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

2002

• 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, Centre for Economic Policy Research, 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, Centre for Economic Policy Research, 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.
• Denis Cogneau & Michael Grimm, 2002, "AIDS and Income Distribution in Africa; A Micro-simulation Study for Côte d'Ivoire," Working Papers, DIAL (Développement, Institutions et Mondialisation), number DT/2002/15, Dec.
• Daiji Kawaguchi, 2002, "Peer Effects on Substance Use among American Teenagers," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 0567, May.
• Banerjee, Anindya & Massimiliano Marcellino & Chiara Osbat, 2002, "Testing for PPP: Should We Use Panel Methods?," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 13, Aug.
• Serlenga, Laura & Yongcheol Shin & Andy Snell, 2002, "A Panel Data Approach to testing Anomaly Effects in Factor Pricing Models," Royal Economic Society Annual Conference 2002, Royal Economic Society, number 165, Aug.
• Donald W. K. Andrews, 2002, "Higher-Order Improvements of a Computationally Attractive "k"-Step Bootstrap for Extremum Estimators," Econometrica, Econometric Society, volume 70, issue 1, pages 119-162, January.
• Jushan Bai & Serena Ng, 2002, "Determining the Number of Factors in Approximate Factor Models," Econometrica, Econometric Society, volume 70, issue 1, pages 191-221, January.
• Arthur Lewbel & Oliver Linton, 2002, "Nonparametric Censored and Truncated Regression," Econometrica, Econometric Society, volume 70, issue 2, pages 765-779, March.
• Stephen Bond & Frank Windmeijer, 2002, "Projection estimators for autoregressive panel data models," Econometrics Journal, Royal Economic Society, volume 5, issue 2, pages 457-479, June.
• Laura Serlenga & Yongcheol Shin & Andy Snell, 2002, "A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 88, Aug.
• Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2002, "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence," Journal of Econometrics, Elsevier, volume 107, issue 1-2, pages 213-233, March.
• Karantininis, Kostas, 2002, "Information-based estimators for the non-stationary transition probability matrix: an application to the Danish pork industry," Journal of Econometrics, Elsevier, volume 107, issue 1-2, pages 275-290, March.
• Boswijk, H. Peter & Lucas, Andre, 2002, "Semi-nonparametric cointegration testing," Journal of Econometrics, Elsevier, volume 108, issue 2, pages 253-280, June.
• Hsiao, Cheng & Hashem Pesaran, M. & Kamil Tahmiscioglu, A., 2002, "Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods," Journal of Econometrics, Elsevier, volume 109, issue 1, pages 107-150, July.
• Brannas, Kurt & Hellstrom, Jorgen & Nordstrom, Jonas, 2002, "A new approach to modelling and forecasting monthly guest nights in hotels," International Journal of Forecasting, Elsevier, volume 18, issue 1, pages 19-30.
• Weron, Rafał, 2002, "Estimating long-range dependence: finite sample properties and confidence intervals," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 312, issue 1, pages 285-299, DOI: 10.1016/S0378-4371(02)00961-5.
• Carroll, Raymond J & Linton, Oliver & Mammen, Enno & Xiao, Zhijie, 2002, "More efficient kernel estimation in nonparametric regression with autocorrelated errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2017, Jun.
• Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002, "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2207, Mar.
• Namazie, Ceema Zahra, 2002, "Early evidence of welfare changes in the Kyrgyz republic: have things got worse with reforms?," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6557, Nov.
• Arteche González, Jesús María, 2002, "Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models," BILTOKI, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística), number 1134-8984, Apr.
• León, Angel & Rubio Irigoyen, Gonzalo & Serna, Gregorio, 2002, "Autorregresive conditional volatility, skewness and kurtosis," DFAEII Working Papers, University of the Basque Country - Department of Foundations of Economic Analysis II, number 1988-088X.
• Houweling, P. & Vorst, A.C.F., 2002, "An Empirical Comparison of Default Swap Pricing Models," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number ERS-2002-23-F&A, Feb.
• Houweling, P. & Vorst, A.C.F., 2002, "An Empirical Comparison of Default Swap Pricing Models," 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-2002-23-F&A, Feb.
• Siedler, Thomas & Rainer, Helmut, 2005, "O brother, where are thou? The effects of having a sibling on geographic mobility and labor market outcomes," ISER Working Paper Series, Institute for Social and Economic Research, number 2005-18, Sep.
• Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002, "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2002-04.
• Diego Valderrama, 2002, "Statistical Nonlinearities in the Business Cycle: A Challenge for the Canonical RBC Model," Working Paper Series, Federal Reserve Bank of San Francisco, number 2002-13, Sep, DOI: 10.24148/wp2002-13.
• Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2002, "The use and abuse of 'real-time' data in economic forecasting," Working Papers, Federal Reserve Bank of St. Louis, number 2001-015, DOI: 10.20955/wp.2001.015.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002, "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers, Financial Markets Group, number dp407, Feb.
• Steve Berry & Oliver B. Linton & Ariel Pakes, 2002, "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1955.
• Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002, "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," Sciences Po Economics Publications (main), HAL, number hal-01027421, Apr.
• Odile Chagny & Frédéric Reynès & Henri Sterdyniak, 2002, "The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries," Working Papers, HAL, number hal-01027421, Apr.
• Nikolaus A. Siegfried, 2002, "An information-theoretic extension to structural VAR modelling," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20203, Mar.
• Hellström, Jörgen, 2002, "Count Data Modelling and Tourism Demand," Umeå Economic Studies, Umeå University, Department of Economics, number 584, Feb.
• Brännäs, Kurt & Brännäs, Eva, 2002, "Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish," Umeå Economic Studies, Umeå University, Department of Economics, number 595, Nov.
• Elisabet Viladecans Marsal, 2002, "The growth of cities: Does agglomeration matter?," Working Papers, Institut d'Economia de Barcelona (IEB), number 2002/3.
• Xiaohong Chen & Oliver Linton & Ingred van Keilegom, 2002, "Estimation of semiparametric models when the criterion function is not smooth," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP02/02, Nov.
• Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002, "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP03/02, Dec.
• Jeffrey M. Wooldridge, 2002, "Inverse probability weighted M-estimators for sample selection, attrition and stratification," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP11/02, Mar.
• 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, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP14/02, Aug.
• Jose A. F. Machado Machado & Joao Santos Silva Santos Silva, 2002, "Quantiles for counts," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP22/02, Oct.
• Raimundo Soto, 2002, "Ajuste Estacional e Integración en Variables Macroeconómicas," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 39, issue 116, pages 135-155.
• Giuseppe Arbia & Roberto Basile & Mirella Salvatore, 2002, "Regional Convergence in Italy 1951-199: A Spatial Econometric Perspective," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 29, Dec.
• Frölich, Markus, 2002, "Programme Evaluation with Multiple Treatments," IZA Discussion Papers, IZA Network @ LISER, number 542, Aug.
• Frölich, Markus, 2002, "What is the Value of Knowing the Propensity Score for Estimating Average Treatment Effects?," IZA Discussion Papers, IZA Network @ LISER, number 548, Aug.
• Frölich, Markus, 2002, "Nonparametric IV Estimation of Local Average Treatment Effects with Covariates," IZA Discussion Papers, IZA Network @ LISER, number 588, Sep.
• Elena Andreou & Eric Ghysels, 2002, "Detecting multiple breaks in financial market volatility dynamics," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 5, pages 579-600, DOI: 10.1002/jae.684.
• Keith Vorkink & Douglas J. Hodgson & Oliver Linton, 2002, "Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 17, issue 6, pages 617-639, DOI: 10.1002/jae.646.
• Chung-Ki Min & Ho-Young Hwang & Young-Suk Yang, 2002, "Measuring the Value Relevance of Stock Returns, Earnings, and Cash Flows Using the Gibbs Sampler," Korean Economic Review, Korean Economic Association, volume 18, pages 373-388.
• N.E. Savin & Allan H. Würtz, 2002, "Testing the Semiparametric Box-Cox Model with Bootstrap," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2002-08, Aug.
• Helle Sørensen, 2002, "Parametric Inference for Diffusion Processes Observed at Discrete Points in Time: a Survey," Discussion Papers, University of Copenhagen. Department of Economics, number 02-08, Aug.
• D H Kim & D R Osborn & M Sensier, 2002, "Nonlinearity in the Fed's Monetary Policy Rule," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 18.
• D H Kim & D R Osborn & M Sensier, 2002, "Nonlinearity in the Fed's Monetary Policy Rule," Economics Discussion Paper Series, Economics, The University of Manchester, number 0205.
• D.S. Poskitt & C.L. Skeels, 2002, "Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory," Department of Economics - Working Papers Series, The University of Melbourne, number 862.
• G.C. Lim & G.M. Martin & V.L. Martin, 2002, "Parametric Pricing of Higher Order Moments in S&P500 Options," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 1/02, Feb.
• Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah, 2002, "Local Linear Forecasts Using Cubic Smoothing Splines," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/02, Aug.
• Peter Hall & Rob J. Hyndman, 2002, "An Improved Method for Bandwidth Selection when Estimating ROC Curves," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/02, Sep.
• Ralph D. Snyder & Catherine S. Forbes, 2002, "Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 14/02, Oct.
• C.S. Forbes & G.M. Martin & J. Wright, 2002, "Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 2/02, Feb.
• G.C. Lim & G.M. Martin & V.L. Martin, 2002, "Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/02, May.
• Alberto Abadie & Guido W. Imbens, 2002, "Simple and Bias-Corrected Matching Estimators for Average Treatment Effects," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0283, Oct.
• Marianne Bertrand & Esther Duflo & Sendhil Mullainathan, 2002, "How Much Should We Trust Differences-in-Differences Estimates?," NBER Working Papers, National Bureau of Economic Research, Inc, number 8841, Mar.
• Abusaleh Shariff & P.K. Ghosh & Amitabh Kundu, 2002, "Indexing Human Development in India: Indicators, Scaling and Composition," NCAER Working Papers, National Council of Applied Economic Research, number 83.
• W A Razzak, 2002, "Monetary policy and forecasting inflation with and without the output gap," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2002/03, Mar.
• Han, Chirok & Orea, Luis & Schmidt, Peter, 2002, "Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects," Efficiency Series Papers, University of Oviedo, Department of Economics, Oviedo Efficiency Group (OEG), number 2002/05.
• Gao, Jiti, 2002, "Modeling long-range dependent Gaussian processes with application in continuous-time financial models," MPRA Paper, University Library of Munich, Germany, number 11973, May, revised 18 Sep 2003.
• Albu, Lucian-Liviu & Daianu, Daniel & Pavelescu, Florin-Marius, 2002, "Underground economy quantitative models. Some applications to Romania’s case," MPRA Paper, University Library of Munich, Germany, number 14210, Jan.
• Mercik, Szymon & Weron, Rafal, 2002, "Origins of scaling in FX markets," MPRA Paper, University Library of Munich, Germany, number 2294, Jul.