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

• 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.
• 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.
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