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

• 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.
• Rajagopal, 2005, "Measuring Customer Value and Market Dynamics for New Products of a Firm:An Analytical Construct for Gaining Competitive Advantage," Econometrics, University Library of Munich, Germany, number 0502012, Feb.
• Victor Aguirregabiria & Pedro Mira, 2005, "A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria," Econometrics, University Library of Munich, Germany, number 0502017, Feb.
• Matteo M. Pelagatti, 2005, "Business cycle and sector cycles," Econometrics, University Library of Munich, Germany, number 0503006, Mar.
• Rajagopal, 2005, "Where Did the Trade Liberalization Drive Latin American Economy: A Cross Section Analysis," Econometrics, University Library of Munich, Germany, number 0504003, Apr.
• Victor Aguirregabiria, 2005, "Another Look at the Identification of Dynamic Discrete Decision Processes," Econometrics, University Library of Munich, Germany, number 0504006, Apr.
• Matthias Mohr, 2005, "A Trend-Cycle(-Season) Filter," Econometrics, University Library of Munich, Germany, number 0508004, Aug.
• Matthias Mohr, 2005, "A Trend-Cycle(-Season) Filter: Prgoramme Code for Eviews, Excel, and MatLab," Econometrics, University Library of Munich, Germany, number 0508005, Aug.
• Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005, "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics, University Library of Munich, Germany, number 0508011, Aug.
• Rajagopal, 2005, "Measuring Customer Value Gaps: An Empirical Study in Mexican Retail Market," Econometrics, University Library of Munich, Germany, number 0508012, Aug.
• Apostolos Serletis & Asghar Shahmoradi, 2005, "A Note on Imposing Local Curvature on Generalized Leontief Models," Econometrics, University Library of Munich, Germany, number 0509020, Sep.
• Tibor Neugebauer, 2005, "Bidding Strategies Of Sequential First Price Auctions Programmed By Experienced Bidders," Experimental, University Library of Munich, Germany, number 0503007, Mar.
• Tibor Neugebauer & Javier Perote, 2005, "Theory And Misbehavior Of First-Price Auctions: The Importance Of Information Feedback In Experimental Markets," Experimental, University Library of Munich, Germany, number 0503008, Mar.
• João Fernandes, 2005, "Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation," Finance, University Library of Munich, Germany, number 0505013, May.
• Tony Guida & Olivier Matringe, 2005, "Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities," Finance, University Library of Munich, Germany, number 0512021, Dec.
• Viktor Winschel, 2005, "Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality," GE, Growth, Math methods, University Library of Munich, Germany, number 0507014, Jul.
• Apostolos Serletis & Asghar Shahmoradi, 2005, "A Note on Imposing Local Curvature in Generalized Leontief Models," GE, Growth, Math methods, University Library of Munich, Germany, number 0509005, Sep.
• Fuad Hasanov, 2005, "Housing, Household Portfolio, and Intertemporal Elasticity of Substitution: Evidence from the Consumer Expenditure Survey," Macroeconomics, University Library of Munich, Germany, number 0510011, Oct.
• Douglas Dacy & Fuad Hasanov, 2005, "The Rate of Interest or the Rate of Return: Estimating Intertemporal Elasticity of Substitution," Macroeconomics, University Library of Munich, Germany, number 0510012, Oct.
• Georg Muller-Furstenberger & Martin Wagner & Benito Muller, 2005, "Exploring the Carbon Kuznets Hypothesis," Others, University Library of Munich, Germany, number 0506009, Jun.
• Tomaso Duso & Klaus Gugler & Burcin Yurtoglu, 2005, "EU Merger Remedies: A Preliminary Empirical Assessment," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number SP II 2005-16, Sep.
• Breitung, Jörg & Eickmeier, Sandra, 2005, "Dynamic factor models," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2005,38.
• Drescher, Daniel, 2005, "Alternative distributions for observation driven count series models," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2005-11.
• Blaess, Virginie, 2005, "Siblings and Educational Attainment in West Germany," Discussion Papers, University of Erfurt, Faculty of Economics, Law and Social Sciences, number 2005,001E.
• Yang, Lijian & Park, Byeong U. & Xue, Lan & Härdle, Wolfgang Karl, 2005, "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk, number 2005-047.
• Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L., 2005, "Identifying Effect Heterogeneity to Improve the Effiency of Job Creation Schemes in Germany?," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-21.
• Fitzenberger, Bernd & Wilke, Ralf A., 2005, "Using Quantile Regression for Duration Analysis," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 05-65.
• Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan, 2005, "A Note on Implementing Box-Cox Quantile Regression," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-61 [rev.].
• Agbola, Frank W., 2005, "Optimal intertemporal investment in Australian agriculture: An empirical investigation," Agricultural Economics Review, Greek Association of Agricultural Economists, volume 6, issue 2, pages 1-11, DOI: 10.22004/ag.econ.44094.
• Rasmussen, Svend & Karantininis, Kostas, 2005, "Estimating State-Contingent Production Functions," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark, European Association of Agricultural Economists, number 24529, DOI: 10.22004/ag.econ.24529.
• Bar-Shira, Ziv & Finkelshtain, Israel & Simhon, Avi, 2005, "Regulating Irrigation Via Block-Rate Pricing: An Econometric Analysis," Discussion Papers, Hebrew University of Jerusalem, Department of Agricultural Economics and Management, number 14982, DOI: 10.22004/ag.econ.14982.
• Campbell, Randall C. & Hill, R. Carter, 2005, "A Monte Carlo study of the effect of design characteristics on the inequality restricted maximum entropy estimator," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, volume 1, issue 01, pages 1-30, June, DOI: 10.22004/ag.econ.143485.
• Michael Creel, 2005, "User-Friendly Parallel Computations with Econometric Examples," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 637.05, Jan.
• Ben Groom & Phoebe Koundouri & Ekaterini Panopoulou & Theologos Pantelidis, 2005, "Declining Discount Rates: Evidence from the UK," DEOS Working Papers, Athens University of Economics and Business, number 0503, Dec.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005, "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis," Staff Working Papers, Bank of Canada, number 05-27, DOI: 10.34989/swp-2005-27.
• Machado, Jose A.F. & Silva, J. M. C. Santos, 2005, "Quantiles for Counts," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 1226-1237, December.
• Mancini, Loriano & Ronchetti, Elvezio & Trojani, Fabio, 2005, "Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 628-641, June.
• Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 2005, "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," Journal of the American Statistical Association, American Statistical Association, volume 100, pages 830-840, September.
• Jeffery D. Amato & Eli M Remolona, 2005, "The pricing of unexpected credit losses," BIS Working Papers, Bank for International Settlements, number 190, Nov.
• Peter Nijkamp & Jacques Poot, 2005, "The Last Word on the Wage Curve?," Journal of Economic Surveys, Wiley Blackwell, volume 19, issue 3, pages 421-450, July, DOI: 10.1111/j.0950-0804.2005.00254.x.
• Frederic Udina & Pedro Delicado, 2005, "Estimating Parliamentary composition through electoral polls," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 168, issue 2, pages 387-399, March, DOI: 10.1111/j.1467-985X.2005.00354.x.
• George Kapetanios, 2005, "Unit‐root testing against the alternative hypothesis of up to m structural breaks," Journal of Time Series Analysis, Wiley Blackwell, volume 26, issue 1, pages 123-133, January, DOI: 10.1111/j.1467-9892.2005.00393.x.
• Michel Dumont & Glenn Rayp & Olivier Thas & Peter Willemé, 2005, "Correcting Standard Errors in Two‐stage Estimation Procedures with Generated Regressands," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 67, issue 3, pages 421-433, June, DOI: 10.1111/j.1468-0084.2005.00126.x.
• Victor Aguirregabiria & Pedro Mira, 2005, "A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-001, Jan.
• Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2005, "Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics, number WP2005-024, Jul.
• Cícero Augusto Vieira Neto & Pedro L. Valls Pereira, 2005, "Modeling the Interest Rate Term Structure: Derivatives Contracts Dynamics and Evaluation," Brazilian Review of Finance, Brazilian Society of Finance, volume 3, issue 1, pages 19-54.
• Kapetanios, G. & Pesaran, M.H., 2005, "Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0520, May.
• Murphy, Alan P, 2005, "An Economic Activity Index for Ireland: The Dynamic Single-Factor Method," Research Technical Papers, Central Bank of Ireland, number 4/RT/05, Sep.
• Joao Santos Silva & Silvana Tenreyro, 2005, "The Log of Gravity," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp0701, Jul.
• Peter M Robinson & J Vidal Sanz, 2005, "Modified Whittle Estimation of Multilateral Models on a Lattice," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 492, Jun.
• Hans-Günther Vieweg & Thomas Fuchs & Reinhard Hild & Andreas Kuhlmann & Stefan Lachenmaier & Michael Reinhard & Uwe Christian Täger & Sebastian de Ramon & Jan-Egbert Sturm, 2005, "Status and outlook of the “New Economy” in selected EU member states from a German Viewpoint," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 19, October.
• Rüdiger Parsche & Andrea Gebauer & Caroline Grimm & Oliver Michler & Chang Woon Nam, 2003, "Steuerlich induzierte Kinderlasten : empirische Entwicklung in Deutschland ; Forschungsvorhaben des Deutschen Arbeitskreises für Familienhilfe e.V," ifo Forschungsberichte, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 19.
• Jean-Marie Dufour & Lynda Khalaf & Maral Kichian, 2005, "Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis," CIRANO Working Papers, CIRANO, number 2005s-30, Aug.
• Nikolay Gospodinov & Ian Irvine, 2005, "A `long march' perspective on tobacco use in Canada," Canadian Journal of Economics, Canadian Economics Association, volume 38, issue 2, pages 366-393, May, DOI: 10.1111/j.0008-4085.2005.00284.x.
• Fabio S√°nchez Torres & Ana MarÔøΩa DÔøΩaz, 2005, "Los Efectos Del Conflicto Armado En El Desarrollo Social Colombiano, 1990-2002," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 3167, Sep.
• √Ålvaro Hernando Ch√°vez Castro, 2005, "Din√°mica de la producci√≥n industrial e importaci√≥n de bienes de capital y materias primas: relaciones de largo plazo y ajuste din√°mico," Borradores de Investigación, Universidad del Rosario, number 4355, Nov.
• David Bardey & H√©lene Bonnet, 2005, "Teor√≠a del control √≥ptimo: ¬°Una gu√≠a para principiantes!," Borradores de Investigación, Universidad del Rosario, number 4356, Dec.
• Álvaro Chaves Castro., 2005, "Un modelo de cointegración estacional de la producción industrial, Colombia 1993-2005," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Jaime Sarmiento Espinel & Alejandro Ramírez Vigoya*, 2005, "Los costos de la desinflación en Colombia según el modelo Buiter-Miller," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID.
• Álvaro Hernando Chavez Castro, 2005, "Evolución de la productividad multifactorial, ciclos y comportamiento de la actividad económica en Cundinamarca," Documentos de Trabajo UEC, Universidad Externado de Colombia, number 2652, May.
• Jorge Barrientos Marín, 2005, "A note on the Bandwidth choice when the null hypothesis is semiparametric," Revista de Economía del Rosario, Universidad del Rosario.
• Santos Silva, J.M.C & Tenreyro, Silvana, 2005, "The Log of Gravity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 5311, Oct.
• Patrick Gagliardini & Christian Gourieroux & Eric Renault, 2005, "Efficient Derivative Pricing by Extended Method of Moments," Working Papers, Center for Research in Economics and Statistics, number 2005-40.
• Yiguo Sun, 2005, "Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models," Annals of Economics and Finance, Society for AEF, volume 6, issue 1, pages 105-127, May.
• Smith, Richard J., 2005, "Automatic Positive Semidefinite Hac Covariance Matrix And Gmm Estimation," Econometric Theory, Cambridge University Press, volume 21, issue 1, pages 158-170, February.
• Andrews, Donald W.K. & Lieberman, Offer, 2005, "Valid Edgeworth Expansions For The Whittle Maximum Likelihood Estimator For Stationary Long-Memory Gaussian Time Series," Econometric Theory, Cambridge University Press, volume 21, issue 4, pages 710-734, August.
• Binder, Michael & Hsiao, Cheng & Pesaran, M. Hashem, 2005, "Estimation And Inference In Short Panel Vector Autoregressions With Unit Roots And Cointegration," Econometric Theory, Cambridge University Press, volume 21, issue 4, pages 795-837, August.
• Donald W.K. Andrews & Vadim Marmer, 2005, "Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1501, Mar.
• Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005, "Improved HAR Inference," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1513, Jun.
• Peter C.B. Phillips & Jun Yu, 2005, "A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1523, Jun.
• Taisuke Otsu & Yoon-Jae Whang, 2005, "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1533, Sep.
• Mourao, P. R., 2005, "Elasticities of Regional and Local Administrations Expenditures: the Portuguese case," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 5, issue 1.
• Dossche, Maarten & Everaert, Gerdie, 2005, "Measuring inflation persistence: a structural time series approach," Working Paper Series, European Central Bank, number 495, Jun.
• Mohr, Matthias, 2005, "A trend-cycle(-season) filter," Working Paper Series, European Central Bank, number 499, Jul.
• Durré, Alain & Giot, Pierre, 2005, "An international analysis of earnings, stock prices and bond yields," Working Paper Series, European Central Bank, number 515, Aug.
• Mönch, Emanuel, 2005, "Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach," Working Paper Series, European Central Bank, number 544, Nov.
• Molinari, Francesca, 2005, "Partial Identification of Probability Distributions with Misclassified Data," Working Papers, Cornell University, Center for Analytic Economics, number 05-10, Apr.
• Chang, Yoosoon & Miller, J. Isaac & Park, Joon Y., 2005, "Extracting a Common Stochastic Trend: Theories with Some Applications," Working Papers, Rice University, Department of Economics, number 2005-06, Aug.
• Donald W. K. Andrews, 2005, "Cross-Section Regression with Common Shocks," Econometrica, Econometric Society, volume 73, issue 5, pages 1551-1585, September.
• John C. Chao & Norman R. Swanson, 2005, "Consistent Estimation with a Large Number of Weak Instruments," Econometrica, Econometric Society, volume 73, issue 5, pages 1673-1692, September.
• Jan R. Magnus & Ashoke K. Sinha, 2005, "On Theil's errors," Econometrics Journal, Royal Economic Society, volume 8, issue 1, pages 39-54, March.
• Offer Lieberman & Peter C. B. Phillips, 2005, "Expansions for approximate maximum likelihood estimators of the fractional difference parameter," Econometrics Journal, Royal Economic Society, volume 8, issue 3, pages 367-379, December.
• Joseph, Agnes S. & Kiviet, Jan F., 2005, "Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 417-444, April.
• Aguirregabiria, Victor, 2005, "Nonparametric identification of behavioral responses to counterfactual policy interventions in dynamic discrete decision processes," Economics Letters, Elsevier, volume 87, issue 3, pages 393-398, June.
• Han, Chirok & Orea, Luis & Schmidt, Peter, 2005, "Estimation of a panel data model with parametric temporal variation in individual effects," Journal of Econometrics, Elsevier, volume 126, issue 2, pages 241-267, June.
• Wagner, Niklas & Marsh, Terry A., 2005, "Measuring tail thickness under GARCH and an application to extreme exchange rate changes," Journal of Empirical Finance, Elsevier, volume 12, issue 1, pages 165-185, January.
• Houweling, Patrick & Mentink, Albert & Vorst, Ton, 2005, "Comparing possible proxies of corporate bond liquidity," Journal of Banking & Finance, Elsevier, volume 29, issue 6, pages 1331-1358, June.
• Mitra, Kaushik, 2005, "Is more data better?," Journal of Economic Behavior & Organization, Elsevier, volume 56, issue 2, pages 263-272, February.
• Bauwens, Luc & Ben Omrane, Walid & Giot, Pierre, 2005, "News announcements, market activity and volatility in the euro/dollar foreign exchange market," Journal of International Money and Finance, Elsevier, volume 24, issue 7, pages 1108-1125, November.
• Houweling, Patrick & Vorst, Ton, 2005, "Pricing default swaps: Empirical evidence," Journal of International Money and Finance, Elsevier, volume 24, issue 8, pages 1200-1225, December.
• Guler, Bulent & Ozlale, Umit, 2005, "Is there a flight to quality due to inflation uncertainty?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 345, issue 3, pages 603-607, DOI: 10.1016/j.physa.2004.07.038.
• Scarf, Herbert E., 2005, "Optimal inventory policies when sales are discretionary," International Journal of Production Economics, Elsevier, volume 93, issue 1, pages 111-119, January.
• Santos Silva, Joao & Tenreyro, Silvana, 2005, "The log of gravity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 3744, Jul.
• Linton, Oliver & Seo, Myunghwan, 2005, "A smoothed least squares estimator for threshold regression models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4434, Oct.
• Robinson, Peter M. & Vidal Sanz, J., 2005, "Modified whittle estimation of multilateral models on a lattice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 4545, Jun.
• Arteche González, Jesús María, 2005, "Semiparametric estimation in perturbed long memory series," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, May.
• Larraín B., Felipe, 2005, "Flotar o dolarizar: ¿Qué nos dice la evidencia?," El Trimestre Económico, Fondo de Cultura Económica, volume 72, issue 285, pages 5-28, enero-mar.
• Luca De Benedictis & Roberta De Santis & Claudio Vicarelli, 2005, "Hub-and-Spoke or Else? Free Trade Agreements in the Enlarged EU - A Gravity Model Estimate," Economics Working Papers, European Network of Economic Policy Research Institutes, number 037, Jun.
• Rainer, Helmut & Siedler, Thomas, 2005, "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," Economics Discussion Papers, University of Essex, Department of Economics, number 8891.
• Dietmar Bauer & Martin Wagner, 2005, "Autoregressive Approximations of Multiple Frequency I(1) Processes," Economics Working Papers, European University Institute, number ECO2005/09.
• Joaquim J.S. Ramalho, 2005, "Bootstrap bias-adjusted GMM estimators," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 10_2005.
• Joaquim J.S. Ramalho & Esmeralda Ramalho, 2005, "Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 11_2005.
• Agostinho S. Rosa, 2005, "Inflação e Défice Orçamental: Que Relação em Portugal?," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 17_2005.
• Joaquim J.S. Ramalho & Richard J. Smith, 2005, "Goodness of Fit Tests for Moment Condition Models," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 5_2005.