Research classified by Journal of Economic Literature (JEL) codes

---

Top JEL
/ C: Mathematical and Quantitative Methods
/ / C1: Econometric and Statistical Methods and Methodology: General
/ / / C13: Estimation: General

2005

• 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, April.
• 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, February.
• 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, Centre for Economic Policy Research, 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.
• 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.
• 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.

2004

• Bos, Charles S, 2004, "Time Series Modelling using TSMod 3.24," International Journal of Forecasting, Elsevier, volume 20, issue 3, pages 515-522.
• 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.