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

1997

• Martin, V.L. & Wilkins, N.P., 1997, "Indirect Estimation of Arfima and Varfima Models," Department of Economics - Working Papers Series, The University of Melbourne, number 547.
• Wilkins, N.P., 1997, "Parametric and Nonparametric Augmented GPH Estimation," Department of Economics - Working Papers Series, The University of Melbourne, number 551.
• Snyder, R.D. & Ord, J.K. & Koehler, A.B., 1997, "Prediction Intervals for Arima Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/97.
• John M. Abowd & Bruno Crepon & Francis Kramarz, 1997, "Moment Estimation with Attrition," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0214, Aug.
• Mariam, Yohannes & Barre, Mike & Urquhart, Lynda & DeCivita, Paul, 1997, "Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors," MPRA Paper, University Library of Munich, Germany, number 664, revised 01 Jun 1997.
• Harry H. Kelejian & Ingmar R. Prucha, 1997, "Estimation of Spatial Regression Models with Autoregressive Errors by Two-Stage Least Squares Procedures: A Serious Problem," International Regional Science Review, , volume 20, issue 1-2, pages 103-111, April, DOI: 10.1177/016001769702000106.
• Robert J. Elliott & John van der Hoek, 1997, "An application of hidden Markov models to asset allocation problems (*)," Finance and Stochastics, Springer, volume 1, issue 3, pages 229-238.
• Erik Biørn & Tor Jakob Klette, 1997, "Panel Data with Errors-in-Variables: A Note on Essential and Redundant Orthogonality Conditions in GMM-estimation," Discussion Papers, Statistics Norway, Research Department, number 190, Mar.
• Liv Belsby & Jan F. Bjørnstad, 1997, "Modeling and Estimation Methods for Household Size in the Presence of Nonresponse Applied to The Norwegian Consumer Expenditure Survey," Discussion Papers, Statistics Norway, Research Department, number 206, Dec.
• Moors, J.J.A., 1997, "A Critical Evaluation of Mangat's Two-Step Procedure in Randomized Response," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-112.
• Banerjee, A.N., 1997, "Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-88.
• Moors, J.J.A. & van der Genugten, B.B. & Strijbosch, L.W.G., 1997, "Repeated Audit Controls," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-113.
• van der Genugten, B.B., 1997, "Canonical Partitions in the Restricted Linear Model," Discussion Paper, Tilburg University, Center for Economic Research, number 1997-67.
• Horowitz, J., 1997, "Semiparametric Estimation of a Proportional Hazard Model With Unobserved Heterogeneity," Working Papers, University of Iowa, Department of Economics, number 97-06.
• Horowitz, Joel & Manski, Charles, 1997, "Nonparametric Analysis of Randomized Experiments With Missing Covariate and Outcome Data," Working Papers, University of Iowa, Department of Economics, number 97-16, Dec.
• Harry H. Kelejian & Ingmar R. Prucha, 1997, "Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem," Electronic Working Papers, University of Maryland, Department of Economics, number 97-001, Apr.
• Harry H. Kelejian & Ingmar R. Prucha, 1997, "A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," Electronic Working Papers, University of Maryland, Department of Economics, number 97-002, Apr, revised Aug 1997.
• Andras Antos & Gábor Lugosi, 1997, "Strong minimax lower bounds for learning," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 197, Jan.
• Peter Bartlett & Tamas Linder & Gábor Lugosi, 1997, "The minimax distortion redundancy in empirical quantizer design," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 198, Jan.
• Boswijk, H. Peter & Lucas, André, 1997, "Semi-nonparametric cointegration testing," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0041.
• Lucas, André, 1997, "A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior," Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics, number 0056.

1996

• Greene, W.H., 1996, "Marginal Effects in the Bivariate Probit Model," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics, number 96-11.
• Horowitz, J., 1996, "Bootstrap Methods for Median Regression Models," Working Papers, University of Iowa, Department of Economics, number 96-11.
• Albert Satorra, 1996, "Fusion of data sets in multivariate linear regression with errors-in-variables," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 183, Oct.
• Marta Horvath & Gábor Lugosi, 1996, "A data-dependent skeleton estimate and a scale-sensitive dimension for classification," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 199, Dec.
• Mukhtar M. Ali, 1996, "Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model," Econometrics, University Library of Munich, Germany, number 9604001, Apr.
• Kenneth E. Train, 1996, "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Econometrics, University Library of Munich, Germany, number 9605001, May.
• Mukhtar M. Ali, 1996, "Distribution of the Least Squares Estimator in a First-Order Autoregressive Model," Econometrics, University Library of Munich, Germany, number 9610004, Oct.
• Pin-Huang Chou, 1996, "Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio," Finance, University Library of Munich, Germany, number 9609002, Sep.
• Schmid, Friedrich & Trede, Mark, 1996, "Nonparametric inference for second order stochastic dominance," Discussion Papers in Econometrics and Statistics, University of Cologne, Institute of Econometrics and Statistics, number 2/96.
• Keld Laursen, 1996, "The Impact of Technological Opportunity on the Dynamics of Trade Performance," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 96-12.
• Bent Dalum & Keld Laursen & Gert Villumsen, 1996, "The Long Term Development of OECD Export Specialisation Patterns: De-specialisation and "Stickiness"," DRUID Working Papers, DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies, number 96-14.
• Brock, W.A. & Hommes, C.H., 1996, "A Rational Route to Randomness," Working papers, Wisconsin Madison - Social Systems, number 9530r.
• Simon van Norden & Robert Vigfusson, 1996, "Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures," Staff Working Papers, Bank of Canada, number 96-3, DOI: 10.34989/swp-1996-3.
• Agustín Maravall & Cristophe Planas, 1996, "Estimation Error and the Specification of Unobserved Component Models," Working Papers, Banco de España, number 9608.
• Agustín Maravall & Daniel Peña, 1996, "Missing Observations and Additive Outliers in Time Series Models," Working Papers, Banco de España, number 9612.
• Victor Gómez & Agustín Maravall, 1996, "Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996)," Working Papers, Banco de España, number 9628.
• West, Kenneth D & Wilcox, David W, 1996, "A Comparison of Alternative Instrumental Variables Estimators of a Dynamic Linear Model," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 3, pages 281-293, July.
• Ghysels, Eric & Granger, Clive W J & Siklos, Pierre L, 1996, "Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?," Journal of Business & Economic Statistics, American Statistical Association, volume 14, issue 3, pages 374-386, July.
• Im, K.S., 1996, "Least Square Approach to Non-Normal Disturbances," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9603.
• Pesaran, M.H., 1996, "The Role of Economic Theory in Modelling the Long Run," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 9612.
• Frank A Cowell, 1996, "Estimation of Inequality Indices," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 25, Oct.
• Donald W.K. Andrews, 1996, "A Stopping Rule for the Computation of Generalized Method of Moments Estimators," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1120, Apr.
• Björk, Tomas & Johansson, Björn, 1996, "Parameter estimation and reverse martingales," Stochastic Processes and their Applications, Elsevier, volume 63, issue 2, pages 235-263, November.
• Cowell, Frank, 1996, "Estimation of inequality indices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2229, Oct.
• Glenn D. Rudebusch, 1996, "Do measures of monetary policy in a VAR make sense?," Working Papers in Applied Economic Theory, Federal Reserve Bank of San Francisco, number 96-05.
• Mackinnon, J.G. & Smith, A.A., 1996, "Approximate Bias Correction in Econometrics," G.R.E.Q.A.M., Universite Aix-Marseille III, number 96a14.
• Rudebusch, G.D., 1996, "Do Measures of Monetary Policy in a VAR Make Sense?," Papers, Banca Italia - Servizio di Studi, number 269.
• Demos, A & Sentana, E, 1996, "An EM Algorithm for Conditionally Heteroskedastic Factor Models," Papers, Centro de Estudios Monetarios Y Financieros-, number 9615.
• Aragon, Y. & Saracco, J., 1996, "Sliced Inverse Regression (SIR): An Appraisal of Small Sample Alternatives to Slicing," Papers, Toulouse - GREMAQ, number 95.392.
• Aragon, Y. & Barthe, P. & Cassadou, C. & Thomas-Agnan, C., 1996, "Analysing Ambulatory Blood Pressure Monitoring Data with Multivariate Sliced Inverse Regression," Papers, Toulouse - GREMAQ, number 96.411.
• Kamionka, T., 1996, "SML Estimation in Transition Models," Papers, Toulouse - GREMAQ, number 96.413.
• Gourieroux, C. & Renault, E. & Touzi, N., 1996, "Calibrarion By Simulation for Small Sample Bias Correction," Papers, Toulouse - GREMAQ, number 96.428.
• Florens, J.P. & Richard, J.F. & Rolin, J.M., 1996, "Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative," Papers, Toulouse - GREMAQ, number 96.436.
• Darbha, G., 1996, "Asymmetries in Household Consumption and Liquidity Constraints -- A Switching Regression Approach," Papers, Indira Gandhi Institute of Development Research-, number 128.
• Atindehou, R.B. & Bernier, G. & Charest, G., 1996, "Dividende et beta: une estimation Garch," Papers, Laval - Faculte des sciences de administration, number 96-42.
• Aouni, B & Kettani, O & Martel, J-M, 1996, "Estimation Through The Imprecise Goal Programming Model," Papers, Laval - Faculte des sciences de administration, number 96-65.
• Molinero, C.M. & Oreja, J.R., 1996, "A Graphical Interpretation of Regression with an Application to Tourism," Papers, University of Southampton - Department of Accounting and Management Science, number 96-128.
• Horrace, W & Schmidt, P & Witte, A-D, 1996, "Estimating market Prices for Child Care : Sample Design Estimation and Accuracy," Papers, Wellesley College - Department of Economics, number 96-06.
• Biorn, E. & Klette, T.J., 1996, "The Labour Input response to Permanent Changes in Output: Errors in Variables Econometrics Based on Panel Data," Memorandum, Oslo University, Department of Economics, number 1996_014.
• Klette, J. & Willassen, Y., 1996, "Correlated Errors-in-Variables, too Few Instrumental Variables, and Bounds on Parameters," Memorandum, Oslo University, Department of Economics, number 1996_030.
• Kaufmann, Sylvia & Scheicher, Martin, 1996, "Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey," Economics Series, Institute for Advanced Studies, number 38, Nov.
• Geda, A, 1996, "Determinants of Aggregate Primary Commodity Export Supply : Econometric Results from African Countries," Working Papers - Money, Finance & Development, Institute of Social Studies, number 60.
• Fiorentini, Gabriele & Calzolari, Giorgio & Panattoni, Lorenzo, 1996, "Analytic Derivatives and the Computation of GARCH Estimates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 11, issue 4, pages 399-417, July-Aug..
• Bai, J., 1996, "A Note on Spurious Break and Regime Shift in Cointegrating Relationship," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-13.
• Bai, J., 1996, "An Inequality for Vector-Valued Martingales and Its Applications," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 96-16.
• Hurn, A.S. & Lindsay, K.A., 1996, "Time Series Evidence of Global Warming," Department of Economics - Working Papers Series, The University of Melbourne, number 502.
• Hirschberg, J.G., 1996, "Modelling Time of Day Sustitution Using the Second Moments of Demand," Department of Economics - Working Papers Series, The University of Melbourne, number 506.
• Hyde, C.E., 1996, "Multimarket Power Estimation: The Australian Retail Meat Sector," Department of Economics - Working Papers Series, The University of Melbourne, number 517.
• Pagan, A.R., 1996, "Simulation Based Estimation of Some Factor Models in Econometrics," Department of Economics - Working Papers Series, The University of Melbourne, number 521.
• Maharaj, A. & Inder, B., 1996, "A Test to Compare two Related Stationary Time Series," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 10/96.
• Snyder, R.D. & Grose, S., 1996, "Business Forecasting with Exponential Smoothing : Computation of Prediction Intervals," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 11/96.
• Bollen, B. & Kofman, P., 1996, "Estimating Daily Volatility from Intraday Data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 13/96.
• Harris, M.N. & Matyas, L., 1996, "A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/96.
• Kalb, G., 1996, "Using the EM Algorithm with Complete, but Scrambled, data," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 5/96.
• Laskar, M.R. & King, M.L., 1996, "Estimation of Regression Disturbances Based on Minimum Message Length," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 6/96.
• Silvapulle, P. & Evans, M., 1996, "Testing for Serial Correlation in the of Dynamic Heteroscedasticity," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 7/96.
• Atukorala, R. & King, M.L., 1996, "A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 8/96.
• Harris, M.N. & Longmire, R.J. & Matyas, L., 1996, "The Robustness of Estimators for Dynamic Panel Data Models to Misspecification," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/96.
• Perron, P. & Ng, S., 1996, "An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9611.
• Perron, P. & Ng, S., 1996, "An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9611.
• Yacine Ait-Sahalia, 1996, "Dynamic Equilibrium and Volatility in Financial Asset Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 5479, Mar.
• Spady, R.H., 1996, "Nonparametric Inference by Quasi-Likelihood Methods," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 111.
• Soliman, Ibrahim & Ewaida, Osama, 1996, "Impact of technological changes and economic liberalization on agricultural labor employment and Productivity," MPRA Paper, University Library of Munich, Germany, number 31165, Dec, revised 29 Dec 1996.

1995

• Anderson, Matthew J. & Sunder, Shyam, 1995, "Professional Traders as Intuitive Bayesians," Organizational Behavior and Human Decision Processes, Elsevier, volume 64, issue 2, pages 185-202, November.
• Magdalinos, M.A. & Mitsopoulos, G.P., 1995, "Pearson M-Estimators in Regression Analysis," Discussion Papers, University of Exeter, Department of Economics, number 9517.
• Hylleberg, S. & Pagan, A.R., 1995, "Seasonal Integration and the Evolving Seasonals Model," Papers, Australian National University - Department of Economics, number 281.
• Fiorentini,G. & Calzolari,G. & Panattoni,L., 1995, "Analytic Derivatives and the Computation of Garch Estimates," Papers, Centro de Estudios Monetarios Y Financieros-, number 9519.
• Sturman, M. & Judge, T., 1995, "Utility Analysis for Multiple Selection Devices and Multiple Outcomes," Papers, Cornell - Center for Advanced Human Resource Studies, number 95-12.
• Guido W. Imbens & Phillip Johnson & Richard H. Spady, 1995, "Information Theoretic Approaches to Inference in Moment Condition Models," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research, number 1736.
• Bertsched, I & Lechner, M, 1995, "GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments," Papers, Catholique de Louvain - Institut de statistique, number 9504.
• Engel, J & Kneip, A, 1995, "Model Estimation in Nonlinear Regression," Papers, Catholique de Louvain - Institut de statistique, number 9510.
• Crepon, B. & Duguet, E. & Kabla, I., 1995, "A Moderate Support to Schumpeterian Conjectures from Various Innovation Measures," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 95.06.
• Crepon, B. & Duguet, E., 1995, "Research and Development, Competition and Innovation; Pseudo Maximum Likelihood and Simulated Maximum Likelihood Methods Applied to Count Data Models with Heterogeneity," Papiers d'Economie Mathématique et Applications, Université Panthéon-Sorbonne (Paris 1), number 95.08.
• Terza, J.V. & Tsai, W.D., 1995, "FIML vs. Method of Movements Estimation of the Binary Regression Model with an Endogenous Treatment Effect," Papers, Pennsylvania State - Department of Economics, number 11-95-2.
• Terza, J.V. & Neslusan, C.A., 1995, "Exponential Regression with Endogenous Polychotomous Treatment Effects: Applications in Health Economics," Papers, Pennsylvania State - Department of Economics, number 9-95-1.
• McGeary, K.A. & Terza, J.V., 1995, "A Flexible-Form Nonnegative Regression Model Accommodating Zeros and Endogenous Switching," Papers, Pennsylvania State - Department of Economics, number 9-95-2.
• de Palma,A. & Rochat,D., 1995, "Etude Empirique du Choix de l'Heure de Depart au Travail," Papers, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor., number 9522.
• Mudholkar, G.S. & Freimer, M. & Hutson, A.D., 1995, "On the Efficiencies of Some Common Quick Estimators," Papers, Rochester, Business - Quantitative Methods Working Paper Series, number 95-01.
• Vuong, Q. & Lavergne, P., 1995, "Selecting Regressors Using Nonparametric Estimators," Papers, Southern California - Department of Economics, number 9501.
• Vuong, Q. & Laffont, J.J. & Elyakime, B. & Loisel, P., 1995, "Auctioning and Bargaining: An Econometric Study of Timber Auctions with Secret Reservation Prices," Papers, Southern California - Department of Economics, number 9502.
• Guerre, E. & Perrigne, I. & Vuong, Q., 1995, "Nonparametric Estimation of First-Price Auctions: Technical Appendices," Papers, Southern California - Department of Economics, number 9503.
• Guerre, E. & Perrigne, I. & Vuong, Q., 1995, "Nonparametric Estimation of First-Price Auctions," Papers, Southern California - Department of Economics, number 9504.
• Björk, Tomas & Johansson, Bjorn, 1995, "Parameter Estimation and Reverse Martingales," SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics, number 79, Oct.
• Richard Blundell & Stephen Bond, 1995, "Initial conditions and moment restrictions in dynamic panel data models," IFS Working Papers, Institute for Fiscal Studies, number W95/17, Jan.
• Galasi, Péter, 1995, "Munkanélküliek piaci munkakínálata és a munkanélküliségi mérőszámok értékelése
  [Labour market supply of the unemployed - evaluation of the indicators of unemployment]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 3, pages 236-255.
• Lackó, Mária, 1995, "Rejtett gazdaság nemzetközi összehasonlításban
  [Hidden economy by international comparison - A method of estimation based on the bouseholds' energy consumption]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 5, pages 486-510.
• Achille VERNIZZI & Rino GOLLER & Paolo SAIS, 1995, "On the Use of Shrinkage Estimators in Filtering Extraneous Information," Departmental Working Papers, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano, number 1995-15, May, revised 12 May 2016.
• David Genesove & Wallace P. Mullin, 1995, "Validating the Conjectural Variation Method: The Sugar Industry, 1890-1914," Working papers, Massachusetts Institute of Technology (MIT), Department of Economics, number 95-20, Oct.
• Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995, "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9517.
• Ghysels, E., 1995, "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9525.
• Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995, "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9536.
• Ghysels, E. & Granger, C.W.J. & Siklos, P.L., 1995, "Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9517.
• Ghysels, E., 1995, "On Stable Factor Structurs in the Pricing of Risk," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9525.
• Ghysels, E. & Gourieroux, C. & Jasiak, J., 1995, "Market Time and Asset Price Movements: Theory and Estimation," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9536.
• Melvyn Fuss & Reuben Gronau & Ariel Pakes, 1995, "Essays in Applied Economics: A Volume in Honor of Zvi Griliches," NBER Books, National Bureau of Economic Research, Inc, number fuss95-1, January.
• Kenneth D. West & Whitney K. Newey, 1995, "Automatic Lag Selection in Covariance Matrix Estimation," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0144, Feb.
• Kenneth D. West & David W. Wilcox, 1995, "A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0176, Mar.
• James J. Heckman, 1995, "Randomization as an Instrumental Variable," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0184, Sep.
• David Genesove & Wallace P. Mullin, 1995, "Validating the Conjectural Variation Method: The Sugar Industry, 1890- 1914," NBER Working Papers, National Bureau of Economic Research, Inc, number 5314, Oct.
• Blundell, R. & Bond, S., 1995, "Initial Conditions and Moment Restrictions in Dynamic Panel Data Models," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 104.
• Jushan, Bai, 1995, "Estimation of multiple-regime regressions with least absolutes deviation," MPRA Paper, University Library of Munich, Germany, number 32916, Feb, revised Feb 1998.
• Wang, Weiren & Zhou, Mai, 1995, "Iterative Least Squares Estimator of Binary Choice Models: a Semi-Parametric Approach," MPRA Paper, University Library of Munich, Germany, number 46981, Jul.
• James G. MacKinnon & P. Smith, 1995, "Approximate Bias Correction In Econometrics," Working Paper, Economics Department, Queen's University, number 919, Jan.
• Ogaki, M & Reinhart, C-M, 1995, "Measuring Intertemporal Substitution : The Role of Durable Goods," RCER Working Papers, University of Rochester - Center for Economic Research (RCER), number 404.
• Kenneth E. Train., 1995, "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Economics Working Papers, University of California at Berkeley, number 95-237, Jun.
• Horowitz, J.L. & Manski, C.F., 1995, "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and estimation Using Weights and Imputations," Working Papers, University of Iowa, Department of Economics, number 95-12.
• Graciela Moret Ramírez, 1995, "Food related aspects of Merida’s I.N.A.M," Economía, Instituto de Investigaciones Económicas y Sociales (IIES). Facultad de Ciencias Económicas y Sociales. Universidad de Los Andes. Mérida, Venezuela, volume 20, issue 10, pages 87-114, January-D.
• Harry H. Kelejian & Ingmar R. Prucha, 1995, "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," Electronic Working Papers, University of Maryland, Department of Economics, number 95-001, Feb, revised Mar 1997.
• Albert Satorra, 1995, "Asymptotic robustness in multi-sample analysis of multivariate linear relations," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 126, Aug.
• Jeffrey S. Simonoff & Frederic Udina, 1995, "Measuring the stability of histogram appearance when the anchor position is changed," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 133, Jul.
• William A. Brock & Cars H. Hommes, 1995, "Rational Routes to Randomness," Working Papers, Santa Fe Institute, number 95-03-029, Mar.
• Bertschek, I. & Lechner, M., 1995, "GMM Estimation of Panel Probit Models: Nonparametric Esitmation of the Optimal Instruments," SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, number 1995,25.
• MacKinnon, James G. & Smith, Anthony A., 1995, "Approximate Bias Correction in Econometrics," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273323, Jan, DOI: 10.22004/ag.econ.273323.
• Brock, W.A. & Hommes, C.H., 1995, "Rational Routes to Randomness," Working papers, Wisconsin Madison - Social Systems, number 9506.
• Horowitz, J.L. & Manski, C.F., 1995, "Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and Estimation Using Weights and Imputations," Working papers, Wisconsin Madison - Social Systems, number 9525.
• Brock, W.A., 1995, "A Rational Route to Randomness," Working papers, Wisconsin Madison - Social Systems, number 9530.
• Train, Kenneth E., 1995, "Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning," Department of Economics, Working Paper Series, Department of Economics, Institute for Business and Economic Research, UC Berkeley, number qt94h8x4gd, Jun.
• Denyse L. Dagenais & Marcel Dagenais, 1995, "Higher Moment Estimators for Linear Regression Models With Errors in the Variables," CIRANO Working Papers, CIRANO, number 95s-13, Mar.
• Eric Ghysels, 1995, "On Stable Factor Structures in the Pricing of Risk," CIRANO Working Papers, CIRANO, number 95s-16, Mar.
• Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos, 1995, "Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?," CIRANO Working Papers, CIRANO, number 95s-19, Mar.
• Eric Ghysels & Joann Jasiak, 1995, "Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects," CIRANO Working Papers, CIRANO, number 95s-31, Jun.
• Eric Ghysels & Christian Gouriéroux & Joann Jasiak, 1995, "Market Time and Asset Price Movements Theory and Estimation," CIRANO Working Papers, CIRANO, number 95s-32, Jun.
• Anderson, M.J. & Sunder, S., 1995, "Professional Traders as Intuitive Bayesians," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-05.
• Faynzilberg, P.S., 1995, "Statistical Mechanics of Choice: Maxent Estimation of Population Heterogeneity," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-06.
• Faynzilberg, P.S., 1995, "Maximum-Entrophy Acceptable -Likelihood Estimation of Population Heterogeneity," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1995-07.
• DESCHAMPS , Philippe J., 1995, "Full Sample Maximum Likelihood Estimation of Dynamic Demand Models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1995049, Aug.

1994

• Banerjee, Anindya, 1994, "Dynamic Specification and Testing for Unit Roots and Co-Integration," Queen's Economics Department Working Papers, Queen's University - Department of Economics, number 273318, Nov, DOI: 10.22004/ag.econ.273318.
• West, K.D. & Wilcox, D.W., 1994, "A Comparison of Alternative Instrumental Variables Estimators of Dynamic Linear Model," Working papers, Wisconsin Madison - Social Systems, number 9414.
• Jushan Bai, 1994, "Least Squares Estimation Of A Shift In Linear Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 15, issue 5, pages 453-472, September, DOI: 10.1111/j.1467-9892.1994.tb00204.x.
• Frank A Cowell & Maria-Pia Victoria-Feser, 1994, "Robustness properties of poverty indices," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 08, May.
• Maureen T. Rimmer & Alan A. Powell, 1994, "Engel Flexibility in Household Budget Studies: Non-parametric Evidence versus Standard Functional Forms," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number op-79, Jun.
• Burdett, Kenneth & Coles, Melvyn G & van Ours, Jan C, 1994, "Temporal Aggregation Bias in Stock-Flow Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 967, May.
• Cowell, Frank & Victoria-Feser, Maria-Pia, 1994, "Robustness properties of poverty indices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2158, May.
• Bruno Solnik & Campbell R. Harvey & Guofu Zhou, 1994, "What determines expected international asset returns ?," Working Papers, HAL, number hal-00607608.
• Bruno Solnik & Campbell R. Harvey & Guofu Zhou, 1994, "What determines expected international asset returns ?," Working Papers, HAL, number hal-00607609.
• Ghysels, E. & Jasiak, J., 1994, "Stochastic Volatility and time Deformation: an Application of trading Volume and Leverage Effects," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques, number 9403.
• Ghysels, E. & Jasiak, J., 1994, "Stochastic Volatility and time Deformation: An Application of trading Volume and Leverage Effects," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 9403.
• Michael T. K. Horvath & Mark W. Watson, 1994, "Testing for Cointegration When Some of the Contributing Vectors are Known," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0171, Dec.
• Whitney K. Newey & Kenneth D. West, 1994, "Automatic Lag Selection in Covariance Matrix Estimation," The Review of Economic Studies, Review of Economic Studies Ltd, volume 61, issue 4, pages 631-653.
• Calzolari, Giorgio & Fiorentini, Gabriele, 1994, "Conditional heteroskedasticity in nonlinear simultaneous equations," MPRA Paper, University Library of Munich, Germany, number 24428, Sep.
• Anindya Banerjee, 1994, "Dynamic Specification And Testing For Unit Roots And Co-integration," Working Paper, Economics Department, Queen's University, number 914, Nov.
• Yngve Willassen & Tor Jakob Klette, 1994, "Correlated Measurement Errors, Bounds on Parameters, and a Model of Producer Behavior," Discussion Papers, Statistics Norway, Research Department, number 112, Apr.
• van Ours, J. C. & Burdett, K. & Coles, M., 1994, "Temporal Aggregation Bias in Stock-Flow Models," Other publications TiSEM, Tilburg University, School of Economics and Management, number 993a7da0-0d67-4900-b529-6.

1993

• Joel L. Horowitz & Marianthi Markatou, 1993, "Semiparametric Estimation Of Regression Models For Panel Data," Econometrics, University Library of Munich, Germany, number 9309001, Sep.
• Maria-Pia Victoria-Feser, 1993, "Robust estimation of personal income distribution models," STICERD - Distributional Analysis Research Programme Papers, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE, number 04, Oct.
• Cowell, Frank & Victoria-Feser, Maria-Pia, 1993, "Robustness properties of inequality measures : the influence function and the principle of transfers," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 2141, Oct.
• Victoria-Feser, Maria-Pia, 1993, "Robust estimation of personal income distribution models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 6633, Oct.
• Calzolari, Giorgio & Fiorentini, Gabriele, 1993, "Estimating variances and covariances in a censored regression model," MPRA Paper, University Library of Munich, Germany, number 22598, revised 1993.
• Lang, Kevin, 1993, "Ability Bias, Discount Rate Bias and the Return to Education," MPRA Paper, University Library of Munich, Germany, number 24651, Mar.
• Bai, Jushan, 1993, "Least squares estimation of a shift in linear processes," MPRA Paper, University Library of Munich, Germany, number 32878, Feb.

1992

• Newey, W.K. & West, K.D., 1992, "Automatic Lag Selection in Covariance Matrix Estimation," Working papers, Wisconsin Madison - Social Systems, number 9220.
• Maravall, Agustín & Peña, Daniel, 1992, "Missing observations and additive outliers in time series models," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 2888, Sep.
• Nadeem A. Burney & Ashfaque H. Khan, 1992, "Household Size, its Composition and Consumption Patterns in Pakistan: An Empirical Analysis using Micro Data," Indian Economic Review, Department of Economics, Delhi School of Economics, volume 27, issue 1, pages 57-72, July.

1991

• Vassilis A. Hajivassiliou, 1991, "Simulation Estimation Methods for Limited Dependent Variable Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1007, Dec.
• Donald W.K. Andrews, 1991, "Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 975, Apr.
• Peter C.B. Phillips, 1991, "The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 999, Oct.

1990

• Michael Creel, 2009, "A Data Mining Approach to Indirect Inference," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 788.09, Oct, revised 25 Oct 2009.
• Vassilis A. Hajivassiliou & Daniel McFadden, 1990, "The Method of Simulated Scores for the Estimation of LDV Models with an Application to External Debt Crisis," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 967, Dec.

1989

• Anderson, M.J. & Sunder, S., 1989, "Professional Traders As Intuitive Bayesians," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 88-89-51.

1988

• Boyle, Kevin J. & Welsh, Michael P. & Bishop, Richard C., 1988, "Validation of empirical measures of welfare change: comment," MPRA Paper, University Library of Munich, Germany, number 31237.

1987

• Newey, Whitney K & West, Kenneth D, 1987, "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, volume 55, issue 3, pages 703-708, May.

1986

• Fusari, Angelo, 1986, "A development model of a dualistic economy. The Italian case," MPRA Paper, University Library of Munich, Germany, number 74175, revised 1986.
• Whitney K. Newey & Kenneth D. West, 1986, "A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix," NBER Technical Working Papers, National Bureau of Economic Research, Inc, number 0055, Apr.

1980

• Cobb, Loren, 1980, "Estimation Theory for the Cusp Catastrophe Model," MPRA Paper, University Library of Munich, Germany, number 37548, Apr, revised 05 Jun 2010.

1979

• Heckman, James J, 1979, "Sample Selection Bias as a Specification Error," Econometrica, Econometric Society, volume 47, issue 1, pages 153-161, January.

1977

• Chris M. Alaouze & John S. Marsden & John Zeitsch, 1977, "Estimates of the Elasticity of Substitution Between Imported and Domestically Produced Commodities at the Four Digit ASIC Level," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number o-11, Jul.
• Mark Gersovitz & James G. MacKinnon, 1977, "Seasonality in Regression: An Application of Smoothness Priors," Working Paper, Economics Department, Queen's University, number 257.

1976

• Vern Caddy, 1976, "Empirical Estimation of the Elasticity of Substitution : A Review," Centre of Policy Studies/IMPACT Centre Working Papers, Victoria University, Centre of Policy Studies/IMPACT Centre, number op-09, Nov.

1974

• Kyn, Oldrich & Kyn, Ludmila, 1974, "Macroeconomic Production Functions for Eastern Europe," MPRA Paper, University Library of Munich, Germany, number 23221, Jun, revised 08 Jun 2010.

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