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

• Joaquim J.S. Ramalho & Esmeralda A. Ramalho, 2005, "Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available," Economics Working Papers, University of Évora, Department of Economics (Portugal), number 6_2005.
• Didier Cossin & Hongze Lu, 2005, "Are European Corporate Bond and Default Swap Markets Segmented?," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp133, Mar.
• Cédric Perret-Gentil & Maria-Pia Victoria-Feser, 2005, "Robust Mean-Variance Portfolio Selection," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp140, Apr.
• Olivier Scaillet & Nikolas Topaloglou, 2005, "Testing for Stochastic Dominance Efficiency," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp154, Jul.
• Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2005, "A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp159, Oct.
• Menbere Workie Tiruneh, 2005, "Why heavily indebted poor countries have failed to pay back their debt? An empirical investigation (in English)," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 55, issue 3-4, pages 124-140, March.
• Andrew Ang & Sen Dong & Monika Piazzesi, 2005, "No-arbitrage Taylor rules," Proceedings, Federal Reserve Bank of San Francisco.
• Daniel Ventosa-Santaularia & Alfonso Mendoza, 2005, "Non Linear Moving-Average Conditional Heteroskedasticity," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200502, Jan.
• Antonio E. Noriega & Daniel Ventosa-Santaularia, 2005, "Spurious regression under deterministic and stochastic trends," Department of Economics and Finance Working Papers, Universidad de Guanajuato, Department of Economics and Finance, number EM200503, Jun.
• A. Durre & P. Giot, 2005, "An international analysis of earnings, stock prices and bond yields," Post-Print, HAL, number hal-00269291, Jun.
• Dominique Guegan & Stéphanie Rioublanc, 2005, "Regime switching model: real or spurious long memory?," Post-Print, HAL, number halshs-00189208, Dec.
• Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N., 2005, "Empirical likelihood confidence intervals for the mean of a long-range dependent process," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-327, Nov.
• Szilvia Hamori, 2005, "Comparative analysis of the returns to education in Germany and Hungary (2000)," Budapest Working Papers on the Labour Market, Institute of Economics, Centre for Economic and Regional Studies, number 0507, Nov.
• Lundtofte, Frederik, 2005, "Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy," Working Papers, Lund University, Department of Economics, number 2005:17, Feb.
• Lundtofte, Frederik, 2005, "Can An ”Estimation Factor” Help Explain Cross-Sectional Returns?," Working Papers, Lund University, Department of Economics, number 2005:18, Feb.
• Erlandsson, Ulf, 2005, "Transition Variables in the Markov-switching Model: Some Small Sample Properties," Working Papers, Lund University, Department of Economics, number 2005:25, Mar.
• Tångdahl, Sara, 2005, "The variance of some common estimators and its components under nonresponse," Working Papers, Örebro University, School of Business, number 2005:9, Nov.
• Amilon, Henrik, 2005, "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 177, Jan.
• Quoreshi, Shahiduzzaman, 2005, "Bivariate Time Series Modelling of Financial Count Data," Umeå Economic Studies, Umeå University, Department of Economics, number 655, Apr.
• Quoreshi, Shahiduzzaman, 2005, "Modelling High Frequency Financial Count Data," Umeå Economic Studies, Umeå University, Department of Economics, number 656, Apr.
• Atanas Christev & Allen Featherstone, 2005, "A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function," Working Papers, Department of Economics, School of Management and Languages, Heriot Watt University, number E03.
• Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L., 2005, "Identifying effect heterogeneity to improve the efficiency of job creation schemes in Germany," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200508.
• Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L., 2005, "Individual employment effects of job creation schemes in Germany with respect to sectoral heterogeneity," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 200513.
• Walter Beckert & Daniel McFadden, 2005, "Maximal uniform convergence rates in parametric estimation problems," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/05, Jun.
• Richard Smith, 2005, "Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP13/05, Oct.
• Richard Smith, 2005, "Efficient information theoretic inference for conditional moment restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/05, Oct.
• Richard Smith, 2005, "Local GEL methods for conditional moment restrictions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP15/05, Nov.
• Whitney K. Newey & Frank Windmeijer, 2005, "GMM with many weak moment conditions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP18/05, Dec.
• Orazio Attanasio & Laura Blow & Robert Hamilton & Andrew Leicester, 2005, "Booms and busts: consumption, house prices and expectations," IFS Working Papers, Institute for Fiscal Studies, number W05/24, Nov.
• Bauer, Dietmar & Wagner, Martin, 2005, "Autoregressive Approximations of Multiple Frequency I(1) Processes," Economics Series, Institute for Advanced Studies, number 174, Sep.
• Yunn-Kuang Chu & Jeryan Lin, 2005, "Estimating Function Approach to a Time-Dependent Recovery Model for Survival Rates in a Business District," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 4, issue 3, pages 223-230, December.
• Frank Cowell, 2005, "Theil, Inequality Indices and Decomposition," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 01, Oct.
• Luca De Benedictis & Roberta De Santis & Claudio Vicarelli, 2005, "Hub-and-Spoke or else? Free trade agreements in the “enlarged” European Union," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 52, Jun.
• Alicia Pérez Alon & Silvestro Di Sanzo, 2005, "Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2005-34, Dec.
• Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L., 2005, "The Employment Effects of Job Creation Schemes in Germany: A Microeconometric Evaluation," IZA Discussion Papers, IZA Network @ LISER, number 1512, Mar.
• Bender, Keith A. & Habermalz, Steffen, 2005, "Are There Differences in the Health-Socioeconomic Status Relationship over the Life Cycle? Evidence from Germany," IZA Discussion Papers, IZA Network @ LISER, number 1560, Apr.
• Gruetter, Max, 2005, "Returns to Foreign Education: Yet Another But Different Cross Country Analysis," IZA Discussion Papers, IZA Network @ LISER, number 1615, May.
• Rainer, Helmut & Siedler, Thomas, 2005, "O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes," IZA Discussion Papers, IZA Network @ LISER, number 1842, Nov.
• V. L. Martin & G. M. Martin & G. C. Lim, 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, DOI: 10.1002/jae.762.
• Denise R. Osborn & Dong Heon Kim & Marianne Sensier, 2005, "Nonlinearity in the Fed's monetary policy rule," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 5, pages 621-639, DOI: 10.1002/jae.792.
• Juan F. Rubio-Ramirez & Jesus Fernández-Villaverde, 2005, "Estimating dynamic equilibrium economies: linear versus nonlinear likelihood," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 20, issue 7, pages 891-910, DOI: 10.1002/jae.814.
• Rajagopal, 2005, "Measuring Variability Factors in Consumer Value for Profit Optimization in a Firm - A Framework for Analysis," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, volume 1, issue 1, pages 85-103, January.
• Schmid Matthias & Schneeweiss Hans, 2005, "The Effect of Microaggregation Procedures on the Estimation of Linear Models: A Simulation Study," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 5, pages 529-543, October, DOI: 10.1515/jbnst-2005-0504.
• Gottschalk Sandra, 2005, "Microdata Disclosure Control by Resampling - Effects on Regression Results," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 225, issue 5, pages 567-583, October, DOI: 10.1515/jbnst-2005-0506.
• George Kapetanios & Gonzalo Camba-Mendez, 2005, "Forecasting euro area inflation using dynamic factor measures of underlying inflation," Journal of Forecasting, John Wiley & Sons, Ltd., volume 24, issue 7, pages 491-503, DOI: 10.1002/for.964.
• David Hensher & Nina Shore & Kenneth Train, 2005, "Households’ Willingness to Pay for Water Service Attributes," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 32, issue 4, pages 509-531, December, DOI: 10.1007/s10640-005-7686-7.
• Gavin Cameron, 2005, "The Sun Also Rises: Productivity Convergence Between Japan and the USA," Journal of Economic Growth, Springer, volume 10, issue 4, pages 387-408, December, DOI: 10.1007/s10887-005-4735-6.
• Alfonso Miranda & Sophia Rabe-Hesketh, 2005, "Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables," Keele Economics Research Papers, Centre for Economic Research, Keele University, number KERP 2005/14, Dec.
• Sule Alan & Orazio Attanasio & Martin Browning, 2005, "Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2005-10, May.
• Kimberly Fisher & Michael Bittman & Patricia Hill & Cathy Thomson, 2005, "The time cost of care," electronic International Journal of Time Use Research, Research Institute on Professions (Forschungsinstitut Freie Berufe (FFB)) and The International Association for Time Use Research (IATUR), volume 2, issue 1, pages 54-66, October.
• Luca De Benedictis & Roberta De Santis & Claudio Vicarelli, 2005, "Hub-and-Spoke or else? Free trade agreements in the 'enlarged' European Union," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 2, issue 2, pages 245-260, December.
• Jean Dubé & André Lemelin, 2005, "Une application expérimentale de la méthode de minimisation de l'entropie croisée: l'estimation des flux d'échanges interrégionaux au Québec," Cahiers de recherche, CIRPEE, number 0525.
• Dong Heon Kim, 2005, "Nonlinearity in the Term Structure," Economics Discussion Paper Series, Economics, The University of Manchester, number 0528.
• Jushan Bai & Chihwa Kao, 2005, "On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 75, Dec.
• Kamhon Kan & Chihwa Kao, 2005, "Simulation-Based Two-Step Estimation with Endogenous Regressors," Center for Policy Research Working Papers, Center for Policy Research, Maxwell School, Syracuse University, number 76, Dec.
• Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005, "Declining Discount Rates: Evidence from the UK," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1470105, Jan.
• Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis, 2005, "Discounting the distant future: How much does model selection affect the certainty equivalent rate?," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n1480105, Jan.
• Frank T. Denton, 2005, "Exploring the Use of a Nonparametrically Generated Instrumetal Variable in the Estimation of a Linear Parametric Equation," Social and Economic Dimensions of an Aging Population Research Papers, McMaster University, number 124, Jan.
• Duangkamon Chotikapanich & William E. Griffiths & D.S. Prasada Rao, 2005, "Estimating and Combining National Income Distributions using Limited Data," Department of Economics - Working Papers Series, The University of Melbourne, number 926.
• D.S. Poskitt & C.L. Skeels, 2005, "Small Concentration Asymptotics and Instrumental Variables Inference," Department of Economics - Working Papers Series, The University of Melbourne, number 948.
• Maarten Dossche & Gerdie Everaert, 2005, "Measuring inflation persistence: A structural time series approach," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 85, Sep.
• Dominique Guegan & St phanie Rioublanc, 2005, "Regime switching models: real or spurious long memory?," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number b05100, Dec.
• Roger Gay, 2005, "Minimum Variance Unbiased Maximum Likelihood Estimation of the Extreme Value Index," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/05, Apr.
• DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral, 2005, "Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2005-17.
• DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral, 2005, "Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 22-2005.
• Maarten Dossche & Gerdie Everaert, 2005, "Measuring inflation persistence: a structural time series approach," Working Paper Research, National Bank of Belgium, number 70, Jun.
• Alain Durré & Pierre Giot, 2005, "An international analysis of earnings, stock prices and bond yields," Working Paper Research, National Bank of Belgium, number 73, Sep.
• Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia, 2005, "Edgeworth Expansions for Realized Volatility and Related Estimators," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0319, Oct.
• Ann M. Lawson & Brian C. Moyer & Sumiye Okubo & Mark A. Planting, 2005, "Integrating Industry and National Economic Accounts: First Steps and Future Improvements," NBER Working Papers, National Bureau of Economic Research, Inc, number 11187, Mar.
• Elena Tchernykh & William H. Branson, 2005, "Regime-Switching Behavior of the Term Structure of Forward Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 11517, Aug.
• Paulo Reis Mourão, 2005, "Elasticities of Regional and Local Administrations Expenditures - the Portuguese case," NIPE Working Papers, NIPE - Universidade do Minho, number 5/2005.
• 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.