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

• 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, C.E.P.R. Discussion Papers, 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, 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.