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

1995

• 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, August.
• 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.

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.
• Ian Laker & Chun-Kai Huang & Allan Ernest Clark, 2017, "Dependent bootstrapping for value-at-risk and expected shortfall," Risk Management, Palgrave Macmillan, volume 19, issue 4, pages 301-322, November, DOI: 10.1057/s41283-017-0023-y.
• Boriss Siliverstovs, , "Multicointegration in US consumption data," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-6.
• Morten Oe. Nielsen, , "Efficient Likelihold Inference in Nonstationary Univariate Models," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2001-8.
• Anna Christina D'Addio & Michael Rosholm, , "Left-Censoring in Duration Data: Theory and Applications," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-5.
• Morten Oerregaard Nielsen, , "Efficient Inference in Multivariate Fractionally Integrated Time Series Models," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2002-6.
• Haldrup, Niels & Nielsen, Morten Oe., , "Estimation of Fractional Integration in the Presence of Data Noise," Economics Working Papers, Department of Economics and Business Economics, Aarhus University, number 2003-10.
• Stefan Holst Bache & Christian M. Dahl & Johannes Tang, , "Headlights on tobacco road to low birthweight outcomes - Evidence from a battery of quantile regression estimators and a heterogeneous panelCreation-Date: 20080508," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2008-20.
• Carriquiry, Miguel, 2016, "An Examination Of The Relationship Between Biodiesel And Soybean Oil Prices Using An Asset Pricing Model," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236167, May, DOI: 10.22004/ag.econ.236167.
• Rimmer, Maureen T. & Powell, Alan A., , "ENGEL FLEXIBILITY IN HOUSEHOLD BUDGET STUDIES: Non-parametric Evidence versus Standard Functional Forms," Center of Policy Studies (COPS) Impact Project Papers, Monash University Center of Policy Studies, number 266350, DOI: 10.22004/ag.econ.266350.
• Powell, Alan A., , "How Does the Share of Imports Change During Structural Adjustment?," Center of Policy Studies (COPS) Impact Project Papers, Monash University Center of Policy Studies, number 266357, DOI: 10.22004/ag.econ.266357.
• Fry, Tim R. L. & Broadbent, Simon & Dixon, Janine M., , "Estimating Advertising Half-life and the Data Interval Bias," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267379, DOI: 10.22004/ag.econ.267379.
• Snyder, Ralph D. & Koehler, Anne B. & Ord, J. Keith, , "Lead Time Demand for Simple Exponential Smoothing," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267484, DOI: 10.22004/ag.econ.267484.
• Laskar, Mizan R. & King, Maxwell L., , "Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267490, DOI: 10.22004/ag.econ.267490.
• Harris, Mark N. & Matyas, Laszlo, , "A Comparative Analysis of Different Estimations for Dynamic Panel Data Models," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267906, DOI: 10.22004/ag.econ.267906.
• Kalb, Guyonne, , "Using the EM Algorithm with Complete, but Scrambled, Data," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267907, DOI: 10.22004/ag.econ.267907.
• Laskar, Mizan R. & King, Maxwell L., , "Estimation of Regression Disturbances Based on Minimum Message Length," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267908, DOI: 10.22004/ag.econ.267908.
• Atukorala, Ranjani & King, Maxwell L., , "A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267910, DOI: 10.22004/ag.econ.267910.
• Harris, Mark N. & Longmire, Ritchard J. & Matyas, Laszlo, , "The Robustness of Estimators for Dynamic Panel Data Models to Misspecification," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267911, DOI: 10.22004/ag.econ.267911.
• Snyder, R. D. & Ord, J. K. & Koehler, A. B., , "Prediction Intervals for ARIMA Models," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267930, DOI: 10.22004/ag.econ.267930.
• Laskar, Mizan R. & King, Maxwell L., , "Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267942, DOI: 10.22004/ag.econ.267942.
• Nguezet, Paul Martin Dontsop & Diagne, Aliou & Okoruwa, Victor Olusegun & Ojehomon, Vivian, 2011, "Impact of Improved Rice Technology (NERICA varieties) on Income and Poverty among Rice Farming Households in Nigeria: A Local Average Treatment Effect (LATE) Approach," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, volume 50, issue 3, pages 1-25, DOI: 10.22004/ag.econ.155535.
• Houssou, Nazaire & Zeller, Manfred, 2010, "Targeting the Poor and Smallholder Farmers Empirical Evidence from Malawi," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, volume 49, issue 4, pages 1-18, DOI: 10.22004/ag.econ.155557.
• Mwangi, Backson & Obare, Gideon A. & Murage, Alice, 2014, "Estimating the Adoption Rates of Two Contrasting Striga Weeds Control Technologies in Kenya," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, volume 53, issue 3, pages 1-18, August, DOI: 10.22004/ag.econ.195736.
• Dibba, Lamin & Zeller, Manfred & Diagne, Aliou & Nielsen, Thea, 2015, "How Accessibility to Seeds Affects the Potential Adoption of an Improved Rice Variety: The Case of The New Rice for Africa (NERICA) in The Gambia," Quarterly Journal of International Agriculture, Humboldt-Universitaat zu Berlin, volume 54, issue 01, pages 1-26, February, DOI: 10.22004/ag.econ.206295.
• Gabriel Montes Rojas & Andrés Sebastián Mena, 2020, "Density estimation using bootstrap quantile variance and quantile-mean covariance," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2020-50, Feb.
• Hacen Kahoui & Sidi Mohammed Chekouri & Abdelkader Sahed, , "A Comparative Study of ARIMA, RBFNN, and Hybrid RBFNNARIMA Models for Electricity Net Consumption Forecasting in Algeria: A standard study utilizing panel data," Review of Socio - Economic Perspectives, Reviewsep, number 202342, DOI: https://doi.org/10.19275/RSEP185.
• Weshah Razzak, , "In the Middle of the Heat The GCC Countries Between Rising Oil Prices and the Sliding Greenback," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 0801.
• Weshah Razzak, , "An Empirical Glimpse on MSEs Four MENA Countries," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 0909.
• Weshah Razzak, , "On the GCC Currency Union," API-Working Paper Series, Arab Planning Institute - Kuwait, Information Center, number 0910.
• Konstantinos Kalogeropoulos & Gareth O. Roberts & Petros Dellaportas, 2007, "Inference for stochastic volatility models using time change transformations," Papers, arXiv.org, number 0711.1594, Nov.
• Konstantinos Kalogeropoulos & Petros Dellaportas & Gareth O. Roberts, 2007, "Likelihood-based inference for correlated diffusions," Papers, arXiv.org, number 0711.1595, Nov.
• Jozef Barunik & Lukas Vacha, 2012, "Monte Carlo-based tail exponent estimator," Papers, arXiv.org, number 1201.4781, Jan.
• Ladislav Kristoufek & Petra Lunackova, 2013, "Long-term memory in electricity prices: Czech market evidence," Papers, arXiv.org, number 1309.0582, Sep.
• Daniel Ventosa, , "A proposal for a new specification for a conditionally heteroskedastic variance model: the Quadratic Moving-Average Conditional Heteroskedasticity and an application to the D. Mark-U.S. dollar Exchange Rate," UFAE and IAE Working Papers, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), number 513.02.
• Stelios Arvanitis & Antonis Demos, , "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)," DEOS Working Papers, Athens University of Economics and Business, number 1330, revised 28 Jun 2013.
• Stelios Arvanitis & Antonis Demos, , "A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)," DEOS Working Papers, Athens University of Economics and Business, number 1411, revised 23 Sep 2014.
• Luis F. Melo & John J. León & Dagoberto Saboyá, 2007, "Cointegration Vector Estimation By Dols For A Three-Dimensional Panel," Borradores de Economia, Banco de la Republica de Colombia, number 474, Dec, DOI: 10.32468/be.474.
• Eliana González & . Luis F. Melo & Viviana Monroy & Brayan Rojas, 2009, "A Dynamic Factor Model for the Colombian Inflation," Borradores de Economia, Banco de la Republica de Colombia, number 549, Dec, DOI: 10.32468/be.549.
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