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

1999

• Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues, 1999, "Seasonal Nonstationarity and Near-Nonstationarity," CIRANO Working Papers, CIRANO, number 99s-05, Feb.
• Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia, 1999, "The Generalized Dynamic Factor Model: Identification and Estimation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 2338, Dec.
• Konstantinos Giannakas & K. Tran & Vangelis Tzouvelekas, 1999, "On the Choice of Functional Form in Stochastic Frontiers Models: A Box-Cox Approach," Working Papers, University of Crete, Department of Economics, number 9915, Jan.
• Mario Coccia, 1999, "Systemic Analysis of Performance in Research Organizations," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 199909, Dec.
• Mario Coccia, 1999, "Technology Transfer: Users Analysis," CERIS Working Paper, CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY, number 199913, Dec.
• Jushan Bai, 1999, "Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 24, Nov, revised Oct 2000.
• Robinson, P.M. & Henry, M., 1999, "Long And Short Memory Conditional Heteroskedasticity In Estimating The Memory Parameter Of Levels," Econometric Theory, Cambridge University Press, volume 15, issue 3, pages 299-336, June.
• Donald W.K. Andrews, 1999, "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1230, Jul.
• Donald W.K. Andrews, 1999, "Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1230R, Jul, revised Jan 2001.
• Donald W.K. Andrews & Biao Lu, 1999, "Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1233, Aug.
• ROCKINGER, Michael & JONDEAU, Eric, 1999, "The Tail Behavior of Stock Returns: Emerging versus Mature Markets," HEC Research Papers Series, HEC Paris, number 668, Apr.
• Donald W. K. Andrews, 1999, "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Econometrica, Econometric Society, volume 67, issue 3, pages 543-564, May.
• Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1999, "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 38, Oct, revised Oct 1999.
• Whang, Yoon-Jae & Linton, Oliver, 1999, "The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series," Journal of Econometrics, Elsevier, volume 91, issue 1, pages 1-42, July.
• Maravall, Agustin & Planas, Christophe, 1999, "Estimation error and the specification of unobserved component models," Journal of Econometrics, Elsevier, volume 92, issue 2, pages 325-353, October.
• Martin, Vance L. & Wilkins, Nigel P., 1999, "Indirect estimation of ARFIMA and VARFIMA models," Journal of Econometrics, Elsevier, volume 93, issue 1, pages 149-175, November.
• Gonzalez-Rivera, Gloria & Drost, Feike C., 1999, "Efficiency comparisons of maximum-likelihood-based estimators in GARCH models," Journal of Econometrics, Elsevier, volume 93, issue 1, pages 93-111, November.
• Ashenfelter, Orley & Harmon, Colm & Oosterbeek, Hessel, 1999, "A review of estimates of the schooling/earnings relationship, with tests for publication bias," Labour Economics, Elsevier, volume 6, issue 4, pages 453-470, November.
• Bartlett, Peter & Lugosi, Gábor, 1999, "An inequality for uniform deviations of sample averages from their means," Statistics & Probability Letters, Elsevier, volume 44, issue 1, pages 55-62, August.
• Laursen, Keld, 1999, "The impact of technological opportunity on the dynamics of trade performance," Structural Change and Economic Dynamics, Elsevier, volume 10, issue 3-4, pages 341-357, December.
• Cowell, Frank & Victoria-Feser, Maria-Pia, 1999, "Statistical inference for welfare under complete and incomplete information," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2054, Dec.
• Cowell, Frank & Mercader-Prats, Magda, 1999, "Equivalence scales and inequality," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2190, Mar.
• Cowell, Frank & Litchfield, Julie & Mercader-Prats, Magda, 1999, "Income inequality comparisons with dirty data: the UK and Spain during the 1980s," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2240, Jun.
• Houweling, P. & Hoek, J. & Kleibergen, F.R., 1999, "The Joint Estimation of Term Structures and Credit Spreads," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9916-/A, Mar.
• Kiviet, J.F. & Phillips, G.D.A., 1999, "Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models," Discussion Papers, University of Exeter, Department of Economics, number 9903.
• Kiviet, J.F. & Phillips, G.D.A., 1999, "The Bias of the 2SLS Variance Estimator," Discussion Papers, University of Exeter, Department of Economics, number 9904.
• Giorgio Calzolari & F. Di Iorio & G. Fiorentini, 1999, "Indirect Estimation of Just-Identified Models with Control Variates," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number quaderno46.
• Enrique Sentana & Enrique Sentana, 1999, "Least Squares Predictions and Mean-Variance Analysis," FMG Discussion Papers, Financial Markets Group, number dp312, Jan.
• Giraitis, L. & Kokoszka, P. & Leipus, R. & Teyssiere, G., 1999, "Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99a24.
• Balsan, D. & Hanchane, S., 1999, "Estimations et tests sur donnees longitudinales -le cas des panels cylindres et non-cylindres," G.R.E.Q.A.M., Universite Aix-Marseille III, number 99c05.
• Altissimo, F. & Siviero, S. & Terlizzese, D., 1999, "How Deep Are the Deep Parameters?," Papers, Banca Italia - Servizio di Studi, number 354.
• Bobadilla, G.F., 1999, "Choosing the Right Error in Term Structure Models," Papers, Centro de Estudios Monetarios Y Financieros-, number 9904.
• Ashenfelter, O. & Harmon, C. & Oosterbeek, H., 1999, "A Review of Estimates of the Schooling/ Earnings Relationship, with tests for Publication Bias," Papers, College Dublin, Department of Political Economy-, number 99/20.
• Croux, C. & Haesbroeck, G., 1999, "Principal Component Analysis Based on Robust Estimators of the Covariance or Correlation Matrix: Influence Functions and Efficiencies," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9908.
• Mitra, K., 1999, "Is More Data Better?," University of Helsinki, Department of Economics, Department of Economics, number 452.
• Honkapohja, S. & Mitra, K., 1999, "Learning with Bounded Memory in Stochastic Models," University of Helsinki, Department of Economics, Department of Economics, number 456.
• Simar, L. & Wilson, P.W., 1999, "Performance of the Bootstrap for DEA Estimators and Iterating the Principle," Papers, Catholique de Louvain - Institut de statistique, number 0002.
• Gijbels, I. & Rousson, V., 1999, "A Nonparametric Least-Squares Test for Checking a Polynomial Relationship," Papers, Catholique de Louvain - Institut de statistique, number 9912.
• Gifford, J.A. & Gijbels, I. & Hall, P. & Huang, L.-S., 1999, "Nonparametric Estimation of Hazard Rate under the Constraint of Monotonicity," Papers, Catholique de Louvain - Institut de statistique, number 9916.
• Ombao, H.C. & Raz, J.A. & Strawderman, R.L. & von Sachs, R., 1999, "A Simple GCV Method of Span Selection for Periodigram Smoothing," Papers, Catholique de Louvain - Institut de statistique, number 9917.
• Glomm, G. & Kaganovich, M., 1999, "Income Distribution Effects of Public Education and Social Security in a Growing Economy," Papers, Michigan State - Econometrics and Economic Theory, number 9901.
• Shachar, R., 1999, "Party Loyalty as Habit Formation," Papers, Tel Aviv, number 20-99.
• Larsson, Rolf & Lyhagen, Johan, 1999, "Likelihood-Based Inference in Multivariate Panel Cointegration Models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 331, Sep.
• Biorn,E., 1999, "Estimating regression systems from unbalanced panel data : a stepwise maximum likelihood procedure," Memorandum, Oslo University, Department of Economics, number 20/1999.
• Biorn,E., 1999, "Random coefficients in regression equation systems : the case with unbalanced panel data," Memorandum, Oslo University, Department of Economics, number 27/1999.
• Brännäs, Kurt & Hellström, Jörgen, 1999, "Generalized Integer-Valued Autoregression," Umeå Economic Studies, Umeå University, Department of Economics, number 501, Apr.
• Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas, 1999, "A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels," Umeå Economic Studies, Umeå University, Department of Economics, number 503, Apr.
• Kelejian, Harry H & Prucha, Ingmar R, 1999, "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 40, issue 2, pages 509-533, May.
• Joao Santos Silva Santos Silva & Frank Windmeijer, 1999, "Two-part multiple spell models for health care demand," IFS Working Papers, Institute for Fiscal Studies, number W99/02, Feb.
• Wagner, Martin, 1999, "VAR Cointegration in VARMA Models," Economics Series, Institute for Advanced Studies, number 65, May.
• Wagner, Martin, 1999, "Bierens' and Johansen's Method - Complements or Substitutes?," Economics Series, Institute for Advanced Studies, number 74, Oct.
• Hayes, K.J. & Hirschberg, J. & Lye, J. & Taylor, L.L., 1999, "Multivariate Generated Regressors and Heteroskedasticity in a Cross-Section: an Application to the Value of Neighborhood Schools," Department of Economics - Working Papers Series, The University of Melbourne, number 692.
• Henry, O. & Messinis, G. & Olekalns, N., 1999, "Rational Habit Modification: the Role of Credit," Department of Economics - Working Papers Series, The University of Melbourne, number 729.
• Fry, T.R.L. & Broadbent, S. & Dixon, J.M., 1999, "Estimating Advertising Half-Life and the Data Interval Bias," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/99, Mar.
• Steven D. Levitt & Jack Porter, 1999, "Estimating the Effect of Alcohol on Driver Risk Using Only Fatal Accident Statistics," NBER Working Papers, National Bureau of Economic Research, Inc, number 6944, Feb.
• Andrew Ang & Geert Bekaert, 1999, "International Asset Allocation with Time-Varying Correlations," NBER Working Papers, National Bureau of Economic Research, Inc, number 7056, Mar.
• Kuha, J. & Temple, J., 1999, "Covariate Measurement Error in Quadratic Regression," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 1999-w2.
• Cameron, G., 1999, "Why did UK Manufacturing Productivity Growth Slow Down in the 1970s and Speed Up in the 1980s?," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 9924.
• Franck Moraux & Patrick Navatte & Christophe Villa, 1999, "The Predictive Power of the French Market Volatility Index: A Multi Horizons Study," Review of Finance, European Finance Association, volume 2, issue 3, pages 303-320.

1998

• Robinson, Peter M. & Henry, Marc, 1998, "Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2022, Aug.
• Cowell, Frank & Victoria-Feser, Maria-Pia, 1998, "Statistical inference for Lorenz curves with censored data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2049, Jun.
• Cowell, Frank, 1998, "Measurement of inequality," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2084, Jul.
• Cowell, Frank & Schluter, Christian, 1998, "Income mobility : a robust approach," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2210, Jul.
• Kiviet, J.F. & Phillips, G.D.A., 1998, "Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root," Discussion Papers, University of Exeter, Department of Economics, number 9909.
• Davidson, R., 1998, "Efficiency and Robustness in a Geometrical Perspective," G.R.E.Q.A.M., Universite Aix-Marseille III, number 98a15.
• Bolgot, S. & Meyfredi, J.-C., 1998, "Reseaux de neurones, lissage de la fonction d'actualisation et prevision des OAT demembrees: une etude empirique," G.R.E.Q.A.M., Universite Aix-Marseille III, number 98b04.
• Altissimo, F. & Violante, G.L., 1998, "Nonlinear VAR: Some Theory and an Application to the US GNP and Unemployment," Papers, Banca Italia - Servizio di Studi, number 338.
• Graversen, E.K. & Smith, N., 1998, "Labour Supply, Overtime Work and Taxation in Denmark," Papers, Centre for Labour Market and Social Research, Danmark-, number 98-06.
• Korsholm, L., 1998, "An Equilibrium Search Model with Capital Accumulation," Papers, Centre for Labour Market and Social Research, Danmark-, number 98-13.
• Croux, C. & Haesbroeck, G., 1998, "Influence Function and Efficiency of the Minimum Covariance Determinant Scatter MAtrix Estimator," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9811.
• Hubner, G., 1998, "The Estimation of Default Risk with Market Data," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie, number 9813.
• Kamionka, T., 1998, "SML Estimation in Transition Models (revision du 96.10.413)," Papers, Toulouse - GREMAQ, number 98.a.
• Mitra, K., 1998, "On the Relationship of Optimal Memory to Steady States, Cycles, Chaos," University of Helsinki, Department of Economics, Department of Economics, number 433.
• Spencer, N.H., 1998, "Consistent Parameter Estimation for Lagged Multilevel Models," Papers, University of Hertfordshire - Business Schoool, number 1998:19.
• Gerdtham, Ulf-G. & Löthgren, Mickael & Tambour, Magnus & Rehnberg, Clas, 1998, "Internal Markets and Health Care Efficiency: A Multiple-Output Stochastic Frontier Analysis," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 222, Feb.
• Lyhagen, Johan, 1998, "Maximum likelihood estimation of the multivariate fractional cointegrating model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 233, Apr.
• Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael, 1998, "Likelihood-Based Cointegration Tests in Heterogeneous Panels," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 250, Aug, revised 27 Aug 1998.
• Mellander, Erik, 1998, "On Omitted Variable Bias and Measurement Error in Returns to Schooling Estimates," Working Paper Series, Research Institute of Industrial Economics, number 494, Mar.
• Brännäs, Kurt & Hall, Andreia, 1998, "Estimation in integer - valued moving average models," Umeå Economic Studies, Umeå University, Department of Economics, number 477, Oct.
• Rudebusch, Glenn D, 1998, "Do Measures of Monetary Policy in a VAR Make Sense?," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 39, issue 4, pages 907-931, November.
• Kelejian, Harry H & Prucha, Ingmar R, 1998, "A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," The Journal of Real Estate Finance and Economics, Springer, volume 17, issue 1, pages 99-121, July.
• Bollen, B. & Inder, B., 1998, "A General Volatility Framework and the Generalised Historical Volatility Estimator," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/98.
• Lasker, M.R. & King, M.L., 1998, "Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/98.
• Snyder, R.D. & Koehler, A.B. & Ord, J.K., 1998, "Lead Time demand for Simple Exponential Smoothing," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/98.
• Hyndman, R.J. & Yao, Q., 1998, "Nonparametric Estimation and Symmetry Tests for Conditional Density Functions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/98.
• Laskar, M.R. & King, M.L., 1998, "Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/98.
• ABDELKHALEK, Touhami & DUFOUR, Jean-Marie, 1998, "Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9810.
• MEDDAHI, Nour & RENAULT, Éric, 1998, "Quadratic M-Estimators for ARCH-Type Processes," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9814.
• PERRON, Pierre & VODOUNOU, Cosme, 1998, "Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9815.
• PERRON, Pierre & VODOUNOU, Cosme, 1998, "Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9816.
• Yacine Ait-Sahalia, 1998, "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0222, Feb.
• Alberto Abadie & Joshua D. Angrist & Guido W. Imbens, 1998, "Instrumental Variables Estimation of Quantile Treatment Effects," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0229, Mar.
• Elerian, O. & Chib, S. & Shephard, N., 1998, "Likelihood INference for Discretely Observed Non-linear Diffusions," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 146.
• Cameron, G., 1998, "Catch-Up and Leapfrog Between The USA and Japan," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 148.
• W A Razzak & Thomas Grennes, 1998, "The long-run nominal exchange rate: specification and estimation issues," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number G98/5, Nov.
• Pablo Marshall, 1998, "Prediccion De Series De Ventas: Un Analisis De Cointegracion Con El Pib," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., volume 1, issue 1, pages 89-109.
• Kocenda, Evzen, 1998, "Exchange rate in transition," MPRA Paper, University Library of Munich, Germany, number 32030.
• Bilgili, Faik & Bilgili, Emine, 1998, "Bütçe açığının cari işlemler üzerindeki etkileri: Teori ve uygulama
  [The effects of budget deficit on current account balance: Theory and empirical evidence]," MPRA Paper, University Library of Munich, Germany, number 80866.
• Péter Gál, 1998, "Halandósági táblák becslése bayesi módszerekkel," Rajk László Szakkollégium Working Papers, Rajk László College, number 3, Oct.
• Giorgio Calzolari & Gabriele Fiorentini, 1998, "A tobit model with garch errors," Econometric Reviews, Taylor & Francis Journals, volume 17, issue 1, pages 85-104, DOI: 10.1080/07474939808800404.
• DeJong, D.V. & Blume, A. & Neumann, G., 1998, "Learning in Sender-Receiver Games," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-28.
• Gonzalez-Rivera, G. & Drost, F.C., 1998, "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-124.
• Gonzalez-Rivera, G. & Drost, F.C., 1998, "Efficiency comparisons of maximum likelihood-based estimators in garch models," Discussion Paper, Tilburg University, Center for Economic Research, number 1998-124.
• Gonzalez-Rivera, G. & Drost, F.C., 1998, "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 7a28bbc8-e8d6-4dbe-874e-5.
• Gonzalez-Rivera, G. & Drost, F.C., 1998, "Efficiency comparisons of maximum likelihood-based estimators in garch models," Other publications TiSEM, Tilburg University, School of Economics and Management, number d93a8be0-5dcd-4ae8-9eb1-b.
• Masao Ogaki & Carmen M. Reinhart, 1998, "Measuring Intertemporal Substitution: The Role of Durable Goods," Journal of Political Economy, University of Chicago Press, volume 106, issue 5, pages 1078-1098, October, DOI: 10.1086/250040.
• Horowitz, J.L., 1998, "Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function," Working Papers, University of Iowa, Department of Economics, number 98-05, Jul.
• Seref Saygili, 1998, "Is the Efficiency Wage Hypothesis Valid for Developing Countries? Evidence from the Turkish Cement Industry," Studies in Economics, School of Economics, University of Kent, number 9810, Apr.
• Peter Bartlett & Gábor Lugosi, 1998, "An inequality for uniform deviations of sample averages from their means," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 280, Feb.
• Luc Devroye & Gábor Lugosi & Frederic Udina, 1998, "Inequalities for a new data-based method for selecting nonparametric density estimates," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 281, Feb.
• László Györfi & Gábor Lugosi & Gusztáv Morvai, 1998, "A simple randomized algorithm for consistent sequential prediction of ergodic time series," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 282, Apr.
• Jian Yang, 1998, "Semiparametric Maximum Lickelihood Estimation of GARCH Models," University of Western Ontario, Departmental Research Report Series, University of Western Ontario, Department of Economics, number 9816.
• David M. Mandy & Carlos Martins-Filho, 1998, "Relative Efficiency with Equivalence Classes of Asymptotic Covariances," Econometrics, University Library of Munich, Germany, number 9805001, May.
• Michael A. Hauser, 1998, "Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study," Econometrics, University Library of Munich, Germany, number 9809001, Sep.
• Arulampalam, W., 1998, "A Note on Estimated Coefficients in Random Effects Probit Models," The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics, number 520.
• Andreas Blume & Douglas V. DeJong & George R. Neumann & Nathan E. Savin, 1998, "Learning in Sender-Receiver Games," CIG Working Papers, Wissenschaftszentrum Berlin (WZB), Research Unit: Competition and Innovation (CIG), number FS IV 98-13, Sep.
• Runde, Ralf & Scheffner, Axel, 1998, "On the existence of moments: With an application to German stock returns," Technical Reports, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen, number 1998,25.
• Arulampalam, Wiji, , "A Note On Estimated Coefficients In Random Effects Probit Models," Economic Research Papers, University of Warwick - Department of Economics, number 269242, DOI: 10.22004/ag.econ.269242.
• Lluis Diaz Serrano & Ramon Jose Alemany Leira, 1998, "El capital humano, la escolarizacion y los salarios en Espana: Evidencia empirica para 1990," Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia, number 29.
• Filippo Altissimo & Giovanni Luca VIolante, 1998, "Nonlinear VAR: Some Theory and an Application to US GNP and Unemployment," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 338, Oct.
• Demos, Antonis & Sentana, Enrique, 1998, "An EM Algorithm for Conditionally Heteroscedastic Factor Models," Journal of Business & Economic Statistics, American Statistical Association, volume 16, issue 3, pages 357-361, July.
• Sidika Basci & Asad Zaman, 1998, "Variance Estimates and Model Selection," Working Papers, Department of Economics, Bilkent University, number 9814.
• Bond, Shaun A & Satchell, Stephen E, 1998, "Statistical Properties of the Sample Semi-variance, with Applications to Emerging Markets' Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9821, Oct.
• Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil, 1998, "Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9826, Nov.
• Golan, Amos & Karp, Larry S. & Perloff, Jeffrey M., 1998, "Estimating a Mixed Strategy: United and American Airlines," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series, Department of Agricultural & Resource Economics, UC Berkeley, number qt2f36z7n1, Jun.
• Golan, Amos & Karp, Larry S. & Perloff, Jeffrey M., 1998, "Estimating a Mixed Strategy: United and American Airlines," Institute for Research on Labor and Employment, Working Paper Series, Institute of Industrial Relations, UC Berkeley, number qt2f36z7n1, Jun.
• Frank A Cowell & Maria-Pia Victoria-Feser, 1998, "Statistical Inference for Lorenz Curves with Censored Data," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 35, Jun.
• WEI, Steven X., 1998, "A censored-GARCH model of asset returns with price limits," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1998015, Feb.
• Perron, Pierre & Ng, Serena, 1998, "An Autoregressive Spectral Density Estimator At Frequency Zero For Nonstationarity Tests," Econometric Theory, Cambridge University Press, volume 14, issue 5, pages 560-603, October.
• Arthur Lewbel & Linton, Oliver Linton, 1998, "Nonparametric Censored Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1186, Jul.
• Yongcheol Shin & Ron P Smith & Mohammad Hashem Pesaran, 1998, "Pooled Mean Group Estimation of Dynamic Heterogeneous Panels," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 16, Nov.
• Horowitz, Joel L. & Manski, Charles F., 1998, "Censoring of outcomes and regressors due to survey nonresponse: Identification and estimation using weights and imputations," Journal of Econometrics, Elsevier, volume 84, issue 1, pages 37-58, May.
• Ait-Sahalia, Yacine, 1998, "Dynamic equilibrium and volatility in financial asset markets," Journal of Econometrics, Elsevier, volume 84, issue 1, pages 93-127, May.
• MacKinnon, James G. & Smith Jr., Anthony A., 1998, "Approximate bias correction in econometrics," Journal of Econometrics, Elsevier, volume 85, issue 2, pages 205-230, August.
• Blundell, Richard & Bond, Stephen, 1998, "Initial conditions and moment restrictions in dynamic panel data models," Journal of Econometrics, Elsevier, volume 87, issue 1, pages 115-143, August.
• Mandy, D. M. & Martins-Filho, Carlos, 1998, "Relative efficiency with equivalence classes of asymptotic covariances," Journal of Econometrics, Elsevier, volume 88, issue 1, pages 79-98, November.

1997

• Pierre St-Amant & Simon van Norden, 1997, "Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada," Technical Reports, Bank of Canada, number 79, DOI: 10.34989/tr-79.
• Chantal Dupasquier & Alain Guay & Pierre St-Amant, 1997, "A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap," Staff Working Papers, Bank of Canada, number 97-5, DOI: 10.34989/swp-1997-5.
• Pesaran, M. H. & Shin, Y. & Smith, R. J., 1997, "Structural Analysis of Vector Error Correction Models with Exogenous I(1) Variables," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9706.
• Yoram Amiel & Frank A Cowell, 1997, "Inequality, Welfare and Monotonicity," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 29, Apr.
• William R. Bell & Eric Ghysels & Hahn Shik Lee, 1997, "Seasonal Time Series and Autocorrelation Function Estimation," CIRANO Working Papers, CIRANO, number 97s-35, Oct.
• Alan A. Powell, 1997, "How Does the Share of Imports Change During Structural Adjustment?," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number op-86, Aug.
• LEJEUNE, Bernard, 1997, "Second order pseudo-maximum likelihood estimation and conditional variance misspecification," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1997079, Oct.
• Quah, Danny, 1997, "Empirics for Growth and Distribution: Stratification, Polarization, and Convergence Clubs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 1586, Mar.
• JM Abowd & Bruno Crépon & Francis Kramarz, 1997, "Moment Estimation with Attrition," Working Papers, Center for Research in Economics and Statistics, number 97-35.
• Yoon-Jae Whang & Oliver Linton, 1997, "The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1130R, Oct.
• Donald W.K. Andrews & Moshe Buchinsky, 1997, "On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1141R, Aug.
• Donald W.K. Andrews, 1997, "Consistent Moment Selection Procedures for Generalized Method of Moments Estimation," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1146R, Nov.
• Donald W.K. Andrews, 1997, "Estimation When a Parameter Is on a Boundary: Theory and Applications," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1153, Jun.
• Pesaran, M Hashem, 1997, "The Role of Economic Theory in Modelling the Long Run," Economic Journal, Royal Economic Society, volume 107, issue 440, pages 178-191, January.
• Donald W. K. Andrews, 1997, "A Stopping Rule for the Computation of Generalized Method of Moments Estimators," Econometrica, Econometric Society, volume 65, issue 4, pages 913-932, July.
• William A. Brock & Cars H. Hommes, 1997, "A Rational Route to Randomness," Econometrica, Econometric Society, volume 65, issue 5, pages 1059-1096, September.
• Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin, 1997, "Structural analysis of vector error correction models with exogenous I(1) variables," Edinburgh School of Economics Discussion Paper Series, Edinburgh School of Economics, University of Edinburgh, number 7.
• Simonoff, Jeffrey S. & Udina, Frederic, 1997, "Measuring the stability of histogram appearance when the anchor position is changed," Computational Statistics & Data Analysis, Elsevier, volume 23, issue 3, pages 335-353, January.
• Crepon, Bruno & Duguet, Emmanuel, 1997, "Research and development, competition and innovation pseudo-maximum likelihood and simulated maximum likelihood methods applied to count data models with heterogeneity," Journal of Econometrics, Elsevier, volume 79, issue 2, pages 355-378, August.
• Hylleberg, S. & Pagan, A. R., 1997, "Seasonal integration and the evolving seasonals model," International Journal of Forecasting, Elsevier, volume 13, issue 3, pages 329-340, September.
• Quah, Danny, 1997, "Empirics for growth and distribution," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2138, Jan.
• Amiel, Yoram & Cowell, Frank, 1997, "Inequality, welfare and monotonicity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2222, Feb.
• Fernando Esteve Mora, 1997, "La falsa medida de la economía," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 39, issue 03, pages 12-43.
• Begoña Sanz Díez, 1997, "Acerca de la exactitud de la contabilidad nacional," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 39, issue 03, pages 44-61.
• Sentana, E., 1997, "Least Squares Predictions and Mean-Variance Analysis," Papers, Centro de Estudios Monetarios Y Financieros-, number 9711.
• Chauveau, J.-M., 1997, "La gestion des donnees imprecises," Papers, Ecole Superieure de Commerce de Paris. Groupe ESCP-, number 97/134.
• Gurler, Y & Gijbels, I, 1997, "A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring," Papers, Catholique de Louvain - Institut de statistique, number 9702.
• Mitchell, H., 1997, "Missing Values in Vector Time Series," Papers, Melbourne - Centre in Finance, number 97-6.
• Bruneau, C. & Duval-Kieffer, C. & Nicolai, J.P., 1997, "Managing Funds in the US Market: How to Distinguish Between Transitory Distortions and Structural Changes in the Stock Prices?," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9727.
• Löthgren, Mickael, 1997, "A Multiple Output Stochastic Ray Frontier Production Model," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 158, Feb.
• Hagerud, Gustaf E., 1997, "Modeling Nordic Stock Returns with Asymmetric GARCH models," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 164, Mar.
• Säfvenblad, Patrik, 1997, "On the Damodaran Estimator of Price Adjustment Coefficients," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 208, Nov.
• Biorn, E. & Klette, T.J., 1997, "Variable Differencing and GMM Estimation with Panel Data with Errors-In-Variables," Memorandum, Oslo University, Department of Economics, number 1997_016.
• Brännäs, Kurt & de Luna, Xavier, 1997, "Generalized Method of Moment and Indirect Estimation of the ARASMA Model," Umeå Economic Studies, Umeå University, Department of Economics, number 436, Dec.
• Brännäs, Kurt & Eriksson, Maria, 1997, "Endogeneity in a Binomial Model," Umeå Economic Studies, Umeå University, Department of Economics, number 440, Dec.
• Costas Meghir & Frank Windmeijer, 1997, "Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance," IFS Working Papers, Institute for Fiscal Studies, number W97/21, Jan.
• Gabriele Fiorentini & Giorgio Calzolari, 1997, "A tobit model with garch errors," Working Papers. Serie AD, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 1997-13, Apr.
• Kertesi, Gábor & Köllő, János, 1997, "Reálbérek és kereseti egyenlőtlenségek, 1986-1996. A bérszerkezet átalakulása Magyarországon, I. rész
  [Real wages and earning inequalities, 1986-1996. Part I. The transformation of wage structure in Hungary]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 612-634.