, Aug.
• Giovanni Forchini, 2006, "The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/06, Jan.
• George Athanasopoulos & Rob J. Hyndman, 2006, "Modelling and forecasting Australian domestic tourism," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/06, Oct.
• Qin Xiao & Randolph Gee Kwang Tan, 2006, "Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 0601, Jan.
• Ann M. Lawson & Brian C. Moyer & Sumiye Okubo, 2006, "Integrating Industry and National Economic Accounts: First Steps and Future Improvements," NBER Chapters, National Bureau of Economic Research, Inc, "A New Architecture for the US National Accounts".
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2006, "Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0330, Oct.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006, "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W03, May.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2006, "Subsampling realised kernels," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2006-W10, Aug.
• Neil Shephard & Ole E. Barndorff-Nielsen & Asger Lunde, 2006, "Subsampling realised kernels," Economics Series Working Papers, University of Oxford, Department of Economics, number 278, Sep.
• Martin Browning & Sule Alan & Orazio Attanasio, 2006, "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," Economics Series Working Papers, University of Oxford, Department of Economics, number 283, Oct.
• Lorna E. Amrinto & Hector O. Zapata, 2006, "A semiparametric assessment of export-led growth in the Philippines," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 43, issue 2, pages 1-22, December.
• Francois-Éric Racicot & Raymond Théoret & Alain Coen, 2006, "Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp132006, Mar.
• Alain Coen & Francois-Éric Racicot, 2006, "A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited," RePAd Working Paper Series, Département des sciences administratives, UQO, number UQO-DSA-wp142006, May.