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

• 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, DOI: http://dx.doi.org/10.18235/0011257.
• 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.
• Christophe Kolodziejczyk, 2006, "Retirement and Fixed Costs to Work: An Empirical Analysis," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2006-09, Aug.
• Christophe Kolodziejczyk, 2006, "A Note on the Correlated Random Coefficient Model," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2006-10, Aug.
• 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.
• 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 4, 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.