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

1996

• 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.
• 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, Centre for Economic Policy Research, 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.

201

0

• Paola MONPERRUS-VERONI & Frédéric REYNES & Aurélien GAIMON, 2008, "Does the Interaction between Shocks and Institutions Solve the OECD Unemployment Puzzle? A Theoretical and Empirical Appraisal," EcoMod2008, EcoMod, number 23800091, Jul.
• Lucian-Liviu ALBU, 2010, "A Model to Estimate Informal Economy at Regional Level: Theoretical and Empirical Investigation," Regional and Urban Modeling, EcoMod, number 284100002, Jan.
• PEROTE-PEÑA Javier & PEROTE-PEÑA Juan, 2010, "Strategy-Proof Estimators for Simple Regression," EcoMod2003, EcoMod, number 330700120, Jan.
• VÁRPALOTAI Viktor, 2010, "Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary," EcoMod2003, EcoMod, number 330700148, Jan.
• Oscar Jorda & Massimiliano Marcellino, , "Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data," Department of Economics, California Davis - Department of Economics, number 00-02.
• Dejan Kovacevic, 2015, "Empirical Evidence for the Bank Lending Channel in Bosnia and Herzegovina: Does Lending Differ Between Large and Small Banks?," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 10-2015, Mar.
• Eppelsheimer, Johann & Rust, Christoph, 2020, "The Spatial Decay of Human Capital Externalities - A Functional Regression Approach with Precise Geo-Referenced Data," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 202021, Jul.
• Massimiliano Marcellino & Oscar Jorda, , "Stochastic Processes Subject to Time-Scale Transformations: An Application to High-Frequency FX Data," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 164.
• Anindya Banerjee & Massimiliano Marcellino & Chiara Osbat, , "Testing for PPP: Should We Use Panel Methods?," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 186.
• Recep BİNDAK, 0, "Lojistik Regresyon Analizi ile Pisa Araştırmasında Öğrenci Başarısının Modellenmesi," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, volume 14, issue 28, pages 57-74, DOI: 10.26650/ekoist.2018.14.28.0010.
• Silvestro DI SANZO & Alicia PEREZ-ALONSO, , "Unemployment and Hysteresis: A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components Approach," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number wp2010-10.
• Libero Monteforte & Gianluca Moretti, , "Real time forecasts of inflation: the role of financial variables," Working Papers, Department of the Treasury, Ministry of the Economy and of Finance, number wp2011-6.
• Manthos D. Delis & Yiannis Karavias, 2013, "Optimal versus realized bank credit risk and monetary policy," Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics, number 13/03, Mar.
• R Blundell & Steven Bond, , "Initial conditions and moment restrictions in dynamic panel data model," Economics Papers, Economics Group, Nuffield College, University of Oxford, number W14&104..
• Benjamin Poignard & Manabu Asaiz, 2020, "A Penalised OLS Framework for High-Dimensional Multivariate Stochastic Volatility Models," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 20-02, Jan.
• Bertille Antoine & Kevin Proulx & Eric Renault, 0, "Pseudo-True SDFs in Conditional Asset Pricing Models," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 4, pages 656-714.
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