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

1998

• 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.
• 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.