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

2005

• Enrique Sentana, 2005, "Least Squares Predictions and Mean-Variance Analysis," Journal of Financial Econometrics, Oxford University Press, volume 3, issue 1, pages 56-78.
• Peter C. B. Phillips, 2005, "Jackknifing Bond Option Prices," The Review of Financial Studies, Society for Financial Studies, volume 18, issue 2, pages 707-742.
• Flavio Angelini & Stefano Herzel, 2005, "Implied Volatilities of Caps: a Gaussian approach," Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia, number 09/2005, May.
• Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005, "On rank estimation in symmetric matrices: the case of indefinite matrix estimators," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 167, Feb.
• Stephen G. Donald & Natércia Fortuna & Vladas Pipiras, 2005, "Local and global rank tests for multivariate varying-coefficient models," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 196, Dec.
• Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal, 2005, "Modelling catastrophe claims with left-truncated severity distributions (extended version)," MPRA Paper, University Library of Munich, Germany, number 10423.
• Ilmolelian, Peter, 2005, "The determinants of the Harare Stock Exchange (HSE) market capitalisation," MPRA Paper, University Library of Munich, Germany, number 1418, Nov.
• Razzak, Weshah & Stillman, Steve & Johnson, Robin, 2005, "Has New Zealand benefited from its investments in research & development?," MPRA Paper, University Library of Munich, Germany, number 1887.
• Razzak, Weshah, 2005, "Explaining the gaps in labour productivity in some developed countries," MPRA Paper, University Library of Munich, Germany, number 1888, Feb, revised May 2006.
• Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi & Lau, Evan, 2005, "Real Financial Integration among the East Asian Economies: A SURADF Panel Approach," MPRA Paper, University Library of Munich, Germany, number 2021, revised Feb 2007.
• Sarfaraz, Leyla & Afsar, Amir, 2005, "بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي
  [A study on the factors affecting gold price and a neuro-fuzzy model of forcast]," MPRA Paper, University Library of Munich, Germany, number 2855.
• Wiederhold, gio, 2005, "What is Your Software Worth?," MPRA Paper, University Library of Munich, Germany, number 30150, Dec, revised 07 Jun 2006.
• REY, Serge, 2005, "Convergence réelle et convergence nominale dans les Pays de la région MENA
  [Real and nominal convergence amongst MENA countries]," MPRA Paper, University Library of Munich, Germany, number 30206, Sep.
• Nganou, Jean-Pascal, 2005, "Estimation of the parameters of a linear expenditure system (LES) demand function for a small African economy," MPRA Paper, University Library of Munich, Germany, number 31450, Aug.
• Nganou, Jean-Pascal, 2005, "Estimates of Armington parameters for a landlocked economy," MPRA Paper, University Library of Munich, Germany, number 31459, Aug, revised 10 Aug 2008.

2004

• Renault, Olivier & Scaillet, Olivier, 2004, "On the way to recovery: A nonparametric bias free estimation of recovery rate densities," Journal of Banking & Finance, Elsevier, volume 28, issue 12, pages 2915-2931, December.
• Xiao, Zhijie, 2004, "Estimating average economic growth in time series data with persistency," Journal of Macroeconomics, Elsevier, volume 26, issue 4, pages 699-724, December.
• Perote, Javier & Perote-Pena, Juan, 2004, "Strategy-proof estimators for simple regression," Mathematical Social Sciences, Elsevier, volume 47, issue 2, pages 153-176, March.
• Hujer, Reinhard & Caliendo, Marco & Thomsen, Stephan L., 2004, "New evidence on the effects of job creation schemes in Germany--a matching approach with threefold heterogeneity," Research in Economics, Elsevier, volume 58, issue 4, pages 257-302, December.
• Linton, Oliver, 2004, "Estimation of linear regression models by a spread-tolerant estimator," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24763, Sep.
• Hallerbach, W.G.P.M., 2004, "An Improved Estimator For Black-Scholes-Merton Implied Volatility," 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-2004-054-F&A, Aug.
• Agostinho S. Rosa, 2004, "Uma Estimação da Curva de Phillips para Portugal," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 8_2004.
• Jean-David FERMANIAN & Olivier SCAILLET, 2004, "Some Statistical Pitfalls In Copula Modeling For Financial Applications," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp108, Mar.
• Xiao, Zhijie & Lima, Luiz Renato, 2004, "Testing unit root based on partially adaptive estimation," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 528, Mar.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating nonlinear dynamic equilibrium economies: a likelihood approach," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-1.
• Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2004-3.
• Enrique Sentana & Francisco Penaranda, 2004, "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," FMG Discussion Papers, Financial Markets Group, number dp497, May.
• Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers, Financial Markets Group, number dp508, Sep.
• Enno Mammen & Oliver Linton, 2004, "Estimating Semiparametric ARCH Models by Kernel Smoothing Methods," FMG Discussion Papers, Financial Markets Group, number dp511, Sep.
• Oliver Linton, 2004, "Estimation of Linear Regression Models by a Spread-Tolerant Estimator," FMG Discussion Papers, Financial Markets Group, number dp512, Sep.
• Benoit Perron & Oliver Linton, 2004, "The Shape of the Risk Premium: Evidence from a Semiparametric GARCH Model," FMG Discussion Papers, Financial Markets Group, number dp514, Sep.
• Erlandsson, Ulf, 2004, "Reconnecting the Markov Switching Model with Economic Fundamentals," Working Papers, Lund University, Department of Economics, number 2004:4, Jan, revised 04 Nov 2004.
• Ängsved, Marianne, 2004, "Estimating the finite population total under Frame imperfections," Working Papers, Örebro University, School of Business, number 2004:3, Sep.
• Tångdahl, Sara, 2004, "Nonresponse bias for some common estimators and its change over time in the data collection process," Working Papers, Örebro University, School of Business, number 2004:13, Oct.
• Brännäs, Kurt & Quoreshi, Shahiduzzaman, 2004, "Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks," Umeå Economic Studies, Umeå University, Department of Economics, number 637, May.
• Kaushik Mitra, 2004, "Is more data better?," Royal Holloway, University of London: Discussion Papers in Economics, Department of Economics, Royal Holloway University of London, number 04/19, Jul, revised Jul 2004.
• Pedro L. Valls Pereira, 2004, "How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations," Finance Lab Working Papers, Finance Lab, Insper Instituto de Ensino e Pesquisa, number flwp_59, Oct.
• Thierry Ané & Loredana Ureche-Rangau, 2004, "Does trading volume really explain stock returns volatility?," Working Papers, IESEG School of Management, number 2004-FIN-02, Jul.
• Jeffrey M. Wooldridge, 2004, "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP05/04, Apr.
• Richard Smith, 2004, "Automatic positive semi-definite HAC covariance matrix and GMM estimation," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP17/04, Dec.
• Richard Smith, 2004, "GEL Criteria for Moment Condition Models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP19/04, Dec.
• Andrés D. Fundia & Francisco Venegas-Martínez, 2004, "Probabilistic Greeks," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 3, issue 3, pages 303-311, Septiembr.
• Luca De Benedictis & Claudio Vicarelli, 2004, "Trade Potentials In Gravity Panel Data Models," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 44, May.
• Emma M. Iglesias & Garry D.A. Phillips, 2004, "Multivariate Arch Models: Finite Sample Properties Of Ml Estimators And An Application To An Lm-Type Test," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-09, Feb.
• Ángel León & Gonzalo Rubio & Gregorio Serna, 2004, "Autoregressive Conditional Volatility, Skewness And Kurtosis," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2004-13, Mar.
• Del Bono, Emilia & Galindo-Rueda, Fernando, 2004, "Do a Few Months of Compulsory Schooling Matter? The Education and Labour Market Impact of School Leaving Rules," IZA Discussion Papers, IZA Network @ LISER, number 1233, Aug.
• Hsiao, Cheng & Pesaran, M. Hashem, 2004, "Random Coefficient Panel Data Models," IZA Discussion Papers, IZA Network @ LISER, number 1236, Aug.
• Pesaran, M. Hashem, 2004, "General Diagnostic Tests for Cross Section Dependence in Panels," IZA Discussion Papers, IZA Network @ LISER, number 1240, Aug.
• Verick, Sher, 2004, "Do Financial Incentives Promote the Employment of the Disabled?," IZA Discussion Papers, IZA Network @ LISER, number 1256, Aug.
• Wiegert Rolf & Münnich Ralf, 2004, "German Register Data for Regression Estimation in Survey Sampling – A Study on the German Microcensus Respecting for Data Protection / Stichproben-Regressionsschätzungen im deutschen Mikrozensus mit Registerdaten unter Berücksichtigung des Datenschut," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 224, issue 1-2, pages 247-259, February, DOI: 10.1515/jbnst-2004-1-217.
• Daniel A. Griffith, 2004, "Distributional properties of georeferenced random variables based on the eigenfunction spatial filter," Journal of Geographical Systems, Springer, volume 6, issue 3, pages 263-288, October, DOI: 10.1007/s10109-004-0134-3.
• BERTHELIER, Pierre & DESDOIGTS, Alain & OULD AOUDIA , Jacques, 2004, "'Institutional Profiles' : Presentation and Analysis of an Original Database of the Institutional Characteristics of Developing, in Transition and Developed Countries," LEG - Document de travail - Economie, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne, number 2004-01, Jan.
• Elkin Castaño Vélez & Santiago Gallón Gómez & Karoll Gómez Portilla & Johanna Vásquez Velásquez, 2004, "Deserción estudiantil universitaria: una aplicación de modelos de duración," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 60, pages 39-65, Enero-Jun.
• André Kurmann, 2004, "Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing," Cahiers de recherche, CIRPEE, number 0421.
• Frank T. Denton, 2004, "Exploring the Use of a Nonparametrically Generated Instrumental Variable in the Estimation of a Linear Parametric Equation," Quantitative Studies in Economics and Population Research Reports, McMaster University, number 390, Dec.
• McCAUSLAND, William, 2004, "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2004-07.
• McCAUSLAND, William J., 2004, "Time Reversibility of Stationary Regular Finite State Markov Chains," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 09-2004.
• Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson, 2004, "Volatility Comovement: A Multifrequency Approach," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0300, Aug.
• Johannes Van Biesebroeck, 2004, "Robustness of Productivity Estimates," NBER Working Papers, National Bureau of Economic Research, Inc, number 10303, Feb.
• Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val, 2004, "Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure," NBER Working Papers, National Bureau of Economic Research, Inc, number 10428, Apr.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004, "Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W28, Nov.
• Kam Leong Szeto & Melody Guy, 2004, "Estimating a New Zealand NAIRU," Treasury Working Paper Series, New Zealand Treasury, number 04/10, Sep.
• Viliam Druska & William C. Horrace, 2004, "Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 86, issue 1, pages 185-198.
• Javier Andrés & José E. Boscá & Rafael Doménech, 2004, "Convergence in the OECD: Transitional Dynamics or Narrowing Steady-State Differences?," Economic Inquiry, Western Economic Association International, volume 42, issue 1, pages 141-149, January.
• Jesus Gonzalo, 2004, "Which Extreme Values Are Really Extreme?," Journal of Financial Econometrics, Oxford University Press, volume 2, issue 3, pages 349-369.
• Marianne Bertrand & Esther Duflo & Sendhil Mullainathan, 2004, "How Much Should We Trust Differences-In-Differences Estimates?," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 119, issue 1, pages 249-275.
• Steve Berry & Oliver B. Linton & Ariel Pakes, 2004, "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," The Review of Economic Studies, Review of Economic Studies Ltd, volume 71, issue 3, pages 613-654.
• Neil Shephard, 2004, "Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise," Economics Series Working Papers, University of Oxford, Department of Economics, number 2004-FE-20, Nov.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-001, Jan.
• Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez, 2004, "Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 04-005, Jan.
• Natércia Fortuna, 2004, "Local rank tests in a multivariate nonparametric relationship," FEP Working Papers, Universidade do Porto, Faculdade de Economia do Porto, number 137, Feb.
• Aragon, Aker, 2004, "Discriminant Analysys of Default Risk," MPRA Paper, University Library of Munich, Germany, number 1002, Oct, revised 29 Nov 2006.
• Bianchi, Sergio, 2004, "A new distribution-based test of self-similarity," MPRA Paper, University Library of Munich, Germany, number 16640.
• Pansini, Rosaria Vega, 2004, "La Fissazione della International Poverty Line: una nuova proposta applicata al Vietnam
  [Setting a new International Poverty Line: a new proposal applied to Vietnam]," MPRA Paper, University Library of Munich, Germany, number 4923, Jul.
• Guler, Bulent & Ozlale, Umit, 2004, "Is there a flight to quality due to inflation uncertainty?," MPRA Paper, University Library of Munich, Germany, number 7929, Aug.
• Menbere Workie Tiruneh, 2004, "An Empirical Investigation Into the Determinants of External Indebtedness," Prague Economic Papers, Prague University of Economics and Business, volume 2004, issue 3, pages 261-277, DOI: 10.18267/j.pep.242.
• Thomas Knox & James H. Stock & Mark W. Watson, 2004, "Empirical Bayes Regression With Many Regressors," Working Papers, Princeton University. Economics Department., number 2004-1, Jan.
• George Kapetanios, 2004, "The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 524, Oct.
• Linda Y. Wong & Jose Victor Rios-Rull, 2004, "On Black/White Intermarriage Patterns," 2004 Meeting Papers, Society for Economic Dynamics, number 566.
• Antje Berndt & Rohan Douglas, 2004, "Estimating Default Risk Premia from Default Swap Rates and EDFs," 2004 Meeting Papers, Society for Economic Dynamics, number 821.
• Francisco J. Ruge-Murcia, 2004, "Methods to Estimate Dynamic Stochastic General Equilibrium Models," 2004 Meeting Papers, Society for Economic Dynamics, number 83.
• Nilanjana Roy & G. Cornelis van Kooten, 2004, "Another Look at the Income Elasticity of Non-Point Source Air Pollutants: A Semiparametric Approach," Working Papers, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group, number 2004-07.
• G. Everaert & L. Pozzi, 2004, "Bootstrap Based Bias Correction for Homogeneous Dynamic Panels," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 04/263, Oct.
• John Chao & Norman Swanson, 2004, "Consistent Estimation with a Large Number of Weak Instruments," Departmental Working Papers, Rutgers University, Department of Economics, number 200421, Sep.
• Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard, 2004, "Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise," OFRC Working Papers Series, Oxford Financial Research Centre, number 2004fe20.
• Florian PELGRIN & GUAY Alain & LUGER Richard, 2004, "The New Keynesian Phillips Curve: An Empirical Assessment," Computing in Economics and Finance 2004, Society for Computational Economics, number 212, Aug.
• Stefania D'Amico, 2004, "Density Estimation and Combination under Model Ambiguity," Computing in Economics and Finance 2004, Society for Computational Economics, number 273, Aug.
• Giuliano De Rossi, 2004, "Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters," Computing in Economics and Finance 2004, Society for Computational Economics, number 302, Aug.
• Roy van der Weide, 2004, "Wake me up before you GO-GARCH," Computing in Economics and Finance 2004, Society for Computational Economics, number 316, Aug.
• Daniela Hristova, 2004, "Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices," Computing in Economics and Finance 2004, Society for Computational Economics, number 47, Aug.
• Cheng Hsiao & M. Hashem Pesaran, 2004, "Random Coefficient Panel Data Models," IEPR Working Papers, Institute of Economic Policy Research (IEPR), number 04.2, Jun.
• Jamie Gascoigne, 2004, "Estimating threshold vector error-correction models with multiple cointegrating relationships," Working Papers, The University of Sheffield, Department of Economics, number 2004013, Nov, revised Nov 2004.
• Pene Kalulumia & Denis Bolduc, 2004, "Generalized Mixed Estimation Of A Multinomial Discretecontinuous Choice Model For Electricity Demand," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 04-01.
• Luc Savard, 2004, "Un système de demandes AIDS dans un contexte EGC microsimulation pour l'analyse de pauvreté et des inégalités," Cahiers de recherche, Departement d'économique de l'École de gestion à l'Université de Sherbrooke, number 04-10.
• Marianne Simonsen & Lars Skipper, 2004, "Identifying Direct and Indirect Effects. Estimating th Costs of Motherhood Using Matching Estimators," Discussion Papers, Stanford Institute for Economic Policy Research, number 03-023, Apr.
• Sune Karlsson & Jimmy Skoglund, 2004, "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," Empirical Economics, Springer, volume 29, issue 1, pages 79-88, January, DOI: 10.1007/s00181-003-0190-4.
• Thierry Ané & Chiraz Labidi, 2004, "Return interval, dependence structure, and multivariate normality," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 28, issue 3, pages 285-299, September, DOI: 10.1007/BF02751733.
• Daiji Kawaguchi, 2004, "Peer effects on substance use among American teenagers," Journal of Population Economics, Springer;European Society for Population Economics, volume 17, issue 2, pages 351-367, June, DOI: 10.1007/s00148-003-0158-x.
• Erling Røed Larsen, 2004, "Does the CPI Mirror Costs-of-Living? Engel's Law Suggests Not in Norway," Discussion Papers, Statistics Norway, Research Department, number 368, Feb.
• Jan F. Bjørnstad & Elinor Ytterstad, 2004, "Two-Stage Sampling from a Prediction Point of View," Discussion Papers, Statistics Norway, Research Department, number 383, Aug.
• Agnes S. Joseph & Jan F. Kiviet, 2004, "Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-056/4, May.
• Maarten C.W. Janssen & Jose Luis Moraga-Gonzalez & Matthijs R. Wildenbeest, 2004, "A Note on Costly Sequential Search and Oligopoly Pricing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-068/1, Jun.
• Maarten C.W. Janssen & Jose Luis Moraga-Gonzalez & Matthijs R. Wildenbeest, 2004, "Consumer Search and Oligopolistic Pricing: An Empirical Investigation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 04-071/1, Jun.
• Beirlant, J. & Schoutens, W. & Segers, J.J.J., 2004, "Mandelbrot's Extremism," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-125.
• Segers, J.J.J., 2004, "Non-Parametric Inference for Bivariate Extreme-Value Copulas," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-91.
• Cizek, P., 2004, "General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-130.
• Raats, V.M. & Moors, J.J.A. & van der Genugten, B.B., 2004, "A Mixed Model for Double Checking Fallible Auditors," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-82.
• Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2004, "Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles," Discussion Paper, Tilburg University, Center for Economic Research, number 2004-77.
• Martin Wagner & Georg M ller-F rstenberger, 2004, "The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0418, Dec.
• Eugenio S.A.Bodenrieth H., 2004, "Precios de productos almacenables: implicaciones del modelo de inventarios," Estudios de Economia, University of Chile, Department of Economics, volume 31, issue 1 Year 20, pages 67-78, June.
• Carl Chiarella & Shenhuai Gao, 2004, "Continuous Time Model Estimation," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 138, Dec.
• Xiaohong Chen & Yanqin Fan & Victor Tsyrennifov, 2004, "Efficient Estimation of Semiparametric Multivariate Copula Models," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0420, Sep.
• Paulo Mourão, 2004, "Elasticities of Regional and Local Administrations Expenditures - the Portuguese case," ERSA conference papers, European Regional Science Association, number ersa04p93, Aug.
• Paramsothy Silvapulle & Imad A. Moosa & Mervyn J. Silvapulle, 2004, "Asymmetry in Okun's law," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, volume 37, issue 2, pages 353-374, May, DOI: 10.1111/j.0008-4085.2004.00006.x.
• Philip Kostov & John Lingard, 2004, "Block-diagonal representation of a dualistic agricultural economy and its application in formal modelling: the case of Bulgaria," Computational Economics, University Library of Munich, Germany, number 0409001, Sep.
• Markus Junker & Alexander Szimayer & Niklas Wagner, 2004, "Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications," Econometrics, University Library of Munich, Germany, number 0401007, Jan.
• Niklas Wagner & Terry A. Marsh, 2004, "Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes," Econometrics, University Library of Munich, Germany, number 0401008, Jan.
• Victor Aguirregabiria, 2004, "Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems," Econometrics, University Library of Munich, Germany, number 0402003, Feb.
• Ricardo Gonçalves Silva, 2004, "Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots," Econometrics, University Library of Munich, Germany, number 0405002, May.
• Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho, 2004, "Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach," Econometrics, University Library of Munich, Germany, number 0408003, Aug, revised 13 Aug 2004.
• Victor Aguirregabiria, 2004, "Nonparametric Identification of Behavioral Responses to Counterfactual Policy Interventions in Dynamic Discrete Decision Processes," Econometrics, University Library of Munich, Germany, number 0408004, Aug.
• Miroslav Verbic, 2004, "Econometric Estimation of Parameters of Preservation of Perishable Goods in Cold Logistic Chains," Econometrics, University Library of Munich, Germany, number 0409002, Sep.
• Niklas Wagner & Terry A. Marsh, 2004, "Surprise Volume and Heteroskedasticity in Equity Market Returns," Econometrics, University Library of Munich, Germany, number 0409009, Sep.
• K V Bhanu Murthy, 2004, "Arguing A Case For The Cobb-Douglas Production Function," Econometrics, University Library of Munich, Germany, number 0409012, Sep.
• Terry A. Marsh & Niklas Wagner, 2004, "Return-Volume Dependence and Extremes in International Equity Markets," Finance, University Library of Munich, Germany, number 0401007, Jan.
• Sofiane ABOURA, 2004, "GARCH Option Pricing Under Skew," Finance, University Library of Munich, Germany, number 0405032, May.
• Martin Vojtek, 2004, "Calibration of Interest Rate Models - Transition Market Case," Finance, University Library of Munich, Germany, number 0410015, Oct.
• W A Razzak, 2004, "Towards Building A New Consensus About New Zealand’s Productivity," GE, Growth, Math methods, University Library of Munich, Germany, number 0405002, May.
• Victor Aguirregabiria & Pedro Mira, 2004, "Sequential Estimation of Dynamic Discrete Games," Industrial Organization, University Library of Munich, Germany, number 0406006, Jun.
• André Kurmann, 2004, "Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing," Macroeconomics, University Library of Munich, Germany, number 0409028, Sep.
• Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2004, "Le taux de chômage et d'équilibre : Discussion empirique et évaluation empirique," Macroeconomics, University Library of Munich, Germany, number 0411017, Nov, revised 08 Dec 2004.
• Donald J. Brown, 2004, "Tests of Independence in Separable Econometric Models," Yale School of Management Working Papers, Yale School of Management, number ysm329, Jul.
• Peter C.B. Phillips & Sainan Jin & Yixiao Sun, 2004, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Yale School of Management Working Papers, Yale School of Management, number ysm347, Jul.
• John C. Chao & Norman Rasmus Swanson, 2004, "Consistent Estimation with a Large Number of Weak Instruments," Yale School of Management Working Papers, Yale School of Management, number ysm374, Jul.
• John C. Chao & Norman Rasmus Swanson, 2004, "Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction," Yale School of Management Working Papers, Yale School of Management, number ysm375, Jul.
• Donald W.K. Andrews, 2004, "Cross-section Regression with Common Shocks," Yale School of Management Working Papers, Yale School of Management, number ysm401, Jul.
• Inmaculada Garc�a Mainar & V�ctor M. Montuenga G�mez, 2004, "Returns to education and to experience within the EU: are there differences between wage earners and the self-employed?," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2004-08, Aug.
• Eickmeier, Sandra, 2004, "Business Cycle Transmission from the US to Germany: a Structural Factor Approach," Discussion Paper Series 1: Economic Studies, Deutsche Bundesbank, number 2004,12.
• Düllmann, Klaus & Trapp, Monika, 2004, "Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures," Discussion Paper Series 2: Banking and Financial Studies, Deutsche Bundesbank, number 2004,02.
• Wagner, Niklas & Marsh, Terry A., 2004, "Surprise volume and heteroskedasticity in equity market returns," CEFS Working Paper Series, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS), number 2004-03.
• Röthig, Andreas, 2004, "Currency Futures and Currency Crises," Darmstadt Discussion Papers in Economics, Darmstadt University of Technology, Department of Law and Economics, number 136.
• Wilfling, Bernd & Trede, Mark, 2004, "Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data," HWWA Discussion Papers, Hamburg Institute of International Economics (HWWA), number 267.
• Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L., 2004, "Evaluation der Eingliederungseffekte von Arbeitsbeschaffungsmaßnahmen in reguläre Beschäftigung für Teilnehmer in Deutschland," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-46.
• Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan, 2004, "A Note on Implementing Box-Cox Quantile Regression," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 04-61.
• Silvia Rita Sedita, 2004, "The Unexplored Effect of Skills and Technology on Firms' Performance," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 04-06.
• Galarraga, Ibon & Markandya, Anil, 2004, "Economic techniques to estimate the demand for sustainable products: a case study for fair trade and organic coffee in the United Kingdom," Economia Agraria y Recursos Naturales, Spanish Association of Agricultural Economists, volume 4, issue 07, pages 1-26, DOI: 10.22004/ag.econ.28732.
• Roy, Nilanjana & van Kooten, G. Cornelis, 2004, "Another Look At The Income Elasticity Of Non-Point Source Air Pollutants: A Semiparametric Approach," Working Papers, University of Victoria, Resource Economics and Policy, number 18167, DOI: 10.22004/ag.econ.18167.
• Riccardo LUCCHETTI, 2004, "Identification of Covariance Structures," Working Papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 214, Jul.
• Alexandre Augusto Seijas de Andrade & Naércio Aquino Menezes-Filho, 2004, "O Papel Da Oferta De Trabalho No Comportamento Dos Retornos À Educação No Brasil," Anais do XXXII Encontro Nacional de Economia [Proceedings of the 32nd Brazilian Economics Meeting], ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics], number 150.
• Jeffrey M. Wooldridge, 2004, "Inverse probability weighted estimation for general missing data problems," CeMMAP working papers, Institute for Fiscal Studies, number 05/04, Apr, DOI: 10.1920/wp.cem.2004.0504.
• Walter Beckert & Daniel McFadden, 2004, "Maximal Uniform Convergence Rates in Parametric Estimation Problems," Birkbeck Working Papers in Economics and Finance, Birkbeck, Department of Economics, Mathematics & Statistics, number 0405, Nov.
• Lynda Khalaf & Maral Kichian, 2004, "Estimating New Keynesian Phillips Curves Using Exact Methods," Staff Working Papers, Bank of Canada, number 04-11, DOI: 10.34989/swp-2004-11.
• Alain Guay & Florian Pelgrin, 2004, "The U.S. New Keynesian Phillips Curve: An Empirical Assessment," Staff Working Papers, Bank of Canada, number 04-35, DOI: 10.34989/swp-2004-35.
• Marco Moscadelli, 2004, "The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 517, Jul.
• Markus Frölich, 2004, "Programme Evaluation with Multiple Treatments," Journal of Economic Surveys, Wiley Blackwell, volume 18, issue 2, pages 181-224, April, DOI: 10.1111/j.0950-0804.2004.00001.x.
• Martin Wagner, 2004, "A Comparison of Johansen's, Bierens’ and the Subspace Algorithm Method for Cointegration Analysis," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 66, issue 3, pages 399-424, July, DOI: 10.1111/j.1468-0084.2004.00085.x.
• João Gabe & Marcelo Savino Portugal, 2004, "Implicit Volatility versus Statistical Volatility: an Exercise Using Options and Telemar S.A. Stock," Brazilian Review of Finance, Brazilian Society of Finance, volume 2, issue 1, pages 47-73.
• Massimo Filippini & Giuliano Masiero & Karine Moschetti, 2004, "Regional Differences in Outpatient Antibiotic Consumption in Switzerland," Working Papers, Department of Management, Information and Production Engineering, University of Bergamo, number 0402.
• Sophie Pardo & Robert Kast & André Lapied, 2004, "Construction d'un portefeuille sous-jacent virtuel," Revue économique, Presses de Sciences-Po, volume 55, issue 3, pages 407-418.
• Hsiao, C. & Pesaran, M.H., 2004, "‘Random Coefficient Panel Data Models’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0434, Jun.
• Pesaran, M.H., 2004, "‘General Diagnostic Tests for Cross Section Dependence in Panels’," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0435, Jun.
• Sancetta, A. & Satchell, S.E., 2004, "Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0441, Jul.
• Thijs ten Raa & José Manuel Rueda Cantuche, 2004, "How to Estimate Unbiased and Consistent input-output Multipliers on the Basis of use and Make Matrices," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2004/14.
• Scott Gilbert & Petr Zemcik, 2004, "Who's Afraid of Reduced-Rank Parameterizations of Multivariate Models? Theory and Example," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp223, May.
• Martin Vojtek, 2004, "Calibration of Interest Rate Models - Transition Market Case," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp237, Sep.
• Michael Binder & Cheng Hsiao & M. Hashem Pesaran, 2000, "Estimation and Inference In Short Panel Vector Autoregressions with Unit Roots And Cointegration," CESifo Working Paper Series, CESifo, number 374.
• M. Hashem Pesaran, 2003, "Estimation and Inference in Large Heterogenous Panels with Cross Section Dependence," CESifo Working Paper Series, CESifo, number 869.
• Patrick GAGLIARDINI & Christian GOURIEROUX & Eric RENAULT, 2010, "Efficient Derivative Pricing By The Extended Method of Moments," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 10-07, Mar.
• Paramsothy Silvapulle & Imad Moosa & Mervyn Silvapulle, 2004, "Asymmetry in Okun's law," Canadian Journal of Economics, Canadian Economics Association, volume 37, issue 2, pages 353-374, May.
• Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini, 2004, "Indirect Estimation of Conditionally Heteroskedastic Factor Models," Working Papers, CEMFI, number wp2004_0409.
• Francisco Peñaranda & Enrique Sentana, 2004, "Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach," Working Papers, CEMFI, number wp2004_0410.
• Víctor Aguirregabiria & Pedro Mira, 2004, "Sequential Estimation of Dynamic Discrete Games," Working Papers, CEMFI, number wp2004_0413.
• BEN OMRANE, Walid & VAN OPPEN, Hervé, 2004, "The predictive success and profitability of chart patterns in the Euro/Dollar foreign exchange market," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2004035, Jun.
• Lechner, Michael & Vazquez-Alvarez, Rosalia, 2004, "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4223, Feb.
• Sentana, Enrique & Peñaranda, Francisco, 2004, "Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4422, Jun.
• Storesletten, Kjetil & Violante, Giovanni & Heathcote, Jonathan, 2004, "Two Views of Inequality Over the Life-Cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 4728, Nov.
• Patrick Gagliardini & Christian Gourieroux & Eric Renault, 2004, "Efficient Derivative Pricing by Extended Method of Moments," Working Papers, Center for Research in Economics and Statistics, number 2004-30.
• Esteban-Bravo, Mercedes & Vidal-Sanz, Jose M., 2004, "Worst-case estimation and asymptotic theory for models with unobservables," DEE - Working Papers. Business Economics. WB, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa, number wb045518, Nov.
• Nielsen, Morten Ørregaard, 2004, "Efficient Likelihood Inference In Nonstationary Univariate Models," Econometric Theory, Cambridge University Press, volume 20, issue 1, pages 116-146, February.
• Dietmar Bauer, 2004, "Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1452, Feb.
• Yoon-Jae Whang, 2004, "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1453, Mar.
• Oliver Linton & Yoon-Jae Whang, 2004, "A Quantilogram Approach to Evaluating Directional Predictability," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1454, Mar.
• Rustam Ibragimov & Peter C.B. Phillips, 2004, "Regression Asymptotics Using Martingale Convergence Methods," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1473, Jul.
• Offer Lieberman & Peter C.B. Phillips, 2004, "Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1474, Jul.