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

2003

• Žan Oplotnik, 2003, "Bank of slovenia adjustment policy to surges in capital flows," Prague Economic Papers, Prague University of Economics and Business, volume 2003, issue 3, pages 217-232, DOI: 10.18267/j.pep.215.
• Jaroslav Jílek & Miloš Vojta, 2003, "Zdokonalené uživatelské signální odhady čtvrtletních změn hrubého domácího produktu České republiky
  [Enhanced user flash estimates of quarter - on-quarter changes in gross domestic product of the Czech Republic at constant prices]," Politická ekonomie, Prague University of Economics and Business, volume 2003, issue 5, pages 676-694, DOI: 10.18267/j.polek.420.
• José Brandão de Brito, 2003, "The Timing and Probability of FDI: An Application to the United States Multinational Enterprises," Working Papers, Banco de Portugal, Economics and Research Department, number w200302.
• António Rua & João Valle e Azevedo & Siem Jan Koopman, 2003, "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Working Papers, Banco de Portugal, Economics and Research Department, number w200316.
• George Kapetanios, 2003, "Using Extraneous Information and GMM to Estimate Threshold Parameters in TAR Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 494, Jul.
• George Kapetanios & Yongcheol Shin & Andy Snell, 2003, "Testing for Cointegration in Nonlinear STAR Error Correction Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 497, Jul.
• Carol Alexandra, 2003, "The Present, Future and Imperfect of Financial Risk Management," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2003-12, Sep, revised Feb 2004.
• Nicolae, Mariana, 2003, "Use Of The Almon Model To Determine The Delay In The Propagation Shocks - Generated By Changes In Some Inflation Components – In The Consumer Price Index," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 112-121, June.
• M. Dumont & G. Rayp & P. Willem & O. Thas, 2003, "Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 03/172, Apr.
• John C. Chao & Norman R. Swanson, 2003, "Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments," Departmental Working Papers, Rutgers University, Department of Economics, number 200312, Oct.
• John Chao & Norman Swanson, 2003, "Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction," Departmental Working Papers, Rutgers University, Department of Economics, number 200315, Oct.
• Diego Valderrama, 2003, "Statistical Nonlinearities in the Business Cycle," Computing in Economics and Finance 2003, Society for Computational Economics, number 219, Aug.
• Duangkamon Chotikapanich & John Creedy, 2003, "Bayesian estimation of social welfare and tax progressivity measures," Empirical Economics, Springer, volume 28, issue 1, pages 45-59, January, DOI: 10.1007/s001810100118.
• Konstantinos Giannakas & Kien C. Tran & Vangelis Tzouvelekas, 2003, "On the choice of functional form in stochastic frontier modeling," Empirical Economics, Springer, volume 28, issue 1, pages 75-100, January, DOI: 10.1007/s001810100120.
• Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2003, "The Generalized Dynamic Factor Model. One-Sided Estimation and Forecasting," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2003/13, Dec.
• Winfried Hallerbach, 2003, "Cross- and auto-correlation effects arising from averaging: the case of US interest rates and equity duration," Applied Financial Economics, Taylor & Francis Journals, volume 13, issue 4, pages 287-294, DOI: 10.1080/09603100210135720.
• Tao Wu, 2003, "Stylized facts on nominal term structure and business cycles: an empirical VAR study," Applied Economics, Taylor & Francis Journals, volume 35, issue 8, pages 901-906, DOI: 10.1080/0003684022000018204.
• Maurice J. G. Bun, 2003, "Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix," Econometric Reviews, Taylor & Francis Journals, volume 22, issue 1, pages 29-58, February, DOI: 10.1081/ETC-120017973.
• William Barnett & Meenakshi Pasupathy, 2003, "Regularity of the Generalized Quadratic Production Model: A Counterexample," Econometric Reviews, Taylor & Francis Journals, volume 22, issue 2, pages 135-154, DOI: 10.1081/ETC-120020460.
• Frank Kleibergen & Richard Paap, 2003, "Generalized Reduced Rank Tests using the Singular Value Decomposition," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-003/4, Jan.
• Patrick Houweling & Albert Mentink & Ton Vorst, 2003, "Valuing Euro Rating-Triggered Step-Up Telecom Bonds," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-028/2, Apr.
• Patrick Houweling & Albert Mentink & Ton Vorst, 2003, "How to measure Corporate Bond Liquidity?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-030/2, Mar.
• Rob Luginbuhl & Siem Jan Koopman, 2003, "Convergence in European GDP Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-031/4, Apr.
• Siem Jan Koopman & Joao Valle e Azevedo, 2003, "Measuring Synchronisation and Convergence of Business Cycles," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-052/4, Jun.
• Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua, 2003, "Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-069/4, Sep.
• M. Angeles Carnero & Siem Jan Koopman & Marius Ooms, 2003, "Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-071/4, Sep.
• Charles S. Bos, 2003, "Time Series Modelling using TSMod 3.24," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-091/4, Dec.
• Cuntz, A. & Haeusler, E. & Segers, J.J.J., 2003, "Edgeworth Expansions for the Distribution Function of the Hill Estimator," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-8.
• Segers, J.J.J., 2003, "Approximate Distributions of Clusters of Extremes," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-91.
• Magnus, J.R. & Sinha, A.K., 2003, "On Theil's Errors," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-18.
• Moors, J.J.A. & Strijbosch, L.W.G. & van Groenendaal, W.J.H. & Schuld, M.H. & Mathijssen, A.C.A., 2003, "An Experimental Comparison of Four Methods for Assessing Judgemental Distributions," Discussion Paper, Tilburg University, Center for Economic Research, number 2003-31.
• Magnus, J.R. & Sinha, A.K., 2003, "On Theil's Errors," Other publications TiSEM, Tilburg University, School of Economics and Management, number 9a72cd04-4426-470c-8ac1-b.
• Adrien AKANNI-HONVO, 2003, "Integration Regionale, Effets Frontieres Et Convergence Ou Divergence," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 17, pages 109-143.
• Evan F. Koenig & Sheila Dolmas & Jeremy Piger, 2003, "The Use and Abuse of Real-Time Data in Economic Forecasting," The Review of Economics and Statistics, MIT Press, volume 85, issue 3, pages 618-628, August.
• Olivier Ledoit & Pedro Santa-Clara & Michael Wolf, 2003, "Flexible Multivariate GARCH Modeling with an Application to International Stock Markets," The Review of Economics and Statistics, MIT Press, volume 85, issue 3, pages 735-747, August.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2003, "Instrumental variables and GMM: Estimation and testing," Stata Journal, StataCorp LLC, volume 3, issue 1, pages 1-31, March.
• Dietmar Bauer & Martin Wagner, 2003, "The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0308, May.
• Dietmar Bauer & Martin Wagner, 2003, "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0312, Jul.
• Dietmar Bauer & Martin Wagner, 2003, "On Polynomial Cointegration in the State Space Framework," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0313, Jul.
• Marc Hallin & Mario Forni & Marco Lippi & Lucrezia Reichlin, 2003, "Do financial variables help forecasting inflation and real activity in the Euro area ?," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/2123.
• Olivier Ledoit & Michael Wolf, 2003, "Honey, I shrunk the sample covariance matrix," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 691, Jun.
• Rosalia Vazquez-Alvarez, 2003, "Anchoring Bias and Covariate Nonresponse," University of St. Gallen Department of Economics working paper series 2003, Department of Economics, University of St. Gallen, number 2003-19, Dec.
• Michael Lechner & Rosalia Vazquez-Alvarez, 2003, "The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching," University of St. Gallen Department of Economics working paper series 2003, Department of Economics, University of St. Gallen, number 2003-20, Dec.
• Henrik Amilon, 2003, "Estimation of an Adaptive Stock Market Model with Heterogeneous Agents," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 107, Sep.
• Peter X.-K. Song & Yanqin Fan & John D. Kalbfleisch, 2003, "Maximization by Parts in Likelihood Inference," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0319, Sep.
• Yusuf Jafry & Til Schuermann, 2003, "Metrics for Comparing Credit Migration Matrices," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 03-09, Mar.
• J.A.F. Machado & J. M. C. Santos Silva, 2003, "Quantiles for Counts," Econometrics, University Library of Munich, Germany, number 0303001, Mar.
• J.A.F. Machado & J.M.C. Santos Silva, 2003, "Identification with averaged data and implications for hedonic regression studies," Econometrics, University Library of Munich, Germany, number 0303002, Mar.
• Rafal Weron, 2003, "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," Econometrics, University Library of Munich, Germany, number 0305003, May.
• Zaka Ratsimalahelo, 2003, "Rank Test Based On Matrix Perturbation Theory," Econometrics, University Library of Munich, Germany, number 0306008, Jun.
• Zaka Ratsimalahelo, 2003, "Strongly Consistent Determination of the Rank of Matrix," Econometrics, University Library of Munich, Germany, number 0307007, Jul.
• Yoon-Jae Whang, 2003, "Smoothed Empirical Likelihood Methods for Quantile Regression Models," Econometrics, University Library of Munich, Germany, number 0310005, Oct.
• Cumhur Ekinci, 2003, "A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange," Finance, University Library of Munich, Germany, number 0305006, May, revised 22 Nov 2004.
• Erdinc Altay, 2003, "The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework," Finance, University Library of Munich, Germany, number 0307006, Jul.
• Ananth Rao, 2003, "Estimation of Some Omani Macroeconomic Parameters - A Discussion," Macroeconomics, University Library of Munich, Germany, number 0306004, Jun.
• Manuel Espitia Escuer & Gema Pastor Agust�n, 2003, "Las Opciones Reales y su influencia en la valoraci�n de empresas," Documentos de Trabajo, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza, number dt2003-01, Jan.
• Schnedler, Wendelin, 2003, "What you always wanted to know about censoring but never dared to ask," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 16/2003.
• Simar, Léopold, 2003, "How to Improve the Performances of DEA/FDH Estimators in the Presence of Noise?," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2003,33.
• Gottschalk, Sandra, 2003, "Microdata Disclosure by Resampling: Empirical Findings for Business Survey Data," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 03-55.

2002

• MABROUKI, Mohamed, 2002, "Le résidu de Solow de l’économie tunisienne : chocs technologiques ou taux d’utilisation des capacités de production ?
  [The Solow residue for Tunisia: technology shocks or factor utilization?]," MPRA Paper, University Library of Munich, Germany, number 82030, May.
• João Valle e Azevedo, 2002, "Business Cycles: Cyclical Comovement Within the European Union in the Period 1960-1999. A Frequency Domain Approach," Working Papers, Banco de Portugal, Economics and Research Department, number w200205.
• Hugo Kruiniger, 2002, "Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects," Working Papers, Queen Mary University of London, School of Economics and Finance, number 458, Jun.
• George Kapetanios & Yongcheol Shin, 2002, "Unit Root Tests in Three-Regime SETAR Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 465, Nov.
• George Kapetanios, 2002, "Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting," Working Papers, Queen Mary University of London, School of Economics and Finance, number 466, Nov.
• George Kapetanios, 2002, "A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models," Working Papers, Queen Mary University of London, School of Economics and Finance, number 467, Nov.
• George Kapetanios, 2002, "Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks," Working Papers, Queen Mary University of London, School of Economics and Finance, number 469, Nov.
• George Kapetanios, 2002, "Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset," Working Papers, Queen Mary University of London, School of Economics and Finance, number 471, Nov.
• Turan G. Bali & Salih N. Neftci, 2002, "Disturbing Extremal Behavior of Spot Rate Dynamics," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2002-03, Jan.
• Shakeeb Khan & Elie Tamer, 2002, "Pairwise Comparison Estimation of Censored Transformation Models," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 495, Oct.
• Aaron D. Smallwood & Paul M. Beaumont, 2002, "An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 285, Jul.
• Ivana Komunjer, 2002, "The Alpha-Quantile Distribution Function and its Applications to Financial Modeling," Computing in Economics and Finance 2002, Society for Computational Economics, number 288, Jul.
• Marcelo C. Medeiros & Alvaro Veiga, 2002, "Are There Multiple Regimes in Financial Volatility?," Computing in Economics and Finance 2002, Society for Computational Economics, number 311, Jul.
• Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran, 2002, "Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions," Computing in Economics and Finance 2002, Society for Computational Economics, number 345, Jul.
• Noriega, A., & L.M. Soria, 2002, "Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence," Computing in Economics and Finance 2002, Society for Computational Economics, number 353, Jul.
• Luc Bauwens & Sébastien Laurent, 2002, "A New Class of Multivariate skew Densities, with Application to GARCH Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 5, Jul.
• Giuseppe Bruno, 2002, "Nonlinear estimation algorithms in econometric packages: a comparative analysis," Computing in Economics and Finance 2002, Society for Computational Economics, number 63, Jul.
• Neil H. Spencer & Antony Fielding, 2002, "A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data," Computational Statistics, Springer, volume 17, issue 1, pages 103-116, March, DOI: 10.1007/s001800200093.
• Jeffrey M. Wooldridge, 2002, "Inverse probability weighted M-estimators for sample selection, attrition, and stratification," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 1, issue 2, pages 117-139, August, DOI: 10.1007/s10258-002-0008-x.
• Arvid Raknerud, 2002, "Identification, Estimation and Testing in Panel Data Models with Attrition: The Role of the Missing at Random Assumption," Discussion Papers, Statistics Norway, Research Department, number 330, Sep.
• Kazuhiro Ohtani & Alan Wan, 2002, "ON THE USE OF THE STEIN VARIANCE ESTIMATOR IN THE DOUBLE k-CLASS ESTIMATOR IN REGRESSION," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 1, pages 121-134, DOI: 10.1081/ETC-120008726.
• Gerd Ronning, 2002, "Estimation Of Discrete Choice Models With Minimal Variation Of Alternative-Specific Variables," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 1, pages 135-146, DOI: 10.1081/ETC-120008727.
• Mukhtar Ali, 2002, "Distribution Of The Least Squares Estimator In A First-Order Autoregressive Model," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 1, pages 89-119, DOI: 10.1081/ETC-120008725.
• Jason Abrevaya, 2002, "Computing Marginal Effects In The Box-Cox Model," Econometric Reviews, Taylor & Francis Journals, volume 21, issue 3, pages 383-393, DOI: 10.1081/ETC-120015789.
• H. Peter Boswijk & Philip Hans Franses, 2002, "How Large is Average Economic Growth? Evidence from a Robust Method," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-002/4, Jan.
• Patrick Houweling & Ton Vorst, 2002, "An Empirical Comparison of Default Swap Pricing Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-004/2, Jan.
• Peter Nijkamp & Jacques Poot, 2002, "The Last Word on the Wage Curve?," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-029/3, Mar, revised 13 Mar 2003.
• Frank Kleibergen, 2002, "Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-064/4, Jun.
• Maurice J.G. Bun & Jan F. Kiviet, 2002, "On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-099/4, Oct, revised 24 Oct 2002.
• Maurice J.G. Bun & Jan F. Kiviet, 2002, "The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-101/4, Oct, revised 19 Feb 2004.
• Danilov, D.L. & Magnus, J.R., 2002, "Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-77.
• Moors, J.J.A. & Strijbosch, L.W.G. & van Groenendaal, W.J.H., 2002, "Estimating Mean and Variance Through Quantiles : An Experimental Comparison of Different Methods," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-67.
• Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2002, "A General Model for Repeated Audit Controls Using Monotone Subsampling," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-10.
• Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A., 2002, "Multivariate Regression with Monotone Missing Observation of the Dependent Variables," Discussion Paper, Tilburg University, Center for Economic Research, number 2002-63.
• Dietmar Bauer & Martin Wagner, 2002, "A Canonical Form for Unit Root Processes in the State Space Framework," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0204, May.
• Dietmar Bauer & Martin Wagner, 2002, "Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0205, Jun.
• Martin Wagner, 2002, "A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis," Diskussionsschriften, Universitaet Bern, Departement Volkswirtschaft, number dp0210, Oct.
• José Miguel Benavente, 2002, "The Role of Research and Innovation in Promoting Productivity in Chile," Working Papers, University of Chile, Department of Economics, number wp200, Nov.
• O'Loughlin, Christina & Coenders, Germà, 2002, "Application of the European Customer Satisfaction Index to Postal Services. Structural Equation Models versus Partial Least Squares," Working Papers of the Department of Economics, University of Girona, Department of Economics, University of Girona, number 4, Sep.
• Stella M. Salvatierra, 2002, "Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc," Faculty Working Papers, School of Economics and Business Administration, University of Navarra, number 06/02, Oct.
• Andrew M. Jones & Ángel López-Nicolás, 2002, "The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 626, Jun.
• Andrew M. Jones & Ángel López-Nicolás, 2002, "The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression," Working Papers, Research Center on Health and Economics, Department of Economics and Business, Universitat Pompeu Fabra, number 626, Jun.
• Markus Froelich, 2002, "What is the value of knowing the propensity score for estimating average treatment effects?," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-06, Apr.
• Markus Froelich, 2002, "A generalization of the balancing property of the propensity score," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-08, Apr.
• Markus Froelich, 2002, "Programme Evaluation with Multiple Treatments," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-17, Jul.
• Markus Froelich, 2002, "Nonparametric IV estimation of local average treatment effects with covariates," University of St. Gallen Department of Economics working paper series 2002, Department of Economics, University of St. Gallen, number 2002-19, Sep.
• Carl Chiarella & Shenhuai Gao, 2002, "Type I Spurious Regression in Econometrics," Working Paper Series, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 114, Apr.
• Florax, R.J.G.M., 2002, "Accounting for dependence among study results in Meta-Analysis: methodology and applications to the valuation and use of natural resources," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0005.
• Pavel Cizek, 2002, "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," Econometrics, University Library of Munich, Germany, number 0203003, Mar.
• Nikolaus A. Siegfried, 2002, "An information-theoretic extension to structural VAR modelling," Econometrics, University Library of Munich, Germany, number 0203005, Mar.
• William C. Horrace & Ronald L. Oaxaca, 2002, "New Wine in Old Bottles: A Sequential Estimation Technique for the LPM," Econometrics, University Library of Munich, Germany, number 0206002, Jun, revised 11 May 2003.
• Viliam Druska & William C. Horrace, 2002, "Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming," Econometrics, University Library of Munich, Germany, number 0206004, Jun, revised 11 May 2003.
• William C. Horrace & Peter Schmidt, 2002, "Confidence Statements for Efficiency Estimates from Stochastic Frontier Models," Econometrics, University Library of Munich, Germany, number 0206006, Jun.
• Li Chen & H. Vincent Poor, 2002, "Parametric Estimation of Quadratic Term Structure Models of Interest Rate," Econometrics, University Library of Munich, Germany, number 0301001, Nov.
• David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu, 2002, "Time-Varying Arrival Rates of Informed and Uninformed Trades," Finance, University Library of Munich, Germany, number 0207017, Aug.
• Marcel Hendrickx, 2002, "The Geometry of Payoff Spaces," Finance, University Library of Munich, Germany, number 0209006, Sep.
• K. Tobias Winther, 2002, "Value Creation and Profit Optimization," Microeconomics, University Library of Munich, Germany, number 0206001, Jun, revised 08 Dec 2003.
• Iain Fraser & William C. Horrace, 2002, "Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates," Public Economics, University Library of Munich, Germany, number 0206001, Jun, revised 11 May 2003.
• Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey, 2002, "Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology," Urban/Regional, University Library of Munich, Germany, number 0202001, Feb.
• Neugebauer, Tibor & Selten, Reinhard, 2002, "Individual Behavior of First-Price Sealed-Bid Auctions: The Importance of Information Feedback in Experimental Markets," Bonn Econ Discussion Papers, University of Bonn, Bonn Graduate School of Economics (BGSE), number 3/2003.
• Wang, Qihua & Härdle, Wolfgang & Linton, Oliver, 2002, "Semiparametric regression analysis under imputation for missing response data," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,6.
• Yang, Lijian & Härdle, Wolfgang & Park, Byeong U., 2002, "Estimation and testing for varying coefficients in additive models with marginal integration," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,75.
• Tamine, Julien & Čížek, Pavel & Härdle, Wolfgang, 2002, "Smoothed L-estimation of regression function," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,88.
• Gottschalk, Sandra, 2002, "Anonymisierung von Unternehmensdaten: Ein Überblick und beispielhafte Darstellung anhand des Mannheimer Innovationspanels," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 02-23.
• Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 2002, "How Deep are the Deep Parameters?," Annals of Economics and Statistics, GENES, issue 67-68, pages 207-226.
• Fraser, Iain & Horrace, William C., 2002, "Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates," 2002 Conference (46th), February 13-15, 2002, Canberra, Australia, Australian Agricultural and Resource Economics Society, number 125084, Feb, DOI: 10.22004/ag.econ.125084.
• Yu, Jun & Phillips, Peter, 2002, "Jacknifing Bond Option Prices," Working Papers, Department of Economics, The University of Auckland, number 187.
• Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002, "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers, Institute for Fiscal Studies, number 02/02, Nov, DOI: 10.1920/wp.cem.2002.0202.
• Jeffrey M. Wooldridge, 2002, "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers, Institute for Fiscal Studies, number 11/02, Mar, DOI: 10.1920/wp.cem.2002.1102.
• Frank Windmeijer, 2002, "ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data," CeMMAP working papers, Institute for Fiscal Studies, number 14/02, Aug, DOI: 10.1920/wp.cem.2002.14.02.
• Laura Serlenga, 2002, "Three Alternative Approaches to Test the Permanent Income Hypothesis in Dynamic Panels," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 0005, Feb, revised Feb 2002.
• Dario Focarelli, 2002, "Bootstrap bias-correction procedure in estimating long-run relationships from dynamic panels, with an application to money demand in the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 440, Mar.
• Hall P. & Simar L., 2002, "Estimating a Changepoint, Boundary, or Frontier in the Presence of Observation Error," Journal of the American Statistical Association, American Statistical Association, volume 97, pages 523-534, June.
• Chotikapanich, Duangkamon & Griffiths, William E, 2002, "Estimating Lorenz Curves Using a Dirichlet Distribution," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 2, pages 290-295, April.
• Andreou, Elena & Ghysels, Eric, 2002, "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation, and Empirical Results," Journal of Business & Economic Statistics, American Statistical Association, volume 20, issue 3, pages 363-376, July.
• Geoffrey Lancaster & Ranjan Ray, 2002, "Tests of Income Pooling on Household Budget Data: The Australian Evidence," Australian Economic Papers, Wiley Blackwell, volume 41, issue 1, pages 99-114, March, DOI: 10.1111/1467-8454.00152.
• Hahn Shik Lee & Eric Ghysels & William R. Bell, 2002, "Seasonal Time Series and Autocorrelation Function Estimation," Manchester School, University of Manchester, volume 70, issue 5, pages 651-665, September, DOI: 10.1111/1467-9957.00318.
• J. J. A. Moors & L. W. G. Strijbosch, 2002, "Two–step sequential sampling," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 56, issue 3, pages 270-284, August, DOI: 10.1111/1467-9574.05000.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002, "Instrumental variables and GMM: Estimation and testing," North American Stata Users' Group Meetings 2003, Stata Users Group, number 05, Dec.
• Shakeeb Khan & Arthur Lewbel, 2002, "Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 525, Feb, revised 04 Sep 2006.
• Arthur Lewbel, 2002, "Ordered Response Threshold Estimation," Boston College Working Papers in Economics, Boston College Department of Economics, number 535, Jun, revised 29 Oct 2003.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002, "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics, Boston College Department of Economics, number 545, Nov, revised 14 Feb 2003.
• Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002, "Instrumental variables and GMM: Estimation and testing," United Kingdom Stata Users' Group Meetings 2003, Stata Users Group, number 02, Dec.
• Bask Mikael & de Luna Xavier, 2002, "Characterizing the Degree of Stability of Non-linear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 1, pages 1-19, April, DOI: 10.2202/1558-3708.1002.
• Golan, Amos & Karp, Larry S. & Perloff, Jeffrey M., 2002, "Estimating a Mixed Strategy: United and American Airlines," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt5n84v67h, Feb.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 433, Mar.
• Raymond J Carroll & Oliver Linton & Enno Mammen & Zhijie Xiao, 2002, "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 435, Jun.
• Marcela Mel√©ndez & Pablo Medina & Diana Kassem, 2002, "La Din√Åmica De La Productividad En El Sector De Alimentos," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 2976, Oct.
• BAUWENS, Luc & LAURENT, Sébastien, 2002, "A new class of multivariate skew densities, with application to GARCH models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2002020, Apr.
• de Brito, José Brandão & de Mello Sampayo, Felipa, 2002, "The timing and the probability of FDI: an application to the US multinational enterprises," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number A3-4, Jun.
• Jan Mutl, 2002, "Panel VAR Models with Spatial Dependence," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number A5-2, Mar.
• Jimmy Skoglund & Sune Karlsson, 2002, "Asymptotics for random effects models with serial correlation," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number A6-1, Mar.
• Erik Biørn, 2002, "Handling the measurement error problem by means of panel data: Moment methods applied on firm data," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number B6-1, Mar.
• Erich Battistin, 2002, "Errors in Survey Reports of Consumption Expenditures," 10th International Conference on Panel Data, Berlin, July 5-6, 2002, International Conferences on Panel Data, number C4-2, Mar.
• Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002, "Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3146, Jan.
• Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2002, "The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 3432, Jun.
• Massimiliano Piacenza, 2002, "Regulatory Constraints and Cost Efficiency of the Italian Public Transit Systems: An Exploratory Stochastic Frontier Model," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 200202, Jun.
• Badi H. Baltagi & Dong Li, 2002, "Series Estimation of Partially Linear Panel Data Models with Fixed Effects," Annals of Economics and Finance, Society for AEF, volume 3, issue 1, pages 103-116, May.
• Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002, "What Determines Expected International Asset Returns?," Annals of Economics and Finance, Society for AEF, volume 3, issue 2, pages 249-298, November.
• Campbell R. Harvey & Bruno Solnik & Guofu Zhou, 2002, "What Determines Expected International Asset Returns?," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 503, Nov.
• Linton, Oliver & Whang, Yoon-Jae, 2002, "Nonparametric Estimation With Aggregated Data," Econometric Theory, Cambridge University Press, volume 18, issue 2, pages 420-468, April.
• Faliva, Mario & Zoia, Maria Grazia, 2002, "On A Partitioned Inversion Formula Having Useful Applications In Econometrics," Econometric Theory, Cambridge University Press, volume 18, issue 2, pages 525-530, April.
• Andrews, Donald W.K., 2002, "EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS," Econometric Theory, Cambridge University Press, volume 18, issue 5, pages 1040-1085, October.
• Offer Lieberman & Judith Rousseau & David M. Zucker, 2002, "Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1351, Jan.
• Donald W.K. Andrews & Offer Lieberman, 2002, "Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1361, Apr.
• Peter C.B. Phillips & Binbin Guo & Zhijie Xiao, 2002, "Efficient Regression in Time Series Partial Linear Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1363, May.
• Yixiao Sun & Peter C.B. Phillips, 2002, "Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1366, May.
• Donald W.K. Andrews, 2002, "The Block-block Bootstrap: Improved Asymptotic Refinements," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1370, May.
• Steven Berry & Oliver Linton & Ariel Pakes, 2002, "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1372, May.
• Zhijie Xiao & Oliver Linton & Raymond J. Carroll & E. Mammen, 2002, "More Efficient Kernel Estimation in Nonparametric Regression with Autocorrelated Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1375, Jun.
• George Hall & John Rust, 2002, "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1376, Jul.
• Donald W.K. Andrews & Offer Lieberman, 2002, "Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1378, Aug.
• Donald W.K. Andrews & Yixiao Sun, 2002, "Adaptive Local Polynomial Whittle Estimation of Long-range Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1384, Oct.