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

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• 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, Ralph D. & Grose, Simone, , "Business Forecasting with Exponential Smoothing: Computation of Prediction Intervals," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267913, DOI: 10.22004/ag.econ.267913.
• 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.
• Andrés Felipe García Suaza & .José Eduardo Gómez González, 2009, "Determinantes de las fusiones y adquisiciones en el sistema financiero colombiano. 1990-2007," Borradores de Economia, Banco de la Republica de Colombia, number 550, Feb, DOI: 10.32468/be.550.
• Enrique López Enciso & Andrés Salamanca Lugo, 2009, "El efecto riqueza de la vivienda en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 551, Feb, DOI: 10.32468/be.551.
• Alejandro Reveiz & Carlos León & Freddy H. Castro & Gabriel piraquive, 2009, "Modelo de simulación del valor de la pensión de un trabajador en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 553, Mar, DOI: 10.32468/be.553.
• Carlos Esteban Posada P. & Jorge Andrés Tamayo C., 2009, "La crisis reciente de Estados Unidos (2007-2008): redescubriendo la importancia del mercado de "fondos prestables"," Borradores de Economia, Banco de la Republica de Colombia, number 554, Mar, DOI: 10.32468/be.554.
• Juan David Prada Sarmiento & Luis Eduardo Rojas Dueñas, 2009, "La elasticidad de Frisch y la transmisión de la política monetaria en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 555, Mar, DOI: 10.32468/be.555.
• José Eduardo Gómez Gónzalez & Jorge Marío Uribe Gil & Hernán Piñeros Gordo, 2009, "Determinantes de la Rentabilidad de los Bancos en Colombia: ¿Importa la Tasa de Cambio?," Borradores de Economia, Banco de la Republica de Colombia, number 556, Mar, DOI: 10.32468/be.556.
• Lavan Mahadeva & Javier Gómez Pineda, 2009, "The international cycle and Colombian monetary policy," Borradores de Economia, Banco de la Republica de Colombia, number 557, Apr, DOI: 10.32468/be.557.
• Hernando Vargas & Andrés González & Eliana González & Jose Vicente Romero & Luis Eduardo Rojas, 2009, "Assessing Inflationary Pressures in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 558, Apr, DOI: 10.32468/be.558.
• Andrés González Gómez & Lavan Mahadeva & Diego Rodríguez & Luis Eduardo Rojas, 2009, "Monetary Policy Forecasting in a DSGE Model with Data that is Uncertain, Unbalanced and About the Future," Borradores de Economia, Banco de la Republica de Colombia, number 559, Apr, DOI: 10.32468/be.559.
• José Eduardo Gómez González & Inés Paola Orozco Hinojosa, 2009, "Estimation of Conditional Time-Homogeneous Credit Quality Transition Matrices for Commercial Banks in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 560, Apr, DOI: 10.32468/be.560.
• Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009, "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 561, Apr, DOI: 10.32468/be.561.
• José Eduardo Gómez González & Carlos Eduardo Léon Gómez & Karen Juliet Leiton Rodríguez, 2009, "Does the Use of Foreign Currency Derivatives Affect Colombian Firms’ Market Value?," Borradores de Economia, Banco de la Republica de Colombia, number 562, May, DOI: 10.32468/be.562.
• Luis Eduardo Arango & Monica Alexandra Gómez & Carlos Esteban Posada, 2009, "La demanda de trabajo formal en Colombia: determinantes e implicaciones de política," Borradores de Economia, Banco de la Republica de Colombia, number 563, May, DOI: 10.32468/be.563.
• Jhonatan Pérez Villalobos & Juan Carlos Mendoza, 2010, "Efecto día en el mercado accionario Colombiano: una aproximación no paramétrica," Borradores de Economia, Banco de la Republica de Colombia, number 585, Feb, DOI: 10.32468/be.585.
• Luis Fernando Melo Velandia & Joan Camilo Granados Castro, 2010, "Expectativas y prima por riesgo inflacionario bajo una medida de compensación a la inflación," Borradores de Economia, Banco de la Republica de Colombia, number 589, Mar, DOI: 10.32468/be.589.
• Jean Pietro Bonaldi, 2010, "Identification problems in the solution of linearized DSGE models," Borradores de Economia, Banco de la Republica de Colombia, number 593, Mar, DOI: 10.32468/be.593.
• Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez, 2010, "Actualización de la descomposición del BEI cuando se dispone de nueva información," Borradores de Economia, Banco de la Republica de Colombia, number 620, Aug, DOI: 10.32468/be.620.
• Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas, 2010, "Estimations of the natural rate of interest in Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 626, Nov, DOI: 10.32468/be.626.
• Ana María Iregui B. & Ligia Alba Melo B. & María Teresa Ranírez G., 2010, "Wage differentials across economic sectors in the Colombian formal labour market: evidence from a survey of firms," Borradores de Economia, Banco de la Republica de Colombia, number 629, Nov, DOI: 10.32468/be.629.
• Michael Creel & Dennis Kristensen, 2015, "Indirect Likelihood Inference," Working Papers, Barcelona School of Economics, number 558, Sep.
• Michael Creel & Sonik Mandal & Mohammad Zubair, 2015, "Econometrics on GPUs," Working Papers, Barcelona School of Economics, number 669, Sep.
• Tom Doan, 2025, "AGFRACTD: RATS procedure to compute Andrews-Guggenberger estimate of fractional difference," Statistical Software Components, Boston College Department of Economics, number RTS00005, revised .
• Tom Doan, 2025, "BAING: RATS procedure to estimate factors in a factor model using Bai-Ng formulas," Statistical Software Components, Boston College Department of Economics, number RTS00012, revised .
• Tom Doan, 2025, "RATS programs to replicate Willinger, Taqqu, Teverovsky(1999)," Statistical Software Components, Boston College Department of Economics, number RTZ00167, revised .
• Ambra Poggi, , "Religious participation, congregations and poverty: a multilevel analysis," LABORatorio R. Revelli Working Papers Series, LABORatorio R. Revelli, Centre for Employment Studies, number 161.
• Manfred GILLI & Peter WINKER, 2008, "A review of heuristic optimization methods in econometrics," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-12, Jun.
• Amine LAHIANI & Olivier SCAILLET, 2008, "Testing for threshold effect in ARFIMA models: Application to US unemployment rate data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-42, Dec.
• Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER, 2008, "Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 08-45, Dec.
• Alberto HOLLY & Alain MONFORT & Michael ROCKINGER, 2009, "Fourth Order Pseudo Maximum Likelihood Methods," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-23, May.
• Eric JONDEAU & Florian PELGRIN, 2009, "Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-30, Aug.
• Alexander I. SAICHEV & Didier SORNETTE & Vladimir FILIMONOV, 2009, "Most Efficient Homogeneous Volatility Estimators," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-35, Aug.
• Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI, 2009, "Robust Resampling Methods for Time Series," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 09-38, Aug.
• Damir FILIPOVIC & Eberhard BERHARD & Paul SCHNEIDER, 2011, "Density Approximations For Multivariate Affine Jump-Diffusion Processes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-20, Apr.
• Fabio TROJANI & Christian WIEHENKAMP & Jan WRAMPELMEYER, 2011, "Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-33, Mar.
• Simon A. BRODA & Markus HAAS & Jochen KRAUSE & Marc S. PAOLELLA & Sven C. STEUDE, 2011, "Stable Mixture GARCH Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-39, Sep.
• Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011, "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-40, Aug.
• Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET, 2011, "Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 11-41, Aug.
• Eric JONDEAU & Florian PELGRIN, 2014, "Estimating Aggregate Autoregressive Processes When Only Macro Data are Available," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 14-43, Jun.
• Shan (Victor) Jiang, , "Immigration, Information, and Trade Margins," Working Papers, Department of Economics, University of Calgary, number 2007-16, revised 31 Oct 2007.
• Arvind Magesan, , "Multiple Equilibria in Empirical Games of Incomplete Information," Working Papers, Department of Economics, University of Calgary, number 2017-05, revised 05 Jun 2017.
• Apostolos Serletis & Ali Jadidzadeh, , "The Demand for Assets and Optimal Monetary Aggregation," Working Papers, Department of Economics, University of Calgary, number 2018-05, revised 26 Jun 2018.
• Arvind Magesan, , "Identi cation of Static and Dynamic Games of Incomplete Information with Multiple Equilibria in the Data," Working Papers, Department of Economics, University of Calgary, number 2018-10, revised 16 Feb 2018.
• Gabriele Fiorentini & Giorgio Calzolari & Lorenzo Panattoni, 1995, "Analytic Derivatives and the Computation of GARCH Estimates," Working Papers, CEMFI, number wp1995_9519.
• Antonis Demos & Enrique Sentana, 1996, "An EM Algorithm for Conditionally Heteroskedastic Factor Models," Working Papers, CEMFI, number wp1996_9615.
• James G. MacKinnon & Anthony A. Smith, Jr., , "Approximate Bias Correction in Econometrics," GSIA Working Papers, Carnegie Mellon University, Tepper School of Business, number 1997-36.
• BROZE, Laurence & FRANCQ , Christian & ZAKOIAN, Jean-Michel, 2001, "Non-redundancy of high order moment conditions for efficient GMM estimation of weak AR processes," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1576, Jan, DOI: 10.1016/S0165-1765(01)00387-1.
• BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre, 2005, "News announcements, market activity and volatility in the euro/dollar foreign exchange market," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1787, Jan, DOI: 10.1016/j.jimonfin.2005.08.008.
• BAUWENS, Luc & GALLI, Fausto, 2009, "Efficient importance sampling for ML estimation of SCD models," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2088, Jan, DOI: 10.1016/j.csda.2008.02.014.
• Daniel Preve, , "Linear programming-based estimators in nonnegative autoregression," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2016_001.
• Peter C.B. Phillips & Ye Chen, , "Restricted Likelihood Ratio Tests in Predictive Regression," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 1968.
• Westerlund, Joakim, 2014, "Heteroskedasticity robust panel unit root tests," Working Papers, Deakin University, Department of Economics, number fe_2014_02, Jan, DOI: 10.1080/07350015.2013.857612.
• Westerlund, Joakim & Hosseinkouchack, Mehdi & Solberger, Martin, 2014, "The local power of the CADF and CIPS panel unit root tests," Working Papers, Deakin University, Department of Economics, number fe_2014_05, Jan.
• Westerlund, J., 2014, "On the importance of the first observation in GLS detrending in unit root testing," Working Papers, Deakin University, Department of Economics, number fe_2014_07, Jan, DOI: 10.1111/obes.12050.
• Westerlund, Joakim & Norkute, Milda & Narayan, Paresh Kumar, 2014, "A factor analytical approach to the efficient futures market hypothesis," Working Papers, Deakin University, Department of Economics, number fe_2014_12, Jan, DOI: 10.1002/fut.21687.
• Westerlund, Joakim & Mishra, Sagarika, 2014, "A practical note on the determination of the number of factors using information criteria with data-driven penalty," Working Papers, Deakin University, Department of Economics, number fe_2014_15, Jan.
• Prof. Dr. Walter Krämer, , "Long memory with Markov-Switching GARCH," Working Papers, Business and Social Statistics Department, Technische Universität Dortmund, number 6, revised Oct 2006.

None

• Habiyaremye, Alexis, None, "Estimating the impact of sericulture adoption on farmer income in Rwanda: an application of propensity score matching," Agrekon, Agricultural Economics Association of South Africa (AEASA), volume 56, issue 3, DOI: 10.22004/ag.econ.347686.
• Pipień, Mateusz & Roszkowska, Sylwia, None, "Szacunki kwartalnego PKB w polskich województwach," Gospodarka Narodowa-The Polish Journal of Economics, Szkoła Główna Handlowa w Warszawie / SGH Warsaw School of Economics, volume 2015, issue 5, DOI: 10.22004/ag.econ.359022.
• Mullin Charles H, 2005, "Bounding Treatment Effects with Contaminated and Censored Data: Assessing the Impact of Early Childbearing on Children," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 5, issue 1, pages 1-31, December, DOI: 10.1515/1538-0637.1119.
• De Benedictis Luca & Vicarelli Claudio, 2005, "Trade Potentials in Gravity Panel Data Models," The B.E. Journal of Economic Analysis & Policy, De Gruyter, volume 5, issue 1, pages 1-33, September, DOI: 10.1515/1538-0653.1386.
• Psaradakis Zacharias & Sola Martin & Spagnolo Fabio, 2006, "Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-31, May, DOI: 10.2202/1558-3708.1302.
• Basci Erdem & Caner Mehmet & Yoon Gawon, 2006, "Corrigendum to "Are Real Exchange Rates Nonlinear or Non-Stationary? Evidence from a New Threshold Unit Root Test"," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 2, pages 1-6, May, DOI: 10.2202/1558-3708.1409.
• Serletis Apostolos & Shahmoradi Akbar, 2006, "Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Alberta's Deregulated Markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-20, September, DOI: 10.2202/1558-3708.1341.
• Hinich Melvin J. & Serletis Apostolos, 2006, "Randomly Modulated Periodic Signals in Alberta's Electricity Market," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-15, September, DOI: 10.2202/1558-3708.1340.
• Borovkova Svetlana & Geman Helyette, 2006, "Analysis and Modelling of Electricity Futures Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-16, September, DOI: 10.2202/1558-3708.1372.
• Jewson Stephen & Penzer Jeremy, 2006, "Estimating Trends in Weather Series: Consequences for Pricing Derivatives," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 10, issue 3, pages 1-17, September, DOI: 10.2202/1558-3708.1386.
• Lee Jin, 2007, "Fractionally Integrated Long Horizon Regressions," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 11, issue 1, pages 1-20, March, DOI: 10.2202/1558-3708.1337.
• Driffill John & Kenc Turalay & Sola Martin & Spagnolo Fabio, 2009, "The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 1, pages 1-24, March, DOI: 10.2202/1558-3708.1490.
• Iglesias Emma M, 2009, "Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 13, issue 2, pages 1-30, May, DOI: 10.2202/1558-3708.1592.
• Swamy P. A. V. B. & Tavlas George S & Hall Stephen G. F. & Hondroyiannis George, 2010, "Estimation of Parameters in the Presence of Model Misspecification and Measurement Error," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 3, pages 1-35, May, DOI: 10.2202/1558-3708.1743.
• Iglesias Emma M, 2010, "First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 14, issue 3, pages 1-30, May, DOI: 10.2202/1558-3708.1736.
• Chu Ba & Kozhan Roman, 2010, "Spurious Regressions of Stationary AR(p) Processes with Structural Breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 1, pages 1-25, December, DOI: 10.2202/1558-3708.1781.
• Pérez-Alonso Alicia & Di Sanzo Silvestro, 2010, "Unemployment and Hysteresis: A Nonlinear Unobserved Components Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 1, pages 1-29, December, DOI: 10.2202/1558-3708.1806.
• Iglesias Emma M., 2011, "Constrained k-class Estimators in the Presence of Weak Instruments," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 15, issue 4, pages 1-13, September, DOI: 10.2202/1558-3708.1816.
• Chiarella Carl & Semmler Willi & Mittnik Stefan & Zhu Peiyuan, 2002, "Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 6, issue 1, pages 1-39, April, DOI: 10.2202/1558-3708.1001.
• Snyder Ralph D & Forbes Catherine S, 2003, "Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 2, pages 1-20, July, DOI: 10.2202/1558-3708.1087.
• Golan Amos, 2003, "An Information Theoretic Approach for Estimating Nonlinear Dynamic Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 7, issue 4, pages 1-26, December, DOI: 10.2202/1558-3708.1174.
• Dagum Estela Bee & Luati Alessandra, 2004, "Relationship between Local and Global Nonparametric Estimators Measures of Fitting and Smoothing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 8, issue 2, pages 1-18, May, DOI: 10.2202/1558-3708.1204.
• Ramalho Joaquim J.S., 2005, "Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 1, pages 1-20, March, DOI: 10.2202/1558-3708.1202.
• Hristova Daniela, 2005, "Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 1, pages 1-15, March, DOI: 10.2202/1558-3708.1199.
• Yazgan M. Ege & Yilmazkuday Hakan, 2005, "Inflation Dynamics of Turkey: A Structural Estimation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 1, pages 1-15, March, DOI: 10.2202/1558-3708.1228.
• Bond Derek & Harrison Michael J. & O'Brien Edward J., 2005, "Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 3, pages 1-43, September, DOI: 10.2202/1558-3708.1230.
• Basci Erdem & Caner Mehmet, 2005, "Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 4, pages 1-21, December, DOI: 10.2202/1558-3708.1273.
• Hinich Melvin J & Mendes Eduardo M & Stone Lewi, 2005, "Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 9, issue 4, pages 1-15, December, DOI: 10.2202/1558-3708.1268.
• Sile Padraigin O'Dorchai & Natalie Simeu, 2010, "Analyse de l'évolution des revenus des femmes et des hommes après une rupture du couple dans 18 pays européens," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, volume 53, issue 1, pages 109-128.
• Tyler Atkinson & Michael Plante & Alexander Richter & Nathaniel Throckmorton, 2022, "Complementarity and Macroeconomic Uncertainty," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 44, pages 225-243, April, DOI: 10.1016/j.red.2021.03.003.
• Dennis Glennon & Nicholas M. Kiefer & C. Erik Larson & Hwan-sik Choi, None, "Development and validation of credit scoring models," Journal of Credit Risk, Journal of Credit Risk.
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