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

• 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, C.E.P.R. Discussion Papers, number 2400, Mar.
• Lippi, Marco & Forni, Mario, 2000, "The Generalized Dynamic Factor Model: Representation Theory," CEPR Discussion Papers, C.E.P.R. Discussion Papers, 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.
• Pesaran, M. Hashem & Shin, Yongcheol & Smith, Richard J., 2000, "Structural analysis of vector error correction models with exogenous I(1) variables," Journal of Econometrics, Elsevier, volume 97, issue 2, pages 293-343, August.
• Berry, Steve & Linton, Oliver & Pakes, Ariel, 2000, "Limit theorems for estimating the parameters of differentiated product demand systems," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2032, Jul.
• Lewbel, Arthur & Linton, Oliver, 2000, "Nonparametric censored and truncated regression," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2060, Apr.
• Giraitis, Liudas & Robinson, Peter M. & Samarov, Alexander, 2000, "Adaptive semiparametric estimation of the memory parameter," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2082, Jan.
• Linton, Oliver & Whang, Yoon-Jae, 2000, "Nonparametric estimation with aggregated data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2092, Jul.
• Giraitis, Liudas & Robinson, Peter & Surgailis, Donatas, 2000, "A model for long memory conditional heteroscedasticity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2103, Mar.
• Amiel, Yoram & Cowell, Frank, 2000, "Attitudes towards risk and inequality : a questionnaire-experimental approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2105, Jun.
• Cowell, Frank & Jenkins, Stephen P, 2000, "Estimating welfare indices : household weights and sample design," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2160, Jun.
• Hodgson, Douglas J & Linton, Oliver & Vorkink, Keith, 2000, "Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2197, Jul.
• Linton, Oliver & Perron, Benoit, 2000, "The shape of the risk premium: evidence from a semiparametric GARCH model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24769, Sep.
• Giraitis, Liudas & Robinson, Peter M. & Surgailis, Donatas, 2000, "A model for long memory conditional heteroscedasticity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 299.
• Dridi, Ramdan, 2000, "Simulated asymptotic least squares theory," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6861, Jun.
• Dridi, Ramdan & Renault, Eric, 2000, "Semi-parametric indirect inference," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6864, May.
• Hidalgo, Javier, 2000, "Nonparametric test for causality with long-range dependence," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6866, Apr.
• P. Jenkins, Stephen & A. Cowell, Frank, 2000, "Estimating welfare indices: household weights and sample design," ISER Working Paper Series, Institute for Social and Economic Research, number 2000-23, Jun.
• Evis Këllezi & Manfred Gilli, 2000, "Extreme Value Theory for Tail-Related Risk Measures," FAME Research Paper Series, International Center for Financial Asset Management and Engineering, number rp18, Oct.
• Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000, "The use and abuse of \"real-time\" data in economic forecasting," Working Papers, Federal Reserve Bank of Dallas, number 0004.
• Sheila Dolmas & Evan F. Koenig & Jeremy M. Piger, 2000, "The use and abuse of \"real-time\" data in economic forecasting," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 684.
• Calzolari, G. & Fiorentini, G. & Sentana, E., 2000, "Constrained EMM and Indirect Inference Estimation," Papers, Centro de Estudios Monetarios Y Financieros-, number 0005.
• Kauppi, H., 2000, "Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend," University of Helsinki, Department of Economics, Department of Economics, number 497.
• Spencer, N. & Fielding, A., 2000, "A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data," Papers, University of Hertfordshire - Business Schoool, number 2000:7.
• Khalaf, L. & Saphores, J. & Bilodeau, J.F., 2000, "Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices," Papers, Laval - Recherche en Energie, number 00-04.
• Hall, P. & Simar, L., 2000, "Estimating a Changepoint, Boundary of Frontier in the Presence of Observation Error," Papers, Catholique de Louvain - Institut de statistique, number 0012.
• Simar, L. & Wilson, P.W., 2000, "Performance of the Bootstrap for DEA Estimators and Iterating the Principle," Papers, Catholique de Louvain - Institut de statistique, number 2.
• Nalpas, N., 2000, "Modeles intertemporels d'evaluation d'actifs financiers : une evaluation sur donnees francaises de longue periode," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.32.
• Rynkiewicz, J., 2000, "Estimation de modeles autoregressifs a changement de regime markovien," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 2000.60.
• Larsson, Rolf & Lyhagen, Johan, 2000, "Testing for common cointegrating rank in dynamic panels," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 378, Apr.
• Karlsson, Sune & Skoglund, Jimmy, 2000, "Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 383, May.
• Gabriele Fiorentini & Enrique Sentana & Giorgio Calzolari, 2000, "Constrained Emm And Indirect Inference Estimation," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2000-26, Nov.
• Vogel Friedrich & Kiesl Hans, 2000, "Deskriptive und induktive Eigenschaften zweier Streuungsmaße für nominale Merkmale / Descriptive and Inferential Properties of Two Measures of Dispersion for Nominal Variables," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 4, pages 471-496, August, DOI: 10.1515/jbnst-2000-0407.
• Knautz Henning, 2000, "Comparing Interval Restricted Estimators in Hedonic Pricing / Ein Vergleich intervallrestringierter Schätzverfahren in der hedonischen Preismessung," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 5, pages 552-564, October, DOI: 10.1515/jbnst-2000-0505.
• Wiegert Rolf, 2000, "Veränderungsraten und ihre statistische Messung. Reminiszenzen und erneuerte Betrachtung / Statistical Measurement of Growth Rates. Reminiscence and the Problem Revisited," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 220, issue 6, pages 793-806, December, DOI: 10.1515/jbnst-2000-0612.
• Udina, Frederic, 2000, "Implementing interactive computing in an object-oriented environment," Journal of Statistical Software, Foundation for Open Access Statistics, volume 5, issue i03, DOI: http://hdl.handle.net/10.18637/jss..
• Jakab M., Zoltán & Kovács, Mihály András & Oszlay, András, 2000, "A külkereskedelmi integráció becslések három kelet-közép-európai ország egyensúlyi külkereskedelmére
  [Foreign-trade integration estimates for the equilibrium foreign trade of three East-Central European countries]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 9, pages 719-740.
• Kóbor, Ádám, 2000, "A feltétel nélküli normalitás egyszerű alternatívái a kockáztatott érték számításában
  [The simple alternatives of unconditional normality in the calculation of value at risk]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 878-898.
• Chotikapanich, D. & Creedy, J., 2000, "Bayesian Estimation of Social Welfare and Tax Progressivity Measures," Department of Economics - Working Papers Series, The University of Melbourne, number 751.
• Nicolas Nalpas, 2000, "Modèles intertemporels d'évaluation d'actifs financiers : une évaluation sur données françaises de longue période," Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1), number bla00032, Mar.
• Forbes, C.S. & Kofman, P., 2000, "Bayesian Soft Target Zones," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/00, Apr.
• MOON, Hyungsik Roger & PERRON, Benoit, 2000, "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2000-03.
• DUFOUR, Jean-Marie, 2000, "Économétrie, théorie des tests et philosophie des sciences," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 2000-14.
• Moon, H.R. & Perron, P., 2000, "The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2000-03.
• Dufour, J.M., 2000, "Econometrie, theorie des tests et philosophie des sciences," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 2000-14.
• Dean R. Hyslop & Guido W. Imbens, 2000, "Bias from Classical and Other Forms of Measurement Error," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0257, Aug.
• Francis X. Diebold & Atsushi Inoue, 2000, "Long Memory and Regime Switching," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0264, Nov.
• George Kapetanios, 2000, "Testing for a Unit Root against Nonlinear STAR Models," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 164, Mar.
• Laurence Boone, 2000, "Comparing Semi-Structural Methods to Estimate Unobserved Variables: The HPMV and Kalman Filters Approaches," OECD Economics Department Working Papers, OECD Publishing, number 240, Apr, DOI: 10.1787/112875725526.
• Pete Richardson & Laurence Boone & Claude Giorno & Mara Meacci & David Rae & David Turner, 2000, "The Concept, Policy Use and Measurement of Structural Unemployment: Estimating a Time Varying NAIRU Across 21 OECD Countries," OECD Economics Department Working Papers, OECD Publishing, number 250, Jun, DOI: 10.1787/785730283515.
• Gavin Cameron, 2000, "The Sun Also Rises: Productivity Convergence Between Japan and the USA," Economics Series Working Papers, University of Oxford, Department of Economics, number 45, Dec.
• Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2000, "Econometric applications of high-breakdown robust regression techniques," MPRA Paper, University Library of Munich, Germany, number 41529, Mar.
• Ghassan, Hassan B., 2000, "Formes et méthodes d’estimation des systèmes récursifs dynamiques à double indice
  [Forms and Estimation Methods of Panel Recursive Dynamic Systems]," MPRA Paper, University Library of Munich, Germany, number 56432, Mar, revised 08 Oct 2001.
• Sakarya, Burchan & Yurtoglu, Hasan, 2000, "Capacity Utilization and Inflation in Turkey," MPRA Paper, University Library of Munich, Germany, number 69192, Jul.
• Bilgili, Faik, 2000, "Forecasting the Macro Targets of Turkish Economy for the Year 2000: An Application of Box-Jenkins and Exponential Smoothing Methods," MPRA Paper, University Library of Munich, Germany, number 75532.
• Ola Elerian & Siddhartha Chib & Neil Shephard, 2000, "Likelihood inference for discretely observed non-linear diffusions," OFRC Working Papers Series, Oxford Financial Research Centre, number 2000mf02.
• Walter KrÄmer & Ralf Runde, 2000, "Peaks or tails - What distinguishes financial data?," Empirical Economics, Springer, volume 25, issue 4, pages 665-671.
• Rimas Norvaisa, 2000, "Modelling of stock price changes: A real analysis approach," Finance and Stochastics, Springer, volume 4, issue 3, pages 343-369.
• Liudas Giraitis & Piotr Kokoszka & Remigijus Leipus & Gilles Teyssière, 2000, "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," Statistical Inference for Stochastic Processes, Springer, volume 3, issue 1, pages 113-128, January, DOI: 10.1023/A:1009951213271.
• John K. Dagsvik, 2000, "Multinomial Choice and Selectivity," Discussion Papers, Statistics Norway, Research Department, number 264, Jan.
• J. G. Hirschberg, 2000, "Modelling time of day substitution using the second moments of demand," Applied Economics, Taylor & Francis Journals, volume 32, issue 8, pages 979-986, DOI: 10.1080/000368400322039.
• Jorgen Grofi & Simo Puntanen, 2000, "Remark on pseudo-generalized least squares," Econometric Reviews, Taylor & Francis Journals, volume 19, issue 1, pages 139-144, DOI: 10.1080/07474930008800462.
• Winfried G. Hallerbach, 2000, "Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 00-064/2, Jul.
• Raats, V.M. & Moors, J.J.A., 2000, "Double Checking for Two Error Types," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-120.
• Moors, J.J.A. & Strijbosch, L.W.G., 2000, "Two-Step Sequential Sampling," Discussion Paper, Tilburg University, Center for Economic Research, number 2000-39.
• Moors, J.J.A. & Strijbosch, L.W.G., 2000, "Two-Step Sequential Sampling," Other publications TiSEM, Tilburg University, School of Economics and Management, number e62bf1db-a1ec-4a37-a765-d.
• Mario Forni & Marc Hallin & Marco Lippi & Lucrezia Reichlin, 2000, "The Generalized Dynamic-Factor Model: Identification And Estimation," The Review of Economics and Statistics, MIT Press, volume 82, issue 4, pages 540-554, November.
• Terry A. Marsh and Niklas Wagner., 2000, "Return-Volume Dependence and Extremes in International Equity Markets," Research Program in Finance Working Papers, University of California at Berkeley, number RPF-293, May.
• Joel Huber and Kenneth Train., 2000, "On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths," Economics Working Papers, University of California at Berkeley, number E00-289, Jul.
• Mario Forni & Marc Hallin & Lucrezia Reichlin & Marco Lippi, 2000, "The generalised dynamic factor model: identification and estimation," ULB Institutional Repository, ULB -- Universite Libre de Bruxelles, number 2013/10143, Nov.
• Tran Van Hoa, 2000, "Recent Significant Advances in Estimating and Forecasting Theories and Economic Modelling: With Applications to Asian Investment Studies," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp00-01.
• Luc Devroye & László Györfi & Gábor Lugosi, 2000, "A note on robust detection," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 505, Aug.
• Tamás Linder & Gábor Lugosi, 2000, "A zero-delay sequential scheme for lossy coding of individual sequences," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 506, Feb.
• László Györfi & Gábor Lugosi, 2000, "Strategies for sequential prediction of stationary time series," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 507, Sep.
• Peter L. Bartlett & Stéphane Boucheron & Gábor Lugosi, 2000, "Model selection and error estimation," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 508, Oct.
• Kalyan Talluri & Garrett van Ryzin, 2000, "Revenue management under general discrete choice model of consumer behavior," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 533, Sep, revised Oct 2001.
• Catherine S. Forbes & Paul Kofman, 2000, "Bayesian Target Zones," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 32, Mar.
• David E. A. Giles, 2000, "Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss," Econometrics Working Papers, Department of Economics, University of Victoria, number 0004, Apr.
• Kleiber, Christian, 2000, "Finite sample efficiency of OLS in linear regression models with long-memory disturbances," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 2000,34.

1999

• Mariam, Yohannes, 1999, "Trends in Resource Extraction and Implications for Sustainability in Canada," MPRA Paper, University Library of Munich, Germany, number 669, Jan, revised 01 Jun 1999.
• Mariam, Yohannes, 1999, "The Impact of Acid Rain on the Aquatic Ecosystems of Eastern Canada," MPRA Paper, University Library of Munich, Germany, number 670, revised 01 Jun 1999.
• Bilgili, Faik, 1999, "Türkiye'de bütçe açıklarının makro ekonomik sonuçları
  [The macroeconomic effects of budget deficits in Turkey]," MPRA Paper, University Library of Munich, Germany, number 75639.
• Charles, Coleman, 1999, "Nonparametric Tests For Bias In Estimates And Forecasts," MPRA Paper, University Library of Munich, Germany, number 77841.
• Bilgili, Faik, 1999, "Yeni Klasik kurama göre bütçe politikalarının değerlendirilmesi
  [An evaluation of New Classical arguments on budget policies]," MPRA Paper, University Library of Munich, Germany, number 80771.
• João Nicolau, 1999, "Simulated Likelihood Estimation of Non-Linear Diffusion Processes Through Non-Parametric Procedure With an Application to the Portuguese Interest Rate," Working Papers, Banco de Portugal, Economics and Research Department, number w199904.
• Rien Wagenvoort & Paul Schure, 1999, "The Recursive Thick Frontier Approach to Estimating Efficiency," Economic and Financial Reports, European Investment Bank, Economics Department, number 1999/2, Jul.
• Kaushik Mitra & Seppo Honkapohja, 1999, "Learning with Bounded Memory in Stochastic Models," Computing in Economics and Finance 1999, Society for Computational Economics, number 221, Mar.
• Murad S. Taqqu & Vadim Teverovsky & Walter Willinger, 1999, "Stock market prices and long-range dependence," Finance and Stochastics, Springer, volume 3, issue 1, pages 1-13.
• Manfred M. Fischer & Katerina Hlavácková-Schindler & Martin Reismann, 1999, "articles: A global search procedure for parameter estimation in neural spatial interaction modelling," Papers in Regional Science, Springer;Regional Science Association International, volume 78, issue 2, pages 119-134.
• John R. Roy, 1999, "articles: Areas, nodes and networks: Some analytical considerations," Papers in Regional Science, Springer;Regional Science Association International, volume 78, issue 2, pages 135-155.
• Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah, 1999, "articles: Welfare reform and spatial matchingbetween clients and jobs," Papers in Regional Science, Springer;Regional Science Association International, volume 78, issue 2, pages 195-211.
• Regina Kaiser & Agustín Maravall, 1999, "Estimation of the business cycle: A modified Hodrick-Prescott filter," Spanish Economic Review, Springer;Spanish Economic Association, volume 1, issue 2, pages 175-206.
• John K. Dagsvik & Bjørn H. Vatne, 1999, "Is the Distribution of Income Compatible with a Stable Distribution?," Discussion Papers, Statistics Norway, Research Department, number 246, Jan.
• F. Cribari-Neto & S. G. Zarkos, 1999, "Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing," Econometric Reviews, Taylor & Francis Journals, volume 18, issue 2, pages 211-228, DOI: 10.1080/07474939908800440.
• Niels Haldrup & Michael Jansson, 1999, "Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-005/4, Feb.
• Patrick Houweling & Jaap Hoek & Frank Kleibergen, 1999, "The Joint Estimation of Term Structures and Credit Spreads," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-027/4, Apr.
• Winfried G. Hallerbach, 1999, "Decomposing Portfolio Value-at-Risk: A General Analysis," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 99-034/2, May.
• Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O., 1999, "Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-38.
• Moors, J.J.A., 1999, "Double Checking for Two Error Types," Discussion Paper, Tilburg University, Center for Economic Research, number 1999-23.
• Théophile AZOMAHOU, 1999, "Estimation of Spatial Panel Data Models Using a Minimum Distance Estimator: Application," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 9912.
• Francis MUNIER, 1999, "Taille de la firme et compétences relationnelles pour innover : données individuelles d'entreprises industrielles françaises," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 9919.
• Tran Van Hoa & Chaturvedi, A., 1999, "Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion," Economics Working Papers, School of Economics, University of Wollongong, NSW, Australia, number wp99-4.
• Albert Satorra, 1999, "Scaled and adjusted restricted tests in multi-sample analysis of moment structures," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 395, Jul.
• Albert Satorra & Peter M. Bentler, 1999, "A scaled difference chi-square test statistic for moment structure analysis," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 412, Aug.
• Estanislao Arana & Pedro Delicado & Luis Martí, 1999, "Validation procedures in radiological diagnostic models. Neural network and logistic regression," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 414, Oct.
• Nicolò Cesa Bianchi & Gábor Lugosi, 1999, "Worst-case bounds for the logarithmic loss of predictors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 418, Oct.
• Frederic Udina, 1999, "Implementing interactive computing in an object-oriented environment," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 419, Nov.
• Pedro Delicado & Manuel del Río, 1999, "A generalization of histogram type estimators," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 422, Oct.
• Nijkamp, Peter & Reggiani, Aura & Tsang, Wai Fai, 1999, "Comparative modelling of interregional transport flows : applications to multimodal European freight transport," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0002.
• U.‐G. Gerdtham & M. Löthgren & M. Tambour & C. Rehnberg, 1999, "Internal markets and health care efficiency: a multiple‐output stochastic frontier analysis," Health Economics, John Wiley & Sons, Ltd., volume 8, issue 2, pages 151-164, March, DOI: 10.1002/(SICI)1099-1050(199903)8:2<.
• Alan G. Isaac & Suresh de Mel, 1999, "The Real Interest Differential Model after Twenty Years," International Finance, University Library of Munich, Germany, number 9907002, Jul.
• Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssière, Gilles, 1999, "Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1999,81.
• Krämer, Walter & Runde, Ralf, 1999, "Peaks or tails: What distinguishes financial data?," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1999,08.
• Lucas, André, 1999, "Disparitätsmessung aus klassierten Daten mittels Schätzung von entropiemaximalen Dichtefunktionen," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 1/99.
• Costas Meghir & Frank Windmeijer, 1999, "Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance," Annals of Economics and Statistics, GENES, issue 55-56, pages 317-330.
• Robert W. Fogel, 1999, "Catching Up with the Economy," American Economic Review, American Economic Association, volume 89, issue 1, pages 1-21, March.
• Paul Klemperer & Jeremy Bulow, 1999, "The Generalized War of Attrition," American Economic Review, American Economic Association, volume 89, issue 1, pages 175-189, March.
• Regina Kaiser & Agustín Maravall, 1999, "Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter," Working Papers, Banco de España, number 9912.
• Regina Kaiser & Agustín Maravall, 1999, "Short-Term and Long-Term Trends, Seasonal Adjustment, and the Business Cycles," Working Papers, Banco de España, number 9918.
• Filippo Altissimo & Stefano Siviero & Daniele Terlizzese, 1999, "How deep are the deep parameters?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 354, Jun.
• Eric Jondeau & Michael Rockinger, 1999, "The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets," Working papers, Banque de France, number 66.
• Wiji Arulampalam, 1999, "A Note on Estimated Coefficients in Random Effects Probit Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 61, issue 4, pages 597-602, November, DOI: 10.1111/1468-0084.00146.
• Arthur Lewbel, 1999, "Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables," Boston College Working Papers in Economics, Boston College Department of Economics, number 454, Aug.
• Ledoit, Olivier & Santa-Clara, Pedro & Wolf, Michael, 1999, "Flexible Multivariate GARCH Modeling With an Application to International Stock Markets," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA, number qt93s6p8gb, Feb.
• Frank A Cowell & Julie Litchfield, 1999, "Income Inequality Comparisons with Dirty Data: The UK and Spain during the 1980s," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 45, Jun.
• Frank A Cowell & Maria-Pia Victoria-Feser, 1999, "Statistical Inference for Welfare under Complete and Incomplete Information," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 47, Dec.
• Jean-Marie Dufour & Touhami Abdelkhalek, 2000, "Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models," CIRANO Working Papers, CIRANO, number 2000s-18, May.
• Jean-Marie Dufour, 2000, "Économétrie, théorie des tests et philosophie des sciences," CIRANO Working Papers, CIRANO, number 2000s-47, Oct.
• Nour Meddahi & Eric Renault, 1998, "Quadratic M-Estimators for ARCH-Type Processes," CIRANO Working Papers, CIRANO, number 98s-29, Jan.