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

• Gomez-Sorzano, Gustavo, 2006, "Decomposing violence: terrorist murder in the twentieth century in the U.S," MPRA Paper, University Library of Munich, Germany, number 1145, Jun, revised 11 Nov 2006.
• Henningsen, Arne & Hamann, Jeff, 2006, "systemfit: A Package to Estimate Simultaneous Equation Systems in R," MPRA Paper, University Library of Munich, Germany, number 1421, Mar.
• Okoye, B.C & Onyenweaku, C.E & Asumugha, G.N, 2006, "Allocative Efficiency of Small-Holder Cocoyam Farmers in Anambra State, Nigeria," MPRA Paper, University Library of Munich, Germany, number 17362, Oct.
• Okoye, B.C & Asumugha, G.N & Okezie, C.A & Tanko, L & Onyenweaku, C.E, 2006, "Econometric Assessment of the Trend in Cocoyam Production in Nigeria, 1960/61-2003/2006," MPRA Paper, University Library of Munich, Germany, number 17460, May.
• Tsionas, Efthymios & Kumbhakar, Subal, 2006, "Estimation of Technical and Allocative Inefficiencies in a Cost System: An Exact Maximum Likelihood Approach," MPRA Paper, University Library of Munich, Germany, number 20173, Nov.
• Breiding, Torsten, 2006, "Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit
  [The unemployment insurance in Germany - does it cause or does it help to overcome unemployment?]," MPRA Paper, University Library of Munich, Germany, number 20999, Sep.
• Pandey, Krishan & Tikkiwal, G.C., 2006, "Synthetic and composite estimators for small area estimation under Lahiri – Midzuno sampling scheme," MPRA Paper, University Library of Munich, Germany, number 22783.
• Herrera Gómez, Marcos, 2006, "Efecto de la Competencia de la Educación Privada sobre la Calidad de la Educación Pública
  [Effect of Private Education Competition on the Quality of Public Education]," MPRA Paper, University Library of Munich, Germany, number 30772.
• Wang, Hung-Jen, 2006, "Stochastic frontier models," MPRA Paper, University Library of Munich, Germany, number 31079, Mar.
• Mynbaev, Kairat & Ullah, Aman, 2006, "A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model," MPRA Paper, University Library of Munich, Germany, number 3318, Jan.
• Sowell, Fallaw, 2006, "The Empirical Saddlepoint Approximation for GMM Estimators," MPRA Paper, University Library of Munich, Germany, number 3356, Jul, revised May 2007.
• Larrain, Felipe & Parro, Francisco, 2006, "Do Exchange Rate Regimes Matter? Evidence for Developing Countries," MPRA Paper, University Library of Munich, Germany, number 36718, May.
• Calzaroni, Manlio & Cappiello, Antonio & Della Rocca, Giorgio & Di Zio, Marco & Martelli, Cristina & Pieraccini, Guido & Profili, Francesco & Tembe, Cirilo, 2006, "Metodologia - O Sector Informal em Moçambique: Resultados do Primeiro Inquérito Nacional (2005)
  [Methodology Handbook - Informal Sector in Mozambique - First National Survey (INFOR - 2004)]," MPRA Paper, University Library of Munich, Germany, number 3703.
• Albu, Lucian-Liviu, 2006, "A dynamic model to estimate the long-run trends in potential GDP," MPRA Paper, University Library of Munich, Germany, number 3708.
• Barnett, William A. & Duzhak, Evgeniya, 2006, "Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions," MPRA Paper, University Library of Munich, Germany, number 402, Oct.
• Barnett, William A. & Usui, Ikuyasu, 2006, "The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model," MPRA Paper, University Library of Munich, Germany, number 410, Oct.
• Mishra, SK, 2006, "Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization," MPRA Paper, University Library of Munich, Germany, number 465, Jul.
• Razzak, Weshah, 2006, "Explaining the gaps in labour productivity for some developed countries," MPRA Paper, University Library of Munich, Germany, number 53.
• Shahateet, Mohammed, 2006, "How Serious is Regional Economic Inequality in Jordan? Evidence from Two National Household Surveys," MPRA Paper, University Library of Munich, Germany, number 57118.
• Ugurlu, Erginbay, 2006, "Real Exchange Rate And Economic Growth: Turkey," MPRA Paper, University Library of Munich, Germany, number 60343, Jun, revised 2009.
• Pötscher, Benedikt M., 2006, "The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation," MPRA Paper, University Library of Munich, Germany, number 73, Mar, revised Jul 2006.
• Olenev, Nicholas, 2006, "Параллельные Вычисления В Математическом Моделировании Региональной Экономики // Параллельные Вычислительные Технологии - 2007. Труды Первой Международной Научной Конференции. Челябинск: Изд-Во Южно-Уральского Государственного Университета, 2007. C.1," MPRA Paper, University Library of Munich, Germany, number 7821, Dec.
• Vitek, Francis, 2006, "Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper, University Library of Munich, Germany, number 797, Mar.
• Vitek, Francis, 2006, "Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper, University Library of Munich, Germany, number 800, Mar.
• Vitek, Francis, 2006, "Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper, University Library of Munich, Germany, number 801, Jun.
• Vitek, Francis, 2006, "Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach," MPRA Paper, University Library of Munich, Germany, number 802, Jun.
• Miloslav Vošvrda, 2006, "Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets," Prague Economic Papers, Prague University of Economics and Business, volume 2006, issue 3, pages 231-242, DOI: 10.18267/j.pep.286.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2006, "Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models," Working Paper, Economics Department, Queen's University, number 1063, Feb.
• James G. MacKinnon & Russell Davidson, 2006, "Moments Of Iv And Jive Estimators," Working Paper, Economics Department, Queen's University, number 1085, Jun.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2006, "Nonparametric Identification And Estimation Of Finite Mixture Models Of Dynamic Discrete Choices," Working Paper, Economics Department, Queen's University, number 1092, Oct.
• Katsumi Shimotsu, 2006, "Simple (but Effective) Tests Of Long Memory Versus Structural Breaks," Working Paper, Economics Department, Queen's University, number 1101, Dec.
• Hugo Kruiniger, 2006, "GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data," Working Papers, Queen Mary University of London, School of Economics and Finance, number 560, Apr.
• George Kapetanios & M. Hashem Pesaran & Takashi Yamagata, 2006, "Panels with Nonstationary Multifactor Error Structures," Working Papers, Queen Mary University of London, School of Economics and Finance, number 569, Sep.
• Hugo Kruiniger, 2006, "Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions," Working Papers, Queen Mary University of London, School of Economics and Finance, number 582, Dec.
• Carol Alexander & Andreas Kaeck, 2006, "Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2006-08, Sep.
• Alberto Bisin & Andrea Moro & Giorgio Topa, 2006, "The Empirical Content of Models with Multiple Equilibria," 2006 Meeting Papers, Society for Economic Dynamics, number 660.
• Amil Petrin & Kenneth Train, 2006, "Control Function Corrections for Unobserved Factors in Differentiated Product Models," 2006 Meeting Papers, Society for Economic Dynamics, number 856.
• Sen Dong, 2006, "Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage," 2006 Meeting Papers, Society for Economic Dynamics, number 875.
• Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara, 2006, "Empirical evaluation of investor rationality in the asset allocation puzzle," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 06-11, Oct.
• Tatiana Fic & Omar Farooq Saqib, 2006, "Political Instability and the August 1998 Ruble Crisis," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 21, pages 764-783.
• Jorge Rodríguez-Vález, 2006, "Productivity and returns to infrastructure using maximum entropy estimation," INVESTIGACIONES REGIONALES - Journal of REGIONAL RESEARCH, Asociación Española de Ciencia Regional, issue 8, pages 123-139.
• Stefanescu, Poliana & Stefanescu, Stefan, 2006, "An Unbiased Estimator for the Parameter of a Homographic Distribution Used in Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 3, issue 2, pages 47-57, June.
• Calogero Guccio & Giacomo Pignataro & Ilde Rizzo, 2006, "Efficiency of Procurement Procedures for Medical Devices," Rivista di Politica Economica, SIPI Spa, volume 96, issue 1, pages 135-158, January-F.
• Sadia Bader, 2006, "Determining Import Intensity of Exports for Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 2, pages 363-381..
• Safdar Ullah Khan, 2006, "Macro Determinants of Total Factor Productivity in Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, volume 2, pages 383-401..
• Safdar Ullah Khan, 2006, "Macro Determeinants of Total Factor Productivity in Pakistan," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 10, Feb.
• Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard, 2006, "Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe05.
• Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard, 2006, "Subsampling realised kernels," OFRC Working Papers Series, Oxford Financial Research Centre, number 2006fe06.
• Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-Santaulà ria & School of Economics, University of Guanajuato, 2006, "Spurious regression and econometric trends," Computing in Economics and Finance 2006, Society for Computational Economics, number 151, Jul.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2006, "Structural Estimation and Evaluation of Calvo-Style Inflation Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 161, Jul.
• Fabio Canova & Luca Sala, 2006, "Back to square one: identification issues in DSGE models," Computing in Economics and Finance 2006, Society for Computational Economics, number 196, Jul.
• Josu Arteche, 2006, "Semiparametric estimation in perturbed long memory series," Computing in Economics and Finance 2006, Society for Computational Economics, number 22, Jul.
• Tino Berger & Gerdie Everaert, 2006, "Re-examining the Structural and the Persistence Approach," Computing in Economics and Finance 2006, Society for Computational Economics, number 226, Jul.
• Romulo A. Chumacero, 2006, "The Econometrics of the Old and New Phillips Curve," Computing in Economics and Finance 2006, Society for Computational Economics, number 242, Jul.
• Ricardo Gimeno & Juan M. Nave, 2006, "Using genetic algorithms to improve the term structure of interest rates fitting," Computing in Economics and Finance 2006, Society for Computational Economics, number 276, Jul.
• Simon Broda & Marc Paolella & Yianna Tchopourian, 2006, "Approximately Exact Inference in Dynamic Panel Models," Computing in Economics and Finance 2006, Society for Computational Economics, number 368, Jul.
• Baoline Chen, 2006, "Estimation of Industry Distribution of Statistical Discrepancy in National Accounts," Computing in Economics and Finance 2006, Society for Computational Economics, number 401, Jul.
• Ratto Marco & Roeger Werner & Veld Jan, 2006, "Fiscal Policy in an estimated open-economy model for the EURO area," Computing in Economics and Finance 2006, Society for Computational Economics, number 43, Jul.
• Elena Kalotychou & Ana-Maria Fuertes, 2006, "On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics," Computing in Economics and Finance 2006, Society for Computational Economics, number 509, Jul.
• Christian Francq & Jean-Michel Zakoïan, 2006, "Inference in GARCH when some coefficients are equal to zero," Computing in Economics and Finance 2006, Society for Computational Economics, number 64, Jul.
• Nikolas Topaloglou & Olivier Scaillet & University of Geneva, 2006, "Testing foe Stochastic Dominance Efficiency," Computing in Economics and Finance 2006, Society for Computational Economics, number 74, Jul.
• Catherine Bruneau & Amine Lahiani, 2006, "Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), volume 142, issue IV, pages 479-500, December.
• Yu-Chin Hsu & Chung-Ming Kuan, 2006, "Change-Point Estimation of Nonstationary I(d) Processes," IEAS Working Paper : academic research, Institute of Economics, Academia Sinica, Taipei, Taiwan, number 06-A007, Sep.
• Kyoo il Kim, 2006, "Set Inference for Semiparametric Discrete Games," Working Papers, Singapore Management University, School of Economics, number 16-2006, Sep.
• Kyoo il Kim, 2006, "Semiparametric Estimation of Signaling Games," Working Papers, Singapore Management University, School of Economics, number 19-2006, Sep.
• Marie Briere & Aurélie Cohen, 2006, "A quoi réagit le marchés des obligations privées?," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 06-003.RS.
• Bernd Fitzenberger & Ralf Wilke, 2006, "Using quantile regression for duration analysis," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 105-120, March, DOI: 10.1007/s10182-006-0224-2.
• Hans Schneeweiss & Thomas Augustin, 2006, "Some recent advances in measurement error models and methods," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 183-197, March, DOI: 10.1007/s10182-006-0229-x.
• Jörg Breitung & Sandra Eickmeier, 2006, "Dynamic factor models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 1, pages 27-42, March, DOI: 10.1007/s10182-006-0219-z.
• Klaus Martin & Annette Böckenhoff, 2006, "Analysis of variance of paired data without repetition of measurement," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 3, pages 365-384, September, DOI: 10.1007/s10182-006-0239-8.
• Matthias Schmid, 2006, "Estimation of a linear model under microaggregation by individual ranking," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 90, issue 3, pages 419-438, September, DOI: 10.1007/s10182-006-0243-z.
• Walid Omrane & Hervé Oppens, 2006, "The performance analysis of chart patterns: Monte Carlo simulation and evidence from the euro/dollar foreign exchange market," Empirical Economics, Springer, volume 30, issue 4, pages 947-971, January, DOI: 10.1007/s00181-005-0007-8.
• Mushtaq Klasra & Taner Kiral, 2006, "Dynamics of Wheat Prices in the Wake of Market Reforms: The Case of Pakistan," Quality & Quantity: International Journal of Methodology, Springer, volume 40, issue 2, pages 207-224, April, DOI: 10.1007/s11135-005-5358-x.
• Norman Schofield, 2006, "Equilibria in the spatial stochastic model of voting with party activists," Review of Economic Design, Springer;Society for Economic Design, volume 10, issue 3, pages 183-203, December, DOI: 10.1007/s10058-006-0013-0.
• Jörg Breitung & Sandra Eickmeier, 2006, "Dynamic Factor Models," Springer Books, Springer, chapter 3, in: Olaf Hübler & Jachim Frohn, "Modern Econometric Analysis", DOI: 10.1007/3-540-32693-6_3.
• Bernd Fitzenberger & Ralf A. Wilke, 2006, "Using Quantile Regression for Duration Analysis," Springer Books, Springer, chapter 8, in: Olaf Hübler & Jachim Frohn, "Modern Econometric Analysis", DOI: 10.1007/3-540-32693-6_8.
• Boriss Siliverstovs, 2006, "Multicointegration in US consumption data," Applied Economics, Taylor & Francis Journals, volume 38, issue 7, pages 819-833, DOI: 10.1080/00036840500398760.
• Jose Miguel Benavente, 2006, "The role of research and innovation in promoting productivity in chile," Economics of Innovation and New Technology, Taylor & Francis Journals, volume 15, issue 4-5, pages 301-315, DOI: 10.1080/10438590500512794.
• Esmeralda Ramalho & Joaquim Ramalho, 2006, "Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 4, pages 475-496, DOI: 10.1080/07474930600972574.
• John Knight & Jinjun Xue, 2006, "How High is Urban Unemployment in China?," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, volume 4, issue 2, pages 91-107, DOI: 10.1080/14765280600736833.
• Mehmet Horasanli, 2006, "Predictability of Turkish Foreign Exchange and its Implications to Option Pricing and Arbitrage Opportunities," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 6, issue 2, pages 1-10.
• Andre Monteiro & Georgi V. Smirnov & Andre Lucas, 2006, "Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-024/2, Mar, revised 27 Mar 2006.
• Jan F. Kiviet & Jerzy Niemczyk, 2006, "The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-078/4, Sep.
• H. Peter Boswijk & Roy van der Weide, 2006, "Wake me up before you GO-GARCH," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-079/4, Sep, revised 21 Sep 2006.
• Thomas Mikosch & Casper G. de Vries, 2006, "Tail Probabilities for Regression Estimators," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-085/2, Oct.
• Jeroen Hinloopen & Charles van Marrewijk, 2006, "Comparative Advantage, the Rank-size Rule, and Zipf's Law," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-100/1, Nov.
• Siem Jan Koopman & Soon Yip Wong, 2006, "Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 06-105/4, Nov.
• Segers, J.J.J., 2006, "Rare Events, Temporal Dependence and the Extremal Index," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-7.
• Einmahl, J.H.J. & Li, J. & Liu, R.Y., 2006, "Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-104.
• Cizek, P. & Tamine, J. & Härdle, W.K., 2006, "Smoothed L-estimation of Regression Function," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-20.
• Einmahl, J.H.J. & Magnus, J.R., 2006, "Records in Athletics through Extreme-Value Theory," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-83.
• Einmahl, J.H.J. & Fils-Villetard, A. & Guillou, A., 2006, "Statistics of Extremes under Random Censoring," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-62.
• Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006, "An Asymptotic Analysis of Nearly Unstable inar (1) Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-44.
• Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006, "Local Asymptotic Normality and Efficient Estimation for inar (P) Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-45.
• Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M., 2006, "Assessing the Effects of using Demand Parameters Estimates in Inventory Control," Discussion Paper, Tilburg University, Center for Economic Research, number 2006-90.
• Cizek, P. & Tamine, J. & Härdle, W.K., 2006, "Smoothed L-estimation of Regression Function," Other publications TiSEM, Tilburg University, School of Economics and Management, number 51a09fbd-293b-4386-bfe9-b.
• Einmahl, J.H.J. & Magnus, J.R., 2006, "Records in Athletics through Extreme-Value Theory," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5cedc3d8-e623-46d5-a550-5.
• Drost, F.C. & van den Akker, R. & Werker, B.J.M., 2006, "Local Asymptotic Normality and Efficient Estimation for inar (P) Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 95ec06ea-005b-4c08-a2e6-f.
• Hidehiko Ichimura & Sokbae Lee, 2006, "Characterization of the Asymptotic Distribution of Semiparametric M-Estimators," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-426, May.
• J. M. C. Santos Silva & Silvana Tenreyro, 2006, "The Log of Gravity," The Review of Economics and Statistics, MIT Press, volume 88, issue 4, pages 641-658, November.
• Duso, Tomaso & Gugler, Klaus & Yurtoglu, Burcin B., 2006, "EU Merger Remedies: A Preliminary Empirical Assessment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich, number 81, Jan.
• Graciela Sanromán, 2006, "Returns to schooling in Uruguay," Documentos de Trabajo (working papers), Department of Economics - dECON, number 1406, Nov.
• Tapas K. Mishra, 2006, "A Further Look into the Demography-based GDP Forecasting Method," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2006-17.
• Javier Hualde & Carlos Velasco, 2006, "Distribution-free Tests of Fractional Cointegration," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 08/06, Jun.
• Marashdeh, Hazem & Saleh, Ali Salman, 2006, "Revisiting Budget and Trade Deficits in Lebanon: A Critique," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp06-07.
• Laura Mayoral, 2006, "Minimum distance estimation of stationary and non-stationary ARFIMA processes," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 959, Jan.
• Markus Frölich, 2006, "A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables," University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen, number 2006-11, May.
• Markus Frölich, 2006, "Statistical Treatment Choice: An Application to Active Labour Market Programmes," University of St. Gallen Department of Economics working paper series 2006, Department of Economics, University of St. Gallen, number 2006-14, Jun.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2006, "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20064.
• Hiroyuki Kasahara & Katsumi Shimotsu, 2006, "Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 20065.
• Silvestro Di Sanzo, 2006, "Output fluctuations persistence: Do cyclical shocks matter?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_21.
• Joze P. Damijan & José de Sousa & Olivier Lamotte, 2006, "The Effect of Trade Liberalization in South-Eastern European Countries," wiiw Balkan Observatory Working Papers, The Vienna Institute for International Economic Studies, wiiw, number 70, Aug.
• Kneip, Alois & Sickles, Robin Christopher & Song, Wonho, 2006, "A New Panel Data Treatment for Heterogeneity in Time Trends," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 1/2006.
• De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia, 2006, "Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2006,32.
• Doganoglu, Toker & Hartz, Christoph & Mittnik, Stefan, 2006, "Portfolio optimization when risk factors are conditionally varying and heavy tailed," CFS Working Paper Series, Center for Financial Studies (CFS), number 2006/24.
• Bauer, Thomas K. & Sinning, Mathias, 2006, "An Extension of the Blinder-Oaxaca Decomposition to Non-Linear Models," RWI Discussion Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, number 49.
• Krämer, Walter, 2006, "Long memory with Markov-Switching GARCH," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,35.
• Vetter, Mathias & Podolskij, Mark, 2006, "Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2006,51.
• Detlefsen, Kai & Härdle, Wolfgang Karl, 2006, "Calibration risk for exotic options," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-001.
• Trenkler, Carsten, 2006, "Bootstrapping systems cointegration tests with a prior adjustment for deterministic terms," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-012.
• Silberhorn, Nadja & Boztuğ, Yasemin & Hildebrandt, Lutz, 2006, "Estimation with the nested logit model: Specifications and software particularities," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-017.
• Giacomini, Enzo & Handel, Michael & Härdle, Wolfgang Karl, 2006, "Time dependent relative risk aversion," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-020.
• Hlávka, Zdeněk & Peésta, Michal, 2006, "Constrained general regression in pseudo-Sobolev spaces with application to option pricing," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-069.
• Krätschmer, Volker, 2006, "The uniqueness of extremum estimation," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2006-080.
• Michael Wolf, 2006, "Resampling vs. Shrinkage for Benchmarked Managers," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich, number 263, Jan.

2005

• Cakir, Murat, 2005, "Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz
  [Machine Learning Techniques in Determining the Dynamics of Corporate Financial Distress: An Empirical Treatment and a," MPRA Paper, University Library of Munich, Germany, number 55975, Dec.
• Ventosa-Santaulària, Daniel & Mendoza V., Alfonso, 2005, "Non Linear Moving-Average Conditional Heteroskedasticity," MPRA Paper, University Library of Munich, Germany, number 58769.
• Leeb, Hannes & Pötscher, Benedikt M., 2005, "Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?," MPRA Paper, University Library of Munich, Germany, number 72, Apr.
• Ayoki, Milton & Obwona, Marios & Ogwapus, Moses, 2005, "Tax Reforms and Domestic Revenue Mobilization in Uganda," MPRA Paper, University Library of Munich, Germany, number 80328, Jan.
• Khan, Safdar Ullah Khan, 2005, "Macro Determinants of Total Factor Productivity in Pakistan," MPRA Paper, University Library of Munich, Germany, number 8693, Aug, revised 10 Sep 2005.
• Joel Hinaunye Eita & André C. Jordaan, 2007, "A Causality Analysis between Financial Development and Economic Growth for Botswana," Working Papers, University of Pretoria, Department of Economics, number 200722, Oct.
• Menbere T. Workie, 2005, "Determinants of Growth and Convergence in Transitive Economies in the 1990s: Empirical Evidence from a Panel Data," Prague Economic Papers, Prague University of Economics and Business, volume 2005, issue 3, pages 239-251, DOI: 10.18267/j.pep.264.
• Michal Slavík, 2005, "Úvod do moderních přístupů analýzy časových řad: Stavově prostorové modely a Kalmanův filtr
  [Introduction to time series modeling: State space models and Kalman filter]," Politická ekonomie, Prague University of Economics and Business, volume 2005, issue 1, DOI: 10.18267/j.polek.499.
• George Kapetanios & M. Hashem Pesaran, 2005, "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Working Papers, Queen Mary University of London, School of Economics and Finance, number 536, May.
• George Kapetanios & Elias Tzavalis, 2005, "Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset," Working Papers, Queen Mary University of London, School of Economics and Finance, number 537, May.
• Andrew Ang & Sen Dong, 2005, "No-Arbitrage Taylor Rules," 2005 Meeting Papers, Society for Economic Dynamics, number 22.
• Martin Gervais & Paul Klein, 2005, "Risk Sharing," 2005 Meeting Papers, Society for Economic Dynamics, number 323.
• Margaret Ledyard, 2005, "Why Are Private Schools Small? School Location, Returns to Scale, and Size," 2005 Meeting Papers, Society for Economic Dynamics, number 790.
• Federico Ravenna, 2005, "Vector Autoregressions and Reduced Form Representations of DSGE Models," 2005 Meeting Papers, Society for Economic Dynamics, number 841.
• Dospinescu, Andrei Silviu, 2005, "Combining The Forecasts Using A Statistical Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 2, issue 2, pages 72-84.
• Leif Brandes & Egon Franck, 2005, "Who made Who? An Empirical Analysis of Competitive Balance in European Soccer Leagues," Working Papers, University of Zurich, Center for Research in Sports Administration (CRSA), number 0004, revised 2006.
• Hiroyuki Kawakatsu, 2005, "Numerical Integration Filters for Maximum Likelihood Estimation of Asymmetric Stochastic Volatility Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 154, Nov.
• Kai Christoffel, 2005, "Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 359, Nov.
• Jose M. Vidal-Sanz & Mercedes Esteban-Bravo, 2005, "Worst-case estimation and asymptotic theory for models with unobservables," Computing in Economics and Finance 2005, Society for Computational Economics, number 385, Nov.
• Michael Creel, 2005, "User-Friendly Parallel Computations with Econometric Examples," Computing in Economics and Finance 2005, Society for Computational Economics, number 445, Nov.
• Maarten Dossche & Gerdie Everaert, 2005, "Measuring Inflation Persistence: A Structural Time Series Approach," Computing in Economics and Finance 2005, Society for Computational Economics, number 459, Nov.
• Ghulam Sorwar, 2005, "Estimating Single Factor Jump Diffusion Interest Rate Models," Computing in Economics and Finance 2005, Society for Computational Economics, number 56, Nov.
• Marco Ratto & Werner Roeger, 2005, "An estimated open-economy model for the EURO area," Computing in Economics and Finance 2005, Society for Computational Economics, number 84, Nov.
• Cheng Hsiao & Siyan Wang, 2005, "Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 05.23, May.
• Erwin Diewert, 2005, "Progress in Service Sector Productivity Measurement: Review Article on "Productivity in the U.S. Services Sector: New Sources of Economic Growth"," International Productivity Monitor, Centre for the Study of Living Standards, volume 11, pages 57-69, Fall.
• Céline Azizieh & Wolfgang Breymann, 2005, "Estimation of the Stylized Facts of a Stochastic Cascade Model," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 05-009.RS.
• Jon Miller & Ismail Genc, 2005, "Alternative regional specification and convergence of U.S. regional growth rates," The Annals of Regional Science, Springer;Western Regional Science Association, volume 39, issue 2, pages 241-252, June, DOI: 10.1007/s00168-004-0216-7.
• Günter Coenen, 2005, "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Empirical Economics, Springer, volume 30, issue 1, pages 65-75, January, DOI: 10.1007/s00181-004-0214-8.
• Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, 2005, "Testing for PPP: Should we use panel methods?," Empirical Economics, Springer, volume 30, issue 1, pages 77-91, January, DOI: 10.1007/s00181-004-0222-8.
• Joaquim Ramalho, 2005, "Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models," Empirical Economics, Springer, volume 30, issue 3, pages 735-748, October, DOI: 10.1007/s00181-005-0256-6.
• Jörg Breitung & Bertrand Candelon, 2005, "Purchasing Power Parity during Currency Crises: A Panel Unit Root Test under Structural Breaks," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 141, issue 1, pages 124-140, April, DOI: 10.1007/s10290-005-0018-8.
• Cinzia Daraio & Leopold Simar, 2005, "Conditional Nonparametric Frontier Models for Convex and Non Convex Technologies: a Unifying Approach," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2005/12, Jun.
• Erik Biørn, 2005, "Constructing Panel Data Estimators by Aggregation: A General Moment Estimator and a Suggested Synthesis," Discussion Papers, Statistics Norway, Research Department, number 420, May.
• Jan F. Bjørnstad, 2005, "Non-Bayesian Multiple Imputation," Discussion Papers, Statistics Norway, Research Department, number 421, May.
• Øivind A. Nilsen & Arvid Raknerud & Marina Rybalka & Terje Skjerpen, 2005, "Lumpy Investments, Factor Adjustments and Productivity," Discussion Papers, Statistics Norway, Research Department, number 441, Dec.
• Jose Brandao de Brito & Felipa de Mello Sampayo, 2005, "The timing and probability of FDI: an application to US multinational enterprises," Applied Economics, Taylor & Francis Journals, volume 37, issue 4, pages 417-437, DOI: 10.1080/0003684042000295313.
• Wendelin Schnedler, 2005, "Likelihood Estimation for Censored Random Vectors," Econometric Reviews, Taylor & Francis Journals, volume 24, issue 2, pages 195-217, DOI: 10.1081/ETC-200067925.
• Niklas Wagner & Terry Marsh, 2005, "Surprise volume and heteroskedasticity in equity market returns," Quantitative Finance, Taylor & Francis Journals, volume 5, issue 2, pages 153-168, DOI: 10.1080/14697680500147978.
• D. Bond & M.J. Harrision & E.J. O, Brien, 2005, "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number 200054, Aug.
• D. Bond & M.J. Harrision & E.J. O, Brien, 2005, "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep4, Aug.
• Siem Jan Koopman & Kai Ming Lee, 2005, "Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-081/4, Aug.
• Jan F. Kiviet, 2005, "Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 05-112/4, Dec.
• Cizek, P., 2005, "Trimmed Likelihood-based Estimation in Binary Regression Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-108.
• Inkmann, J., 2005, "Inverse Probability Weighted Generalised Empirical Likelihood Estimators : Firm Size and R&D Revisited," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-131.
• Beirlant, J. & Joossens, E. & Segers, J., 2005, "Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-112.
• Haeusler, E. & Segers, J., 2005, "Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-129.
• Fils-Villetard, A. & Guillou, A. & Segers, J., 2005, "Projection Estimates of Constrained Functional Parameters," Discussion Paper, Tilburg University, Center for Economic Research, number 2005-111.
• Magnus, J.R. & Sinha, A.K., 2005, "On Theils' errors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 593b97f2-9dfe-46c5-928a-e.
• Roberto BASILE & Bernard GRESS, 2005, "Semi-Parametric Spatial Auto-Covariance Models Of Regional Growth In Europe," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 21, pages 93-118.
• Jonathan Heathcote & Kjetil Storesletten & Giovanni L. Violante, 2005, "Two Views of Inequality Over the Life Cycle," Journal of the European Economic Association, MIT Press, volume 3, issue 2-3, pages 765-775, 04/05.
• Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2005, "The generalised dynamic factor model: one sided estimation and forecasting," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10129, Sep.
• J. Isaac Miller & Yoosoon Chang & Joon Y. Park, 2005, "Extracting a Common Stochastic Trend:Theories with Some Applications," Working Papers, Department of Economics, University of Missouri, number 0507, Oct, revised 18 Aug 2005.
• Loriano Mancini & Elvezio Ronchetti & Fabio Trojani, 2005, "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-01, Jan.
• Fabio Trojani & Francesco Audrino, 2005, "A general multivariate threshold GARCH model with dynamic conditional correlations," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-04, Jan.
• Patrick Gagliardini & C. Gourieroux & E. Renault, 2005, "Efficient Derivative Pricing by Extended Method of Moments," University of St. Gallen Department of Economics working paper series 2005, Department of Economics, University of St. Gallen, number 2005-05, Jan.
• David E. Giles, 2005, "The Bias of Inequality Measures in Very Small Samples: Some Analytic Results," Econometrics Working Papers, Department of Economics, University of Victoria, number 0514, Aug.
• Silvia Ferrini & Riccardo Scarpa, 2005, "Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation," Working Papers in Economics, University of Waikato, number 05/08, Dec.
• Nikolay Gospodinov & Ian Irvine, 2005, "A ‘long march’ perspective on tobacco use in Canada," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 38, issue 2, pages 366-393, May, DOI: 10.1111/j.0008-4085.2005.00284.x.
• G. C. Lim & G. M. Martin & V. L. Martin, 2005, "Parametric pricing of higher order moments in S&P500 options," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 3, pages 377-404, March, DOI: 10.1002/jae.762.
• Robin Johnson & W A Razzak & Steve Stillman, 2005, "Has New Zealand benefited from its investments in research & development?," Development and Comp Systems, University Library of Munich, Germany, number 0510022, Oct.
• Willa Chen & Rohit Deo, 2005, "Estimation of mis-specified long memory models," Econometrics, University Library of Munich, Germany, number 0501004, Jan.