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

2001

• Zaka Ratsimalahelo, 2001, "Rank Test Based On Matrix Perturbation Theory," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2001_04, Jul.
• Aivazian Sergey & Kolenikov Stanislav, 2001, "Poverty and Expenditure Differentiation of the Russian Population," EERC Working Paper Series, EERC Research Network, Russia and CIS, number 01-01e, Jan.
• Linton, Oliver & Xiao, Zhijie, 2001, "A nonparametric regression estimator that adapts to error distribution of unknown form," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2120, Jun.
• Cowell, Frank & Victoria-Feser, Maria-Pia, 2001, "Robust Lorenz curves : a semi-parametric approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2155, May.
• Cowell, Frank & Victoria-Feser, Maria-Pia, 2001, "Distributional dominance with dirty data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2239, Aug.
• Calzorali, Giorgio & Fiorentini, Gabriele & Sentana, Enrique, 2001, "Constrained indirect inference estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 25061, Jun.
• Victoria-Feser, Maria-Pia, 2001, "Robust income distribution estimation with missing data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6561, Jan.
• Giorgetti, Maria Letizia, 2001, "Quantile regression in lower bound estimation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6746, Sep.
• Catherine Mounet, 2001, "A theoretical and Empirical Analysis of Convergence and Catch-Up Patterns in Neighboring Areas," Ekonomia, Cyprus Economic Society and University of Cyprus, volume 5, issue 1, pages 129-148, Summer.
• William A. Brock & Cars H. Hommes, 2001, "A Rational Route to Randomness," Chapters, Edward Elgar Publishing, chapter 16, in: W. D. Dechert, "Growth Theory, Nonlinear Dynamics and Economic Modelling".
• O. Scaillet, 2001, "Density Estimation Using Inverse and Reciprocal Inverse Gaussian Kernels," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2001-24.
• Tao Wu, 2001, "Stylized Facts on Nominal Term Structure and Business Cycles: An Empirical VAR Study," Working Paper Series, Federal Reserve Bank of San Francisco, number 2002-08, Aug, DOI: 10.24148/wp2002-08.
• Oliver Linton & Douglas J.Hodgson & Keith Vorkink, 2001, "Testing the Capital Asset Pricing Model Efficiently Under Elliptical Symmetry: A Semiparametric Approach," FMG Discussion Papers, Financial Markets Group, number dp382, Jun.
• Gabriele Fiorentini & Enrique Sentana, 2001, "Constrained Indirect Inference Estimation," FMG Discussion Papers, Financial Markets Group, number dp384, Jun.
• Frederiksen, A. & Graversen, E.K. & Smith, N., 2001, "Overtime Work, Dual Job Holding and Taxation," Papers, Aarhus School of Business - Department of Economics, number 01-7.
• Grasdal, A., 2001, "The Performance of Sample Selection Estimators to Control for Attrition Bias," Norway; Department of Economics, University of Bergen, Department of Economics, University of Bergen, number 225.
• Delaigle, A. & Gijbels, I., 2001, "Bootstrap Bandwidth Selection in Kernel Density Estimation from a Contaminated Sample," Papers, Catholique de Louvain - Institut de statistique, number 0116.
• Lancaster, G. & Ray, R., 2001, "Tests of Income Pooling on Household Budget Data: The Australian Evidence," Papers, Tasmania - Department of Economics, number 2001-02.
• Coondoo, D. & Majumder, A. & Ray, E,, 2001, "On the Method of Calculating Regional Prices Differentials with Illustrative Evidence from India," Papers, Tasmania - Department of Economics, number 2001-09.
• Laurence Broze & Christian Francq & Jean-Michel Zakoı̈an, 2001, "Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," Post-Print, HAL, number hal-05431272, Jun, DOI: 10.1016/S0165-1765(01)00387-1.
• Ser-Huang Poon & Michael Rockinger & J. Tawn, 2001, "New Extreme-Value Dependance Measures and Finance Applications," Working Papers, HAL, number hal-00597018, Feb.
• Michael Rockinger & Eric Jondeau, 2001, "Testing for differences in the tails of stock-market returns," Working Papers, HAL, number hal-00601480, Oct.
• Frederiksen, Anders & Graversen, Ebbe Krogh & Smith, Nina, 2001, "Overtime work, dual job holding and taxation," Working Papers, University of Aarhus, Aarhus School of Business, Department of Economics, number 01-7, May.
• Skoglund, Jimmy & Karlsson, Sune, 2001, "Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0432, Feb.
• Skoglund, Jimmy & Karlsson, Sune, 2001, "Specification and estimation of random effects models with serial correlation of general form," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0433, Feb.
• Skoglund, Jimmy, 2001, "A simple efficient GMM estimator of GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 0434, Feb.
• Biorn,E., 2001, "How is generalized least squares related to within and between estimators in unbalanced panel data?," Memorandum, Oslo University, Department of Economics, number 06/2001.
• Bask, Mikael & de Luna, Xavier, 2001, "Characterizing the degree of stability of non-linear dynamic models," Umeå Economic Studies, Umeå University, Department of Economics, number 564, Nov.
• Norén, Ronny, 2001, "Dismissal of Employees in the Swedish Manufacturing Industry," Umeå Economic Studies, Umeå University, Department of Economics, number 575, Dec.
• Stephen Bond & Frank Windmeijer, 2001, "Projection estimators for autoregressive panel data models," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies, number CWP06/01, Dec.
• Sebastián Claro, 2002, "A Cross-Country Estimation of the Elasticity of Substitution between Labor and Capital in Manufacturing Industries," Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile., number 226.
• Frederiksen, Anders & Graversen, Ebbe K. & Smith, Nina, 2001, "Overtime Work, Dual Job Holding and Taxation," IZA Discussion Papers, IZA Network @ LISER, number 323, Jul.
• Hassler Uwe, 2001, "Wealth and Consumption. A Multicointegrated Model for the Unified Germany / Vermögen und Konsum. Ein multikointegriertes Modell für das vereinigte Deutschland," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 221, issue 1, pages 32-44, February, DOI: 10.1515/jbnst-2001-0104.
• Banerjee, Anurag N, 2001, "Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root," Journal of Forecasting, John Wiley & Sons, Ltd., volume 20, issue 3, pages 203-229, April.
• Marjainé, Szerényi Zsuzsanna, 2001, "A természeti erőforrások pénzbeli értékelése
  [Monetary valuation of natural resources]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 114-129.
• Martins Bitans & Dace Slakota & Ivars Tillers, 2001, "Price Dynamics in Latvia - Experience and Future Prospects," Working Papers, Latvijas Banka, number 2001/01, Dec.
• Tim Brailsford & Jack H.W. Penm & R. Deane Terrell, 2001, "The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market," Multinational Finance Journal, Multinational Finance Journal, volume 5, issue 1, pages 35-58, March.
• Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L., 2001, "Sample Size Requirements for Estimation in SUR Models," Department of Economics - Working Papers Series, The University of Melbourne, number 794.
• Chotikapanich, D. & Griffiths, W., 2001, "On Calculation of the Extended Gini Coefficient," Department of Economics - Working Papers Series, The University of Melbourne, number 801.
• Chotikapanich, D. & Griffiths, W., 2001, "Estimating Lorenz Curves Using a Dirichlet Distribution," Department of Economics - Working Papers Series, The University of Melbourne, number 802.
• DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas, 2001, "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2001-08.
• Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I., 2001, "Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2001-08.
• Daniel A. Ackerberg, 2001, "A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0273, Jul.
• Ravi Jagannathan & Andrew Kaplin & Steve Guoqiang Sun, 2001, "An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 8682, Dec.
• Olivier Armantier, 2001, "Does Observation Influence Learning?," Department of Economics Working Papers, Stony Brook University, Department of Economics, number 01-04.
• W A Razzak, 2001, "Money in the era of inflation targeting," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2001/02, Jul.
• D. Coondoo & A. Majumder & R. Ray, 2001, "On a Method of Calculating Regional Price Differentials with Illustrative Evidence from India," ASARC Working Papers, The Australian National University, Australia South Asia Research Centre, number 2001-06, May.
• Souza-Sobrinho, Nelson, 2001, "Extração da Volatilidade do Ibovespa
  [Estimating Ibovespa's Volatility]," MPRA Paper, University Library of Munich, Germany, number 15571.
• Allal, Jelloul & Kaaouachi, Abdelali & Paindaveine, Davy, 2001, "R-estimation for ARMA models," MPRA Paper, University Library of Munich, Germany, number 21167.
• Mynbaev, Kairat, 2001, "The strengths and weaknesses of L2 approximable regressors," MPRA Paper, University Library of Munich, Germany, number 9056.
• Robert Kast & André Lapied & Sophie Pardo & Camélia Protopopescu, 2001, "Évaluation de risques controversés par la théorie des options réelles," Économie et Prévision, Programme National Persée, volume 149, issue 3, pages 51-63, DOI: 10.3406/ecop.2001.6291.
• José Ferreira Machado, 2001, "Identification with Averaged Data and Implications for Hedonic Regression Studies," Working Papers, Banco de Portugal, Economics and Research Department, number w200110.
• Allan Gregory & Jean-Francois Lamarche & Gregor W. Smith, 2001, "Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence," Working Paper, Economics Department, Queen's University, number 1249, Mar.
• Empar Pons & Maria Teresa Gonzalo, 2001, "Returns to Schooling in Spain. How Reliable Are IV Estimates?," Working Papers, Queen Mary University of London, School of Economics and Finance, number 446, Nov.
• John Landon-Lane, 2001, "The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression," Departmental Working Papers, Rutgers University, Department of Economics, number 200114, Nov.
• S»bastien Laurent and Jean-Philippe Peters, 2001, "G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models," Computing in Economics and Finance 2001, Society for Computational Economics, number 123, Apr.
• Erricos J. Kontoghiorghes and Paolo Foschi, 2001, "A recursive algorithm for solving SUR models," Computing in Economics and Finance 2001, Society for Computational Economics, number 143, Apr.
• Nikolay Gospodinov, 2001, "Nonparametric Likelihood Methods for Estimation and Inference in Moment Condition Models with Weak Instruments," Computing in Economics and Finance 2001, Society for Computational Economics, number 150, Apr.
• B. D. McCullough and H. D. Vinod, 2001, "Diagnosing Failure: When is an Estimation Problem Too Large for a PC?," Computing in Economics and Finance 2001, Society for Computational Economics, number 246, Apr.
• George Hall and John Rust, Yale University, 2001, "Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market," Computing in Economics and Finance 2001, Society for Computational Economics, number 274, Apr.
• Michael Binder, Cheng Hsiao, and M. Hashem Pesaran, 2001, "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Computing in Economics and Finance 2001, Society for Computational Economics, number 36, Apr.
• Eduardo Pontual Ribeiro, 2001, "Asymmetric labor supply," Empirical Economics, Springer, volume 26, issue 1, pages 183-197.
• Moshe Buchinsky, 2001, "Quantile regression with sample selection: Estimating women's return to education in the U.S," Empirical Economics, Springer, volume 26, issue 1, pages 87-113.
• Yochanan Shachmurove & George F. Rengert & Simon Hakim, 2001, "articles: Target search of burglars: A revised economic model," Papers in Regional Science, Springer;Regional Science Association International, volume 80, issue 2, pages 121-137.
• Albert Satorra & Peter Bentler, 2001, "A scaled difference chi-square test statistic for moment structure analysis," Psychometrika, Springer;The Psychometric Society, volume 66, issue 4, pages 507-514, December, DOI: 10.1007/BF02296192.
• Arvid Raknerud, 2001, "A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components," Discussion Papers, Statistics Norway, Research Department, number 295, Mar.
• Jan F. Bjørnstad & Dag Einar Sommervoll, 2001, "Modeling Binary Panel Data with Nonresponse," Discussion Papers, Statistics Norway, Research Department, number 297, Apr.
• Nunzio Cappuccio & Diego Lubian, 2001, "Estimation And Inference On Long-Run Equilibria: A Simulation Study," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 1, pages 61-84, DOI: 10.1081/ETC-100104080.
• Mahmoud El-Gamal, 2001, "A Bayesian Interpretation Of Multiple Point Estimates," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 2, pages 235-245, DOI: 10.1081/ETC-100103825.
• Kurt Brannas & Jorgen Hellstrom, 2001, "Generalized Integer-Valued Autoregression," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 4, pages 425-443, DOI: 10.1081/ETC-100106998.
• Jan F. Kiviet & Garry D.A. Phillips, 2001, "Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-118/4, Dec.
• Noud P.A. van Giersbergen, 2001, "Bias Correction in a Stable AD(1,1) Model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-120/4, Dec.
• Elena Andreou & Eric Ghysels, 2001, "Detecting Multiple Breaks in Financial Market Volatility Dynamics," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 0202, Oct.
• Savin, N.E. & Wurtz, Allan H., 2001, "Semiparametric Estimation of the Box-Cox Model Preliminary and Incomplete," Working Papers, University of Iowa, Department of Economics, number 2001-01, Jan.
• Théophile AZOMAHOU, 2001, "Efficient Estimation of Spatial Autoregressive Models," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2001-05.
• Frederic Udina & Pedro Delicado, 2001, "Estimating parliamentary composition through electoral polls," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 562, Jul.
• Olivier Ledoit & Pedro Santa Clara & Michael Wolf, 2001, "Flexible multivariate GARCH modeling with an application to international stock markets," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 578, Oct.
• Olivier Ledoit & Michael Wolf, 2001, "Improved estimation of the covariance matrix of stock returns with an application to portofolio selection," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 586, Nov.
• Thierry Ané & Chiraz Labidi, 2001, "Return Interval, Dependence Structure and Multivariate Normality," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 64, Sep.
• Charles H. Mullin, 2001, "Identification and Estimation with Contaminated Data: When Does Covariate Data Sharpen Inference?," Vanderbilt University Department of Economics Working Papers, Vanderbilt University Department of Economics, number 0109, May.
• Kurt Brännäs & Andreia Hall, 2001, "Estimation in integer‐valued moving average models," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 17, issue 3, pages 277-291, July, DOI: 10.1002/asmb.445.
• Astrid Grasdal, 2001, "The performance of sample selection estimators to control for attrition bias," Health Economics, John Wiley & Sons, Ltd., volume 10, issue 5, pages 385-398, July, DOI: 10.1002/hec.628.
• Joel Huber & Kenneth Train, 2001, "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Econometrics, University Library of Munich, Germany, number 0012003, Jan.
• Patrick Houweling & Ton Vorst, 2001, "An Empirical Comparison of Default Swap Pricing Models," Finance, University Library of Munich, Germany, number 0112003, Dec.
• Rafał Weron, 2001, "Levy-Stable Distributions Revisited: Tail Index> 2does Not Exclude The Levy-Stable Regime," International Journal of Modern Physics C (IJMPC), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 209-223, DOI: 10.1142/S0129183101001614.
• Rafal Weron, 2001, "Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/01/01.
• Rafal Weron, 2001, "Estimating long range dependence: finite sample properties and confidence intervals," HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Science and Technology, number HSC/01/03, DOI: 10.1016/S0378-4371(02)00961-5.
• Pok Man Chak & Neal Madras & J. Barry Smith, 2001, "Consistent Estimation of Shape-Restricted Functions and Their Derivatives," Working Papers, York University, Department of Economics, number 2001_03, Nov.
• Čížek, Pavel, 2001, "Robust estimation in nonlinear regression and limited dependent variable models," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,100.
• Linton, Oliver Bruce & Xiao, Zhijie, 2001, "A nonparametric regression estimator that adapts to error distribution of unknown form," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,33.
• Fengler, Matthias R. & Härdle, Wolfgang Karl & Villa, Christophe, 2001, "The dynamics of implied volatilities: A common principal components approach," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,38.
• Nielsen, Hannah, 2001, "Extracting implicit density functions from short term interest rate options," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2001,47.
• Tamine, Julien, 2001, "Smoothed influence function: Another view at robust nonparametric regression," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 2002,62.
• David Brownstone & Robert Valletta, 2001, "The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests," Journal of Economic Perspectives, American Economic Association, volume 15, issue 4, pages 129-141, Fall.
• Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2001, "Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273748, Mar, DOI: 10.22004/ag.econ.273748.
• Karantininis, Kostas, 2001, "Information Based Estimators for the Non-Stationary Transition Probability Matrix: An Application to the Danish Pork Industry," Unit of Economics Working Papers, Royal Veterinary and Agricultural University, Food and Resource Economic Institute, number 24198, DOI: 10.22004/ag.econ.24198.
• West,K.D. & Wong,K.-F. & Anatolyev,S., 2001, "Instrumental variables estimation of heteroskedastic linear models using all lags of instruments," Working papers, Wisconsin Madison - Social Systems, number 20.
• Stephen Bond & Frank Windmeijer, 2001, "Projection estimators for autoregressive panel data models," CeMMAP working papers, Institute for Fiscal Studies, number 06/01, Dec, DOI: 10.1920/wp.cem.2001.0601.
• Snyder, Ralph D & Ord, J Keith & Koehler, Anne B, 2001, "Prediction Intervals for ARIMA Models," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 2, pages 217-225, April.
• Hyslop, Dean R & Imbens, Guido W, 2001, "Bias from Classical and Other Forms of Measurement Error," Journal of Business & Economic Statistics, American Statistical Association, volume 19, issue 4, pages 475-481, October.
• Xin Huang & Hao Zhou & Haibin Zhu, 2010, "Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis," BIS Working Papers, Bank for International Settlements, number 296, Jan.
• Duangkamon Chotikapanich & William Griffiths, 2001, "On Calculation of the Extended Gini Coefficient," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 47, issue 4, pages 541-547, December, DOI: 10.1111/1475-4991.00033.
• Tkacz Greg, 2001, "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 5, issue 1, pages 1-15, April, DOI: 10.2202/1558-3708.1068.
• Robert Kast & André Lapied & Sophie Pardo & Camelia Protopopescu, 2001, "Évaluation de risques controversés par la théorie des options réelles," Economie & Prévision, La Documentation Française, volume 149, issue 3, pages 51-63.
• M. Pitsillis & S. Satchell, 2001, "Improving the Estimates of the Risk Premia - Application in the UK Financial Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0109, Jul.
• Frank A Cowell & Maria-Pia Victoria-Feser, 2001, "Robust Lorenz Curves: A Semiparametric Approach," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 50, May.
• Frank A Cowell & Maria-Pia Victoria-Feser, 2001, "Distributional Dominance with Dirty Data," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 51, Aug.
• Yoram Amiel & Frank A Cowell, 2001, "Attitudes towards Risk and Inequality: A Questionnaire-Experimental Approach," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 56, Jun.
• Maria-Pia Victoria-Feser, 2001, "Robust Income Distribution Estimation with Missing Data," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 57, Jan.
• Oliver Linton & Zhijie Xiao, 2001, "A Nonparametric Regression Estimator that Adapts to Error Distribution of Unknown Form," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 419, Jun.
• Pavel Cizek, 2001, "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp189, Dec.
• Elena Andreou & Eric Ghysels, 2001, "Detecting Mutiple Breaks in Financial Market Volatility Dynamics," CIRANO Working Papers, CIRANO, number 2001s-65, Nov.
• Norberto Rodríguez, 2001, "Bayesian estimation and model selection for the weekly Colombian exchange rate," Revista de Economía del Rosario, Universidad del Rosario.
• Rockinger, Michael & Poon, Ser-Huang & Tawn, Jonathan, 2001, "New Extreme-Value Dependence Measures and Finance Applications," CEPR Discussion Papers, Centre for Economic Policy Research, number 2762, Apr.
• Olivier SCAILLET, 2001, "Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2001017, Jun.
• G. S. Maddala & Hongyi Li & V. K. Srivastava, 2001, "A Comparative Study of Different Shrinkage Estimators for Panel Data Models," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 1-30, May.
• Jie Q. Guo & Tong Li, 2001, "Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 101-122, May.
• Oliver Linton, 2001, "Estimation of Linear Regression Models from Bid-Ask Data by a Spread-Tolerant Estimator," Annals of Economics and Finance, Society for AEF, volume 2, issue 1, pages 237-248, May.
• Forni, Mario & Lippi, Marco, 2001, "The Generalized Dynamic Factor Model: Representation Theory," Econometric Theory, Cambridge University Press, volume 17, issue 6, pages 1113-1141, December.
• Donald W.K. Andrews & Yixiao Sun, 2001, "Local Polynomial Whittle Estimation of Long-range Dependence," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1293, Feb.
• Donald W.K. Andrews, 2001, "Higher-order Improvements of the Parametric Bootstrap for Markov Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1334, Oct.
• Offer Lieberman, 2001, "Penalised Maximum Likelihood Estimation for Fractional Guassian Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1348, Dec.
• F. Comte & Offer Lieberman, 2001, "Asymptotic Theory for Multivariate GARCH Processes," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1349, Dec.
• POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan, 2001, "New Extreme-Value Dependance Measures and Finance Applications," HEC Research Papers Series, HEC Paris, number 719, Feb.
• ROCKINGER, Michael & JONDEAU, Eric, 2001, "Testing for differences in the tails of stock-market returns," HEC Research Papers Series, HEC Paris, number 739, Oct.
• Elerain, Ola & Chib, Siddhartha & Shephard, Neil, 2001, "Likelihood Inference for Discretely Observed Nonlinear Diffusions," Econometrica, Econometric Society, volume 69, issue 4, pages 959-993, July.
• Rolf Larsson & Johan Lyhagen & Mickael Lothgren, 2001, "Likelihood-based cointegration tests in heterogeneous panels," Econometrics Journal, Royal Economic Society, volume 4, issue 1, pages 1-41.
• Pierre Perron & Cosme Vodounou, 2001, "Asymptotic approximations in the near-integrated model with a non-zero initial condition," Econometrics Journal, Royal Economic Society, volume 4, issue 1, pages 1-42.
• Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2001, "Econometric applications of high-breakdown robust regression techniques," Economics Letters, Elsevier, volume 71, issue 1, pages 1-8, April.
• Broze, Laurence & Francq, Christian & Zakoian, Jean-Michel, 2001, "Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," Economics Letters, Elsevier, volume 71, issue 3, pages 317-322, June.
• Kleiber, Christian, 2001, "Finite sample efficiency of OLS in linear regression models with long-memory disturbances," Economics Letters, Elsevier, volume 72, issue 2, pages 131-136, August.
• Santos Silva, Joao M. C. & Windmeijer, Frank, 2001, "Two-part multiple spell models for health care demand," Journal of Econometrics, Elsevier, volume 104, issue 1, pages 67-89, August.
• Diebold, Francis X. & Inoue, Atsushi, 2001, "Long memory and regime switching," Journal of Econometrics, Elsevier, volume 105, issue 1, pages 131-159, November.
• Houweling, Patrick & Hoek, Jaap & Kleibergen, Frank, 2001, "The joint estimation of term structures and credit spreads," Journal of Empirical Finance, Elsevier, volume 8, issue 3, pages 297-323, July.

2000

• Hashmat Khan, 2000, "Price Stickiness, Inflation, and Output Dynamics: A Cross-Country Analysis," Staff Working Papers, Bank of Canada, number 00-13, DOI: 10.34989/swp-2000-13.
• Greg Tkacz, 2000, "Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator," Staff Working Papers, Bank of Canada, number 00-5, DOI: 10.34989/swp-2000-5.
• Lucas, Andre, 2000, "A Note on Optimal Estimation from a Risk-Management Perspective under Possibly Misspecified Tail Behavior," Journal of Business & Economic Statistics, American Statistical Association, volume 18, issue 1, pages 31-39, January.
• Delphine Irac, 2000, "Estimation of a Time Varying NAIRU for France," Working papers, Banque de France, number 75.
• Arthur Lewbel & Oliver Linton, 2000, "Nonparametric Censored and Truncated Regression," Boston College Working Papers in Economics, Boston College Department of Economics, number 439, Jan.
• Jushan Bai & Serena Ng, 2000, "Determining the Number of Factors in Approximate Factor Models," Boston College Working Papers in Economics, Boston College Department of Economics, number 440, Apr.
• Arthur Lewbel, 2000, "Identification of the Binary Choice Model with Misclassification," Boston College Working Papers in Economics, Boston College Department of Economics, number 457, Jan.
• Arthur Lewbel, 2000, "Endogenous Selection Or Treatment Model Estimation," Boston College Working Papers in Economics, Boston College Department of Economics, number 462, Jun, revised 13 Jun 2007.
• Binder, M. & Hsaio, C. & Pesaran, M.H., 2000, "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 0003, Apr.
• Jansson, Michael & Haldrup, Niels Prof., 2000, "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt5b13w0rp, Jun.
• Huber, Joel & Train, Kenneth, 2000, "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt7zm4f51b, Jul.
• Frank A Cowell & Stephen P Jenkins, 2000, "Estimating Welfare Indices: Household Weights and Sample Design," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 48, Jun.
• Arthur Lewbel & Oliver Linton, 2000, "Nonparametric Censored and Truncated Regression," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 389, Apr.
• Ramdan Dridi & Eric Renault, 2000, "Semi-Parametric Indirect Inference," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 392, May.
• Oliver Linton & Yoon-Jae Whang, 2000, "Nonparametric Estimation with Aggregated Data," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 397, Jul.
• Douglas J Hodgson & Oliver Linton & Keith Vorkink, 2000, "Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 398, Jul.
• Steve Berry & Oliver Linton & Ariel Pakes, 2000, "Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems," STICERD - Econometrics Paper Series, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 400, Jul.
• Raimundo Soto, 2000, "Ajuste Estacional e Integración en Variables Macroeconómicas," Working Papers Central Bank of Chile, Central Bank of Chile, number 73, Jun.
• Olivier Allais & Loic Cadiou & Stéphane Dees, 2000, "Consumption Habit and Equity Premium in the G7 Countries," Working Papers, CEPII research center, number 2000-19, Dec.
• Elena Andreou & Eric Ghysels, 2000, "Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results," CIRANO Working Papers, CIRANO, number 2000s-19, May.
• Javier Arturo Birchenall & Juan Daniel Oviedo, 2000, "Un modelo Macroeconométrico para la Economía Colombiana," Revista de Economía del Rosario, Universidad del Rosario.
• BROZE, Laurence & FRANCQ, Christian & ZAKOIAN, Jean-Michel, 2000, "Non redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2000033, Jun.
• Lippi, Marco & Reichlin, Lucrezia & Hallin, Marc & Forni, Mario, 2000, "Reference Cycles: The NBER Methodology Revisited," CEPR Discussion Papers, Centre for Economic Policy Research, number 2400, Mar.
• Lippi, Marco & Forni, Mario, 2000, "The Generalized Dynamic Factor Model: Representation Theory," CEPR Discussion Papers, Centre for Economic Policy Research, number 2509, Jul.
• Ledoit, Olivier & Wolf, Michael, 2000, "Improved estimation of the covariance matrix of stock returns with an application to portfolio selection," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 10089, Nov.
• Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou, 2000, "Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange," Annals of Economics and Finance, Society for AEF, volume 1, issue 1, pages 79-100, May.
• Jushan Bai, 2000, "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," Annals of Economics and Finance, Society for AEF, volume 1, issue 2, pages 303-339, November.
• Lewbel, Arthur, 2000, "Identification Of The Binary Choice Model With Misclassification," Econometric Theory, Cambridge University Press, volume 16, issue 4, pages 603-609, August.
• Donald J. Brown & Marten H. Wegkamp, 2000, "Asymptotics in Minimum Distance from Independence Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1252, Apr.
• Donald W.K. Andrews & Patrik Guggenberger, 2000, "A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1263, Jun.
• Donald W.K. Andrews, 2000, "Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1269, Jul.
• Herbert E. Scarf, 2000, "Optimal Inventory Policies When Sales Are Discretionary," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1270, Aug.
• Frank A. Cowell & Stephen P. Jenkins, 2000, "Estimating Welfare Indices: Household Weights and Sample Design," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 219.
• Arcidiacono, Peter & Jones, John B., 2000, "Finite Mixture Distribution, Sequential Likelihood, and the EM Algorithm," Working Papers, Duke University, Department of Economics, number 00-16.
• Coenen, Günter, 2000, "Asymptotic confidence bands for the estimated autocovariance and autocorrelation functions of vector autoregressive models," Working Paper Series, European Central Bank, number 9, Jan.
• Maurice J. G. Bun, 2000, "Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0511, Aug.
• Catherine S. Forbes & Paul Kofman, 2000, "Bayesian Target Zones," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0575, Aug.
• Sune Karlsson & Jimmy Skoglund, 2000, "Maximum-Likelihood Based Inference in the Two-Way Random Effects Model with Serially Correlated Time Effects," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1178, Aug.
• Duangkamon Chotikapanich & William E. Griffiths, 2000, "Estimating Lorenz Curves Using a Dirichlet Distribution," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1215, Aug.
• Arthur Lewbel & Oliver Linton, 2000, "Nonparametric Censored and Truncated Regression," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1237, Aug.
• Rolf Larsson & Johan Lyhagen, 2000, "Likelihood-Based Inference in Multivariate Panel Cointegration Models," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1313, Aug.
• Jushan Bai & Serena Ng, 2000, "Determining the Number of Factors in Approximate Factor Models," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 1504, Aug.
• George Kapetanios & Yongcheol Shin, 2000, "Testing for a Linear Unit Root against Nonlinear Threshold Stationarity," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 60, Jul.
• George Kapetanios & Yongcheol Shin & Andy Snell, 2000, "Testing for a Unit Root against Nonlinear STAR Models," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 69, Mar.
• Lewbel, Arthur, 2000, "Semiparametric qualitative response model estimation with unknown heteroscedasticity or instrumental variables," Journal of Econometrics, Elsevier, volume 97, issue 1, pages 145-177, July.