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

2004

• 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, José 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.
• Sufian, F., 2004, "The Eficiency Effects of Bank Mergers and Acquisitions in a Developing Economy: Evidence from Malaysia," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, volume 1, issue 4, pages 53-74.
• Camba-Méndez, Gonzalo & Kapetanios, George, 2004, "Forecasting euro area inflation using dynamic factor measures of underlying inflation," Working Paper Series, European Central Bank, number 402, Nov.
• Matthias Hagmann & Olivier Scaillet, 2004, "Local Multiplicative Bias Correction For Asymmetric Kernel Density Estimators," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 25, Sep.
• Giovanni Urga & Lorenzo Trapani, 2004, "Cointegration Versus Spurious Regression In Heterogeneous Panels," Royal Economic Society Annual Conference 2004, Royal Economic Society, number 74, Sep.
• Richard Paap & Frank Kleibergen, 2004, "Generalized Reduced Rank Tests using the Singular Value Decomposition," Econometric Society 2004 Australasian Meetings, Econometric Society, number 195, Aug.
• D.S. Prasada Rao & Duangkamon Chotikapanich & William E. Griffiths, 2004, "Estimating and Combining National Income Distributions using Limited Data," Econometric Society 2004 Australasian Meetings, Econometric Society, number 213, Aug.
• Jenny Lye & Joe Hirschberg, 2004, "Confidence bounds for the extremum determined by a quadratic regression," Econometric Society 2004 Australasian Meetings, Econometric Society, number 217, Aug.
• Scott I White & Ralf Becker & Adam E Clements, 2004, "Forward looking information in S&P 500 options," Econometric Society 2004 Australasian Meetings, Econometric Society, number 233, Aug.
• Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle, 2004, "Robustness of a semiparametric estimator of a copula," Econometric Society 2004 Australasian Meetings, Econometric Society, number 317, Aug.
• Grant Hillier & Giovanni Forchini, 2004, "Ill-posed Problems and Instruments' Weakness," Econometric Society 2004 Australasian Meetings, Econometric Society, number 357, Aug.
• Whitney K. Newey & Richard J. Smith, 2004, "Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators," Econometrica, Econometric Society, volume 72, issue 1, pages 219-255, January.
• Donald W. K. Andrews & Yixiao Sun, 2004, "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Econometrica, Econometric Society, volume 72, issue 2, pages 569-614, March.
• Donald W. K. Andrews, 2004, "the Block-Block Bootstrap: Improved Asymptotic Refinements," Econometrica, Econometric Society, volume 72, issue 3, pages 673-700, May.
• Dong Heon Kim, 2004, "Nonlinearity in the Term Structure," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 440, Aug.
• Nigel Wilkins, 2004, "Indirect Estimation of Long Memory Volatility Models," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 459, Aug.
• Peter Schmidt & Chirok Han & Luis Orea, 2004, "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 519, Aug.
• Garry Phillips & Emma Iglesias, 2004, "Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 567, Aug.
• Takayuki Morimoto, 2004, "Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 592, Aug.
• Jiro Hodoshima, 2004, "On weak exogeneity of the student's t and elliptical linear regression models," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 601, Aug.
• Junji Shimada & Yoshihiko Tsukuda, 2004, "Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 611, Aug.
• Norman R. Swanson & John C. Chao, 2004, "Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 668, Aug.
• Jin Lee, 2004, "Wavelet transform for log periodogram regression in long memory stochastic volatility model," Econometric Society 2004 Far Eastern Meetings, Econometric Society, number 682, Aug.
• Cristian Huse, 2004, "Comparing Nonparametric Regression Quantiles," Econometric Society 2004 Latin American Meetings, Econometric Society, number 165, Aug.
• Soosung Hwang & Steve E. Satchell & Pedro L. Valls Pereira, 2004, "How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations," Econometric Society 2004 Latin American Meetings, Econometric Society, number 198, Aug.
• José Miguel Benavente, 2004, "Investigación y Desarrollo, Innovación y Productividad: un análisis econométrico a nivel de la firma," Econometric Society 2004 Latin American Meetings, Econometric Society, number 269, Aug.
• Aureo de Paula, 2004, "Social Interactions in a Synchronization Game," Econometric Society 2004 Latin American Meetings, Econometric Society, number 277, Aug.
• Giovanni Urga & Christian de Peretti, 2004, "Stopping Tests in the Sequential Estimation for Multiple Structural Breaks," Econometric Society 2004 Latin American Meetings, Econometric Society, number 320, Aug.
• Luiz Renato Lima & Zhijie Xiao, 2004, "Testing Unit Root Based on Partially Adaptive Estimation," Econometric Society 2004 Latin American Meetings, Econometric Society, number 63, Aug.
• Garry Phillips & Emma Iglesias, 2004, "The estimation of simultaneous equation models under conditional heteroscedasticity," Econometric Society 2004 Latin American Meetings, Econometric Society, number 91, Aug.
• Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal), 2004, "A simple estimation method and finite-sample inference for a stochastic volatility model," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 153, Aug.
• Steven Lehrer & Weili Ding, 2004, "Estimating Dynamic Treatment Effects from Project STAR," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 252, Aug.
• Giovanni Urga & Lorenzo Trapani, 2004, "Cointegration versus Spurious Regression in Heterogeneous Panels," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 266, Aug.
• Paolo Zaffaroni & Peter M. Robinson, 2004, "PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 326, Aug.
• Andrew Chesher & Erich Battistin, 2004, "The Impact of Measurement Error on Evaluation Methods Based on Strong Ignorability," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 339, Aug.
• Yi Deng, 2004, "A Dynamic Stochastic Ananlysis of International Patent Application and Renewal Processes," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 389, Aug.
• Florian PELGRIN & Alain GUAY & Richard LUGER, 2004, "The New Keynesian Phillips Curve: An empirical assessment," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 418, Aug.
• Jin Lee, 2004, "Wavelet transform for regression estimation of non-stationary fractional time series," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 491, Aug.
• Shane M. Sherlund, 2004, "Quasi Empirical Likelihood Estimation of Moment Condition Models," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 507, Aug.
• Susanne M. Schennach, 2004, "Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models," Econometric Society 2004 North American Summer Meetings, Econometric Society, number 602, Aug.
• Jun Yu & Peter Phillips, 2004, "Jackknifing Bond Option Prices," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 115, Aug.
• Jose Olmo & Jesus Gonzalo, 2004, "Which Extreme Values are Really Extremes?," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 144, Aug.
• Arthur Lewbel, 2004, "Estimation of Average Treatment Effects With Misclassification," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 210, Aug.
• Christian Hansen & Victor Chernozhukov, 2004, "Finite-Sample Inference Methods for Quantile Regression Models," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 393, Aug.
• Norman R. Swanson & John C. Chao, 2004, "Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 441, Aug.
• Joon Y. Park & Yoosoon Chang, 2004, "Endogeneity in Nonlinear Regressions with Integrated Time Series," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 594, Aug.
• Liran Einav (Stanford University), 2004, "Not All Rivals Look Alike: An Empirical Model for Discrete Games with Asymmetric Rivals," Econometric Society 2004 North American Winter Meetings, Econometric Society, number 626, Aug.
• Morten Orregaard Nielsen, 2004, "Efficient inference in multivariate fractionally integrated time series models," Econometrics Journal, Royal Economic Society, volume 7, issue 1, pages 63-97, June.
• Bhattacharjee, Arnab, 2004, "Estimation in hazard regression models under ordered departures from proportionality," Computational Statistics & Data Analysis, Elsevier, volume 47, issue 3, pages 517-536, October.
• Aguirregabiria, Victor, 2004, "Pseudo maximum likelihood estimation of structural models involving fixed-point problems," Economics Letters, Elsevier, volume 84, issue 3, pages 335-340, September.
• Roy, Nilanjana & Cornelis van Kooten, G., 2004, "Another look at the income elasticity of non-point source air pollutants: a semiparametric approach," Economics Letters, Elsevier, volume 85, issue 1, pages 17-22, October.
• Arteche, Josu, 2004, "Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models," Journal of Econometrics, Elsevier, volume 119, issue 1, pages 131-154, March.
• Dufour, Jean-Marie & Khalaf, Lynda & Bernard, Jean-Thomas & Genest, Ian, 2004, "Simulation-based finite-sample tests for heteroskedasticity and ARCH effects," Journal of Econometrics, Elsevier, volume 122, issue 2, pages 317-347, October.
• Nijkamp, Peter & Reggiani, Aura & Tsang, Wai Fai, 2004, "Comparative modelling of interregional transport flows: Applications to multimodal European freight transport," European Journal of Operational Research, Elsevier, volume 155, issue 3, pages 584-602, June.
• Armantier, Olivier, 2004, "Does observation influence learning?," Games and Economic Behavior, Elsevier, volume 46, issue 2, pages 221-239, February.
• Bos, Charles S, 2004, "Time Series Modelling using TSMod 3.24," International Journal of Forecasting, Elsevier, volume 20, issue 3, pages 515-522.

2003

• Margarita Lambova, 2003, "Problems of the Exactness of the Statistical Evaluation in the Dichotomic Case of the Audit Check," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 120-145.
• Laura Mayoral, 2015, "A New Minimum Distance Estimation Procedure of ARFIMA Processes," Working Papers, Barcelona School of Economics, number 100, Sep.
• Olivier Ledoit & Michael Wolf, 2015, "Honey, I Shrunk the Sample Covariance Matrix," Working Papers, Barcelona School of Economics, number 92, Sep.
• Arthur Lewbel, 2003, "Estimation of Average Treatment Effects With Misclassification," Boston College Working Papers in Economics, Boston College Department of Economics, number 556, Apr, revised 04 Sep 2006.
• Marina Pavan, 2003, "Consumer Durables and Risky Borrowing: the Effects of Bankruptcy Protection," Boston College Working Papers in Economics, Boston College Department of Economics, number 573, Jun, revised 01 May 2005.
• Arthur Lewbel, 2003, "Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 587, Dec, revised 15 Dec 2010.
• Wendelin Schnedler, 2003, "What you always wanted to know about censoring but never dared to ask," The Centre for Market and Public Organisation, The Centre for Market and Public Organisation, University of Bristol, UK, number 03/082, Jul.
• Pesaran, H.M., 2003, "Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0305, Jan, DOI: 10.17863/CAM.5111.
• Darsinos, T. & Satchell, S.E., 2003, "Bayesian Estimation of Risk-Premia in an APT Context," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0329, May.
• Bhattacharjee, A., 2003, "Estimation in Hazard Regression Models under Ordered Departures from Proportionality," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0337, Feb.
• Roberto Leombruni, 2003, "Firm Data Analysis in Linked Employer-Employees Datasets," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 27.
• Oscar Jorda & Massimiliano Marcellino, 2003, "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Working Papers, University of California, Davis, Department of Economics, number 273, Jan.
• Wagner, Niklas & Marsh, Terry A., 2003, "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley, number qt1z87z922, Sep.
• Wagner, Niklas & Marsh, Terry A., 2003, "Measuring Tail Thickness under GARCH and an Application to Extremal Exchange Rate Changes," Research Program in Finance, Working Paper Series, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley, number qt7pb301tr, Jun.
• Javier Perote Peña & Juan Perote Peña, 2003, "Strategy-Proof Estimators for Simple Regression," Economic Working Papers at Centro de Estudios Andaluces, Centro de Estudios Andaluces, number E2003/14.
• Frank A Cowell, 2003, "Theil, Inequality and the Structure of Income Distribution," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 67, May.
• Frank A Cowell & Guillermo Cruces, 2003, "Perceptions of Risk: an Experimental Approach using Internet Questionnaires," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 70, May.
• Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom, 2003, "Estimation of Semiparametric Models when the Criterion Function is not Smooth," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 450, May.
• Oliver Linton & Enno Mammen, 2003, "Estimating Semiparametric ARCH (8) Models by Kernel Smoothing Methods," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 453, May.
• Wolfgang Haerdle & Oliver Linton & Qihua Wang, 2003, "Semiparametric Regression Analysis under Imputation for Missing Response Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 454, May.
• Oliver Linton & Yoon-Jae Whang, 2003, "A Quantilogram Approach to Evaluating Directional Predictability," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 463, Nov.
• Frederik Lundtofte, 2006, "Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 06-23, Oct.
• BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre, 2003, "News announcements, market activity and volatility in the Euro/Dollar foreign exchange market," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2003029, Mar.
• Xiaodong Jin & Janusz Kawczak, 2003, "Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data," Annals of Economics and Finance, Society for AEF, volume 4, issue 1, pages 103-124, May.
• Peter C.B. Phillips & Jun Yu, 2003, "Jackknifing Bond Option Prices," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1392, Jan.
• Donald J. Brown & Marten H. Wegkamp, 2003, "Tests of Independence in Separable Econometric Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1395, Jan.
• Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003, "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1395R, Jan, revised Oct 2006.
• Donald J. Brown & Rahul Deb & Marten H. Wegkamp, 2003, "Tests of Independence in Separable Econometric Models: Theory and Application," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1395R2, Jan, revised Dec 2007.
• Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003, "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1407, Mar.
• Chao, John Chao & Norman R. Swanson, 2003, "Consistent Estimation with a Large Number of Weak Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1417, May.
• John Chao & Norman R. Swanson, 2003, "Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1418, May.
• Donald W.K. Andrews, 2003, "Cross-section Regression with Common Shocks," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1428, Jun.