## Research classified by
*Journal of
Economic Literature* (JEL) codes

Top JEL

/ C: Mathematical and Quantitative Methods

/ / C1: Econometric and Statistical Methods and Methodology: General

/ / /

**C13: Estimation: General**

**This topic is covered by the following reading lists:**

Most recent items first, undated at the end.

**Modeling and forecasting persistent financial durations**

*by*Zikes, Filip & Barunik, Jozef & Shenai, Nikhil

**Volatility of aggregate volatility and hedge funds returns**

*by*Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y.

**Lethal lapses: How a positive interest rate shock might stress German life insurers**

*by*Feodoria, Mark & Förstemann, Till

**Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables**

*by*Jia Chen & Degui Li & Oliver Linton & Zudi Lu

**A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression**

*by*Tae-Hwan Kim & Christophe Muller

**The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers**

*by*Yunmi Kim & Tae-Hwan Kim & Tolga Ergun

**Bivariate GARCH models for single asset returns**

*by*Tomasz Skoczylas

**Bayesian Nonparametric Calibration and Combination of Predictive Distributions**

*by*Roberto Casarin & Federico Bassetti & Francesco Ravazzolo

**Inference on Causal Effects in a Generalized Regression Kink Design**

*by*David Card & David S. Lee & Zhuan Pei & Andrea Weber

**Grouped Model Averaging for Finite Sample Size**

*by*Aman Ullah & Xinyu Zhang

**Mobile Money, Trade Deficit and Economic Development : Theory and Evidence**

*by*Beck, T.H.L. & Pamuk, H. & Ramrattan, R. & Uras, R.B.

**Bridging Centrality and Extremity : Refining Empirical Data Depth using Extreme Value Statistics**

*by*Einmahl, J.H.J. & Li, Jun & Liu, Regina

**Robust Estimation and Moment Selection in Dynamic Fixed-effects Panel Data Models**

*by*Cizek, P. & Aquaro, M.

**Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation**

*by*Laurent Callot & Johannes Tang Kristensen

**On the Ambiguous Consequences of Omitting Variables**

*by*Giuseppe De Luca & Jan Magnus & Franco Peracchi

**Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models**

*by*Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme

**Penalized Indirect Inference**

*by*Francisco Blasques & Artem Duplinskiy

**A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs**

*by*Seojeong Lee

**Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects**

*by*Xun Lu & Su Liangjun

**Sieve Instrumental Variable Quantile Regression Estimation of Functional Coefficient Models**

*by*Su Liangjun & Tadao Hoshino

**Inference in linear models with structural changes and mixed identification strength**

*by*Bertille Antoine & Otilia

**Efficient Inference with Time-Varying Information and the New Keynesian Phillips Curve**

*by*Bertille Antoine & Otilia

**Life Data Analysis for Rail System Fleet Vehicles**

*by*Ça TEKE & Baha GÜNEY

**On the bias of the LSDV estimator in dynamic panel data models with endogenous regressors**

*by*Kurennoy, Alexey

**Accumulation with Malnutrition - The Role of Status Seeking Behavior**

*by*Sugata Marjit & Lei Yang

**Relative Social Status and Conflicting Measures of Poverty - A Behavioral Analytical Model**

*by*Sugata Marjit & Sattwik Santra & Koushik Kumar Hati

**Instrument-free Identification and Estimation of Differentiated Products Models**

*by*David Byrne & Susumu Imai & Vasilis Sarafidis & Masayuki Hirukawa

**Endogenous derivation and forecast of lifetime PDs**

*by*Perederiy, Volodymyr

**Trade Openness, Structural Transformation, and Poverty Reduction: Empirical Evidence from Africa**

*by*Kelbore, Zerihun Getachew

**Forecasting Inflation in Tunisia Using Dynamic Factors Model**

*by*AMMOURI, Bilel & TOUMI, Hassen & Zitouna, Habib

**Price Dependence between Different Beef Cuts and Quality Grades: A Copula Approach at the Retail Level for the U.S. Beef Industry**

*by*Papagiotou, Dimitrios & Stavrakoudis, Athanassios

**Price asymmetry between different pork cuts in the USA: a copula approach**

*by*Panagiotou, Dimitrios & Stavrakoudis, Athanassios

**Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation**

*by*Yang, Bill Huajian & Du, Zunwei

**Filtering and likelihood estimation of latent factor jump-diffusions with an application to stochastic volatility models**

*by*esposito, francesco paolo & cummins, mark

**Return on Universal Education: SSA Case Study on Bihar**

*by*Dinda, Soumyananda

**Multilevel empirics for small banks in local markets**

*by*Aiello, Francesco & Bonanno, Graziella

**The effects of internal and external imbalances on Romanian’s economic growth**

*by*Soukiazis, Soukiazis & Antunes, Micaela & Stoian, Andreea

**Ölkə iqtisadiyyatı üzrə göstəricilərin modelləşdirilməsi və proqnozlaşdırılması: problemlər və praktiki çətinliklər**

*by*Mehdiyev, Mehdi & Ahmadov, Vugar & Huseynov, Salman & Mammadov, Fuad

**The “wrong skewness” problem: a re-specification of Stochastic Frontiers**

*by*Bonanno, Graziella & De Giovanni, Domenico & Domma, Filippo

**Qml inference for volatility models with covariates**

*by*Francq, Christian & Thieu, Le Quyen

**Supply and Demand Is Not a Neoclassical Concern**

*by*Lima, Gerson P.

**Looking at the determinants of efficiency in banking: evidence from Italian mutual-cooperatives**

*by*Francesco, Aiello & Graziella, Bonanno

**Empirical Analysis of the effect of Human Capital Generation on Economic Growth in India - a Panel Data approach**

*by*Debgupta, Sanchari

**Lagged Explanatory Variables and the Estimation of Causal Effects**

*by*Bellemare, Marc F. & Masaki, Takaaki & Pepinsky, Thomas B.

**Estimation of Internal Migration in India, 2011 Census based on Life Table Survival Ratio (LTSR) Method**

*by*Mistri, Avijit

**Role of institution, government to robust international entrepreneurial activities and economic growth: New Evidence**

*by*DOAA M. SALMAN

**Income Inequality by Method of Non-weighted Average Absolute Deviation: case study of Central and Eastern European Countries**

*by*Kamila Tureckova

**Dynamic Principal Components: a New Class of Multivariate GARCH Models**

*by*Gian Piero Aielli & Massimiliano Caporin

**Structural Gravity and Fixed Effects**

*by*Thibault Fally

**Partially Linear Panel Data Models with Cross-Sectional Dependence and Nonstationarity**

*by*Chaohua Dong & Jiti Gao & Bin Peng

**Nonparametric Kernel Estimation of the Impact of Tax Policy on the Demand for Private Health Insurance in Australia**

*by*Xiaodong Gong & Jiti Gao

**Comonotonic Monte Carlo and its applications in option pricing and quantification of risk**

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

**Comonotonic Monte Carlo and its applications in option pricing and quantification of risk**

*by*Alain Chateauneuf & Mina Mostoufi & David Vyncke

**On the Identification of Interdependence and Contagion of Financial Crises**

*by*Emanuele BACCHIOCCHI

**Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US**

*by*Roberta Cardani & Alessia Paccagnini & Stefania Villa

**Declining discount rates and the ‘Fisher Effect’: Inflated past, discounted future?**

*by*Mark C. Greeman & Ben Groom & Ekaterini Panopoulou & Theologos Pantelidis

**Estimation and Identification of Change Points in Panel Models with Nonstationary or Stationary Regressors and Error Term**

*by*Badi H. Baltagi & Chihwa Kao & Long Liu

**Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection**

*by*Yoonseok Lee & Mehmet Caner & Xu Han

**Entrepreneurial Choice of Investment Capital for House-Based Industries: A case study in West Bengal**

*by*Shrabani Mukherjee

**Financial frictions and the volatility of monetary policy in a DSGE model**

*by*Anh Nguyen

**The emission reduction effect and economic impact of an energy tax vs. a carbon tax in China : a dynamic CGE model analysis**

*by*Zou, Lele & Xue, Jinjun & Fox, Alan & Meng, Bo & Shibata, Tsubasa

**Whose Preferences Are Revealed in Hours of Work?**

*by*Pencavel, John

**Inference on Causal Effects in a Generalized Regression Kink Design**

*by*Card, David & Lee, David S. & Pei, Zhuan & Weber, Andrea

**Homophily and Triadic Closure in Evolving Social Networks**

*by*Irene Crimaldi & Michela Del Vicario & Greg Morrison & Walter Quattrociocchi & Massimo Riccaboni

**Simultaneous likelihood-based bootstrap confidence sets for a large number of models**

*by*Mayya Zhilova & & &

**Speeding Up Mcmc By Efficient Data Subsampling**

*by*Quiroz, Matias & Villani, Mattias & Kohn, Robert

**Beta-creaming**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**Best estimate reporting with asymmetric loss**

*by*Lillestøl, Jostein & Sinding-Larsen, Richard

**Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables**

*by*Frölich, Markus & Huber, Martin

**Direct and indirect treatment effects: causal chains and mediation analysis with instrumental variables**

*by*Frölich, Markus & Huber, Martin

**Correlation and efficiency of propensity score-based estimators for average causal effects**

*by*Pingel, Ronnie & Waernbaum, Ingeborg

**Size Distribution of Portuguese Firms between 2006 and 2012**

*by*Mário Augusto & Rui Pascoal & Ana Margarida Monteiro

**Truncated Realized Covariance when prices have infinite variation jumps**

*by*Cecilia Mancini

**The global component of local inflation: revisiting the empirical content of the global slack hypothesis with Bayesian methods**

*by*Martinez-Garcia, Enrique

**Panel nonparametric regression with fixed effects**

*by*Jungyoon Lee & Peter Robinson

**Efficient inference on fractionally integrated panel data models with fixed effects**

*by*Peter M. Robinson & Carlos Velasco

**Minimum Distance Testing and Top Income Shares in Korea**

*by*Jin Seo Cho & Myung-Ho Park & Peter C. B. Phillips

**The Missing Transfers: Estimating Mis-reporting in Dyadic Data**

*by*Comola, Margherita & Fafchamps, Marcel

**Multilevel Empirics For Small Banks In Local Markets**

*by*Francesco Aiello & Graziella Bonanno

**The “Wrong Skewness” Problem: A Re-Specification Of Stochastic Frontiers**

*by*Graziella Bonanno & Domenico De Giovanni & Filippo Domma

**Spurious Weather Effects**

*by*Jo Thori Lind

**Gold, Oil, and Stocks: Dynamic Correlations**

*by*Jozef Baruník & Evžen Kocenda & Lukáš Vácha

**Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models**

*by*Jan Frederik Kiviet & Milan Pleus & Rutger Poldermans

**Inference and Testing Breaks in Large Dynamic Panels with Strong Cross Sectional Dependence**

*by*Javier Hidalgo & Marcia M Schafgans

**Bayesian nonparametric calibration and combination of predictive distributions**

*by*Federico Bassetti & Roberto Casarin & Francesco Ravazzolo

**A General Theory of Rank Testing**

*by*Majid M. Al-Sadoon

**Maximum Likelihood Estimation of Dynamic Panel Threshold Models**

*by*Nelson Ramírez-Rondán

**Star Wars: The Empirics Strike Back**

*by*Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg

**A Particular Form of Non-Constant Effect in Two-Stage Quantile Regression**

*by*Tae-Hwan Kim & Christophe Muller

**On Bootstrap Validity for Subset Anderson-Rubin Test in IV Regressions**

*by*Firmin Doko Tchakota & Wenjie Wang

**Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation**

*by*Laurent Callot & Johannes Tang Kristensen

**Identification and estimation of non-Gaussian structural vector autoregressions**

*by*Markku Lanne & Mika Meitz & Pentti Saikkonen

**Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)**

*by*Arianna Agosto & Giuseppe Cavaliere & Dennis Kristensen & Anders Rahbek

**Sharp Threshold Detection Based on Sup-norm Error rates in High-dimensional Models**

*by*Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme

**Weak diffusion limits of dynamic conditional correlation models**

*by*Christian M. Hafner & Sebastien Laurent & Francesco Violante

**Resurgence of the endogeneity-backed instrumental variable methods**

*by*Qin, Duo

**Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania**

*by*Valeriu Nalban

**Predictors of work life balance for women entrepreneurs in the North East Region of Romania**

*by*Dan Dumitru Ionescu & Alina Mariuca Ionescu

**Alternative models for forecasting the key macroeconomic variables in Armenia (in Russian)**

*by*Karen Poghosyan

**Identification in a class of nonparametric simultaneous equation models with sample selection (in Russian)**

*by*Evgeniy Ozhegov

**Una visión de la eficiencia productiva en el Mundial de Brasil 2014. ¿Ganó la selección más eficiente?/A Productive Efficiency Vision of the Brazil World Cup 2014. Did it Win the More Efficient Team?**

*by*LÉRIDA NAVARRO, CARLOS

**Bribing Behaviour and Sample Selection: Evidence from Post-Socialist Countries and Western Europe**

*by*Artjoms Ivlevs & Timothy Hinks

**Technical Efficiency Determinants Of The Tunisian Manufacturing Industry: Stochastic Production Frontiers Estimates On Panel Data**

*by*KAMEL HELALI & MAHA KALAI

**China Estimating Nonlinear DSGE Models with Moments Based Methods**

*by*Ivashchenko Sergey

**Time-varying nature and macroeconomic determinants of exchange rate pass-through**

*by*Ozkan, Ibrahim & Erden, Lutfi

**Modified QML estimation of spatial autoregressive models with unknown heteroskedasticity and nonnormality**

*by*Liu, Shew Fan & Yang, Zhenlin

**Value at Risk of the main stock market indexes in the European Union (2000–2012)**

*by*Iglesias, Emma M.

**How past market movements affect correlation and volatility**

*by*Becker, Christoph & Schmidt, Wolfgang M.

**Does ambiguity matter? Estimating asset pricing models with a multiple-priors recursive utility**

*by*Jeong, Daehee & Kim, Hwagyun & Park, Joon Y.

**Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes**

*by*Gresnigt, Francine & Kole, Erik & Franses, Philip Hans

**A parametric alternative to the Hill estimator for heavy-tailed distributions**

*by*Kim, Joseph H.T. & Kim, Joocheol

**The information content of option-implied information for volatility forecasting with investor sentiment**

*by*Seo, Sung Won & Kim, Jun Sik

**Liquidity shocks and stock bubbles**

*by*Nneji, Ogonna

**Max-factor individual risk models with application to credit portfolios**

*by*Denuit, Michel & Kiriliouk, Anna & Segers, Johan

**Calculating systemic risk capital: A factor model approach**

*by*Avramidis, Panagiotis & Pasiouras, Fotios

**Optimal versus realized bank credit risk and monetary policy**

*by*Delis, Manthos D. & Karavias, Yiannis

**The instability of the Pearson correlation coefficient in the presence of coincidental outliers**

*by*Kim, Yunmi & Kim, Tae-Hwan & Ergün, Tolga

**Stochastic volatility and leverage: Application to a panel of S&P500 stocks**

*by*Ozturk, Serda Selin & Richard, Jean-Francois

**Credit contagion in the presence of non-normal shocks**

*by*Batiz-Zuk, Enrique & Christodoulakis, George & Poon, Ser-Huang

**Modeling the dynamics of carbon emission performance in China: A parametric Malmquist index approach**

*by*Lin, Boqiang & Du, Kerui

**Exogenous impacts on the links between energy and agricultural commodity markets**

*by*Han, Liyan & Zhou, Yimin & Yin, Libo

**The dynamics of squared returns under contemporaneous aggregation of GARCH models**

*by*Jondeau, Eric

**ABC of SV: Limited information likelihood inference in stochastic volatility jump-diffusion models**

*by*Creel, Michael & Kristensen, Dennis

**Stock return and cash flow predictability: The role of volatility risk**

*by*Bollerslev, Tim & Xu, Lai & Zhou, Hao

**Explicit form of approximate transition probability density functions of diffusion processes**

*by*Choi, Seungmoon

**Hybrid generalized empirical likelihood estimators: Instrument selection with adaptive lasso**

*by*Caner, Mehmet & Fan, Qingliang

**Estimation in generalised varying-coefficient models with unspecified link functions**

*by*Zhang, Wenyang & Li, Degui & Xia, Yingcun

**Classical Laplace estimation for n3-consistent estimators: Improved convergence rates and rate-adaptive inference**

*by*Jun, Sung Jae & Pinkse, Joris & Wan, Yuanyuan

**VAR for VaR: Measuring tail dependence using multivariate regression quantiles**

*by*White, Halbert & Kim, Tae-Hwan & Manganelli, Simone

**Select the valid and relevant moments: An information-based LASSO for GMM with many moments**

*by*Cheng, Xu & Liao, Zhipeng

**Regularized LIML for many instruments**

*by*Carrasco, Marine & Tchuente, Guy

**Oracle inequalities for high dimensional vector autoregressions**

*by*Kock, Anders Bredahl & Callot, Laurent

**A spatial autoregressive model with a nonlinear transformation of the dependent variable**

*by*Xu, Xingbai & Lee, Lung-fei

**The power of PANIC**

*by*Westerlund, Joakim

**The effect of recursive detrending on panel unit root tests**

*by*Westerlund, Joakim

**Efficient inference on fractionally integrated panel data models with fixed effects**

*by*Robinson, Peter M. & Velasco, Carlos

**Cross-sectional averages versus principal components**

*by*Westerlund, Joakim & Urbain, Jean-Pierre

**Through the looking glass: Indirect inference via simple equilibria**

*by*Calvet, Laurent E. & Czellar, Veronika

**Jackknife instrumental variable estimation with heteroskedasticity**

*by*Bekker, Paul A. & Crudu, Federico

**QML estimation of dynamic panel data models with spatial errors**

*by*Su, Liangjun & Yang, Zhenlin

**Nonlinear regressions with nonstationary time series**

*by*Chan, Nigel & Wang, Qiying

**Asymptotic theory for differentiated products demand models with many markets**

*by*Freyberger, Joachim

**Frontier estimation in the presence of measurement error with unknown variance**

*by*Kneip, Alois & Simar, Léopold & Van Keilegom, Ingrid

**Robust score and portmanteau tests of volatility spillover**

*by*Aguilar, Mike & Hill, Jonathan B.

**Estimation of fixed effects panel regression models with separable and nonseparable space–time filters**

*by*Lee, Lung-fei & Yu, Jihai

**Risk-parameter estimation in volatility models**

*by*Francq, Christian & Zakoïan, Jean-Michel

**Reinforced urn processes for credit risk models**

*by*Peluso, Stefano & Mira, Antonietta & Muliere, Pietro

**Estimating the common break date in large factor models**

*by*Chen, Liang

**Consistency of the least squares estimator in threshold regression with endogeneity**

*by*Yu, Ping

**Factor-augmented regression models with structural change**

*by*Wang, Shaoping & Cui, Guowei & Li, Kunpeng

**Estimating the long rate and its volatility**

*by*Annaert, Jan & Claes, Anouk G.P. & De Ceuster, Marc J.K. & Zhang, Hairui

**Estimation of spatial panel data models with time varying spatial weights matrices**

*by*Wang, Wei & Yu, Jihai

**Optimal asymptotic least squares estimation in a singular set-up**

*by*Diez de los Rios, Antonio

**Incorporating prior information when true priors are unknown: An Information-Theoretic approach for increasing efficiency in estimation**

*by*Henderson, Heath & Golan, Amos & Seabold, Skipper

**Variance change-point detection in panel data models**

*by*Li, Fuxiao & Tian, Zheng & Xiao, Yanting & Chen, Zhanshou

**On GMM estimation of distributions from grouped data**

*by*Griffiths, William & Hajargasht, Gholamreza

**The Value of Investment Resources Influx for the Development of the Electric Power Industry of Kazakhstan**

*by*Sholpan Smagulova & Amangeldi D. Omarov & Aybek B. Imashev

**Hedging Petroleum Futures with Multivariate GARCH Models**

*by*Tanattrin Bunnag

**Does Capacity Utilization Rate Affect Imports of Raw Materials in Nigeria?**

*by*Augustine C. Osigwe & Kenneth Obi

**Economic Crises and the Substitution of Fiscal Policy by Monetary Policy**

*by*Ioannis N. Kallianiotis

**A Comparative Analysis of Value at Risk Measurement on Emerging Stock Markets: Case of Montenegro**

*by*Julija Cerović & Milena Lipovina-Božović & Saša Vujošević

**Risks of investment in personnel development: evidence from Ukrainian IT companies**

*by*Oksana Domkina

**Consumers` perception on the use of innovative technologies in creating store atmosphere**

*by*Mirela Octavia Sirbu & Andreea Simona Saseanu & Simona Ioana Ghita

**Producing small area estimation using R in the Romanian official statistics**

*by*Ana Maria DOBRE & Nicoleta CARAGEA

**Spurious Inference in Unidentified Asset-Pricing Models**

*by*Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare

**Option pricing with a dynamic fat-tailed model**

*by*Aboura, Sofiane & Valeyre, Sébastien & Wagner, Niklas

**Impact of Migrant Remittances on the Human Development of Women: Econometric Evidence from Panel Data - L’impatto delle rimesse dei lavoratori stranieri sullo sviluppo umano delle donne: evidenze econometriche da dati panel**

*by*Ibourk, Aomar & Amaghouss, Jabrane

**The Soft Regression Method- Suggested Improvements**

*by*Eli Shnaider & Nava Haruvy & Arthur Yosef

**Resurrecting weighted least squares**

*by*Joseph P. Romano & Michael Wolf

**The (possible) effect of plain packaging on smoking prevalence in Australia: a trend analysis**

*by*Ashok Kaul & Michael Wolf

**The (possible) effect of plain packaging on the smoking prevalence of minors in Australia: a trend analysis**

*by*Ashok Kaul & Michael Wolf

**Nonlinear shrinkage of the covariance matrix for portfolio selection: Markowitz meets Goldilocks**

*by*Olivier Ledoit & Michael Wolf

**Overleveraging, financial fragility and the banking-macro link: Theory and empirical evidence**

*by*Mittnik, Stefan & Semmler, Willi

**Screening instruments for monitoring market power in wholesale electricity markets: Lessons from applications in Germany**

*by*Bataille, Marc & Steinmetz, Alexander & Thorwarth, Susanne

**A new semiparamtetric approach to analysing Conditional Income Distributions**

*by*Sohn, Alexander & Klein, Nadja & Kneib, Thomas

**Unconditional Transformed Likelihood Estimation of Time-Space Dynamic Panel Data Models**

*by*Kripfganz, Sebastian

**Mutual excitation in eurozone sovereign CDS**

*by*Aït-Sahalia, Yacine & Laeven, Roger J. A. & Pelizzon, Loriana

**Resurgence of instrument variable estimation and fallacy of endogeneity**

*by*Qin, Duo

**Messung des Marktrisikos mit generalisierter autoregressiver bedingter heteroskedastischer Modellierung der Volatilität: Ein Vergleich univariater und multivariater Konzepte**

*by*Krasnosselski, Nikolai & Cremers, Heinz & Sanddorf, Walter

**Gold, Oil, and Stocks**

*by*Baruník, Jozef & Kočenda, Evžen & Vácha, Lukáš

**Screening instruments for monitoring market power in wholesale electricity markets: Lessons from applications in Germany**

*by*Bataille, Marc & Steinmetz, Alexander & Thorwarth, Susanne

**Efficient iterative maximum likelihood estimation of high-parameterized time series models**

*by*Hautsch, Nikolaus & Okhrin, Ostap & Ristig, Alexander

**A new semiparametric approach to analysing conditional income distributions**

*by*Sohn, Alexander & Klein, Nadja & Kneib, Thomas

**Forecast-error-based estimation of forecast uncertainty when the horizon is increased**

*by*Knüppel, Malte

**Investor fears and risk premia for rare events**

*by*Schwarz, Claudia

**Semiparametric GEE Analysis in Partially Linear Single-Index Models for Longitudinal Data**

*by*Jia Chen & Degui Li & Hua Liang & Suojin Wang

**Specification Testing in Nonstationary Time Series Models**

*by*Jia Chen & Jiti Gao & Degui Li & Zhengyan Lin

**The Instability of the Pearson Correlation Coefficient in the Presence of Coincidental Outliers**

*by*Yunmi Kim & Tae-Hwan Kim & Tolga Ergun

**Aggregravity: Estimating Gravity Models from Aggregate Data**

*by*Harald Badinger & Jesus Crespo Cuaresma

**Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances**

*by*Harald Badinger & Peter Egger

**Interregional Inequality and Federal Expenditures and Transfers in Russia**

*by*Alexander Torbenko

**A new framework for US city size distribution: Empirical evidence and theory**

*by*Rafael GonzÃ¡lez-Val & Arturo Ramos & Fernando Sanz-Gracia

**Modeling volatility with Range-based Heterogeneous Autoregressive Conditional Heteroskedasticity model**

*by*Tomasz Skoczylas

**Improving GMM efficiency in dynamic models for panel data with mean stationarity**

*by*Giorgio Calzolari & Laura Magazzini

**Capturing the Impact of Latent Industry-Wide Shocks with Dynamic Panel Model**

*by*KiHoon Jimmy Hong & Bin Peng & Xiaohui Zhang

**Consistent Estimation of Panel Data Models with a Multifactor Error Structure when the Cross Section Dimension is Large**

*by*Bin Peng & Giovanni Forchini

**Latent class Markov models for addressing measurement problems in poverty dynamics**

*by*Giovanni Marano & Gianni Betti & Francesca Gagliardi

**Ambiguity and Reality**

*by*Trojani, Fabio & Wiehenkamp, Christian & Wrampelmeyer, Jan

**A general theory of rank testing**

*by*Majid M. Al-Sadoon

**CCE estimation of factor-augmented regression models with more factors than observables**

*by*Karabiyik H. & Urbain J.R.Y.J. & Westerlund J.

**Estimation of Extreme Depth-Based Quantile Regions**

*by*He, Y. & Einmahl, J.H.J.

**A Future Market Reduces Bubbles but Allows Greater Profit for More Sophisticated Traders**

*by*Noussair, C.N. & Tucker, S. & Xu, Yilong

**An M-estimator of Spatial Tail Dependence**

*by*Einmahl, J.H.J. & Kiriliouk, A. & Krajina, A. & Segers, J.

**Combined Density Nowcasting in an Uncertain Economic Environment**

*by*Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk

**Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy**

*by*Laurent Callot & Johannes Tang Kristensen

**Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models**

*by*Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg

**Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models**

*by*Francisco Blasques & Siem Jan Koopman & Max Mallee

**Optimal Formulations for Nonlinear Autoregressive Processes**

*by*Francisco Blasques & Siem Jan Koopman & Andr� Lucas

**Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs**

*by*Matthias Weber & Martin Schumacher & Harald Binder

**Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties**

*by*Francisco Blasques & Siem Jan Koopman & Andr� Lucas

**Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes**

*by*Francine Gresnigt & Erik Kole & Philip Hans Franses

**On an Estimation Method for an Alternative Fractionally Cointegrated Model**

*by*Federico Carlini & Katarzyna Lasak

**Maximum Likelihood Estimation for Generalized Autoregressive Score Models**

*by*Francisco Blasques & Siem Jan Koopman & Andre Lucas

**Turkiye’de Enflasyonun Is Cevrimlerine Duyarliligi : Cikti Acigina Duyarli TUFE Alt Gruplarinin Saptanmasi**

*by*Oguz Atuk & Cem Aysoy & Mustafa Utku Ozmen & Cagri Sarikaya

**Binary Choice Model with Endogeneity: Identification via Heteroskedasticity**

*by*Minxian Yang

**Matching in Closed-Form: Equilibrium, identification, and comparative statics**

*by*Raicho Bolijov & Alfred Galichon

**Inextricability of Autonomy and Confluence in Econometrics**

*by*Duo Qin

**Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models**

*by*Zhenlin Yang

**Modified QML Estimation of Spatial Autoregressive Models with Unknown Heteroskedasticity and Nonnormality**

*by*Shew Fan Liu & Zhenlin Yang

**Shrinkage Estimation of Regression Models with Multiple Structural Changes**

*by*Junhui Qian & Liangjun Su

**Bayesian Analysis of Bubbles in Asset Prices**

*by*Andras Fulop & Jun Yu

**Inverse Probability Weighted Estimation of Local Average Treatment Effects: Higher Order MSE Expansion**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**Inverse Probability Weighted Estimation of Local Average Treatment Effects: A Higher Order MSE Expansion**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**On the relevance of weaker instruments**

*by*Bertille Antoine & Eric Renault

**Efficient Inference with Time-Varying Identification Strength**

*by*Bertille Antoine & Otilia Boldea

**Claims reserving with HGLM**

*by*Alicja Wolny-Dominiak

**Estimation of the Distribution of Remaning Life Time of the People in Turkey**

*by*Mehmet Fedai KAYA & Muslu Kaz KÖREZ & Süleyman DÜNDAR

**Specification and Estimation of Gravity Models: A Review of the Issues in the Literature**

*by*Fatima Olanike Kareem & Olayinka Idowu Kareem

**Income Distributions, Inequality, and Poverty in Asia, 1992–2010**

*by*Chotikapanich, Duangkamon & Griffiths, William E. & Rao, D.S. Prasada & Karunarathne, Wasana

**Terms of Trade and Total Factor Productivity: Empirical evidence from Latin American emerging markets**

*by*Castillo, Paul & Rojas, Youel

**DSGE Priors for BVAR Models**

*by*Thomai Filippeli & Konstantinos Theodoridis

**Quasi-Maximum Likelihood Estimation of Heteroskedastic Fractional Time Series Models**

*by*Giuseppe Cavaliere & Morten Ã˜rregaard Nielsen & A. M. Robert Taylor

**Has US Household Deleveraging Ended? A Model-Based Estimate of Equilibrium Debt**

*by*Bruno Albuquerque & Ursel Baumann & Georgi Krustev

**Time-Varying Persistence in US Inflation**

*by*Massimiliano Caporin & Rangan Gupta

**Central Bank Credibility and Black Market Exchange Rate Premia: A Panel Time Series Analysis**

*by*Mammadov, Fuad

**Beating a Random Walk: “Hard Times” for Forecasting Inflation in Post-Oil Boom Years?**

*by*Huseynov, Salman & Ahmadov, Vugar & Adigozalov, Shaig

**Income Inequality and FDI: Evidence with Turkish Data**

*by*Ucal, Meltem & Bilgin, Mehmet Hüseyin & Haug, Alfred A.

**Asymptotic Properties of the Weighted Least Squares Estimator Under Moments Restriction**

*by*Bayram, Deniz & Dayé, Modeste

**Monitoring Structural Changes in NER: -An Empirical Analysis of Mizoram**

*by*Md., Samsur Jaman

**Poisson qmle of count time series models**

*by*Ahmad, Ali & Francq, Christian

**Band Width Selection for High Dimensional Covariance Matrix Estimation**

*by*Qiu, Yumou & Chen, Song Xi

**High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data**

*by*Chang, Jinyuan & Chen, Song Xi & Chen, Xiaohong

**Demand Model Simulation in R with Endogenous Prices and Unobservable Quality**

*by*Toro Gonzalez, Daniel

**LADE-based inference for ARMA models with unspecified and heavy-tailed heteroscedastic noises**

*by*Zhu, Ke & Ling, Shiqing

**Least squares estimation for GARCH (1,1) model with heavy tailed errors**

*by*Preminger, Arie & Storti, Giuseppe

**On the Sources of Heterogeneity in Banking Efficiency Literature**

*by*Aiello, Francesco & Bonanno, Graziella

**Macro Stress-Testing Credit Risk in Romanian Banking System**

*by*Ruja, Catalin

**Effects of innovation on employment in low-income countries: A mixed-method systematic review**

*by*Ugur, Mehmet & Mitra, Arup

**Economic Dynamics of Tourism in Nepal: A VECM Approach**

*by*GAUTAM, BISHNU PRASAD

**Gene selection for survival data under dependent censoring: a copula-based approach**

*by*Emura, Takeshi & Chen, Yi-Hau

**Specification Testing of Production Frontier Function in Stochastic Frontier Model**

*by*Guo, Xu & Li, Gao Rong & Wong, Wing Keung

**Corrections to: Multivariate normal distribution approaches for dependently truncated data**

*by*Pan, Chi-Hung & Emura, Takeshi

**Variance targeting estimation of multivariate GARCH models**

*by*Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel

**Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors**

*by*Juodis, Arturas & Sarafidis, Vasilis

**A note on approximating moments of least squares estimators**

*by*Liu-Evans, Gareth

**How Robust is the Connection between Exchange Rate Uncertainty and Tunisia’s Exports?**

*by*Bouoiyour, Jamal & Selmi, Refk

**A Poisson Stochastic Frontier Model with Finite Mixture Structure**

*by*Drivas, Kyriakos & Economidou, Claire & Tsionas, Efthymios G.

**A control chart using copula-based Markov chain models**

*by*Long, Ting-Hsuan & Emura, Takeshi

**A Time Series and Panel Analysis of Government Spending and National Income**

*by*Alimi, R. Santos

**What happens if in the principal component analysis the Pearsonian is replaced by the Brownian coefficient of correlation?**

*by*Mishra, Sudhanshu K

**Διαστήματα Εμπιστοσύνης Για Εκατοστημόρια Σε Στάσιμες Arma Διαδικασίες: Μία Εμπειρική Εφαρμογή Σε Περιβαλλοντικά Δεδομένα**

*by*Halkos, George & Kevork, Ilias

**Impact of Oil Price and Shocks on Economic Growth of Pakistan: Multivariate Analysis**

*by*Nazir, Sidra & Qayyum, Abdul

**On the parametric description of the French, German, Italian and Spanish city size distributions**

*by*Puente-Ajovin, Miguel & Ramos, Arturo

**Complements and Substitutes in Sequential Auctions: The Case of Water Auctions**

*by*Donna, Javier & Espin-Sanchez, Jose

**Estimating and Testing Threshold Regression Models with Multiple Threshold Variables**

*by*Chong, Terence Tai Leung & Yan, Isabel K.

**Estimating multivariate GARCH and stochastic correlation models equation by equation**

*by*Francq, Christian & Zakoian, Jean-Michel

**Does inequality affect the consumption patterns of the poor? – The role of “status seeking” behaviour**

*by*Marjit, Sugata & Santra, Sattwik & Hati, Koushik Kumar

**Philippine Export Efficiency and Potential: An Application of Stochastic Frontier Gravity Model**

*by*Deluna, Roperto Jr & Cruz, Edgardo

**Forecasting Distress in European SME Portfolios**

*by*Ferreira Filipe, Sara & Grammatikos, Theoharry & Michala, Dimitra

**GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels**

*by*Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim

**Nutrition and economic growth in South Africa: A momentum threshold autoregressive (MTAR) approach**

*by*Phiri, Andrew & Dube, Wisdom

**A new Pearson-type QMLE for conditionally heteroskedastic models**

*by*Zhu, Ke & Li, Wai Keung

**Industry Localization, Distance Decay, and Knowledge Spillovers: Following the Patent Paper Trail**

*by*Octávio Figueiredo & Paulo Guimarães & Douglas Woodward

**: Income Inequality and FDI: Evidence with Turkish Data**

*by*Meltem Ucal & Mehmet HÃ¼seyin Bilgin & Alfred Haug

**Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments**

*by*Phillipp Eisenhauer & James J. Heckman & Stefano Mosso

**Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility**

*by*Drew D. Creal & Jing Cynthia Wu

**Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities**

*by*Xu Cheng & Zhipeng Liao & Frank Schorfheide

**Accuracy and efficiency of various GMM inference techniques in dynamic micro panel data models**

*by*Jan F. Kiviet & Milan Pleus & Rutger Poldermans

**Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity**

*by*Jan F. KIVIET & Qu FENG

**Semiparametric Single-Index Panel Data Models with Cross-Sectional Dependence**

*by*Bin Peng & Chaohua Dong & Jiti Gao

**Estimation for Single-index and Partially Linear Single-index Nonstationary Time Series Models**

*by*Chaohua Dong & Jiti Gao & Dag Tjostheim

**Bayesian Estimation for Partially Linear Models with an Application to Household Gasoline Consumption**

*by*Haotian Chen & Xibin Zhang

**Semiparametric Model Selection in Panel Data Models with Deterministic Trends and Cross-Sectional Dependence**

*by*Jia Chen & Jiti Gao

**Semiparametric Localized Bandwidth Selection in Kernel Density Estimation**

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**On the Super-Additivity and Estimation Biases of Quantile Contributions**

*by*Nassim Nicholas Taleb & Raphaël Douady

**Are autographs integrating the global art market? The case of hedonic prices for French autographs (1960-2005)**

*by*Ileana Miranda Mendoza & François Gardes & Xavier Greffe & Pierre-Charles Pradier

**Testing for Leverage Effect in Financial Returns**

*by*Christophe Chorro & Dominique Guegan & Florian Ielpo & Hanjarivo Lalaharison

**Bootstrapping Sample Quantiles of Discrete Data**

*by*Jentsch, Carsten & Leucht, Anne

**Estimating a DSGE model with Limited Asset Market Participation for the Euro Area**

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**"On Testing for Sphericity with Non-normality in a Fixed Effects Panel Data Model**

*by*Badi H. Baltagi & Chihwa Kao & Bin Peng

**Random Effects, Fixed Effects and Hausman’s Test for the Generalized Mixed Regressive Spatial Autoregressive Panel**

*by*Badi H. Baltagi & Long Liu

**Identification and Estimation of Outcome Response with Heterogeneous Treatment Externalities**

*by*Eleonora Patacchini & Tiziano Arduini & Edoardo Rainone

**An Empirical Analysis of Business Cycles in a New Keynesian Model with Inventories**

*by*Marcel Förster

**On the Interpretation of Instrumental Variables in the Presence of Specification Errors**

*by*Stephen G. Hall, & P. A. V. B. Swamy & George S. Tavlas

**Time Varying Coefficient Models; A Proposal for selecting the Coefficient Driver Sets**

*by*Stephen G. Hall & P. A. V. B. Swamy & George S. Tavlas

**The Effect of Measurement Error in the Sharp Regression Discontinuity Design**

*by*Takahide Yanagi

**Panel Data Analysis with Heterogeneous Dynamics**

*by*Ryo Okui & Takahide Yanagi

**Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models**

*by*Haruo Iwakura & Ryo Okui

**Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects**

*by*Haruo Iwakura

**Estimating Stable Factor Models By Indirect Inference**

*by*Giorgio Calzolari & Roxana Halbleib

**Estimating Mis-reporting in Dyadic Data: Are Transfers Mutually Beneficial?**

*by*Comola, Margherita & Fafchamps, Marcel

**Consumer Search Costs and Preferences on the Internet**

*by*Jolivet, Grégory & Turon, Hélène

**Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments**

*by*Eisenhauer, Philipp & Heckman, James J. & Mosso, Stefano

**A Permutation Test and Estimation Alternatives for the Regression Kink Design**

*by*Ganong, Peter & Jäger, Simon

**A General Double Robustness Result for Estimating Average Treatment Effects**

*by*Sloczynski, Tymon & Wooldridge, Jeffrey M.

**Canonical correlation and assortative matching: A remark**

*by*DUPUY Arnaud & GALICHON Alfred

**A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies**

*by*Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent

**Semiparametric Generalized Long Memory Modelling of GCC Stock Market Returns: A Wavelet Approach**

*by*Heni Boubaker & Nadia Sghaier

**A Directional Distance Function Approach to Identifying the Input/Output Status of Medical Residents**

*by*Gary D. Ferrier & Viviane Valdmanis & Michael Vardanyan

**Better Luck Next Time: Learning through Retaking**

*by*Kala Krishna & Sergey Lychagin & Cemile Yavas & Veronica Frisancho

**Bootstrap confidence sets under model misspecification**

*by*Vladimir Spokoiny & Mayya Zhilova & &

**Estimation procedures for exchangeable Marshall copulas with hydrological application**

*by*Fabrizio Durante & Ostap Okhrin & &

**Efficient Iterative Maximum Likelihood Estimation of High-Parameterized Time Series Models**

*by*Nikolaus Hautsch & Ostap Okhrin & Alexander Ristig &

**Mortgage Loan Characteristics , Unobserved Heterogeneity and the Performance of United Kingdom Securitised Sub-Prime Loans**

*by*Lanot, Gauthier & Leece, David

**Practical Correlation Bias Correction in Two-way Fixed Effects Linear Regression**

*by*Gaure, Simen

**Institutional Quality, Trust and Stock Market Participation: Learning to Forget**

*by*Asgharian, Hossein & Liu, Lu & Lundtofte, Frederik

**A Factor Analytical Approach to Price Discovery**

*by*Westerlund, Joakim & Reese, Simon & Narayan, Paresh

**PANICCA - PANIC on Cross-Section Averages**

*by*Reese, Simon & Westerlund, Joakim

**Institutional Quality, Trust and Stock-Market Participation: Learning to Forget**

*by*Asgharian, Hossein & Liu, Lu & Lundtofte, Frederik

**A Factor Analytical Method to Interactive Effects Dynamic Panel Models with or without Unit Root**

*by*Westerlund, Joakim & Norkute, Milda

**Estimation of Factor-Augmented Panel Regressions with Weakly Influential Factors**

*by*Westerlund, Joakim & Reese, Simon

**A Monte Carlo Study of a Factor Analytical Method for Fixed-Effects Dynamic Panel Models**

*by*Norkute, Milda

**Bivariate Integer-Valued Long Memory Model for High Frequency Financial Count Data**

*by*Quoreshi, A.M.M. Shahiduzzaman

**The risk of financial intermediaries**

*by*Delis , Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G.

**Portfolio Choice under Parameter Uncertainty: Bayesian Analysis and Robust Optimization Comparison**

*by*António Alberto Santos & Ana Margarida Monteiro & Rui Pascoal

**Stochastic Volatility Estimation with GPU Computing**

*by*António Alberto Santos & João Andrade

**The FRBNY staff underlying inflation gauge: UIG**

*by*Amstad, Marlene & Potter, Simon M. & Rich, Robert W.

**The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited**

*by*Lahaye, Jerome & Neely, Christopher J.

**Generating Options-Implied Probability Densities to Understand Oil Market Events**

*by*Datta, Deepa Dhume & Londono, Juan M. & Ross, Landon J

**Financial Frictions, Financial Shocks, and Aggregate Volatility**

*by*Fuentes-Albero, Cristina

**Technical note on "assessing Bayesian model comparison in small samples"**

*by*Martinez-Garcia, Enrique & Wynne, Mark A.

**Assessing Bayesian model comparison in small samples**

*by*Martinez-Garcia, Enrique & Wynne, Mark A.

**Estimation of Long Memory in Volatility Using Wavelets**

*by*Jozef Baruník & Lucie Kraicová

**Gravity model analysis: robust evidence from the Czech Republic and corruption matching**

*by*Michal Paulus & Eva Michalíková

**German International Trade: Interpreting Export Flows According to the Gravity Model**

*by*Michal Paulus & Eva Michalíková & Vladimír Benáèek

**Determinants of Austrian International Trade: Analysis Based on the Gravity Model**

*by*Lucie Davidova & Vladimir Benacek

**The value of bosses**

*by*Edward P. Lazear & Kathryn L. Shaw

**Estimating the extensive margin of trade**

*by*Joao Santos Silva & Silvana Tenreyro & Kehai Wei

**Forecasting with Approximate Dynamic Factor Models: the Role of Non-Pervasive Shocks**

*by*Matteo Luciani

**Conditional Forecasts and Scenario Analysis with Vector Autoregressions for Large Cross-Sections**

*by*Martha Banbura & Domenico Giannone & Michèle Lenza

**On Conditions in Central Limit Theorems for Martingale Difference Arrays Long Version**

*by*Abdelkamel Alj & Rajae Azrak & Guy Melard

**Income Distributions, Inequality, and Poverty in Asia, 1992â€“2010**

*by*Duangkamon Chotikapanich & William E. Griffiths & D. S. Prasada Rao & Wasana Karunarathne

**A Note on Regressions with Interval Data on a Regressor**

*by*Daniel Cerquera & François Laisney & Hannes Ullrich

**A New Semiparametric Approach to Analysing Conditional Income Distributions**

*by*Alexander Sohn & Nadja Klein & Thomas Kneib

**Threshold Regression with Endogeneity**

*by*Ping Yu & Peter C.B. Phillips

**Outliers in multivariate Garch models**

*by*Aurea Grané & Belén Martín-Barragán & Helena Veiga

**The height production function from birth to maturity**

*by*Elisabetta De Cao

**Multi-level Conditional VaR Estimation in Dynamic Models**

*by*Christian Francq & Jean-Michel Zakoian

**Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections**

*by*Banbura, Marta & Giannone, Domenico & Lenza, Michele

**Factor Analysis with Large Panels of Volatility Proxies**

*by*Ghysels, Eric

**An Estimated Small Open Economy Model with Labour Market Frictions**

*by*Sheen, Jeffrey & Wang, Ben Z.

**Estimating nonlinear DSGE models with moments based methods**

*by*Sergey, Ivashchenko

**Forecasting comparison of long term component dynamic models for realized covariance matrices**

*by*BAUWENS, Luc & BRAIONE, Manuela & STORTI, Giuseppe

**Estimation and empirical performance of non-scalar dynamic conditional correlation models**

*by*BAUWENS, Luc & GRIGORYEVA, Lyudmila & ORTEGA, Juan-Pablo

**Movilidad económica en Colombia 1994-2005**

*by*Linda Gómez González & Paula Leyva Rodríguez & Fabián Bernal López

**FISCO: Modelo Fiscal para Colombia**

*by*Hernán Rincón & Diego Rodríguez & Jorge Toro & Santiago Téllez

**Spatial Effects in Dynamic Conditional Correlations**

*by*P. Bertuccelli & M. Mucciardi & E. Otranto

**Migration and Regional Trade Agreement: a (new) Gravity Estimation**

*by*Gianluca Orefice & Luiz Lima & Erik Figueiredo

**Adaptive Markov chain Monte Carlo sampling and estimation in Mata**

*by*Matthew J. Baker

**Efficiency Gains by Modifying GMM Estimation in Linear Models under Heteroskedasticity**

*by*Jan Frederik Kiviet & Qu Feng

**Estimating Dynamic Equilibrium Models Using Mixed Frequency Macro and Financial Data**

*by*Bent Jesper Christensen & Olaf Posch & Michel van der Wel

**Fixed Effects and Random Effects Estimation of Higher-Order Spatial Autoregressive Models with Spatial Autoregressive and Heteroskedastic Disturbances**

*by*Harald Badinger & Peter Egger

**A Multiple Testing Approach to the Regularisation of Large Sample Correlation Matrices**

*by*Natalia Bailey & M. Hashem Pesaran & L. Vanessa Smith

**Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with Interactive Effects**

*by*Kazuhiko Hayakawa & M. Hashem Pesaran & L. Vanessa Smith

**On the Finite Sample Properties of Pre-Test Estimators of Spatial Models**

*by*Gianfranco Piras & Ingmar R. Prucha

**International Student Migration: A Partial Identification Analysis**

*by*Romuald Méango

**Does Religious Activity Affect Childbearing Decisions? The Case of Georgia**

*by*Lasha Lanchava

**Dynamic Panels with Threshold Effect and Endogeneity**

*by*Myung Hwan Seo & Yongcheol Shin

**A Cusum Test of Common Trends in Large Heterogeneous Panels**

*by*Javier Hidalgo & Jungyoon Lee

**Asymptotics for maximum score method under general conditions**

*by*Taisuke Otsu & Myung Hwan Seo

**The Value of Bosses**

*by*Edward P. Lazear & Kathryn L. Shaw & Christopher T. Stanton

**A multiple testing approach to the regularisation of large sample correlation matrices**

*by*Natalia Bailey & Vanessa Smith & Hashem Pesaran

**Transformed Maximum Likelihood Estimation of Short Dynamic Panel Data Models with interactive effects**

*by*Kazuhiko Hayakawa & Vanessa Smith & Hashem Pesaran

**Consumer Search Costs and Preferences on the Internet**

*by*Grégory Jolivet & Hélène Turon

**Inference on Causal Effects in a Generalized Regression Kink Design**

*by*David Card & Zhuan Pei & David S. Lee & Andrea Weber

**pca2: implementing a strategy to reduce the instrument count in panel GMM**

*by*M. E. Bontempi & I. Mammi

**Combined Density Nowcasting in an uncertain economic environment**

*by*Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk

**Identification and estimation of outcome response with heterogeneous treatment externalities**

*by*Tiziano Arduini & Eleonora Patacchini & Edoardo Rainone

**Filling in the Blanks: Network Structure and Interbank Contagion**

*by*Kartik Anand & Ben Craig & Goetz von Peter

**Sheep in Wolf’s Clothing: Using the Least Squares Criterion for Quantile Estimation**

*by*Heng Chen

**Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model**

*by*Constantino Hevia & Martin Gonzalez-Rozada & Martin Sola & Fabio Spagnolo

**On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators**

*by*Stelios Arvanitis & Antonis Demos

**Inference in High-dimensional Dynamic Panel Data Models**

*by*Anders Bredahl Kock & Haihan Tang

**Indirect inference with time series observed with error**

*by*Eduardo Rossi & Paolo Santucci de Magistris

**On spectral distribution of high dimensional covariation matrices**

*by*Claudio Heinrich & Mark Podolskij

**Testing the maximal rank of the volatility process for continuous diffusions observed with noise**

*by*Tobias Fissler & Mark Podolskij

**Ambit fields: survey and new challenges**

*by*Mark Podolskij

**On non-standard limits of Brownian semi-stationary**

*by*Kerstin Gärtner & Mark Podolskij

**Tail Risk Premia and Return Predictability**

*by*Tim Bollerslev & Viktor Todorov & Lai Xu

**Roughing up Beta: Continuous vs. Discontinuous Betas, and the Cross-Section of Expected Stock Returns**

*by*Tim Bollerslev & Sophia Zhengzi Li & Viktor Todorov

**Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy**

*by*Laurent Callot & Johannes Tang Kristensen

**Forecasting Medium and Large Datasets with Vector Autoregressive Moving Average (VARMA) Models**

*by*Gustavo Fruet Dias & George Kapetanios

**Asymptotically Honest Confidence Regions for High Dimensional Parameters by the Desparsified Conservative Lasso**

*by*Mehmet Caner & Anders Bredahl Kock

**ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models**

*by*Michael Creel & Dennis Kristensen

**Discretization of Lévy semistationary processes with application to estimation**

*by*Mikkel Bennedsen & Asger Lunde & Mikko S. Pakkanen

**Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models**

*by*Markku Lanne & Henri Nyberg

**On an Estimation Method for an Alternative Fractionally Cointegrated Model**

*by*Federico Carlini & Katarzyna Lasak

**Are University Admissions Academically Fair?**

*by*Debopam Bhattacharya & Shin Kanaya & Margaret Stevens

**Le système financier indien à l'épreuve de la crise**

*by*Ano Sujithan, Kuhanathan

**Oil Price-Macroeconomic Relationship in Australia and New Zealand: Application of a Hidden Cointegration Technique**

*by*Fardous Alom

**The Use Of Methods Of Multidimensional Comparative Analysis In Evaluation Of The Standard Of Living Of Poland’S Population In Comparison With Other Countries Of The European Union**

*by*Monika Moscibrodzka

**Nested Logit or Random Coefficients Logit? A Comparison of Alternative Discrete Choice Models of Product Differentiation**

*by*Laura Grigolon & Frank Verboven

**Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk**

*by*Drew Creal & Bernd Schwaab & Siem Jan Koopman & André Lucas

**Autocorrélation Spatiale Des Erreurs Et Erreurs De Mesure : Quelles Interactions ?**

*by*Julie LE GALLO & Jan MUTL

**The Technology Based Sectors In Mexico: An Analysis For The Firm Size And The Production Scale**

*by*ALARCON-OSUNA, Moises Alejandro & DIAZ-PEREZ, Claudia del Carmen

**Predictability of time-varying jump premiums: Evidence based on calibration**

*by*Kent Wang & Yuqiang Guo

**R – a Global Sensation in Data Science**

*by*Nicoleta Caragea & Antoniade-Ciprian Alexandru & Ana Maria Dobre

**The Progress of R in Romanian Official Statistics**

*by*Ana Maria Dobre & Cecilia Roxana Adam

**The Bayesian Modelling Of Inflation Rate In Romania**

*by*Mihaela Simionescu (Bratu)

**Using asymmetric Okun law and Phillips curve for potential output estimates: an empirical study for Romania**

*by*Ana Michaela ANDREI

**Modeling Stock Index Returns using Semi-Parametric Approach with Multiplicative Adjustment**

*by*Kaiping Wang

**Industrial Growth and Wage Structure: An Inter-Regional Analysis**

*by*Jain, Hansa & Singh, Dileep

**A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix**

*by*Newey, Whitney & West, Kenneth

**Términos de intercambio y productividad total de factores: Evidencia empírica de los mercados emergentes de América latina**

*by*Castillo, Paul & Rojas, Youel

**Time varying vine copulas for multivariate returns (in Russian)**

*by*Oleg Groshev

**Effects of Trade Liberalization on Exports, Imports and Trade Balance in Pakistan: A Time Series Analysis**

*by*Muhammad Zakaria

**The Impact of E.U. Founds between 2007-2013**

*by*Ciobanu Carmen Liliana

**Modelling and Forecasting Demand for Nepali Tourism**

*by*Shoora B. Paudyal Ph. D.

**Choosing the More Likely Hypothesis**

*by*Startz, Richard

**The Composite Marginal Likelihood (CML) Inference Approach with Applications to Discrete and Mixed Dependent Variable Models**

*by*Bhat, Chandra R.

**Analysis of the Behavior of Volatility in Crude Oil Price**

*by*Tara Keshar Nanda Baidya & Fernando Antonio Lucena Aiube

**The Impact of the Crisis on the Polarization of Spanish Wages/El impacto de la crisis en la polarización de los salarios en España**

*by*PALACIOS GONZÁLEZ, FEDERICO & GARCÍA FERNÁNDEZ, ROSA Mª. & LLORCA RODRÍGUEZ, CARMEN M.

**An Econometric Model for Financial Stability Indicators**

*by*Mihaela Simionescu & Mirela Niculae & Marinel Nedelut

**Square Density Weighted Average Derivatives Estimation of Single Index Models**

*by*Myung Jae Sung

**World Bank Doing Business Project and the statistical methods based on ranks: the paradox of the time indicator**

*by*Antonio Cappiello

**Improving quarterly index of turnover by means of a calibration estimator**

*by*Fabio Bacchini & Claudio Ceccarelli & Diego Chianella & Roberto Iannaccone

**Movilidad endógena y variaciones demográficas: una aplicación para Ecuador**

*by*Luis Antamba & Paúl Medina

**Dai primi studi sul reddito nazionale alla stima provinciale del reddito disponibile delle famiglie**

*by*Marco Pini & Paolo Quirino

**Customer satisfaction per l’innovazione dell’enoturismo in Veneto. Effetti delle nuove forme di integrazione turistica**

*by*Christine Mauracher & Isabella Procidano & Giovanna Sacchi

**Forecasting House Prices in the United States with Multiple Structural Breaks**

*by*Mahua Barari & Nityananda Sarkar & Srikanta Kundu & Kushal Banik Chowdhury

**R&D portfolios and pharmaceutical licensing**

*by*Nishimura, Junichi & Okada, Yosuke

**Spatial autoregressive models with unknown heteroskedasticity: A comparison of Bayesian and robust GMM approach**

*by*Doğan, Osman & Taşpınar, Süleyman

**Who mimics whom in the equity fund market? Evidence from the Korean equity fund market**

*by*Kim, Sei-Wan & Lee, Bong-Soo & Kim, Young-Min

**Systematic cyclicality of systemic bubbles: Evidence from the U.S. commercial banking system**

*by*Kim, Myeong Hyeon & Kim, Baeho

**Macroeconomic risk and hedge fund returns**

*by*Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa O.

**Utility rebates for ENERGY STAR appliances: Are they effective?**

*by*Datta, Souvik & Gulati, Sumeet

**Yes, the CAPM is testable**

*by*Guermat, Cherif

**The risk of financial intermediaries**

*by*Delis, Manthos D. & Hasan, Iftekhar & Tsionas, Efthymios G.

**Discrete stochastic autoregressive volatility**

*by*Cordis, Adriana S. & Kirby, Chris

**Quality of PIN estimates and the PIN-return relationship**

*by*Yan, Yuxing & Zhang, Shaojun

**An intertemporal capital asset pricing model with bank credit growth as a state variable**

*by*Hammami, Yacine & Lindahl, Anna

**Volatility spreads and earnings announcement returns**

*by*Atilgan, Yigit

**Conditional least squares and copulae in claims reserving for a single line of business**

*by*Pešta, Michal & Okhrin, Ostap

**Estimating the extensive margin of trade**

*by*Santos Silva, J.M.C. & Tenreyro, Silvana & Wei, Kehai

**Trade intensity and purchasing power parity**

*by*Cho, Dooyeon & Doblas-Madrid, Antonio

**A sovereign risk index for the Eurozone based on stochastic dominance**

*by*Agliardi, Elettra & Pinar, Mehmet & Stengos, Thanasis

**Testing excess returns on event days: Log returns vs. dollar returns**

*by*Duarte-Silva, Tiago & Tripolski Kimel, Maria

**Estimation accuracy of high–low spread estimator**

*by*Lin, Chien-Chih

**Corporate yield spreads and real interest rates**

*by*Batten, Jonathan A. & Jacoby, Gady & Liao, Rose C.

**Option pricing under stochastic volatility and tempered stable Lévy jumps**

*by*Zaevski, Tsvetelin S. & Kim, Young Shin & Fabozzi, Frank J.

**The extent of European power markets**

*by*Böckers, Veit & Heimeshoff, Ulrich

**On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility**

*by*Jebabli, Ikram & Arouri, Mohamed & Teulon, Frédéric

**Modeling the daily electricity price volatility with realized measures**

*by*Frömmel, Michael & Han, Xing & Kratochvil, Stepan

**Modelling the general dependence between commodity forward curves**

*by*Zolotko, Mikhail & Okhrin, Ostap

**Evaluating sub-national building-energy efficiency policy options under uncertainty: Efficient sensitivity testing of alternative climate, technological, and socioeconomic futures in a regional integrated-assessment model**

*by*Scott, Michael J. & Daly, Don S. & Zhou, Yuyu & Rice, Jennie S. & Patel, Pralit L. & McJeon, Haewon C. & Page Kyle, G. & Kim, Son H. & Eom, Jiyong & Clarke, Leon E.

**Level shifts in stock returns driven by large shocks**

*by*Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias

**Counter-cyclical risk aversion**

*by*Kim, Kun Ho

**On the distribution and estimation of trading costs**

*by*Kourtis, Apostolos

**Price discovery process in the emerging sovereign CDS and equity markets**

*by*Ngene, Geoffrey M. & Kabir Hassan, M. & Alam, Nafis

**Child care choices, food intake, and children's obesity status in the United States**

*by*Mandal, Bidisha & Powell, Lisa M.

**Time-varying jump tails**

*by*Bollerslev, Tim & Todorov, Viktor

**Mutual excitation in Eurozone sovereign CDS**

*by*Aït-Sahalia, Yacine & Laeven, Roger J.A. & Pelizzon, Loriana

**Consistent estimation with many moment inequalities**

*by*Menzel, Konrad

**Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations**

*by*Hou, Jie & Perron, Pierre

**Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics**

*by*Caner, Mehmet

**Conditional moment models under semi-strong identification**

*by*Antoine, Bertille & Lavergne, Pascal

**Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables**

*by*Wooldridge, Jeffrey M.

**Estimating spot volatility with high-frequency financial data**

*by*Zu, Yang & Peter Boswijk, H.

**On the robustness of location estimators in models of firm growth under heavy-tailedness**

*by*Ibragimov, Rustam

**On the properties of the coefficient of determination in regression models with infinite variance variables**

*by*Kurz-Kim, Jeong-Ryeol & Loretan, Mico

**A quasi-maximum likelihood approach for integrated covariance matrix estimation with high frequency data**

*by*Liu, Cheng & Tang, Cheng Yong

**Efficient GMM estimation of spatial dynamic panel data models with fixed effects**

*by*Lee, Lung-fei & Yu, Jihai

**Adaptive nonparametric instrumental variables estimation: Empirical choice of the regularization parameter**

*by*Horowitz, Joel L.

**Let’s fix it: Fixed-b asymptotics versus small-b asymptotics in heteroskedasticity and autocorrelation robust inference**

*by*Sun, Yixiao

**Frontier estimation in nonparametric location-scale models**

*by*Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid

**Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression**

*by*Dunker, Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno

**Uniform convergence of weighted sums of non and semiparametric residuals for estimation and testing**

*by*Escanciano, Juan Carlos & Jacho-Chávez, David T. & Lewbel, Arthur

**Neglected heterogeneity in moment condition models**

*by*Hahn, Jinyong & Newey, Whitney K. & Smith, Richard J.

**Model specification test with correlated but not cointegrated variables**

*by*Gan, Li & Hsiao, Cheng & Xu, Shu

**Testing overidentifying restrictions with many instruments and heteroskedasticity**

*by*Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen

**Integrated modified OLS estimation and fixed-b inference for cointegrating regressions**

*by*Vogelsang, Timothy J. & Wagner, Martin

**A Γ-moment approach to monotonic boundary estimation**

*by*Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle

**Sheep in Wolf’s clothing: Using the least squares criterion for quantile estimation**

*by*Chen, Heng

**Structural change estimation in time series regressions with endogenous variables**

*by*Qian, Junhui & Su, Liangjun

**Bipower variation with jumps and correlated returns**

*by*Duan, Yunpeng & Xue, Yi

**Measuring US sectoral shocks in the world input–output network**

*by*Ando, Sakai

**A simple test for nonstationarity in mixed panels with incidental trends**

*by*Westerlund, Joakim

**Currency demand, new technology, and the adoption of electronic money: Micro evidence from Japan**

*by*Fujiki, Hiroshi & Tanaka, Migiwa

**Can we reject linearity in an HAR-RV model for the S&P 500? Insights from a nonparametric HAR-RV**

*by*Lahaye, Jerome & Shaw, Philip

**The role of constant instruments in dynamic panel estimation**

*by*Han, Chirok & Kim, Hyoungjong

**Estimating aggregate autoregressive processes when only macro data are available**

*by*Jondeau, Eric & Pelgrin, Florian

**Can Markov switching model generate long memory?**

*by*Baek, Changryong & Fortuna, Natércia & Pipiras, Vladas

**A Monte Carlo study of a factor analytical method for fixed-effects dynamic panel models**

*by*Norkute, Milda

**On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators**

*by*Chau, Tak Wai

**On conditions in central limit theorems for martingale difference arrays**

*by*Alj, Abdelkamel & Azrak, Rajae & Mélard, Guy

**An algorithm for constructing high dimensional distributions from distributions of lower dimension**

*by*Anatolyev, Stanislav & Khabibullin, Renat & Prokhorov, Artem

**Measurement error in imputation procedures**

*by*Campos, Rodolfo G. & Reggio, Iliana

**Covariance estimation using high-frequency data: Sensitivities of estimation methods**

*by*Haugom, Erik & Lien, Gudbrand & Veka, Steinar & Westgaard, Sjur

**Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects**

*by*Al Janabi, Mazin A.M.

**Shifting Armington trade preferences: A re-examination of the Mercosur–EU negotiations**

*by*Philippidis, G. & Resano, H. & Sanjuán, A.I.

**Parity in professional sports when revenues are maximized**

*by*Biner, Burhan

**An alternative measure of structural unemployment**

*by*Aysun, Uluc & Bouvet, Florence & Hofler, Richard

**International price transmission in CGE models: How to reconcile econometric evidence and endogenous model response?**

*by*Siddig, Khalid & Grethe, Harald

**High debt companies' leverage determinants in Spain: A quantile regression approach**

*by*Sánchez-Vidal, F. Javier

**The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range**

*by*Todorova, Neda & Souček, Michael

**Sports and cultural habits by gender: An application using count data models**

*by*Muñiz, Cristina & Rodríguez, Plácido & Suárez, María J.

**R&D and aggregate fluctuations**

*by*Artuç, Erhan & Pourpourides, Panayiotis M.

**Recovering default risk from CDS spreads with a nonlinear filter**

*by*Guarin, Alexander & Liu, Xiaoquan & Ng, Wing Lon

**Oil Price Pass-Through into Domestic Inflation: The Case of Iran**

*by*Abbas Ali Abounoori & Rafik Nazarian & Ashkan Amiri

**Economic Growth, Carbon Dioxide Emissions, Renewable Energy and Globalization**

*by*Nuno Carlos Leitão

**Asymmetry of the Oil Price Pass–Through to Inflation in Iran**

*by*Rafik Nazarian & Ashkan Amiri

**Impact of Migrant Remittances on Economic Empowerment of Women: A Macroeconomic Investigation**

*by*Aomar Ibourk & Jabrane Amaghouss

**Value-at-Risk Analysis in the Presence of Asymmetry and Long Memory: The Case of Turkish Stock Market**

*by*Mesut BALLIBEY & Serpil TÜRKYILMAZ

**Long Memory Behavior in the Returns of Pakistan Stock Market: ARFIMA-FIGARCH Models**

*by*Serpil TURKYILMAZ & Mesut BALIBEY

**Ageing, Longevity and Savings: The Case of Morocco**

*by*Ghizlan Loumrhari

**Long Memory Analysis: An Empirical Investigation**

*by*Rafik Nazarian & Esmaeil Naderi & Nadiya G. Alikhani & Ashkan Amiri

**Exchange Rate Policy in Morocco and Persistence of Real Exchange Rate Misalignments**

*by*Mohamed BOUZAHZAH & Radouane BACHAR

**Application of Kernel Estimators to Estimation Efficiency of Active Labor Market Programs**

*by*Dominik Sliwicki

**Diferencias en los ingresos laborales en Colombia, 2001?2006: un análisis de descomposición de Oaxaca para los sectores formal e informal**

*by*Gustavo Gonzalez Palomino

**Más allá del acceso: segregación social e inequidad en el sistema educativo argentino**

*by*Natalia Krüger

**Stress Testing of the Montenegrin Banking System with Aggregated and Bank-Specific Data**

*by*Sanja Vuković

**Mathematics Understanding Of Economy By The General Public In The Economic Departments**

*by*Tomita Vasile & Cora Ionela Daniasa

**REVIEW OF JOOP J. HOX MULTILEVEL ANALYSIS – TECHNIQUES AND APPLICATIONS, Second Edition, Routledge (2010)**

*by*Roxana-Otilia-Sonia HRITCU

**Tools for Consumer Rights Protection in the Prediction of Electronic Virtual Market and Technological Changes**

*by*Mikuláš Gangur & Miroslav Plevný

**An Extension Of The Methodology Of Using The Student Test In Case Of A Linear Regression With Three Explanatory Variables**

*by*Florin-Marius PAVELESCU

**The Number of State Variables for CDS Pricing**

*by*Biao Guo & Qian Han & Doojin Ryu

**Generalized Maximum Entropy Estimation of Discrete Sequential Move Games of Perfect Information**

*by*Yafeng Wang & Brett Graham

**Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information**

*by*Zongwu Cai & Ying Fang

**Nonparametric Estimation Of Varying Coefficient Dynamic Panel Data Models**

*by*Zongwu Cai & Qi Li

**Regularizing Priors for Linear Inverse Problems**

*by*Florens, Jean-Pierre & Simoni, Anna

**Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models**

*by*Goodness C. Aye & Pami Dua & Rangan Gupta

**L'apport de "l'estimateur" de Ledoit et Wolf**

*by*Vu Anh Tuan, Eric

**How Does the Ledoit and Wolf Shrinkage Estimator Improve a Real Estate Portfolio?**

*by*Vu Anh Tuan, Eric

**Option Pricing with a Dynamic Fat-Tailed Model**

*by*Aboura, Sofiane & Valeyre, Sébastien & Wagner, Niklas

**GARCH models without positivity constraints: Exponential or Log GARCH?**

*by*Zakoïan, Jean-Michel & Wintenberger, Olivier & Francq, Christian

**Zaruri harcama - gelir ilişkisi ve demografik faktörler: Parametrik olmayan çekirdek kestirim sonuçları**

*by*M. Suphi ÖZÇOMAK & Elif GÖLVEREN & Eray YÜCEL

**Optimal estimation of a large-dimensional covariance matrix under Stein’s loss**

*by*Olivier Ledoit & Michael Wolf

**Spectrum estimation: a unified framework for covariance matrix estimation and PCA in large dimensions**

*by*Olivier Ledoit & Michael Wolf

**Estimation of Linear Dynamic Panel Data Models with Time-Invariant Regressors**

*by*Kripfganz, Sebastian & Schwarz, Claudia

**Who Opts Out of the Statutory Health Insurance? A Discrete Time Hazard Model for Germany**

*by*Bünnings, Christian & Tauchmann, Harald

**Who opts out of the statutory health insurance? A discrete time hazard model for Germany**

*by*Bünnings, Christian & Tauchmann, Harald

**Atypical behavior of credit: Evidence from a monetary VAR**

*by*Afanasyeva, Elena

**Estimation of linear dynamic panel data models with time-invariant regressors**

*by*Kripfganz, Sebastian & Schwarz, Claudia

**Evaluation of minimum capital requirements for bank loans to SMEs**

*by*Düllmann, Klaus & Koziol, Philipp

**The US Economy, the Treasury Bond Market and the Specification of Macro-Finance Models**

*by*Peter Spencer

**Bias in Measuring Smoking Behavior**

*by*Vidhura Tennekoon & Robert Rosenman

**Small area estimation of labor productivity for the Italian manufacturing SME cross-classified by region, industry and size**

*by*Enrico Fabrizi & Maria Ferrante & Carlo Trivisano

**“Markov Switching Models for Volatility: Filtering, Approximation and Duality”**

*by*Monica Billio & Maddalena Cavicchioli

**Extreme Downside Liquidity Risk**

*by*Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian

**Variance Risk Premiums in Foreign Exchange Markets**

*by*Ammann, Manuel & Buesser, Ralf

**Estimating Bayesian decision problems with heterogeneous priors**

*by*Stephen Eliot Hansen & Michael McMahon

**Smoothed Estimating Equations for Instrumental Variables Quantile Regression**

*by*David M. Kaplan & Yixiao Sun

**Interaction Effects in Probit Models, Reinterpreting the Impact of Education on Attitudes towards Immigrants and Free-Trade**

*by*Natalia Melgar

**GMM Efficiency and IPW Estimation for Nonsmooth Functions**

*by*Ot�vio Bartalotti

**A gamma-moment approach to monotonic boundaries estimation**

*by*Daouia, Abdelaati & Girard, Stéphane & Guillou, Armelle

**Measuring Pattern, Amplitude and Timing Differences between Monetary and Non-Monetary Seasonal Factors of Tourism - the Case of Aruba**

*by*Jorge Ridderstaat & Peter Nijkamp

**A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles**

*by*Bernd Heidergott & Warren Volk-Makarewicz

**A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators**

*by*Duo Qin & Yanqun Zhang

**Estimating the Value Obtained from Using a Software Service Platform**

*by*Netsanet Haile & Jorn Altmann

**Important Channels of Transmission Monetary Policy Shock in South Africa**

*by*Nombulelo Gumata, Alain Kabundi and Eliphas Ndou

**Monetary Policy Response to Foreign Aid in an Estimated DSGE Model of Malawi**

*by*Chance Mwabutwa, Manoel Bittencourt and Nicola Viegi

**Short Run Underpricing of Initial Public Offering (IPOs) in the Johannesburg Stock Exchange (JSE)**

*by*Gillian van Heerden and Paul Alagidede

**Who Opts Out of the Statutory Health Insurance? A Discrete Time Hazard Model for Germany**

*by*Christian Bünnings & Harald Tauchmann

**Prediction and Simulation Using Simple Models Characterized by Nonstationarity and Seasonality**

*by*Norman Swanson & Richard Urbach

**An Expository Note on the Existence of Moments of Fuller and HFUL Estimators**

*by*John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen

**Combining Two Consistent Estimators**

*by*John Chao & Jerry Hausman & Whitney Newey & Norman Swanson & Tiemen Woutersen

**A note on dummies for policies in gravity models: a Montecarlo experiment**

*by*Maria Cipollina & Luca Salvatici & Luca De Benedictis & Claudio Vicarelli

**Acuratetea prognozei si dinamica modelelor SARIMA: studiu de caz cursul de schimb Ron-Usd**

*by*Corina Saman

**Factorii modelatori ai valorilor calculate ale Testului Student in cazul unei regresii liniare cu trei variabile explicative**

*by*Pavelescu, Florin Marius

**A Sovereign Risk Index for the Eurozone Based on Stochastic Dominance**

*by*Elettra Agliardi & Mehmet Pinar & Thanasis Stengos

**Liquidity Shocks and Stock Bubbles**

*by*Ogonna Nneji

**Issues in Estimating New-Keynesian Phillips Curves in the Presence of Unknown Structural Change**

*by*Mariano Kulish & Adrian Pagan

**Universities, Public Research and Regional Innovation Output: An Empirical Study of 19 Technologies in Germany**

*by*Thomas Brenner & Charlotte Schlump

**Kernel filtering of spot volatility in presence of Lévy jumps and market microstructure noise**

*by*Yu, Chao & Fang, Yue & Zhao, Xujie & Zhang, Bo

**Regularized Extended Skew-Normal Regression**

*by*Shutes, Karl & Adcock, Chris

**Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models**

*by*Yang, Bill Huajian

**Etimating NAIRU: the Morocco case**

*by*El Alaoui, Aicha & Ezzahidi, Elhadj & Eladnani, Mohamed Jellal

**The effect of federal government size on economic growth in Nigeria, 1961-2011**

*by*Awomuse, Bernard O. & Olorunleke, Kola & Alimi, R. Santos

**Temporal Disaggregation of Time Series**

*by*Sax, Christoph & Steiner, Peter

**Exchange Rate Misalignment and Economic Growth: Recent Evidence in Malaysia**

*by*n.a.m, Naseem & m.s, Hamizah

**Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery**

*by*Schröder, Anna Louise & Fryzlewicz, Piotr

**A new Pearson-type QMLE for conditionally heteroskedastic models**

*by*Zhu, Ke & Li, Wai Keung

**Should Moroccan Officials Depend on the Workers’ Remittances to Finance the Current Account Deficit?**

*by*Bentour, El Mostafa

**Regularized Skew-Normal Regression**

*by*Shutes, Karl & Adcock, Chris

**A new framework for the US city size distribution: Empirical evidence and theory**

*by*Ramos, Arturo & Sanz-Gracia, Fernando & González-Val, Rafael

**An Exponential Chi-Squared QMLE for Log-GARCH Models Via the ARMA Representation**

*by*Francq, Christian & Sucarrat, Genaro

**An evaluation of simple forecasting model selection rules**

*by*Fildes, Robert & Petropoulos, Fotios

**Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models**

*by*Zhu, Ke & Ling, Shiqing

**Are Output Fluctuations Transitory in the MENA Region**

*by*dogru, bulent

**On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of nonlinearities, applying Bayesian filters: 1. Stratanovich – Kalman – Bucy filters for Gaussian linear investment returns distribution and 2. Particle filters for non-Gaussian non-linear investment returns distribution**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Adaptive quadrature for likelihood inference on dynamic latent variable models for time-series and panel data**

*by*Cagnone, Silvia & Bartolucci, Francesco

**Interest Rates, Exchange Rates and Macroeconomic Performance**

*by*Erdoğan, Seyfettin & Karacan, Rıdvan & Alpaslan, Barış

**Vieillissement démographique, longévité et épargne. Le cas du Maroc**

*by*Loumrhari, Ghizlan

**Climate Change Creates Trade Opportunity in India**

*by*Dinda, Soumyananda

**Efficient Market Hypothesis in South Africa: Evidence from a threshold autoregressive (TAR) model**

*by*Van Heerden, Dorathea & Rodrigues, Jose & Hockly, Dale & Lambert, Bongani & Taljard, Tjaart & Phiri, Andrew

**A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets**

*by*GUO-FITOUSSI, Liang

**Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets**

*by*Ledenyov, Dimitri O. & Ledenyov, Viktor O.

**Sparse Linear Models and Two-Stage Estimation in High-Dimensional Settings with Possibly Many Endogenous Regressors**

*by*Zhu, Ying

**Optimal versus realized bank credit risk and monetary policy**

*by*Delis, Manthos & Karavias, Yiannis

**The Dynamic Effects of Crude Oil and Natural Gas Prices on Iran's Methanol**

*by*Delavari, Majid & Gandali Alikhani, Nadiya

**Stock index hedge using trend and volatility regime switch model considering hedging cost**

*by*Su, EnDer

**Profit and cost efficiency in the Italian banking industry (2006-2011)**

*by*Aiello, Francesco & Bonanno, Graziella

**Estimating International Migration on the Base of Small Area Techniques**

*by*Voineagu, Vergil & Caragea, Nicoleta & Pisica, Silvia

**Measuring and Testing Tail Dependence and Contagion Risk between Major Stock Markets**

*by*Su, EnDer

**A Proposed Estimator for Dynamic Probit Models**

*by*Gao, Wei & Yao, Qiwei & Bergsman, Wicher

**Testing for bubbles in agriculture commodity markets**

*by*Areal, Francisco J & Balcombe, Kelvin & Rapsomanikis, George

**NIG-Levy process in asset price modeling: case of Estonian companies**

*by*Teneng, Dean

**Derivation of Quarterly GDP, Investment Spending, and Government Expenditure Figures from Annual Data: The Case of Pakistan**

*by*Rashid, Abdul & Jehan, Zanaib

**Euler Equations for the Estimation of Dynamic Discrete Choice Structural**

*by*Aguirregabiria, Victor & Magesan, Arvind

**Continuous invertibility and stable QML estimation of the EGARCH(1,1) model**

*by*Wintenberger, Olivier

**Una aproximación metodológica al Balance Estructural: Aplicación a Ecuador**

*by*Reza Paocarina, Edison Bolívar

**Estimating the dose-response function through the GLM approach**

*by*Guardabascio, Barbara & Ventura, Marco

**Inference in non stationary asymmetric garch models**

*by*Francq, Christian & Zakoian, Jean-Michel

**Una Aplicación de Métodos de Detección de Burbuja Inmobiliaria: Caso Chile**

*by*Idrovo Aguirre, Byron & Lennon S., Joaquín

**Size Distributions for All Cities: Which One is Best?**

*by*González-Val, Rafael & Ramos, Arturo & Sanz, Fernando & Vera-Cabello, María

**Forecasting the optimal order quantity in the newsvendor model under a correlated demand**

*by*Halkos, George & Kevork, Ilias

**Do Labor Reforms in Spain have an Effect on the Equilibrium Unemployment Rate?**

*by*Dionisio Ramirez & Gabriel Rodríguez

**Medición del valor agregado del hogar: nuevos enfoques para el caso peruano**

*by*Arlette Beltrán & Pablo Lavado

**Advantages of Non-Normality in Testing Cointegration Rank**

*by*Felix Chan

**Non-Standard Rates of Convergence of Criterion-Function-Based Set Estimators**

*by*Jason R. Blevins

**Comovement in business cycles and trade in intermediate goods**

*by*Pundit,Madhavi

**Approximate variational inference for a model of social interactions**

*by*Angelo Mele

**Better Luck Next Time: Learning Through Retaking**

*by*Verónica Frisancho & Kala Krishna & Sergey Lychagin & Cemile Yavas

**The Joint Cross Section of Stocks and Options**

*by*Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici

**Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?**

*by*Turan G. Bali & Nusret Cakici & Robert F. Whitelaw

**Solving and Estimating Indeterminate DSGE Models**

*by*Roger E.A. Farmer & Vadim Khramov & Giovanni Nicolò

**Global identification of linearized DSGE models**

*by*Andrzej Kociecki & Marcin Kolasa

**On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous**

*by*Jan F. KIVIET & Jerzy NIEMCZYK

**Spatial Variation in Prices and Expenditure Inequalities in Australia**

*by*Ankita Mishra & Ranjan Ray

**Taxpaying response of small firms to an increased probability of audit: some evidence from Italy**

*by*Carlo Fiorio & Stefano Iacus & Alessandro Santoro

**The Allocation of Time in Sleep: A Social Network Model with Sampled Data**

*by*Eleonora Patacchini & Xiaodong Liu & Edoardo Rainone

**Measuring Social Unrest Based on Income Distribution**

*by*Yoonseok Lee & Donggyun Shin

**Wrong Skewness and Finite Sample Correction in Parametric Stochastic Frontier Models**

*by*Qu Feng & William Horrace & Guiying Laura Wu

**The Great Moderation: Inventories, Shocks or Monetary Policy?**

*by*Marcel Förster

**Pauvreté monétaire versus non-monétaire au Burundi**

*by*Jean-Claude Nsabimana & Nicolas Ndayishimiye & Christian Kwidera & Aurélien Beko

**Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy**

*by*David Ardia & Kris Boudt

**Feasible Estimation of Linear Models with N-fixed Effects**

*by*Fernando Rios-Avila

**Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes**

*by*Yoon-Jin Lee & Ryo Okui & Mototsugu Shintani

**Risk, Uncertainty, and Expected Returns**

*by*Turan G. Bali & Hao Zhou

**Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns**

*by*Turan G. Bali & Robert F. Engle & Yi Tang

**Liquidity Shocks and Stock Market Reactions**

*by*Turan G. Bali & Lin Peng & Yannan Shen & Yi Tang

**A note on the identification of dynamic economic models with generalized shock processes**

*by*Christopher Reicher

**The Effect of Credit Guarantees on R&D Investment of SMEs in Korea**

*by*Heshmati, Almas

**Inference with Difference-in-Differences Revisited**

*by*Brewer, Mike & Crossley, Thomas F. & Joyce, Robert

**Estimating Obesity Rates in the Presence of Measurement Error**

*by*O'Neill, Donal & Sweetman, Olive

**Star Wars: The Empirics Strike Back**

*by*Brodeur, Abel & Lé, Mathias & Sangnier, Marc & Zylberberg, Yanos

**A Stata package for the application of semiparametric estimators of dose-response functions**

*by*BIA Michela & FLORES Carlos A. & FLORES-LAGUNES Alfonso & MATTEI Alessandra

**A Systematic approach to identify systemically important firms**

*by*Natasha Agarwal et al

**Optimal uniform convergence rates for sieve nonparametric instrumental variables regression**

*by*Xiaohong Chen & Timothy Christensen

**Identification and shape restrictions in nonparametric instrumental variables estimation**

*by*Joachim Freyberger & Joel Horowitz

**Adaptive nonparametric instrumental variables estimation: empirical choice of the regularisation parameter**

*by*Joel Horowitz

**Maximum score estimation of preference parameters for a binary choice model under uncertainty**

*by*Le-Yu Chen & Sokbae 'Simon' Lee & Myung Jae Sung

**Regularizing Priors for Linear Inverse Problems**

*by*Florens, Jean-Pierre & Simoni, Anna

**Default Risk Calculation based on Predictor Selection for the Southeast Asian Industry**

*by*Wolfgang Karl HÃ¤rdle & Dedy Dwi Prastyo & &

**The Real Consequences of Financial Stress**

*by*Stefan Mittnik & Willi Semmler & &

**Functional Data Analysis of Generalized Quantile Regressions**

*by*Mengmeng Guo & Lhan Zhou & Jianhua Z. Huang & Wolfgang Karl HÃ¤rdle

**Adaptive Markov chain Monte Carlo sampling and estimation in Mata**

*by*Matthew J. Baker

**Pricing Nikkei 225 Options Using Realized Volatility**

*by*Masato Ubukata & Toshiaki Watanabe

**How Much Should We Trust Regression-Kink-Design Estimates?**

*by*Ando, Michihito

**How Much Should We Trust Regression-Kink-Design Estimates?**

*by*Ando, Michihito

**How does end of life costs and increases in life expectancy affect projections of future hospital spending?**

*by*Melberg, Hans Olav & Sørensen, Jan

**Understanding the Nature of Cooperation Variability**

*by*Fosgaard, Toke & Hansen , Lars Gårn & Wengström, Erik

**Effects of correlated covariates on the efficiency of matching and inverse probability weighting estimators for causal inference**

*by*Pingel, Ronnie & Waernbaum, Ingeborg

**System GMM estimation of panel data models with time varying slope coefficients**

*by*Sato, Yoshihiro & Söderbom, Måns

**Understanding the Nature of Cooperation Variability**

*by*Toke Fosgaard & Lars Gårn Hansen & Erik Wengström

**Shrinkage estimation of high-dimensional factor models with structural instabilities**

*by*Cheng, Xu & Liao, Zhipeng & Schorfheide, Frank

**Minimum distance estimation of possibly non-invertible moving average models**

*by*Gospodinov, Nikolay & Ng, Serena

**Monetary regimes and statistical regularity: the Classical Gold Standard (1880-1913) through the lenses of Markov models**

*by*Daniela Bragoli & Camilla Ferretti & Piero Ganugi & Giancarlo Ianulardo

**Estimating nonlinear DSGE models with moments based methods**

*by*Sergei Ivashchenko

**Regularizing Priors for Linear Inverse Problems**

*by*Anna Simoni & Jean-Pierre Florens

**Estimating Bayesian decision problems with heterogeneous priors**

*by*Stephen Hansen & Michael McMahon

**Estimating Bayesian Decision Problems with Heterogeneous Priors**

*by*Stephen Hansen & Michael McMahon

**Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach**

*by*George Adu & George Marbuah & Justice Tei Mensah & Prince Boakye Frimpong

**Cocientes de localización mediante una doble parametrización**

*by*Xesús Pereira López & André Carrascal Incera & Melchor Fernández Fernández

**Through the Looking Glass: Indirect Inference via Simple Equilibria**

*by*Calvet , Laurent & Czellar, Veronika

**On Uniform Inference in Nonlinear Models with Endogeneity**

*by*Shakeeb Khan & Denis Nekipelov

**Estimation de l’élasticité prix de la demande électrique en France**

*by*Bourbonnais, Régis & Keppler, Jan Horst

**The links between some European financial factors and the BRICS credit default swap spreads**

*by*Avouyi-Dovi, Sanvi & Ano Sujithan, Kuhanathan

**Uniform Consistency of Nonstationary Kernel-Weighted Sample Covariances for Nonparametric Regression**

*by*Degui Li & Peter C.B. Phillips & Jiti Gao

**Optimal Sup-norm Rates, Adaptivity and Inference in Nonparametric Instrumental Variables Estimation**

*by*Xiaohong Chen & Timothy Christensen

**Optimal Uniform Convergence Rates for Sieve Nonparametric Instrumental Variables Regression**

*by*Xiaohong Chen & Timothy Christensen

**Functional Coefficient Nonstationary Regression**

*by*Jiti Gao & Peter C.B. Phillips

**Estimating Smooth Structural Change in Cointegration Models**

*by*Peter C.B. Phillips & Degui Li & Jiti Gao

**Identification and Estimation in Two-Sided Matching Markets**

*by*Nikhil Agarwal & William Diamond

**Asymptotic Inference in Multiple-Threshold Nonlinear Time Series Models**

*by*Dong Li & Shiqing Ling & Jean-Michel Zakoian

**Forecasting distress in European SME portfolios**

*by*Dimitra Michala & Theoharry Grammatikos & Sara Ferreira Filipe

**The Allocation of Time in Sleep: a Social Network Model with Sampled Data**

*by*Liu, Xiaodong & Patacchini, Eleonora & Rainone, Edoardo

**Solving and Estimating Indeterminate DSGE Models**

*by*Farmer, Roger E A & Khramov, Vadim

**A Monte Carlo procedure for checking identification in DSGE models**

*by*Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael R.

**Cost Efficiency and Subsidization in German Local Public Bus Transit**

*by*Nieswand, Maria & Walter, Matthias

**An almost closed form estimator for the EGARCH model**

*by*HAFNER, Christian & LINTON, Oliver

**Determinantes del perfil de Ahorro en Colombia: Una estimación para hogares e individuos**

*by*Nancy Aireth DAZA BAEZ

**Crecimiento económico y desempleo: Retos a largo plazo**

*by*Mauricio SANTAMARIA SALAMANCA & Gabriel PIRAQUIVE GALEANO & Gustavo HERNANDEZ DIAZ & Norberto ROJAS DELGADILLO

**Estimación del producto potencial en Colombia:**

*by*Jurany Beccie RAMÍREZ GALLEGO

**Jackknife Instrumental Variable Estimation with Heteroskedasticity**

*by*P.A. Bekker & F. Crudu

**Dynamic Specification Tests For Dynamic Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Efficient estimation using the Characteristic Function**

*by*Marine Carrasco & Rachidi Kotchoni

**Heteroskedasticity of Unknown Form in Spatial Autoregressive Models with Moving Average Disturbance Term**

*by*Osman Dogan

**GMM Estimation of Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances**

*by*Osman Dogan & Suleyman Taspinar

**Reconstructing high dimensional dynamic distributions from distributions of lower dimension**

*by*Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov

**Series Estimation under Cross-sectional Dependence**

*by*Jungyoon Lee & Peter M Robinson

**Panel Nonparametric Regression with Fixed Effects**

*by*Jungyoon Lee & Peter M Robinson

**Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects**

*by*Peter M Robinson & Carlos Velasco

**Estimating Bayesian Decision Problems with Heterogeneous Priors**

*by*Stephen Hansen & Michael McMahon

**Testing and Estimating Models Using Indirect Inference**

*by*Le, Vo Phuong Mai & Meenagh, David

**A Monte Carlo procedure for checking identification in DSGE models**

*by*Le, Vo Phuong Mai & Minford, Patrick & Wickens, Michael

**Oil price shocks and volatility do predict stock market regimes**

*by*Stavros Degiannakis & Timotheos Angelidis & George Filis

**Oil price shocks and stock market volatility: evidence from European data**

*by*Stavros Degiannakis & George Filis & Renatas Kizys

**Outcome Conditioned Treatment Effects**

*by*Stefan Hoderlein & Yuya Sasaki

**Nonlinear Difference-in-Differences in Repeated Cross Sections with Continuous Treatments**

*by*Xavier D'Haultfoeuille & Stefan Hoderlein & Yuya Sasaki

**Random Coefficients in Static Games of Complete Information**

*by*Fabian Dunker & Stefan Hoderlein & Hiroaki Kaido

**Estimating Bayesian Decision Problems with Heterogeneous Priors**

*by*Stephen Hansen & Michael McMahon

**Dynamic Factor Models: A review of the Literature**

*by*Barhoumi, K. & Darné, O. & Ferrara, L.

**Uncertainty and heterogeneity in factor models forecasting**

*by*Matteo Luciani & Libero Monteforte

**Forward-looking robust portfolio selection**

*by*Sara Cecchetti & Laura Sigalotti

**Measurement error in imputation procedures**

*by*Rodolfo G. Campos & Iliana Reggio

**A New Linear Estimator for Gaussian Dynamic Term Structure Models**

*by*Antonio Diez de los Rios

**Méthodologie de construction de séries de taux de défaut pour l’industrie canadienne**

*by*Ramdane Djoudad & Étienne Bordeleau

**Indirect Likelihood Inference (revised)**

*by*Michael Creel & Dennis Kristensen

**Oracle Inequalities for Convex Loss Functions with Non-Linear Targets**

*by*Mehmet Caner & Anders Bredahl Kock

**Edgeworth expansion for functionals of continuous diffusion processes**

*by*Mark Podolskij & Nakahiro Yoshida

**Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series**

*by*Jiti Gao & Shin Kanaya & Degui Li & Dag Tjøstheim

**Estimating Stochastic Volatility Models using Prediction-based Estimating Functions**

*by*Asger Lunde & Anne Floor Brix

**Oracle inequalities for high-dimensional panel data models**

*by*Anders Bredahl Kock

**Bias-corrected estimation in potentially mildly explosive autoregressive models**

*by*Hendrik Kaufmannz & Robinson Kruse

**Genetic Matching for Estimating Causal Effects: A General Multivariate Matching Method for Achieving Balance in Observational Studies**

*by*Alexis Diamond & Jasjeet S. Sekhon

**Empirical Evidence on the Role of Nonlinear Wholesale Pricing and Vertical Restraints on Cost Pass-Through**

*by*Celine Bonnet & Pierre Dubois & Sofia B. Villas Boas & Daniel Klapper

**Movements and co-movements across the European asset classes: portfolio allocations and policy implications**

*by*Michael Donadelli & Lorenzo Prosperi & Federica Romei & Federico Silvestri

**Dynamics of Fixed Capital Productivity and the Macroeconomic Equilibrium**

*by*Pavelescu, Marius Florin

**A View on the Risk-Neutral Density Forecasting of the Dax30 Returns**

*by*Duca, Ioana Andreea & Ruxanda, Gheorghe

**Analysis Of Romania’S External Debt And The Implications For Foreign Relations During 2000-2013**

*by*GEAMĂNU, Marinela & POPESCU, Barbu Bogdan

**Liberalization Process and Financial Instability: A Mediterranean Perspective**

*by*Wafa, Aidi

**Sample selection bias as a specification error**

*by*Heckman, James

**Macroeconometric modeling of Russian and Armenian economies. II. Aggregated macroeconometric models of the national economies of Russia and Armenia**

*by*Aivazian, Sergey & Brodsky , Boris & Sandoyan, Edward & Voskanyan, Mariam & Manukyan, David

**Macroeconometric modeling of the Russian and Armenian economy. I. Peculiarities of macroeconomic situation and theoretical description of dynamic models**

*by*Aivazian, Sergey & Brodsky, Boris & Sandoyan, Edward & Voskanyan, Mariam & Manukyan, David

**Non-Formal Education, Overeducation And Wages**

*by*SANDRA NIETO & RAÚL RAMOS

**Macroeconomic News Effects on the Stock Markets in Intraday Data**

*by*Barbara Będowska-Sójka

**The Use of Finite Mixtures of Lognormal Distribution for the Modelling of Household Income Distributions in the Czech Republic**

*by*Ivana Malá

**Forecasting economic crisis using gradient measurement of development and log-logistic function**

*by*Rafal Siedlecki & Daniel Papla

**A Comparison between General Population Mortality and Life Tables for Insurance in Mexico under Gender Proportion Inequality || Una comparación entre la mortalidad de la población general y las tablas de vida de los seguros en México ante porcentajes desiguales de género**

*by*Ornelas, Arelly & Guillén, Montserrat

**The Compound DGL/Erlang Distribution in the Collective Risk Model || La distribución compuesta DGL/Erlang en el modelo de riesgo colectivo**

*by*Gómez Déniz, Emilio & Calderín Ojeda, Enrique

**Analysis of the Degree of Absorption of EU Funds, 2007-2013**

*by*Ciobanu Carmen Liliana

**Dynamic factor models: A review of the literature**

*by*Karim Barhoumi & Olivier Darné & Laurent Ferrara

**Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives**

*by*Simar, L�opold & Wilson, Paul W.

**Economic Crisis Impact On Small And Medium Enterprises In The Republic Of Moldova And The Efficiency Of Managerial Methods**

*by*Lilia TARANENCO

**Student time allocation and self-rated performance – Evidence from a sample survey in Sicily (Italy)**

*by*Massimo Mucciardi

**Kockázattal kiegészített Taylor-szabályok becslése Magyarországra**

*by*Regős, Gábor

**Determinants of economic growth in Ghana: parametric and nonparametric investigations**

*by*George Adu

**How informative are in-sample information criteria to forecasting? The case of Chilean GDP**

*by*Carlos A. Medel

**Construcción del Índice de Cohesión Social para México: Una propuesta mediante un análisis de componentes principales**

*by*Juan Bacilio Guerrero & Juan Alberto Acosta

**How Structural Changes Affect Enterprises’ Expectations about Employment in Serbia?**

*by*Kosovka Ognjenovic

**Financial Development and Economic Growth: Evidence from Ghana**

*by*Michael Adusei

**The Effects of Oil Price Shocks on real GDP in Iran**

*by*Mohammad Taghi Khosravi Larijani & Abbas Rezazadeh Karsalari & Mehdi Aghaee

**Estimation And Inference In Predictive Regressions**

*by*KUROZUMI, EIJI & AONO, KOHEI

**Long-term Memory in Electricity Prices: Czech Market Evidence**

*by*Ladislav KRISTOUFEK & Petra LUNACKOVA

**Oil Price Shocks and Macroeconomic Performance in Nigeria**

*by*Simeon Oludiran Akinleye & Stephen Ekpo

**Value-at-Risk-Estimation in the Mexican Stock Exchange Using Conditional Heteroscedasticity Models and Theory of Extreme Values**

*by*Alejandro Iván Aguirre Salado & Humberto Vaquera Huerta & Martha Elva Ramírez Guzmán & José René Valdez Lazalde & Carlos Arturo Aguirre Salado

**GMM estimation of spatial autoregressive models with moving average disturbances**

*by*Doğan, Osman & Taşpınar, Süleyman

**Estimation of spatial panel data models with randomly missing data in the dependent variable**

*by*Wang, Wei & Lee, Lung-fei

**What affects the cool-off duration under price limits?**

*by*Chou, Pin-Huang & Chou, Robin K. & Ko, Kuan-Cheng & Chao, Chun-Yi

**The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks**

*by*Liao, Yin

**Fast clustering of GARCH processes via Gaussian mixture models**

*by*Aielli, Gian Piero & Caporin, Massimiliano

**Not all estimators are born equal: The empirical properties of some estimators of long memory**

*by*Rea, William & Oxley, Les & Reale, Marco & Brown, Jennifer

**Is the price of water for residential use related to provider ownership? Empirical evidence from Spain**

*by*García-Valiñas, María de los Ángeles & González-Gómez, Francisco & Picazo-Tadeo, Andrés J.

**Economic growth in MENA countries: Is there convergence of per-capita GDPs?**

*by*Andreano, M. Simona & Laureti, Lucio & Postiglione, Paolo

**Does capital structure depend on group affiliation? An analysis of Indian firms**

*by*Chakraborty, Indrani

**The smallest firm effect: An international study**

*by*De Moor, Lieven & Sercu, Piet

**Realizing smiles: Options pricing with realized volatility**

*by*Corsi, Fulvio & Fusari, Nicola & La Vecchia, Davide

**Estimating and testing beta pricing models on industries**

*by*Hammami, Yacine & Lindahl, Anna

**Saving-based asset-pricing**

*by*Dreyer, Johannes K. & Schneider, Johannes & Smith, William T.

**Emerging markets and heavy tails**

*by*Ibragimov, Marat & Ibragimov, Rustam & Kattuman, Paul

**Greasing the wheels of bank lending: Evidence from private firms in China**

*by*Chen, Yunling & Liu, Ming & Su, Jun

**Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility**

*by*Wang, Kent & Liu, Junwei & Liu, Zhi

**Forecasting the size premium over different time horizons**

*by*Zakamulin, Valeriy

**Inference in asset pricing models with a low-variance factor**

*by*Shang, Hua

**The evolution of cost-productivity and efficiency among US credit unions**

*by*Wheelock, David C. & Wilson, Paul W.

**Risk premia: Exact solutions vs. log-linear approximations**

*by*Lundtofte, Frederik & Wilhelmsson, Anders

**Estimation sample selection for discretionary accruals models**

*by*Ecker, Frank & Francis, Jennifer & Olsson, Per & Schipper, Katherine

**Disentangling mandatory IFRS reporting and changes in enforcement**

*by*Barth, Mary E. & Israeli, Doron

**Market-oriented banking, financial stability and macro-prudential indicators of leverage**

*by*Calmès, Christian & Théoret, Raymond

**Modeling dependencies in claims reserving with GEE**

*by*Hudecová, Šárka & Pešta, Michal

**Consistent dynamic affine mortality models for longevity risk applications**

*by*Blackburn, Craig & Sherris, Michael

**Mortality surface by means of continuous time cohort models**

*by*Jevtić, Petar & Luciano, Elisa & Vigna, Elena

**Lifetime dependence modelling using a truncated multivariate gamma distribution**

*by*Alai, Daniel H. & Landsman, Zinoviy & Sherris, Michael

**Pricing inflation products with stochastic volatility and stochastic interest rates**

*by*Singor, Stefan N. & Grzelak, Lech A. & van Bragt, David D.B. & Oosterlee, Cornelis W.

**Default matrices: A complete measurement of banks’ consumer credit delinquency**

*by*Schechtman, Ricardo

**Asset pricing with skewed-normal return**

*by*Carmichael, Benoıˆt & Coën, Alain

**Efficiency, effectiveness and implementation feasibility of energy efficiency rebates: The “Renove” plan in Spain**

*by*Galarraga, Ibon & Abadie, Luis M. & Ansuategi, Alberto

**Risk spillovers in oil-related CDS, stock and credit markets**

*by*Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael

**Dynamic spillovers between oil and stock markets in the Gulf Cooperation Council Countries**

*by*Awartani, Basel & Maghyereh, Aktham Issa

**Valuation of collateralized debt obligations with hierarchical Archimedean copulae**

*by*Choroś-Tomczyk, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap

**Risk spillovers in international equity portfolios**

*by*Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo

**Estimating PIN for firms with high levels of trading**

*by*Jackson, David

**Term structure dynamics with macro-factors using high frequency data**

*by*Kim, Hwagyun & Park, Hail

**Stressing correlations and volatilities — A consistent modeling approach**

*by*Becker, Christoph & Schmidt, Wolfgang M.

**Two-pass estimation of risk premiums with multicollinear and near-invariant betas**

*by*Ahn, Seung C. & Perez, M. Fabricio & Gadarowski, Christopher

**Sequential estimation of shape parameters in multivariate dynamic models**

*by*Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique

**Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects**

*by*Kim, Min Seong & Sun, Yixiao

**GARCH models without positivity constraints: Exponential or log GARCH?**

*by*Francq, Christian & Wintenberger, Olivier & Zakoïan, Jean-Michel

**Density approximations for multivariate affine jump-diffusion processes**

*by*Filipović, Damir & Mayerhofer, Eberhard & Schneider, Paul

**What model for entry in first-price auctions? A nonparametric approach**

*by*Marmer, Vadim & Shneyerov, Artyom & Xu, Pai

**Modelling volatility by variance decomposition**

*by*Amado, Cristina & Teräsvirta, Timo

**Estimation of a nonlinear panel data model with semiparametric individual effects**

*by*Gayle, Wayne-Roy & Namoro, Soiliou Daw

**Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions**

*by*Kruiniger, Hugo

**Estimating DSGE models using seasonally adjusted and unadjusted data**

*by*Saijo, Hikaru

**Chi-squared tests for evaluation and comparison of asset pricing models**

*by*Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare

**Statistical estimation of multivariate Ornstein–Uhlenbeck processes and applications to co-integration**

*by*Fasen, Vicky

**Jump tails, extreme dependencies, and the distribution of stock returns**

*by*Bollerslev, Tim & Todorov, Viktor & Li, Sophia Zhengzi

**Stable mixture GARCH models**

*by*Broda, Simon A. & Haas, Markus & Krause, Jochen & Paolella, Marc S. & Steude, Sven C.

**Moment condition tests for heavy tailed time series**

*by*Hill, Jonathan B. & Aguilar, Mike

**Estimation for multivariate stable distributions with generalized empirical likelihood**

*by*Ogata, Hiroaki

**Model identification for infinite variance autoregressive processes**

*by*Andrews, Beth & Davis, Richard A.

**Heavy tails of OLS**

*by*Mikosch, Thomas & de Vries, Casper G.

**Linear and nonlinear regression with stable errors**

*by*Nolan, John P. & Ojeda-Revah, Diana

**Partial maximum likelihood estimation of spatial probit models**

*by*Wang, Honglin & Iglesias, Emma M. & Wooldridge, Jeffrey M.

**A zero inefficiency stochastic frontier model**

*by*Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.

**Distribution free estimation of heteroskedastic binary response models using Probit/Logit criterion functions**

*by*Khan, Shakeeb

**Estimation and inference in unstable nonlinear least squares models**

*by*Boldea, Otilia & Hall, Alastair R.

**Jackknife estimation of stationary autoregressive models**

*by*Chambers, Marcus J.

**Model averaging with covariates that are missing completely at random**

*by*Zhang, Xinyu

**Partial identification in binary response models with nonignorable nonresponses**

*by*Hoshino, Tadao

**Inconsistency of 2SLS estimators in threshold regression with endogeneity**

*by*Yu, Ping

**On a general class of long run variance estimators**

*by*Zhang, Xianyang & Shao, Xiaofeng

**The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics**

*by*Allen, David & Ng, K.H. & Peiris, Shelton

**On the estimation and inference in factor-augmented panel regressions with correlated loadings**

*by*Westerlund, Joakim & Urbain, Jean-Pierre

**A switching model with flexible threshold variable: With an application to nonlinear dynamics in stock returns**

*by*Massacci, Daniele

**An adaptive truncated product method for combining dependent p-values**

*by*Sheng, Xuguang & Yang, Jingyun

**Identification problem of the exponential tilting estimator under misspecification**

*by*Sueishi, Naoya

**Alternative representations for cointegrated panels with global stochastic trends**

*by*Gengenbach, Christian & Urbain, Jean-Pierre & Westerlund, Joakim

**Generalized impulse response analysis in a fractionally integrated vector autoregressive model**

*by*Do, Hung Xuan & Brooks, Robert Darren & Treepongkaruna, Sirimon

**A note on bias-corrected estimation in dynamic panel data models**

*by*Juodis, Artūras

**First-differenced inference for panel factor series**

*by*Ipatova, Ekaterina & Trapani, Lorenzo

**Estimation of a local-aggregate network model with sampled networks**

*by*Liu, Xiaodong

**GMM estimation of stochastic frontier model with endogenous regressors**

*by*Tran, Kien C. & Tsionas, Efthymios G.

**An alternative simple quantile regression estimator**

*by*Zhang, Zhengyu & Zhu, Pingfang

**Estimation of spatial autoregressive models with boundary specification problem**

*by*Zhang, Zhengyu & Tao, Ji

**Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise**

*by*Kunitomo, Naoto & Sato, Seisho

**Solving replication problems in a complete market by orthogonal series expansion**

*by*Dong, Chaohua & Gao, Jiti

**Parametric and nonparametric income distribution estimators in CGE micro-simulation modeling**

*by*Boccanfuso, Dorothée & Richard, Patrick & Savard, Luc

**Testing volatility persistence on Markov switching stochastic volatility models**

*by*Pan, Qi & Li, Yong

**Can futures price be a powerful predictor? Frequency domain analysis on Chinese commodity market**

*by*Yang, Linghubo & Zhang, Dongxiang

**Pareto–lognormal distributions: Inequality, poverty, and estimation from grouped income data**

*by*Hajargasht, Gholamreza & Griffiths, William E.

**Optima exchange crisis regression and twin crisis: Evidences for some MENA countries**

*by*Aidi, Wafa

**Conditional market beta for REITs: A comparison of modeling techniques**

*by*Zhou, Jian

**Asymmetry in the jump-size distribution of the S&P 500: Evidence from equity and option markets**

*by*Kaeck, Andreas

**The real consequences of financial stress**

*by*Mittnik, Stefan & Semmler, Willi

**Portfolio selection in a data-rich environment**

*by*Bouaddi, Mohammed & Taamouti, Abderrahim

**On the implementation and use of factor-augmented regressions in panel data**

*by*Westerlund, Joakim & Urbain, Jean-Pierre

**Simple unit root testing in generally trending data with an application to precious metal prices in Asia**

*by*Westerlund, Joakim

**Mean Aversion in and Persistence of Shocks to the US Dollar: Evidence from Nine Foreign Currencies**

*by*Samih Antoine Azar

**Fuzzy Model for Evaluation and Analysis of Short-Term Financial Aspects of the Enterprise**

*by*Yuliyan Velkov & Georgi Kirov

**Comércio Internacional e Performance das Firmas Brasileiras**

*by*Eva Yamila da Silva Catela & Flávio Gonçalves

**Stock Market Volatility And Non-Performing Loans: Evidence From Stocks Of The Nigerian Banks**

*by*Sayo Oludare & Michael Olagunju & Olusegun Adelodun

**Assessing the Stock Market Wealth Effect in South Africa**

*by*Lumengo Bonga-Bonga

**Asymptotic Theory for Maximum Likelihood Estimation of the Memory Parameter in Stationary Gaussian Processes**

*by*Lieberman, Offer & Rosemarin, Roy & Rousseau, Judith

**Why Do Banks Go Abroad? Evidence Using a Three-Way Error Component Model**

*by*Tamrat W. Gashaw & Michael J. Ryan

**Expectativas y prima por riesgo inflacionario con una medida de compensación a la inflación**

*by*Melo, Luis Fernando & Granados, Joan Camilo

**Estacionariedad, cambios estructurales y crecimiento económico en México (1895-2008)**

*by*Noriega, Antonio E. & Rodríguez, Cid Alonso

**Considerations on partially identified regression models**

*by*Cerquera, Daniel & Laisney, François & Ullrich, Hannes

**Parametric Lorenz Curves and the Modality of the Income Density Function**

*by*Krause, Melanie

**Give them a break! Did activation of young welfare recipients overshoot in Germany? (A regression discontinuity analysis)**

*by*Wolff, Joachim & Nivorozhkin, Anton

**Validierung von Konzepten zur Messung des Marktrisikos: Insbesondere des Value at Risk und des Expected Shortfall**

*by*Mehmke, Fabian & Cremers, Heinz & Packham, Natalie

**An empirical assessment of the 2004 EU merger policy reform**

*by*Duso, Tomaso & Gugler, Klaus & Szücs, Florian

**Stress testing German banks against a global cost-of-capital shock**

*by*Duellmann, Klaus & Kick, Thomas

**Analysing the effectiveness of public service producers with endogenous resourcing**

*by*David J. Mayston

**Efficient bootstrap with weakly dependent processes**

*by*Francesco Bravo & Federico Crudu

**VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles**

*by*Habert white & Tae-Hwan Kim & Simone Manganelli

**Inference for Markov-regime switching models of electricity spot prices**

*by*Joanna Janczura & Rafal Weron

**What Can Growth Rates Tell Us? A Short-Run Decomposition Method**

*by*Steven Lim & Jason Le Vaillant & Harry X. Wu

**A Note on Improved Estimation for the Topp-Leone Distribution**

*by*David E. Giles

**Constructing Confidence Bands for the Hodrick-Prescott Filter**

*by*David E. Giles

**Bribing Behaviour and Sample Selection: Evidence from Post-Socialist countries and Western Europe**

*by*Timothy Hinks & Artjoms Ivlevs

**Modeling Non-maturing Savings Volumes**

*by*Paraschiv, Florentina

**Risk Spillovers in International Equity Portfolios**

*by*Bonato, Mateo & Caporin, Massimiliano & Ranaldo, Angelo

**Realized Copula**

*by*Fengler, Matthias & Okhrin, Ostap

**Empirical pricing kernel estimation using a functional gradient descent algorithm based on splines**

*by*Audrino, Francesco & Meier, Pirmin

**Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation**

*by*Corsi, Fulvio & Peluso, Stefano & Audrino, Francesco

**Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures**

*by*J. Isaac Miller

**Considerations on partially identified regression models**

*by*Daniel Cerquera & François Laisney & Hannes Ullrich

**Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model**

*by*Martin Gonzalez-Rozada & Martin sola & Constantino Hevia & Fabio Spagnolo

**Estimation of the Marginal Expected Shortfall : The Mean when a Related Variable is Extreme**

*by*Cai, J. & Einmahl, J.H.J. & de Haan, L.F.M. & Zhou, C.

**Concept-Based Bayesian Model Averaging and Growth Empirics**

*by*Magnus, J.R. & Wang, W.

**Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean**

*by*Francisco Blasques

**Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes**

*by*Jan F. Kiviet

**Strong Consistency of the Least-Squares Estimator in Simple Regression Models with Stochastic Regressors**

*by*Norbert Christopeit & Michael Massmann

**Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes**

*by*Francisco Blasques & Siem Jan Koopman & Andre Lucas

**Nonparametric Estimation of Triangular Simultaneous Equations Models under Weak Identification**

*by*Sukjin Han

**Short Run Import Dynamics in Turkey**

*by*Altan Aldan & Ihsan Bozok & Mahmut Gunay

**A new estimate of discouraged and additional worker effects on labor participation by sex and age in OECD countries**

*by*Olivier Filatriau & Frédéric Reynès

**Cupid's Invisible Hand: Social Surplus and Identification in Matching Models**

*by*Bernard Salanié & Alfred Galichon

**Canonical Correlation and Assortative Matching: A Remark**

*by*Arnaud Dupuy & Alfred Galichon

**Risk spillovers in international equity portfolios**

*by*Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo

**Double Asymptotics for Explosive Continuous Time Models**

*by*Xiaohu Wang & Jun Yu

**Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility**

*by*Andras Fulop & Junye Li & Jun Yu

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**Testing the Unconfoundedness Assumption via Inverse Probability Weighted Estimators of (L)ATT**

*by*Stephen G. Donald & Yu-Chin Hsu & Robert P. Lieli

**Testing Identification Strength**

*by*Bertille Antoine & Eric Renault

**Efficient Inference with Poor Instruments: a General Framework**

*by*Bertille Antoine & Eric Renault

**Efficient Minimum Distance Estimation with Multiple Rates of Convergence**

*by*Bertille Antoine & Eric Renault

**La produzione domestica: il valore aggiunto generato dalle famiglie**

*by*Monica Montella

**Nonlinear Forecasting Using Large Datasets: Evidences on US and Euro Area Economies**

*by*Alessandro Giovannelli

**Consistent Estimation of the “True” Fixed-effects Stochastic Frontier Model**

*by*Federico Belotti & Giuseppe Ilardi

**Interdendenta dintre tipul de colinearitate si valorile calculate ale testului Student in cazul unei regresii lineare cu doua variabile explicative**

*by*Pavelescu, Florin Marius

**Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model**

*by*Ceylan, Ozcan

**Measuring Human Development: A Stochastic Dominance Approach**

*by*Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou

**Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models**

*by*Kazuhiko Hayakawa & M. Hashem Pesaran

**Is there an Optimal Forecast Combination? A Stochastic Dominance Approach to Forecast Combination Puzzle**

*by*Mehmet Pinar & Thanasis Stengos & M. Ege Yazgan

**Estimation and Solution of Models with Expectations and Structural Changes**

*by*Mariano Kulish & Adrian Pagan

**Reducing bias due to missing values of the response variable by joint modeling with an auxiliary variable**

*by*Alfonso Miranda & Sophia Rabe-Hesketh & John W. McDonald

**Monetary Policy Response to Capital Inflows in Form of Foreign Aid in Malawi**

*by*Chance Mwabutwa & Nicola Viegi & Manoel Bittencourt

**Is Collusion Proof Auction Expensive? Estimates from Highway Procurements**

*by*Aryal, Gaurab & Gabrielli, Maria F.

**Export - led growth or growth – driven exports? Evidence from Nigeria**

*by*Alimi, Santos R. & Muse, Bernard O.

**The Effect of Crude Oil Price on the Methanol price**

*by*Delavari, Majid & Gandali Alikhani, Nadiya

**The Relationship between Nominal Interest Rates and Inflation: New Evidence and Implication for Nigeria**

*by*Awomuse, Bernard O. & Alimi, Santos R.

**The analyses of Crude Oil and Natural Gas Prices on Petrochemicals Products: A Case Study of IRAN's Methanol**

*by*Delavari, Majid & Gandali Alikhani, Nadiya & Naderi, Esmaeil

**On a Class of Estimation and Test for Long Memory**

*by*Fu, Hui

**The Long-run and Short-run Effects of Crude Oil Price on Methanol Market in Iran**

*by*Komijani, Akbar & Gandali Alikhani, Nadiya & Naderi, Esmaeil

**Estimation of the Contribution of the Biosector to Ireland’s Net Foreign Earnings: Methodology and Results**

*by*Riordan, Brendan

**Portfolio optimization based on divergence measures**

*by*Chalabi, Yohan & Wuertz, Diethelm

**Intrinsic Inflation Persistence in a Developing Country**

*by*Hanif, Muhamad Nadim & Malik, Muhamad Jahanzeb & Iqbal, Javed

**Risk-parameter estimation in volatility models**

*by*Francq, Christian & Zakoian, Jean-Michel

**Fourier--type estimation of the power garch model with stable--paretian innovations**

*by*Francq, Christian & Meintanis, Simos

**Technical and scale efficiency in the Italian Citrus Farming: A comparison between Stochastic Frontier Analysis (SFA) and Data Envelopment Analysis(DEA) Models**

*by*Madau, Fabio A.

**Garch models without positivity constraints: exponential or log garch?**

*by*Francq, Christian & Wintenberger, Olivier & Zakoian, Jean-Michel

**Nonlinear and Complex Dynamics in Economics**

*by*Barnett, William A. & Serletis, Apostolos & Serletis, Demitre

**Survival prediction based on compound covariate under cox proportional hazard models**

*by*Emura, Takeshi & Chen, Yi-Hau & Chen, Hsuan-Yu

**Simple techniques for likelihood analysis of univariate and multivariate stable distributions: with extensions to multivariate stochastic volatility and dynamic factor models**

*by*Tsionas, Mike

**Unbiased estimation of maximum expected profits in the Newsvendor Model: a case study analysis**

*by*Halkos, George & Kevork, Ilias

**A strategy to reduce the count of moment conditions in panel data GMM**

*by*Bontempi, Maria Elena & Mammi, Irene

**Factors Determining FDI in Nigeria: Role of Emerging Economies**

*by*Dinda, Soumyananda

**Estimation of discount factor (beta) and coefficient of relative risk aversion (gamma) in selected countries**

*by*Ahmed, Waqas & Haider, Adnan & Iqbal, Javed

**Evaluating alternative frequentist inferential approaches for optimal order quantities in the newsvendor model under exponential demand**

*by*Halkos, George & Kevork, Ilias

**Maximum likelihood estimation of time series models: the Kalman filter and beyond**

*by*Tommaso, Proietti & Alessandra, Luati

**Analytical content of properties of uncertainty and certainty of organizational-economic systems: derivatives indicators**

*by*Kuzmin, Evgeny Anatol'evich

**Item selection by an extended Latent Class model: An application to nursing homes evaluation**

*by*Bartolucci, Francesco & Giorgio E., Montanari & Pandolfi, Silvia

**Determinants of the exit decision of foreign banks in India**

*by*Swami, Onkar Shivraj & Vishnu Kumar, N. Arun & Baruah, Palash

**Endogeneity in ultrahigh dimension**

*by*Fan, Jianqing & Liao, Yuan

**Interaction effects in econometrics**

*by*Balli, Hatice Ozer & Sorensen, Bent E.

**Indirect estimation of GARCH models with alpha-stable innovations**

*by*Parrini, Alessandro

**Jackknife bias reduction in autoregressive models with a unit root**

*by*Chambers, Marcus J. & Kyriacou, Maria

**Efficient estimation in regression discontinuity designs via asymmetric kernels**

*by*Fe, Eduardo

**Symmetric Jackknife Instrumental Variable Estimation**

*by*Bekker, Paul A. & Crudu, Federico

**Energy consumption and economic growth: evidence from nonlinear panel cointegration and causality tests**

*by*Omay, Tolga & Hasanov, Mubariz & Ucar, Nuri

**Identifying observed factors in approximate factor models: estimation and hypothesis testing**

*by*Chen, Liang

**The formulation and estimation of random effects panel data models of trade**

*by*Matyas, Laszlo & Hornok, Cecilia & Pus, Daria

**Validity and precision of estimates in the classical newsvendor model with exponential and rayleigh demand**

*by*Halkos, George & Kevork, Ilias

**On whether foreign direct investment catalyzes economic development in Nigeria**

*by*OKPARA, GODWIN CHIGOZIE

**Evaluating alternative estimators for optimal order quantities in the newsvendor model with skewed demand**

*by*Halkos, George & Kevork, Ilias

**¿Akaike o Schwarz? ¿Cuál elegir para predecir el PIB chileno?**

*by*Medel, Carlos A.

**How informative are in-sample information criteria to forecasting? the case of Chilean GDP**

*by*Medel, Carlos A.

**Comparing performance of statistical models for individual’s ability index and ranking**

*by*Iqbal, Javed

**Constructing Optimal Density Forecasts from Point Forecast Combinations**

*by*Luiz Renato Regis de Oliveira Lima & Wagner Piazza Gaglianone

**Macroeconomic Fundamentals of Poverty and Deprivation: an empirical study for developed countries**

*by*Duarte Guimarães & Ana Paula Ribeiro & Sandra Tavares Silva

**Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments**

*by*Xu Cheng & Zhipeng Liao

**Independent Factor Autoregressive Conditional Density Model**

*by*Alexios Ghalanos & Eduardo Rossi & Giovanni Urga

**Efficient and feasible inference for the components of financial variation using blocked multipower variation**

*by*Per A. Mykland & Neil Shephard & Kevin Sheppard

**Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design**

*by*David Card & David Lee & Zhuan Pei & Andrea Weber

**Estimation of Dynamic Discrete Choice Models in Continuous Time with an Application to Retail Competition**

*by*Peter Arcidiacono & Patrick Bayer & Jason R. Blevins & Paul B. Ellickson

**Approximating High-Dimensional Dynamic Models: Sieve Value Function Iteration**

*by*Peter Arcidiacono & Patrick Bayer & Federico A. Bugni & Jonathan James

**Identification and Estimation of Gaussian Affine Term Structure Models**

*by*James D. Hamilton & Jing Cynthia Wu

**Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes**

*by*Jan F. KIVIET

**Improved Variance Estimation of Maximum Likelihood Estimators in Stable First-Order Dynamic Regression Models**

*by*Jan F. KIVIET & Garry D.A. PHILLIPS

**Canonical Correlation and Assortative Matching: a remark**

*by*Arnaud Dupuy & Alfred Galichon

**Solving Replication Problems in Complete Market by Orthogonal Series Expansion**

*by*Chaohua Dong & Jiti Gao

**Identification, Estimation and Specification in a Class of Semiparametic Time Series Models**

*by*Jiti Gao

**Expansion of Lévy Process Functionals and Its Application in Statistical Estimation**

*by*Chaohua Dong & Jiti Gao

**Nonlinear Regression with Harris Recurrent Markov Chains**

*by*Degui Li & Dag Tjøstheim & Jiti Gao

**Evidence of a nonlinear effect of the EU ETS on the electricity-generation sector**

*by*Ibrahim Ahamada & Djamel Kirat

**A Portfolio of Dilemmas: Experimental Evidence on Choice Bracketing in a Mini-Trust Game**

*by*Jieyao Ding

**Low Self-Control As a Source of Crime. A Meta-Study**

*by*Christoph Engel

**Calculating Poverty Measures from the Generalized Beta Income Distribution**

*by*DUANGKAMON CHOTIKAPANICH, WILLIAM GRIFFITHS, WASANA KARUNARATHNE, D.S. PRASADA RAO

**Pareto-Lognormal Income Distributions:Inequality and Poverty Measures, Estimation and Performance**

*by*Gholamreza Hajargasht and William E. Griffiths

**A simple method to visualize results in nonlinear regression models**

*by*Daniel J. Henderson & Subal C. Kumbhakar & Christopher F. Parmeter

**The Consequences of Measurement Error when Estimating the Impact of BMI on Labour Market Outcomes**

*by*Donal O'Neill & Olive sweetman

**The Equity Risk Premium: Empirical Evidence from Emerging Markets**

*by*Michael Donadelli & Lorenzo Prosperi

**Forecasting and Signal Extraction with Regularised Multivariate Direct Filter Approach**

*by*Ginters Buss

**A New Real-Time Indicator for the Euro Area GDP**

*by*Ginters Buss

**Regionalism in East Asia: The Way Forward**

*by*Fithra Faisal Hastiadi

**Inference for Systems of Stochastic Differential Equations from Discretely Sampled data: A Numerical Maximum Likelihood Approach**

*by*Thomas Lux

**Nonlinear and Complex Dynamics in Economics**

*by*William Barnett & Apostolos Serletis & Demitre Serletis

**Regularity Of The Generalized Quadratic Production Model: A Counterexample**

*by*William Barnett & Meenakshi Pasupathy

**Fellow’s Opinion Article: Tastes and Technology: Curvature is not Sufficient for Regularity**

*by*William Barnett

**Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design**

*by*David E. Card & David S. Lee & Zhuan Pei & Andrea Weber

**The Consequences of Measurement Error when Estimating the Impact of BMI on Labour Market Outcomes**

*by*O'Neill, Donal & Sweetman, Olive

**Canonical Correlation and Assortative Matching: A Remark**

*by*Dupuy, Arnaud & Galichon, Alfred

**A Control Function Approach to Estimating Dynamic Probit Models with Endogenous Regressors, with an Application to the Study of Poverty Persistence in China**

*by*Giles, John T. & Murtazashvili, Irina

**A Simple Method to Visualize Results in Nonlinear Regression Models**

*by*Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F.

**Leisure Inequality in the United States: 1965-2003**

*by*Sevilla, Almudena & Gimenez-Nadal, J. Ignacio & Gershuny, Jonathan I.

**Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models**

*by*Hayakawa, Kazuhiko & Pesaran, M. Hashem

**Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models**

*by*Hayakawa, Kazuhiko & Pesaran, M. Hashem

**Testing Weak Cross-Sectional Dependence in Large Panels**

*by*Pesaran, M. Hashem

**Testing Weak Cross-Sectional Dependence in Large Panels**

*by*Pesaran, M. Hashem

**Decomposing the Composition Effect**

*by*Rothe, Christoph

**Decomposing the Composition Effect**

*by*Rothe, Christoph

**Uncertainty and Heterogeneity in factor models forecasting**

*by*Matteo Luciani & Libero Monteforte

**Design and Estimation of a Quadratic Term Structure Model with a Mixture of Normal Distributions**

*by*Kentaro Kikuchi

**Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data**

*by*Kentaro Kikuchi & Kohei Shintani

**Inference for best linear approximations to set identified functions**

*by*Arun Chandrasekhar & Victor Chernozhukov & Francesca Molinari & Paul Schrimpf

**Local identification of nonparametric and semiparametric models**

*by*Xiaohong Chen & Victor Chernozhukov & Sokbae 'Simon' Lee & Whitney Newey

**Intersection bounds: estimation and inference**

*by*Victor Chernozhukov & Sokbae 'Simon' Lee & Adam Rosen

**Averaging of moment condition estimators**

*by*Xiaohong Chen & David T. Jacho-Chavez & Oliver Linton

**Effectiveness of further vocational training in Germany : empirical findings for persons receiving means-tested unemployment benefit**

*by*Bernhard, Sarah & Kruppe, Thomas

**Modelling general dependence between commodity forward curves**

*by*Mikhail Zolotko & Ostap Okhrin & &

**Realized Copula**

*by*Matthias R. Fengler & Ostap Okhrin &

**Copula Dynamics in CDOs**

*by*Barbara Choros-Tomczyk & Wolfgang Karl HÃ¤rdle & Ludger Overbeck &

**HMM in dynamic HAC models**

*by*Wolfgang Karl HÃ¤rdle & Ostap Okhrin & Weining Wang

**Investigating Impacts of Self-Exciting Jumps in Returns and Volatility: A Bayesian Learning Approach**

*by*Andras Fulop & Junye Li & Jun Yu

**Dirichlet Prior for Estimating Unknown Regression Error Heteroscedasticity**

*by*Hiroaki Chigira & Tsunemasa Shiba

**Essays on Credit Markets and Banking**

*by*Holmberg, Ulf

**Error Corrected Disequilibrium**

*by*Holmberg, Ulf

**Measuring human development: a stochastic dominance approach**

*by*Mehmet Pinar & Thanasis Stengos & Nikolas Topaloglou

**Slovak economic growth and the consistency of the balance-of-payments constraint approach**

*by*Elias Soukiazis & Eva Muchova

**Microstructure effect on firm’s volatility risk**

*by*Flavia Barsotti & Simona Sanfelici

**Measuring macroeconomic volatility - Applications to export revenue data, 1970-2005**

*by*Joël CARIOLLE

**Mesurer l’instabilité macroéconomique - Applications aux données de recettes d’exportation, 1970-2005**

*by*Joël CARIOLLE

**A new estimate of discouraged and additional worker effects on labor participation by sex and age in oecd countries**

*by*Filatriau Olivier & Frédéric Reynès

**Common Drifting Volatility in Large Bayesian VARs**

*by*Andrea CARRIERO & Todd E. CLARK & Massimiliano MARCELLINO

**Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction**

*by*Yin Liao

**Do Developing Countries Benefit from Foreign Direct Investments?**

*by*Weshah Razzak & Elmostafa Bentour

**Export intensity and the productivity gains of exporting**

*by*Miguel Manjón & Juan A. Mañez & María E. Rochina-Barrachina & Juan A. Sanchis-Llopis

**R&D and Aggregate Fluctuations**

*by*Erhan Artuc & Panayiotis M. Pourpourides

**Econometric treatment of few protest responses in willingness-to-pay studies: An application in health care**

*by*Nathalie HAVET & Magali MORELLE & Raphael REMONNAY & Marie-Odile CARRERE

**Measurement error and imputation of consumption in survey data**

*by*Rodolfo G. Campos & Ilina Reggio

**Italian regional specialization: a spatial analysis**

*by*Rita De Siano & Marcella D'Uva

**Measuring the Bid-Ask Spreads: Application to the European Union Allowances Futures Market**

*by*Yoichi Otsubo

**Common Drifting Volatility in Large Bayesian VARs**

*by*Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

**Financial Frictions, Financial Shocks, and Aggregate Volatility**

*by*Fuentes-Albero, Cristina

**Dynamic conditional correlation models for realized covariance matrices**

*by*BAUWENS, Luc & STORTI, Giuseppe & VIOLANTE, Francesco

**Regional innovation performance in Europe**

*by*M. Foddi & S. Usai

**Tests For Serial Dependence In Static, Non-Gaussian Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Sequential Estimation Of Shape Parameters In Multivariate Dynamic Models**

*by*Dante Amengual & Gabriele Fiorentini & Enrique Sentana

**An alternative measure of structural unemployment**

*by*Uluc Aysun & Florence Bouvet & Richard Hofler

**Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models**

*by*Kazuhiko Hayakawa & M. Hashem Pesaran

**Testing Weak Cross-Sectional Dependence in Large Panels**

*by*M. Hashem Pesaran

**R&D and Aggregate Fluctuations**

*by*Artuç, Erhan & Pourpourides, Panayiotis M.

**Mortality Surface by Means of Continuous Time Cohort Models**

*by*Petar Jevtic & Elisa Luciano & Elena Vigna

**Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Models**

*by*Hayakawa, K. & Pesaran, M.H.

**Testing Weak Cross-Sectional Dependence in Large Panels**

*by*Pesaran, M. H.

**Nonparametric Estimation of Semiparametric Transformation Models**

*by*Senay Sokullu

**Nonlinear Policy Rules and the Identification and Estimation of Causal Effects in a Generalized Regression Kink Design**

*by*Zhuan Pei & David Card & David S. Lee & Andrea Weber

**A strategy to reduce the count of moment conditions in panel data GMM**

*by*M. E. Bontempi & I. Mammi

**A Triangular Treatment Effect Model With Random Coefficients In The Selection Equation**

*by*Eric Gautier & Stefan Hoderlein

**Identification And Estimation In A Correlated Random Coefficients Binary Response Model**

*by*Stefan Hoderlein & Robert Sherman

**Econometrics on GPUs**

*by*Michael Creel & Sonik Mandal & Mohammad Zubair

**Which model to match?**

*by*Matteo Barigozzi & Roxana Halbleib & David Veredas

**Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models**

*by*John Knight & Stephen Satchell & Jessica Zhang

**A Monte Carlo Study of Bias Corrections for Panel Probit Models**

*by*Blair Alexander & Robert Breunig

**A Model for Predicting Readmission Risk in New Zealand**

*by*Rhema Vaithianathan & Nan Jiang & Toni Ashton

**On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)**

*by*Antonis Demos & Stelios Arvanitis

**Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations**

*by*Stelios Arvanitis & Antonis Demos

**Estimation and Properties of a Time-Varying EGARCH(1,1) in Mean Model**

*by*Sofia Anyfantaki & Antonis Demos

**Estimating C-CAPM and the Equity Premium over the Frequency Domain**

*by*Ekaterini Panopoulou & Sarantis Kalyvitis

**Econometrics on GPUs**

*by*Michael Creel & Sonik Mandal & Mohammad Zubair

**Lifetime Dependence Modelling using the Truncated Multivariate Gamma Distribution**

*by*Daniel Alai & Zinoviy Landsman & Michael Sherris

**Bias Transmission and Variance Reduction in Two-Stage Quantile Regression**

*by*Tae-Hwan Kim, & Christophe Muller

**Bayesian Unconditional Quantile Regression. An Analysis of Recent Expansions in Wage Structure and Earnings Inequality in the U.S. 1992-2009**

*by*Michel Lubrano & Abdoul Aziz Junior Ndoye

**Generalized Impulse Response Analysis: General or Extreme?**

*by*Hyeongwoo Kim

**A test for the rank of the volatility process: the random perturbation approach**

*by*Jean Jacod & Mark Podolskij

**Asymptotic theory for Brownian semi-stationary processes with application to turbulence**

*by*José Manuel Corcuera & Emil Hedevang & Mikko S. Pakkanen & Mark Podolskij

**Stock Return and Cash Flow Predictability: The Role of Volatility Risk**

*by*Tim Bollerslev & Lai Xu & Hao Zhou

**Limit theorems for non-degenerate U-statistics of continuous semimartingales**

*by*Mark Podolskij & Christian Schmidt & Johanna Fasciati Ziegel

**Measuring Convergence using Dynamic Equilibrium Models: Evidence from Chinese Provinces**

*by*Lei Pan & Olaf Posch & Michel van der Wel

**Oracle Inequalities for High Dimensional Vector Autoregressions**

*by*Anders Bredahl Kock & Laurent A.F. Callot

**Goodness-of-fit testing for fractional diffusions**

*by*Mark Podolskij & Katrin Wasmuth

**On the Oracle Property of the Adaptive Lasso in Stationary and Nonstationary Autoregressions**

*by*Anders Bredahl Kock

**Alternative Asymptotics and the Partially Linear Model with Many Regressors**

*by*Matias D. Cattaneo & Michael Jansson & Whitney K. Newey

**Evaluation Of Small Sample Estimators Of Outliers Infested Simultaneous Equation Model: A Monte Carlo Approach**

*by*Adedayo A. ADEPOJU & John O. OLAOMI

**Identification With Imperfect Instruments**

*by*Aviv Nevo & Adam M. Rosen

**Structural Breaks, Parameter Stability and Energy Demand Modeling in Nigeria**

*by*Olusegun A. Omisakin & Oluwatosin A. Adeniyi & Abimbola M. Oyinlola

**Reassessment of Sustainability of Current Account Deficit in India**

*by*Aviral Kumar Tiwari

**Reconsideration of Dimensions and Curve Fitting Practice in View of Georgescu-Roegen’s Epistemology in Economics**

*by*Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin

**Transmission Mechanism of Monetary Policy in Romania. Insights into the Economic Crisis**

*by*Pelinescu, Elena

**Is the Romanian Business Cycle Characterized by Chaos?**

*by*Caraiani, Petre

**On Solving Some Types of Multiple Attribute Decision-Making Problems**

*by*Vaduva, Ion

**El consumo y el Efecto Trinquete en América Latina**

*by*Liquitaya Briceño, José D.

**A Comparison of the Monetary Model and Artificial Neural Networks in Exchange Rate Forecasting**

*by*Ozkan, Filiz

**Interval estimation of the parameter of the exponential growth in the short time series: Dynamics of the tumor marker**

*by*Poutko, Boris & Fedorova, Natalya

**Applying the Capability Approach Empirically: An Overview with Special Attention to Labor**

*by*Lessmann, Ortrud

**La hipotesis de convergencia en America Latina: Un analisis de cointegracion en panel**

*by*Domingo Rodriguez Benavides & Ignacio Perrotini Hernandez & Francisco Venegas-Martinez

**On Multivariate Methods in Robust Econometrics**

*by*Jan Kalina

**The Use of Finite Mixtures of Lognormal Distribution for the Modelling of Income Distributions**

*by*Ivana Malá

**Agricultural Productivity Impact of a Mini-Dam: A Case Study of Ziarat, Balochistan**

*by*Zohaib Saeed & Usman Mustafa & Hafsa Hina & Shazia Saeed

**Estimating Standard Error of Inflation Rate in Pakistan; A Stochastic Approach**

*by*Javed Iqbal & M. Nadim Hanif

**Relación entre los factores institucionales y el emprendimiento: análisis mediante técnicas cuantitativas || Relationship between Institutional Factors and Entrepreneurship: A Quantitative Analysis**

*by*Salmerón Gómez, Román & Gómez Haro, Samuel

**Consumption and its Determinants - A Model of the Households’ Individual Final Consumption in Romania**

*by*Moraru Andreea-Daniela & Moise-Titei Adina

**A Multivariate Analysis of the Monthly Unemployment Rate in the County of Constanta**

*by*Aivaz Kamer Ainur & Albu Lucian-Liviu

**The Econometric Modelling of the Number of the Unemployed in the SE Region of Romania According to the Number of Higher Education Graduates and the Investment Level**

*by*Aivaz Kamer Ainur

**Pricing General Insurance in a Competitive Market**

*by*Burcã Ana-Maria & Bãtrînca Ghiorghe

**AN EXAMINATION OF OKUN'(tm)S LAW: EVIDENCE FROM EUROPEAN TARGET COUNTRIES**

*by*Mattoscio Nicola & Bucciarelli Edgardo & Odoardi Iacopo & Persico Tony Ernesto

**A Model To Estimate The Effect Of Global Crisis On The Convergence Process In Eu**

*by*LUCIAN-LIVIU ALBU

**Does Tourism Really Matter for Economic Growth? Evidence from Nepal**

*by*Shoorabeer Paudyal Ph.D.

**The Empirical Investigation on The Relationship of Foreign Trade, Institutions and Economic Performance of The ASEAN Nations**

*by*KHIM Samitt

**Appropriate Distribution of Cost Inefficiency Estimates as Predictor of Financial Instability /La distribución de la ineficiencia estimada como predictor de inestabilidad financiera**

*by*GÓMEZ-GALLEGO, JUAN CÁNDIDO & GÓMEZ-GARCÍA, JUAN & PÉREZ-CÁRCELES, MARÍA CONCEPCIÓN

**Estimación de la función de distribución y cuantiles en la población de pobres/Estimation of the Distribution Function and Quantiles for the Population of Poor**

*by*ÁLVAREZ-VERDEJO, ENCARNACIÓN & ESTUDILLO-MARTÍNEZ, MARÍA DOLORES & CASTILLO-GUTIÉRREZ, SONIA

**Eficiencia en el deporte: Entrenadores en la Primera División del fútbol español 2009-2011/Efficiency in Sports: Coaches in the Spanish Football First Division 2009-2011**

*by*DEL CORRAL, JULIO

**Interaction Effects in Probit Models, Reinterpreting the Impact of Education on Attitudes Towards Immigrants and Free-Trade**

*by*Natalia Melgar

**Study of the Tail Dependence Structure in Global Financial Markets Using Extreme Value Theory**

*by*Jian Wu & Zhengjun Zhang & Yong Zhao

**Economic Trends and Cycles in Crime: A Study for England and Wales**

*by*Suncica Vujic & Siem Jan Koopman & Jacques J. F. Commandeur

**Impact of the Qualitative and Quantitative Aspects of Human Activity on the Ecosystem: Demonstration through the Use of Ecological Footprint Approach**

*by*GAALICHE Makram

**Un Gran VAR Bayesiano para la Economia Chilena**

*by*Wildo González

**Improving the Forecasting Power of Volatility Models**

*by*Ahmed Bensaida

**Perceived Organizational Commitment And Its Impact To The Turnover Intention: A Correlation Analysis**

*by*Ramesh Kumar & Koh Geok Eng

**Returns to Lying? Identifying the Effects of Misreporting When the Truth Is Unobserved**

*by*Yingyao Hu & Arthur Lewbel

**Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model**

*by*Gianna Figa-Talamanca & Maria Letizia Guerra

**Cost Function Estimation with Proportional Errors in Variables**

*by*Richard E. Just & Rulon D. Pope

**WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia**

*by*Karen Poghosyan & Jan R. Magnus

**Ajuste del ingreso en México con un enfoque bayesiano**

*by*Fredy Yair Montes Rivera & Paulino Pérez Rodríguez & Sergio Pérez Elizalde

**The effect of structural breaks on the Engle-Granger test for cointegration**

*by*Antonio E. Noriega & Daniel Ventosa-Santaularia

**Diffusion of Telecommunication Services in Turkey**

*by*Mehmet KARACUKA & A.Nazif CATIK

**Macroeconomic Development and Stock Market Performance: A Non-Parametric Approach**

*by*George Adu & George Marbuah & Justice Tei Mensah & Prince Boakye Frimpong

**Segmented Life-cycle Labor Markets**

*by*Ana Paula Martins

**Optimal commodity asset allocation with a coherent market risk modeling**

*by*Al Janabi, Mazin A.M.

**Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study**

*by*Kao, Lie-Jane & Wu, Po-Cheng & Lee, Cheng-Few

**Wind energy in Egypt: Economic feasibility for Cairo**

*by*Hamouda, Yasmina Abdellatif

**Measurement errors in a spatial context**

*by*Le Gallo, Julie & Fingleton, Bernard

**Testing for asymmetric information in the viager market**

*by*Février, Philippe & Linnemer, Laurent & Visser, Michael

**Does the quality of public-sponsored training programs matter? Evidence from bidding processes data**

*by*Galdo, Jose & Chong, Alberto

**Testing conditional factor models**

*by*Ang, Andrew & Kristensen, Dennis

**Systematic risk and the cross section of hedge fund returns**

*by*Bali, Turan G. & Brown, Stephen J. & Caglayan, Mustafa Onur

**On the transmission of economic fluctuations from the USA to EU-15 (1960–2011)**

*by*Michaelides, Panayotis G. & Papageorgiou, Theofanis

**Estimating behavioural heterogeneity under regime switching**

*by*Chiarella, Carl & He, Xue-Zhong & Huang, Weihong & Zheng, Huanhuan

**Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix**

*by*Kourtis, Apostolos & Dotsis, George & Markellos, Raphael N.

**Combining equilibrium, resampling, and analyst’s views in portfolio optimization**

*by*Barros Fernandes, José Luiz & Haas Ornelas, José Renato & Martínez Cusicanqui, Oscar Augusto

**An improved estimation method and empirical properties of the probability of informed trading**

*by*Yan, Yuxing & Zhang, Shaojun

**Credit rating dynamics in the presence of unknown structural breaks**

*by*Xing, Haipeng & Sun, Ning & Chen, Ying

**High-frequency financial data modeling using Hawkes processes**

*by*Chavez-Demoulin, V. & McGill, J.A.

**Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions**

*by*Kaeck, Andreas & Alexander, Carol

**Modeling insurance claims via a mixture exponential model combined with peaks-over-threshold approach**

*by*Lee, David & Li, Wai Keung & Wong, Tony Siu Tung

**Gram–Charlier densities: Maximum likelihood versus the method of moments**

*by*Del Brio, Esther B. & Perote, Javier

**Asymptotic consistency and inconsistency of the chain ladder**

*by*Pešta, Michal & Hudecová, Šárka

**Statistical analysis of model risk concerning temperature residuals and its impact on pricing weather derivatives**

*by*Ahčan, Aleš

**Comparing predicted prices in auctions for online advertising**

*by*Bax, Eric & Kuratti, Anand & Mcafee, Preston & Romero, Julian

**Program substitutability in network television: Evidence from Argentina**

*by*Carare, Octavian & Zentner, Alejandro

**Economies of scale and scope in the Danish hospital sector prior to radical restructuring plans**

*by*Kristensen, Troels & Olsen, Kim Rose & Kilsmark, Jannie & Lauridsen, Jørgen T. & Pedersen, Kjeld Møller

**An econometric model for ex ante prediction of wildfire suppression costs**

*by*Yoder, Jonathan & Gebert, Krista

**Assessing the systemic risk of a heterogeneous portfolio of banks during the recent financial crisis**

*by*Huang, Xin & Zhou, Hao & Zhu, Haibin

**Robust estimation of covariance and its application to portfolio optimization**

*by*Huo, Lijuan & Kim, Tae-Hwan & Kim, Yunmi

**Economic growth and electricity consumption in former Soviet Republics**

*by*Bildirici, Melike E. & Kayıkçı, Fazıl

**Estimation of elasticity price of electricity with incomplete information**

*by*Labandeira, Xavier & Labeaga, José M. & López-Otero, Xiral

**An empirical study of direct rebound effect for passenger transport in urban China**

*by*Wang, H. & Zhou, P. & Zhou, D.Q.

**A new country risk index for emerging markets: A stochastic dominance approach**

*by*Agliardi, Elettra & Agliardi, Rossella & Pinar, Mehmet & Stengos, Thanasis & Topaloglou, Nikolas

**Fractal market time**

*by*McCulloch, James

**Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels**

*by*Gospodinov, Nikolay & Hirukawa, Masayuki

**Sampling error and double shrinkage estimation of minimum variance portfolios**

*by*Candelon, B. & Hurlin, C. & Tokpavi, S.

**Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models**

*by*Langrock, Roland & MacDonald, Iain L. & Zucchini, Walter

**Semiparametric trending panel data models with cross-sectional dependence**

*by*Chen, Jia & Gao, Jiti & Li, Degui

**Nonparametric estimation and inference about the overlap of two distributions**

*by*Anderson, Gordon & Linton, Oliver & Whang, Yoon-Jae

**Local GMM estimation of time series models with conditional moment restrictions**

*by*Gospodinov, Nikolay & Otsu, Taisuke

**CUE with many weak instruments and nearly singular design**

*by*Caner, Mehmet & Yıldız, Neşe

**Efficient minimum distance estimation with multiple rates of convergence**

*by*Antoine, Bertille & Renault, Eric

**GEL statistics under weak identification**

*by*Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J.

**Spanning tests in return and stochastic discount factor mean–variance frontiers: A unifying approach**

*by*Peñaranda, Francisco & Sentana, Enrique

**Inference regarding multiple structural changes in linear models with endogenous regressors**

*by*Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia

**Regression towards the mode**

*by*Kemp, Gordon C.R. & Santos Silva, J.M.C.

**Asymptotics for panel quantile regression models with individual effects**

*by*Kato, Kengo & F. Galvao, Antonio & Montes-Rojas, Gabriel V.

**Maximum likelihood estimation of stochastic frontier models by the Fourier transform**

*by*Tsionas, Efthymios G.

**Estimation of semiparametric locally stationary diffusion models**

*by*Koo, Bonsoo & Linton, Oliver

**A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model**

*by*Baltagi, Badi H. & Feng, Qu & Kao, Chihwa

**Pseudo conditional maximum likelihood estimation of the dynamic logit model for binary panel data**

*by*Bartolucci, Francesco & Nigro, Valentina

**Nonparametric trending regression with cross-sectional dependence**

*by*Robinson, Peter M.

**Sieve estimation of panel data models with cross section dependence**

*by*Su, Liangjun & Jin, Sainan

**Quantile treatment effects in the regression discontinuity design**

*by*Frandsen, Brigham R. & Frölich, Markus & Melly, Blaise

**Semiparametric robust estimation of truncated and censored regression models**

*by*Čížek, Pavel

**Identification and estimation of Gaussian affine term structure models**

*by*Hamilton, James D. & Wu, Jing Cynthia

**Asymptotics of the principal components estimator of large factor models with weakly influential factors**

*by*Onatski, Alexei

**Uniform confidence bands for functions estimated nonparametrically with instrumental variables**

*by*Horowitz, Joel L. & Lee, Sokbae

**Bayesian estimation approaches to first-price auctions**

*by*Kumbhakar, Subal C. & Parmeter, Christopher F. & Tsionas, Efthymios G.

**Semiparametric GMM estimation of spatial autoregressive models**

*by*Su, Liangjun

**Statistical inference on regression with spatial dependence**

*by*Robinson, Peter M. & Thawornkaiwong, Supachoke

**Estimating semiparametric panel data models by marginal integration**

*by*Qian, Junhui & Wang, Le

**Semiparametric inference in a GARCH-in-mean model**

*by*Christensen, Bent Jesper & Dahl, Christian M. & Iglesias, Emma M.

**Partial parametric estimation for nonstationary nonlinear regressions**

*by*Kim, Chang Sik & Kim, In-Moo

**Functional regression of continuous state distributions**

*by*Park, Joon Y. & Qian, Junhui

**Testing for non-nested conditional moment restrictions using unconditional empirical likelihood**

*by*Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae

**Tikhonov regularization for nonparametric instrumental variable estimators**

*by*Gagliardini, Patrick & Scaillet, Olivier

**Likelihood estimation and inference in threshold regression**

*by*Yu, Ping

**Testing for a unit root in a random coefficient panel data model**

*by*Westerlund, Joakim & Larsson, Rolf

**On the least squares estimation of multiple-regime threshold autoregressive models**

*by*Li, Dong & Ling, Shiqing

**Nonparametric spatial regression under near-epoch dependence**

*by*Jenish, Nazgul

**Robust subsampling**

*by*Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio

**Estimation for spatial dynamic panel data with fixed effects: The case of spatial cointegration**

*by*Yu, Jihai & de Jong, Robert & Lee, Lung-fei

**Probabilistic characterization of directional distances and their robust versions**

*by*Simar, Léopold & Vanhems, Anne

**Semiparametric estimation of Markov decision processes with continuous state space**

*by*Srisuma, Sorawoot & Linton, Oliver

**Local indirect least squares and average marginal effects in nonseparable structural systems**

*by*Schennach, Susanne & White, Halbert & Chalak, Karim

**The validity of instruments revisited**

*by*Berkowitz, Daniel & Caner, Mehmet & Fang, Ying

**A Poisson mixture model of discrete choice**

*by*Burda, Martin & Harding, Matthew & Hausman, Jerry

**Estimation of a heteroscedastic binary choice model with an endogenous dummy regressor**

*by*Zhang, Zhengyu & He, Xiaobo

**Quantile regression estimation for discretely observed SDE models with compound Poisson jumps**

*by*Noh, Jungsik & Lee, Seung Y. & Lee, Sangyeol

**Bayesian estimation of exchange rate regime choice with spatial effect**

*by*Zhang, Guoxiong

**A simple method to visualize results in nonlinear regression models**

*by*Henderson, Daniel J. & Kumbhakar, Subal C. & Parmeter, Christopher F.

**The spatial time lag in panel data models**

*by*Tao, Ji & Yu, Jihai

**US banking efficiency, 1984–1995**

*by*Kutlu, Levent

**Identification issues in some double-index models for non-negative data**

*by*Papadopoulos, Georgios & Santos Silva, J.M.C.

**Short and long memory in stock returns data**

*by*Goddard, John & Onali, Enrico

**A note on Bayesian interpretations of HCCME-type refinements for nonlinear GMM models**

*by*Lin, Eric S. & Chou, Ta-Sheng

**On the consistency of the LIML estimator of a spatial autoregressive model with many instruments**

*by*Liu, Xiaodong

**Investigating finite sample properties of estimators for approximate factor models when N is small**

*by*Tanaka, Shinya & Kurozumi, Eiji

**On the correlations of trend–cycle errors**

*by*Wada, Tatsuma

**Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?**

*by*Hoogerheide, Lennart F. & Ardia, David & Corré, Nienke

**Testing the functional constraints on parameters in regressions with variables of different frequency**

*by*Kvedaras, Virmantas & Zemlys, Vaidotas

**Measuring business cycle comovements in Europe: Evidence from a dynamic factor model with time-varying parameters**

*by*Lee, Jim

**The efficiency of the benchmark revisions to the current employment statistics (CES) data**

*by*Phillips, Keith R. & Nordlund, James

**Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies**

*by*Shin, Dong Wan & Park, Sangun

**A cautionary note on tests of overidentifying restrictions**

*by*Parente, Paulo M.D.C. & Santos Silva, J.M.C.

**Marginal likelihood calculation for the Gelfand–Dey and Chib methods**

*by*Liu, Chun & Liu, Qing

**On estimation of the CES production function—Revisited**

*by*Henningsen, Arne & Henningsen, Géraldine

**Imposing local curvature in the QUAIDS**

*by*Chang, Dongfeng & Serletis, Apostolos

**On general periodic time-varying bilinear processes**

*by*Bibi, Abdelouahab & Lescheb, Ines

**Second order bias of quasi-MLE for covariance structure models**

*by*Prokhorov, Artem

**On the origin of high persistence in GARCH-models**

*by*Krämer, Walter & Tameze, Baudouin & Christou, Konstantinos

**On the use of robust regression in econometrics**

*by*Baldauf, Markus & Santos Silva, J.M.C.

**Family background variables as instruments for education in income regressions: A Bayesian analysis**

*by*Hoogerheide, Lennart & Block, Joern H. & Thurik, Roy

**Common persistence in conditional variance: A reconsideration**

*by*Li, Chang-Shuai

**What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration**

*by*Katrakilidis, Constantinos & Trachanas, Emmanouil

**Are securitised real estate markets efficient?**

*by*Su, Jen-Je & Cheung, Adrian (Wai-Kong) & Roca, Eduardo

**How well does sticky information explain the dynamics of inflation, output, and real wages?**

*by*Carrillo, Julio A.

**Using SARFIMA Model to Study and Predict the Iran’s Oil Supply**

*by*Hamidreza Mostafaei & Leila Sakhabakhsh

**Modeling Gasoline Demand with Structural Breaks:New Evidence from Nigeria**

*by*Olusegun A. Omisakin & Abimbola M. Oyinlola & Oluwatosin A. Adeniyi

**Tax Elasticity in Sierra Leone: A Time Series Approach**

*by*Brima Ibrahim Baimba Kargbo & Adegbemi Festus O. Egwaikhide

**Oil and S&P 500 Markets: Evidence from the Nonlinear Model**

*by*Yen-Hsien Lee & Fang Hao

**A Quantitative Mirror on the Euribor Market Using Implied Probability Density Functions**

*by*Josep Maria Puigvert-Gutiérrez & Rupert de Vincent-Humphreys

**Un Analisis De Los Efectos De La Reforma Del Sector Electrico Español Sobre Su Estructura Y Competencia**

*by*Garcia-Alvarez, M.T. & Moreno-Cuartas, B.

**Is economic growth sufficient for poverty alleviation? Empirical evidence from Malaysia**

*by*Dullah Mulok & Mori Kogid & Rozilee Asid & Jaratin Lily

**Valoración económica del uso recreativo de lugares turísticos: el caso de las bahías de Santa Marta, El Rodadero y Taganga (Colombia)**

*by*Luis Carlos Pupo García

**Efectos de la apertura comercial sobre la producción manufacturera en Colombia: una aproximación cuantitativa (1975-2007)**

*by*José Mauricio Gil León & Andrea Yaelt Lemus Vergara

**Impact des allégements de cotisations patronales des bas salaires sur l'emploi. L'apport des modèles macroéconomiques**

*by*Éric Heyer & Mathieu Plane

**Using Statistical Survey In Economics**

*by*Delia TESELIOS & Mihaela ALBICI

**An application of New Keynesian models to inflation in Croatia**

*by*Alan Domić

**Forecasting the Taiwan Stock Market with a Novel Momentum-based Fuzzy Time-series**

*by*Tai-Liang Chen

**Taxa de Câmbio e Preços de Commodities: Uma Investigação sobre a Hipótese da Doença Holandesa no Brasil**

*by*Michele Polline Veríssimo & Clésio Lourenço Xavier & Flávio Vilela Vieira

**Asymmetric Business Cycle : Theory And Application**

*by*Nebiye Yamak & Banu Tanriover

**Estimating The Real Effective Exchange Rate Volatility With Arch And Garch Models**

*by*Serife Ozsahin & Dogan Uysal

**Implications Damping System Used In Romania On Self-Financing Capacity**

*by*Silviu-Valentin Carstina & Cristina Beletu

**Effectiveness of Further Vocational Training in Germany – Empirical Findings for Persons Receiving Means-tested Unemployment Benefits**

*by*Sarah Bernhard & Thomas Kruppe

**La Micro-Entreprise, Moyen De Lutte Contre La Pauvreté: Mise En Évidence Par L’Application Au Niveau Des Régions Tunisiennes**

*by*GAALICHE Makram & HAMMAS Mohamed Amine

**Out-of-Sample Equity Premium Predictability in South Africa: Evidence from a Large Number of Predictors**

*by*Rangan Gupta & Mampho P. Modise & Josine Uwilingiye

**Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns**

*by*Pierre Perron & Rasmus T. Varneskov

**Estimation of the Cost of Equity by Considering the Interdependences between Capital Markets**

*by*Maria PASCU-NEDELCU

**Efficient greek estimation in generic swap-rate market models**

*by*Joshi, Mark & Yang, Chao

**Inflation Uncertainty at Short and Long Horizons: Turkey**

*by*Gülcay TUNA & Cem PAYASLIOĞLU

**Türkiye’de kredi arzı: Kredi eğilim anketi göstergeleri kredi büyümesi ve ekonomik faaliyet için bilgi verici mi?**

*by*Defne MUTLUER KURUL

**Crecimiento económico y medio ambiente en México**

*by*Gómez-López, Claudia S. & Barrón Arreola, Karla S. & Moreno Moreno, Luis

**Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs**

*by*GUPTA, RANGAN & KABUNDI, ALAIN

**Give missings a chance: Combined stochastic and rule-based approach to improve regression models with mismeasured monotonic covariates without side information**

*by*Dlugosz, Stephan

**Direct job creation revisited: Is it effective for welfare recipients and does it matter whether participants receive a wage?**

*by*Wolff, Joachim & Hohmeyer, Katrin

**Construction of uncertainty sets for portfolio selection problems**

*by*Wiechers, Christof

**On the diversification of portfolios of risky assets**

*by*Frahm, Gabriel & Wiechers, Christof

**Studie zu gewerblichen Strompreisen in Mecklenburg-Vorpommern: Strom als Wettbewerbsfaktor und Gegenstand der Standortvermarktung**

*by*Saatmann, Stefan Jürgen & Sulk, Ingolf & Klotz, Michael

**Ratingverfahren: Diskriminanzanalyse versus Logistische Regression**

*by*Braun, Daniel & Allgeier, Burkhard & Cremers, Heinz

**Growth in a Cross-Section of Cities: Location, Increasing Returns or Random Growth?**

*by*Rafael González-Val & Jose Olmo

**Efficient estimation of Markov regime-switching models: An application to electricity spot prices**

*by*Joanna Janczura & Rafal Weron

**Generalized empirical likelihood for a continuum of moment conditions**

*by*Pierre Chaussé

**Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions**

*by*David E. Giles & Xiao Ling

**Improved Maximum Likelihood Estimation of the Shape Parameter in the Nakagami Distribution**

*by*Jacob Schwartz & Ryan T. Godwin & David E. Giles

**The Optimal Construction of Instruments in Nonlinear Regression: Implications for GMM Inference**

*by*Kenneth G. Stewart

**Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution**

*by*David E. Giles & Hui Feng & Ryan T. Godwin

**On the Bias of the Maximum Likelihood Estimator for the Two-Parameter Lomax Distribution**

*by*David E. Giles & Hui Feng & Ryan T. Godwin

**Biased-Reduced Maximum Likelihood Estimation for the Zero-Inflated Poisson Distribution**

*by*Jacob Schwartz & David E. Giles

**Interpreting Dummy Variables in Semi-logarithmic Regression Models: Exact Distributional Results**

*by*David E. Giles

**Evolutionary computational approach in TAR model estimation**

*by*Claudio Pizzi & Francesca Parpinel

**Estimating Behavioural Heterogeneity Under Regime Switching**

*by*Carl Chiarella & Xue-Zhong He & Weihong Huang & Huanhuan Zheng

**Volatility Forecasting: Downside Risk, Jumps and Leverage Effect**

*by*Audrino, Francesco & Hu, Yujia

**Quantile Regression in the Presence of Sample Selection**

*by*Huber, Martin & Melly, Blaise

**On The Cyclicality of Real Wages and Wage Di¤erentials**

*by*Christopher Otrok & Panayiotis M. Pourpourides

**Cointegrating MiDaS Regressions and a MiDaS Test**

*by*J. Isaac Miller

**Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series**

*by*J. Isaac Miller

**Increasing Returns to Scale in U.S. manufacturing industries: evidence from direct and reverse regression**

*by*Xi Chen

**Risk Spillovers in Oil-Related CDS, Stock and Credit Markets**

*by*Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer

**Variance Swaps and Intertemporal Asset Pricing**

*by*Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio

**Why do variance swaps exist?**

*by*Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio

**Visualizing Multiple Quantile Plots**

*by*Boon, M. & Einmahl, J.H.J. & McKeague, I.W.

**WALS estimation and forecasting in factor-based dynamic models with an application to Armenia**

*by*Poghosyan, K. & Magnus, J.R.

**An M-Estimator for Tail Dependence in Arbitrary Dimensions**

*by*Einmahl, J.H.J. & Krajina, A. & Segers, J.

**Relating Stochastic Volatility Estimation Methods**

*by*Charles S. Bos

**A Bayesian Analysis of Unobserved Component Models using Ox**

*by*Charles S. Bos

**Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models**

*by*Rachida Ouysse

**How do banks' funding costs affect interest margins?**

*by*Arvid Raknerud & Bjørn Helge Vatne & Ketil Rakkestad

**Profile-score Adjustements for Nonlinearfixed-effect Models**

*by*Geert Dhaene & Koen Jochmans

**An Adjusted profile likelihood for non-stationary panel data models with fixed effects**

*by*Geert Dhaene & Koen Jochmans

**The effectiveness of economic policy and position in the cycle: The case of tax reductions on overtime in France**

*by*Eric Heyer

**Functional Distribution of Income and Economic Growth in the Chinese Economy, 1978-2007**

*by*Ricardo Molero Simarro

**Identifying the Effects of Co-Authorship Networks on the Performance of Scholars: A Correlation and Regression Analysis of Performance Measures and Social Network Analysis Measures**

*by*Alireza Abbasi & Jorn Altmann & Liaquat Hossain

**Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility**

*by*Andras Fulop & Junye Li & Jun Yu

**Stochastic Frontier Models with Threshold Efficiency**

*by*Young Hoon Lee & Sungwon Lee

**Conditional Moment Models under Semi-Strong Identification**

*by*Bertille Antoine & Pascal Lavergne

**No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates**

*by*Peter Aling & Shakill Hassan

**Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects**

*by*Min Seong Kim & Yixiao Sun

**Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity**

*by*Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen

**Instrumental Variable Estimation with Heteroskedasticity and Many Instruments**

*by*Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen

**Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments**

*by*Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen

**Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence**

*by*T. DE GROOTE & G. EVERAERT

**Principal Stratification in sample selection problems with non normal error terms**

*by*Giovanni Mellace & Roberto Rocci

**Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der Regressionsgerade**

*by*Alexander Vogel

**Changes In Economy Or Changes In Economics?**

*by*Albu, Lucian-Liviu

**Sectoral Structure and Economic Growth**

*by*Dobrescu, Emilian

**Structural Threshold Regression**

*by*Andros Kourtellos & Thanasis Stengos & Chih Ming Tan

**The Effect of Climate Change on Wetlands and Waterfowl in Western Canada: Incorporating Cropping Decisions into a Bioeconomic Model**

*by*Patrick Withey & G. Cornelis van Kooten

**Applying the gravity approach to sector trade: Who bears the trade costs?**

*by*Angela Cheptea & Alexandre Gohin & Marilyne Huchet Bourdon

**Climate Change, Trade, and Competitiveness: Climate Trade Performance of India, SAARC and Asia Pacific Region**

*by*Dinda, Soumyananda

**City price convergence in Turkey with structural breaks**

*by*Bilgili, Faik

**A Monte Carlo Study for Swamy’s Estimate of Random Coefficient Panel Data Model**

*by*Mousa, Amani & Youssef, Ahmed H. & Abonazel, Mohamed R.

**Изоморфизм И Гомоморфизм В Имитационном Моделировании**

*by*Rumyantsev, Mikhail I.

**Are Thai Manufacturing Exports and Imports of Capital Goods Related?**

*by*Jiranyakul, Komain

**Cereal food commodities in Eastern Africa: consumption - production gap trends and projections for 2020**

*by*Mkumbwa, Solomon S.

**The impact of the financial crisis on the interbank money markets behavior. Evidence from several CEE transition economies**

*by*Mutu, Simona & Breşfelean, Vasile Paul & Göndör, Mihaela

**On the Correlations of Trend-Cycle Errors**

*by*Wada, Tatsuma

**Testing for partial exogeneity with weak identification**

*by*Doko Tchatoka, Firmin

**An alternative to the Baum-Welch recursions for hidden Markov models**

*by*Bartolucci, Francesco

**Large covariance estimation by thresholding principal orthogonal complements**

*by*Fan, Jianqing & Liao, Yuan & Mincheva, Martina

**Risk components in UK cross-sectional equities: evidence of regimes and overstated parametric estimates**

*by*Rossi, Francesco

**The case for higher frequency inflation expectations**

*by*Guzman, Giselle C.

**Nonlinearity In Inflation, A Case of Pakistan**

*by*Iqbal, Javed & Rehman, Muhammad & Ur-Rehman, Hafeez

**Интервальный Анализ Распределений И Разрывы**

*by*Harin, Alexander

**The estimation of three-dimensional fixed effects panel data models**

*by*Matyas, Laszlo & Balazsi, Laszlo

**Climate Change and Development: Trade Opportunities of Climate Smart Goods and Technologies in Asia**

*by*Dinda, Soumyananda

**Supramacroeconomics: the newest management technology**

*by*Kozhurin, Fedir

**Effect of employment guarantee on access to credit: Evidence from rural India**

*by*Saraswat, Deepak

**Heterogenous intertemporal elasticity of substitution and relative risk aversion: estimation of optimal consumption choice with habit formation and measurement errors**

*by*Natalia, Khorunzhina & Wayne Roy, Gayle

**Efficiency of broadband internet adoption in European Union member states**

*by*Pavlyuk, Dmitry

**On the finite-sample properties of conditional empirical likelihood estimators**

*by*Crudu, Federico & Sándor, Zsolt

**Phénomènes financiers et mélange de lois : Une nouvelle méthode d’estimation des paramètres**

*by*Chilarescu, Constantin & Viasu, Iana Luciana

**Reduce computation in profile empirical likelihood method**

*by*Li, Minqiang & Peng, Liang & Qi, Yongcheng

**When A Factor Is Measured with Error: The Role of Conditional Heteroskedasticity in Identifying and Estimating Linear Factor Models**

*by*Prono, Todd

**(Re)estimating marginal changes after “truncreg” and “tobit” in Stata**

*by*Drichoutis, Andreas

**Analysing drivers of and barriers to the sustainable development: hidden economy and hidden migration**

*by*Albu, Lucian-Liviu & Ghizdeanu, Ion & Iorgulescu, Raluca

**Distributional results for thresholding estimators in high-dimensional Gaussian regression models**

*by*Pötscher, Benedikt M. & Schneider, Ulrike

**Parametric inference and forecasting in continuously invertible volatility models**

*by*Wintenberger, Olivier & Cai, Sixiang

**Indice de Precios de Viviendas Nuevas para el Gran Santiago**

*by*Idrovo Aguirre, Byron & Lennon S., Joaquín

**Structural changes and convergence in EU and in Adriatic-Balkans Region**

*by*Albu, Lucian-Liviu

**Estimation of Zenga's new index of economic inequality in heavy tailed populations**

*by*Greselin, Francesca & Pasquazzi, Leo

**Pengertian dari dan untuk ketakmengertian: Social Complexity sebagai cara pandang baru dalam memahami fenomena sosial**

*by*Situngkir, Hokky

**Firm-Heterogeneity, Persistent and Transient Technical Inefficiency**

*by*Mike, Tsionas & Subal, Kumbhakar

**Seasonal bias in household vulnerability to poverty stimates: insights from a natural experiment**

*by*Chiwaula, Levison & Waibel, Hermann

**The Variance Profile**

*by*Luati, Alessandra & Proietti, Tommaso & Reale, Marco

**Are realized volatility models good candidates for alternative Value at Risk prediction strategies?**

*by*Louzis, Dimitrios P. & Xanthopoulos-Sisinis, Spyros & Refenes, Apostolos P.

**Learning and judgment shocks in U.S. business cycles**

*by*Murray, James

**India's trade with USA and her trade balance: An empirical analysis**

*by*Tiwari, Aviral & Shahbaz, Muhammad

**Impact of economic growth and financial development on exports: Cointegration and causality analysis in Pakistan**

*by*Shahbaz, Muhammad & Rahman, Mizanur

**Asymmetric Baxter-King filter**

*by*Buss, Ginters

**Explaining learning gaps in Namibia: The role of language proficiency**

*by*Garrouste, Christelle

**Risk Procyclicality and Dynamic Hedge Fund Strategies**

*by*Francois-Éric Racicot & Raymond Théoret

**Forecasting stochastic Volatility using the Kalman filter: An Application to Canadian Interest Rates and Price-Earnings Ratio**

*by*Francois-Éric Racicot & Raymond Théoret

**Shadow banking and the dynamics of aggregate leverage: An application of the Kalman filter to cyclical leverage measures**

*by*Christian Calmès & Raymond Théoret

**Un’estensione stocastica del modello "Fisher-Lange"**

*by*Massimo De Felice & Franco Moriconi

**Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version**

*by*Xu Cheng & Zhipeng Liao

**The Impact of Trade Costs on Exports: An Empirical Modelling**

*by*Imran Ullah Khan & Kaliappa Kalirajan

**Dynamic Conditional Correlation: On properties and estimation**

*by*Gian Piero Aielli

**Sequential Monte Carlo Methods for Estimating Dynamic Microeconomic Models**

*by*Jason R. Blevins

**Credit Default Swaps and Sovereign Debt Markets**

*by*M. Kabir Hassan & Geoffrey M. Ngene & Jung Suk-Yu

**Determinants of Credit Default Swaps in International Markets**

*by*M. Kabir Hassan & Thiti S. Ngow & Jung Suk-Yu

**Estimating Causal Installed-Base Effects: A Bias-Correction Approach**

*by*Sridhar Narayanan & Harikesh S. Nair

**Testing Conditional Factor Models**

*by*Andrew Ang & Dennis Kristensen

**Skew-normal shocks in the linear state space form DSGE model**

*by*Grzegorz Grabek & Bohdan Klos & Grzegorz Koloch

**Trade Opportunities for Climate Smart Goods and Technologies in Asia**

*by*Soumyananda Dinda

**Local Linear Fitting Under Near Epoch Dependence: Uniform consistency with Convergence Rates**

*by*Degui Li & Zudi Lu & Oliver Linton

**Semiparametric Trending Panel Data Models with Cross-Sectional Dependence**

*by*Jia Chen & Jiti Gao & Degui Li

**Estimation in Partially Linear Single-Index Panel Data Models with Fixed Effects**

*by*Jia Chen & Jiti Gao & Degui Li

**Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series**

*by*Jiti Gao & Degui Li & Dag Tjøstheim

**Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions**

*by*Jia Chen & Jiti Gao & Degui Li

**The Calculation of Rural Urban Food Price Differentials from Unit Values in Household Expenditure Surveys: A new procedure and comparison with existing methods**

*by*Amita Majumder & Ranjan Ray & Kompal Sinha

**GMM Estimation of Income Distributions from Grouped Data**

*by*Gholamreza Hajargsht & William E. Griffiths & Joseph Brice & D.S. Prasada Rao & Duangkamon Chotikapanich

**Identification in structural VAR models with different volatility regimes**

*by*Emanuele BACCHIOCCHI

**Generating ordinal data**

*by*Pier Alda FERRARI & Alessandro BARBIERO

**Identification through heteroskedasticity: a likelihood-based approach**

*by*Emanuele BACCHIOCCHI

**Normal Reference Bandwidths for the General Order, Multivariate Kernel Density Derivative Estimator**

*by*Daniel J. Henderson & Christopher F. Parmeter

**Instrument Variable Estimation of a Spatial Autoregressive Panel Model with Random Effects**

*by*Badi H. Baltagi & Long Liu

**Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis**

*by*Matthew Greenwood-Nimmo & Youngcheol Shin

**Enthüllungsrisiko beim Remote Access: Die Schwerpunkteigenschaft der Regressionsgerade**

*by*Alexander Vogel

**Using proxy variables to control for unobservables when estimating productivity: A sensitivity analysis**

*by*Carmine Ornaghi & Ilke Van Beveren

**Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model**

*by*Alexandre Sauquet & Franck Lecocq & Philippe Delacote & Sylvain Caurla & Ahmed Barkaoui & Serge Garcia

**Generalized Cointegration: A New Concept with an Application to Health Expenditure and Health Outcomes**

*by*Stephen Hall & P. A. V. B. Swamy & George S. Tavlas

**Risk Spillovers in Oil-Related CDS, Stock and Credit Markets**

*by*Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer

**Gender Patterns in Vietnam's Child Mortality**

*by*Pham, Thong Le & Kooreman, Peter & Koning, Ruud H. & Wiersma, Doede

**Gender Patterns in Vietnam's Child Mortality**

*by*Pham, Thong Le & Kooreman, Peter & Koning, Ruud H. & Wiersma, Doede

**Roma Women in Athenian Firms: Do They Face Wage Bias?**

*by*Drydakis, Nick

**Roma Women in Athenian Firms: Do They Face Wage Bias?**

*by*Drydakis, Nick

**Second-order moments of frequency asymmetric cycles**

*by*Miguel Artiach

**Labour status and involuntary employment: family ties and part-time work in Spain**

*by*María Dolores Guilló Fuentes & Alfonsa Denia Cuesta

**Policy-related small.area estimation**

*by*LONGFORD Nicholas Tibor

**Nonparametric Estimators of Dose-Response Functions**

*by*BIA Michela & FLORES Carlos A. & MATTEI Alessandra

**Returns to education in India: Some recent evidence**

*by*Tushar Agrawal

**A Fixed-b Perspective on the Phillips-Perron Unit Root Tests**

*by*Vogelsang, Timothy J. & Wagner, Martin

**Cointegrating Polynomial Regressions**

*by*Hong, Seung Hyun & Wagner, Martin

**Growth in a cross-section of cities: location, increasing returns or random growth?**

*by*Rafael González-Val & Jose Olmo

**Parametric estimation. Finite sample theory**

*by*Vladimir Spokoiny

**Linking corporate reputation and shareholder value using the publication of reputation rankings**

*by*Sven Tischer & Lutz Hildebrandt

**The impact of context and promotion on consumer responses and preferences in out-of-stock situations**

*by*Nicole Wiebach & Jana L. Diels

**Large Vector Auto Regressions**

*by*Song Song & Peter J. Bickel

**Customer Reactions in Out-of-Stock Situations â€“ Do promotion-induced phantom positions alleviate the similarity substitution hypothesis?**

*by*Jana Luisa Diels & Nicole Wiebach

**A State Space Approach to Estimating the Integrated Variance under the Existence of Market Microstructure Noise**

*by*Daisuke Nagakura & Toshiaki Watanabe

**Estimation and Inference in Predictive Regressions**

*by*Eiji Kurozumi & Kohei Aono

**Statistical Inference in Possibly Integrated/Cointegrated Vector Autoregressions: Application to Testing for Structural Changes**

*by*Eiji Kurozumi & Khashbaatar Dashtseren

**Sequential Estimation of Dynamic Programming Models with Unobserved Heterogeneity**

*by*Kasahara, Hiroyuki & Shimotsu, Katsumi

**Parameter Identification in a Estimated New Keynesian Open Economy Model**

*by*Adolfson, Malin & Lindé, Jesper

**OLS with Multiple High Dimensional Category Dummies**

*by*Gaure, Simen

**After “Raising the Bar”: applied maximum likelihood estimation of families of models in spatial econometrics**

*by*Bivand, Roger

**Idiosyncratic Risk and Higher-Order Cumulants**

*by*Lundtofte, Frederik & Wilhelmsson, Anders

**A Ridge Regression estimator for the zero-inflated Poisson model**

*by*Kibria, B. M. Golam & Månsson, Kristofer & Shukur, Ghazi

**On the Choice of the Unit Period in Time Series Models**

*by*Peter Fuleky

**Indirect Inference Based on the Score**

*by*Peter Fuleky & Eric Zivot

**On the Choice of the Unit Period in Time Series Models**

*by*Peter Fuleky

**Indirect Inference Based on the Score**

*by*Peter Fuleky & Eric Zivot

**Formula for Manufacturing Profit increase based on Thermodynamic Model**

*by*Michael Louis George

**Institutions and growth: a developing country case study**

*by*Luciano Nakabashi & Adolfo Sachsida & Ana Elisa Gonçalves Pereira

**Econometric Estimation of the “Constant Elasticity of Substitution" Function in R: Package micEconCES**

*by*Arne Henningsen & Géraldine Henningsen

**A Cautionary Note on Tests for Overidentifying Restrictions**

*by*Paulo M.D.C. Parente & Joao M.C. Santos Silva

**DSGE model estimation on base of second order approximation**

*by*Sergey Ivashchenko

**Risk Spillovers in Oil-Related CDS, Stock and Credit Markets**

*by*Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J.

**Poverty Dynamics in Rural Mexico: An Analysis Using Four Generations of Poverty Measurement**

*by*Alejandro López-Feldman & Javier Parada

**Energy Demand for Heating in Spain: An Empirical Analysis with Policy Purposes**

*by*Xavier Labandeira & José M. Labeaga & Xiral López-Otero

**Segmented Life-cycle Labor Markets – Portuguese Evidence**

*by*Ana Paula Martins

**Spatial Interactions in Hedonic Pricing Models: The Urban Housing Market of Aveiro, Portugal**

*by*Arnab Bhattacharjee & Eduardo Anselmo de Castro & João Lourenço Marques

**Information Structure and Statistical Information in Discrete Response Models**

*by*Shakeeb Khan & Denis Nekipelov

**The Relationship between Innovation and Productivity conditional to R&D and ICT use. An empirical analysis for firms in Luxembourg**

*by*Thuc Uyen NGUYEN THI & Ludivine MARTIN

**The Instability of the Banking Sector and Macrodynamics: Theory and Empirics**

*by*Stefan Mittnik & Willi Semmler

**A Conditionally Heteroskedastic Model with Time-varying Coefficients for Daily Gas Spot Prices**

*by*Zakoïan, Jean-Michel & Regnard, Nazim

**On the Cyclicality of Real Wages and Wage Differentials**

*by*Christopher Otrok & Panayiotis M. Pourpourides

**Penalized Sieve Estimation and Inference of Semi-Nonparametric Dynamic Models: A Selective Review**

*by*Xiaohong Chen

**Local Identification of Nonparametric and Semiparametric Models**

*by*Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey

**Local Identification of Nonparametric and Semiparametric Models**

*by*Xiaohong Chen & Victor Chernozhukov & Sokbae Lee & Whitney Newey

**A Simple Test for Identification in GMM under Conditional Moment Restrictions**

*by*Francesco Bravo & Juan Carlos Escanciano & Taisuke Otsu

**Hodges-Lehmann Optimality for Testing Moment**

*by*Ivan Canay & Taisuke Otsu

**Moderate Deviations of Generalized Method of Moments and Empirical Likelihood Estimators**

*by*Taisuke Otsu

**Large Deviations of Generalized Method of Moments and Empirical Likelihood Estimators**

*by*Taisuke Otsu

**Using proxy variables to control for unobservables when estimating productivity: A sensitivity analysis**

*by*Carmine ORNAGHI & Ilke VAN BEVEREN

**Measuring Segregation on Small Units : A Partial Identification Analysis**

*by*Xavier d'Haultfoeuille & Roland Rathelot

**Bayesian VARs: Specification Choices and Forecast Accuracy**

*by*Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano

**Indirect Likelihood Inference**

*by*Creel, Michael & Kristensen, Dennis

**Estructura de ingresos para trabajadores asalariados y por cuenta propia en la ciudad de Ibagué**

*by*Salinas Rincón, José Daniel & Aragón Urrego, Daniel

**El efecto de la educación sobre la calidad del empleo en Colombia**

*by*Jhon James Mora & Maria Paola Ulloa

**Un sistema casi ideal de demanda para el gasto en Colombia: una estimación utilizando el método generalizado de los momentos en el periodo 1968-2007**

*by*Andrés Ramirez Hassan & Daniel Londoño Cano & Edwar Londoño Zapata

**Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models**

*by*Jean-Marie Dufour & Tarek Jouini

**Robust Sign-Based and Hodges-Lehmann Estimators in Linear Median Regressions with Heterogenous Serially Dependent Errors**

*by*Elise Coudin & Jean-Marie Dufour

**Multilateral Environmental Agreements up to 2050: Are They Sustainable Enough?**

*by*Christoph Jeßberger

**Utility Rebates for ENERGY STAR Appliances: Are They Effective?**

*by*Souvik Datta & Sumeet Gulati

**Do Political Institutions protect the poor? Intra Countries Health Inequalities and Air Pollution in Developing Countries**

*by*Alassane DRABO

**Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments**

*by*Iglesias, Emma M. & Phillips, Garry D.A.

**Risk Spillovers in Oil-Related CDS, Stock and Credit Markets**

*by*Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer

**Estimating Structural Mean Models with Multiple Instrumental Variables using the Generalised Method of Moments**

*by*Paul S. Clarke & Tom M. Palmer & Frank Windmeijer

**Unveiling the monetary policy rule in euro area**

*by*Thanassis Kazanas & Elias Tzavalis

**Energy technology patents-CO2 emissions nexus: An empirical analysis from China**

*by*Zhaohua Wang & Yixiang Zhang & Xian Zhang

**Estimating risk for the carbon market via extreme value theory: An empirical analysis of the EU ETS**

*by*Zhen-Hua Feng & Yi-Ming Wei & Kai Wang

**Indirect likelihood inference**

*by*Michael Creel & Dennis Kristensen

**Stationarity, structural breaks, and economic growth in Mexico: 1895-2008**

*by*Antonio E. Noriega & Cid Alonso Rodríguez-Pérez

**The Italian private equity funds: an analysis of the portfolio companiesï¿½ economic and financial conditions**

*by*Granturco Mariagrazia & Maria Grazia Miele

**Indirect likelihood inference**

*by*Michael Creel & Dennis Kristensen

**Consistent Dynamic Affine Mortality Model for Longevity Risk Applications**

*by*Craig Blackburn & Michael Sherris

**Combining Long Memory and Level Shifts in Modeling and Forecasting the Volatility of Asset Returns**

*by*Rasmus Tangsgaard Varneskov & Pierre Perron

**Estimating Dynamic Equilibrium Models using Macro and Financial Data**

*by*Bent Jesper Christensen & Olaf Posch & Michel van der Wel

**Bias-correction in vector autoregressive models: A simulation study**

*by*Tom Engsted & Thomas Q. Pedersen

**Nonparametric Detection and Estimation of Structural Change**

*by*Dennis Kristensen

**Testing the local volatility assumption: a statistical approach**

*by*Mark Podolskij & Mathieu Rosenbaum

**Un análisis de los condicionantes del rendimiento académico en Brasil a partir del SAEB-2005**

*by*Mauro Mediavilla Bordalejo & Liliana Gallego

**Bank Efficiency: Evidence from a Panel of European Banks**

*by*Nicholas Apergis & Effrosyni Alevizopoulou

**Wykorzystanie metody Value at Risk w estymacji ryzyka inwestycyjnego w spolki branzy metalurgicznej**

*by*Ewa Milos

**Sectoral Structure and Economic Growth**

*by*Dobrescu, Emilian

**Consumer Credit Scoring**

*by*Costangioara, Alexandru

**Absorption of the structural funds in Romania**

*by*Cace, Corina & Cace, Sorin & Nicolaescu, Victor

**The Introduction of the Common Currency in Slovenia**

*by*Festic, Mejra & Krizanic, France

**La teoría del ingreso permanente: un análisis empírico**

*by*Liquitaya Briceño, José D.

**The Comparison of Volatility Forecasting Models in VaR Calculations and Backtesting according to Basel II: An Application on ISE 100 Index**

*by*Korkmaz, Turhan & Bostanci, Ahmet

**Stochastic methods of data analysis of marketing and social surveys**

*by*Cherepanov, Evgeny

**Calidad del empleo en las principales ciudades colombianas y endogeneidad de la educación**

*by*Jhon James Mora & María Paola Ulloa

**Potential Product, Output Gap and Uncertainty Rate Associated with Their Determination while Using the Hodrick-Prescott Filter**

*by*Miroslav Plašil

**Consumer awareness and usage of islamic banking products in South Africa**

*by*Yvonne Saini & Geoff Bick, Loonat Abdulla

**The macroeconomic determinants of technological progress in Nigeria**

*by*Olusegun Ayodele Akanbi & Vishnu Padayachee & Adel Bosch

**Growth and Financing Behaviour of Firms of Textile Industry in Pakistan: A Panel Data Analysis**

*by*Ijaz Hussain

**Growth effect of aid and its volatility: An individual country study in South Asian economies**

*by*Vesna Bucevska

**Econometría de evaluación de impacto**

*by*Luis García Núñez

**Influence Factors on the Value of Reliability Estimators in Marketing Research**

*by*Ursachi George Marian

**Capital Requirement under the Three Approaches for a Credit Institution in Romania**

*by*Anghelache Gabriela-Victoria & Olteanu Ana-Cornelia & Radu Alina-Nicoleta

**Influence Factors on the Value of Reliability Estimators in Marketing Research**

*by*Ursachi George Marian & Ursachi (Horodnic) Ioana Alexandra

**Tourism and Economic Growth in Nepal**

*by*Bishnu Prasad Gautam Ph.D.

**Análisis de las desviaciones presupuestarias aplicado al caso del presupuesto del Estado/The Performance of the Budgetary Target of the Central Government in Spain**

*by*LEAL LINARES, TERESA & PÉREZ GARCÍA, JAVIER J.

**A Continuous-Time Model of Income Dynamics**

*by*Thorsten Heimann & Mark Trede

**A Continuous-Time Model of Income Dynamics**

*by*Thorsten Heimann & Mark Trede

**Evaluations on list undercoverage bias and possible solutions: the case of ISTAT CATI survey "Trips, holidays and daily life"**

*by*Claudia De Vitiis & Paolo Righi

**On the Italian ACE and its impact on enterprise performance: a PLS-path modeling analysis**

*by*Simona Balzano & Filippo Oropallo & Valentino Parisi

**Mba Share In The U.S. Graduate Management Education Market**

*by*Marina Murray

**East Asian Regionalism: The Need For Asean+3 Fta**

*by*Fithra Faisal Hastiadi

**Cohesion In The European Union – Used Markov Chains Method**

*by*Liviu-Stelian BEGU

**Parameter Drifting in a DSGE Model Estimated on Czech Data**

*by*Jaromir Tonner & Jiri Polansky & Osvald Vašíèek

**Stima edonimetrica e valorizzazione della qualità dei vini laziali**

*by*Sonia Marongiu

**Modelling the Density of Inflation Using Autoregressive Conditional Heteroscedasticity, Skewness, and Kurtosis Models**

*by*Doaa Akl Ahmed

**Parsimonious exposure-at-default modeling for unfunded loan commitments**

*by*Pinaki Bag & Michael Jacobs Jr

**Estimating Armington elasticities for sawnwood and application to the French Forest Sector Model**

*by*Sauquet, Alexandre & Lecocq, Franck & Delacote, Philippe & Caurla, Sylvain & Barkaoui, Ahmed & Garcia, Serge

**The effect of financial liberalization on stock-return volatility in GCC markets**

*by*Bley, Jorg & Saad, Mohsen

**Estimating the distortion parameter of the proportional-hazard premium for heavy-tailed losses**

*by*Brahimi, Brahim & Meraghni, Djamel & Necir, Abdelhakim & Zitikis, Ričardas

**Nonparametric estimation and testing of stochastic discount factor**

*by*Fang, Ying & Ren, Yu & Yuan, Yufei

**Willingness to pay and price elasticities of demand for energy-efficient appliances: Combining the hedonic approach and demand systems**

*by*Galarraga, Ibon & González-Eguino, Mikel & Markandya, Anil

**Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE**

*by*Francq, Christian & Lepage, Guillaume & Zakoïan, Jean-Michel

**Particle filters for continuous likelihood evaluation and maximisation**

*by*Malik, Sheheryar & Pitt, Michael K.

**Asymptotic theory for nonparametric regression with spatial data**

*by*Robinson, P.M.

**Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models**

*by*Wang, Liqun & Hsiao, Cheng

**Control variate method for stationary processes**

*by*Amano, Tomoyuki & Taniguchi, Masanobu

**An improved generalized moments estimator for a spatial moving average error model**

*by*Baltagi, Badi H. & Liu, Long

**Application of factor models for the identification of countries sharing international reference-cycles**

*by*Santos, Sonia de Lucas & Rodríguez, María Jesús Delgado & Ayuso, Inmaculada Álvarez

**Semiparametric EGARCH model with the case study of China stock market**

*by*Yang, Hu & Wu, Xingcui

**Neural Networks as Semiparametric Option Pricing Tool**

*by*Michaela Barunikova & Jozef Barunik

**Efficient Estimation of Moment Condition Models with Heterogenous Populations**

*by*Zhiguo Xiao

**Determinantes de la inversión en exploración de hidrocarburos: un análisis del caso argentino**

*by*Marina Yesica Recalde

**Un sistema casi ideal de demanda para el gasto en Colombia: Una estimación utilizando el método generalizado de los momentos en el período 1968-2007**

*by*Daniel Londoño Cano & Edwar Londoño Zapata & Andrés Ramirez Hassan

**CDS: relación con índices accionarios y medida de riesgo**

*by*Bernardo León & Andrés Mora

**Viewpoint: An extended class of instrumental variables for the estimation of causal effects**

*by*Karim Chalak & Halbert White

**Petit précis de politique budgétaire par tous les temps. Les multiplicateurs budgétaires au cours du cycle**

*by*Jérôme Creel & Éric Heyer & Mathieu Plane

**Les effets de la crise des subprimes sur le marché financier mexicain**

*by*Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle

**CDS: relación con índices accionarios y medida de riesgo**

*by*Bernardo León & Andrés Mora

**Comparison of the Static Time Series of the Bulgarian Trade Turnover between 1986–2006**

*by*Alexander Tasev

**An Expert System for Online Residential Properties Valuation**

*by*Beatriz Larraz

**Sparse High-Dimensional Models in Economics**

*by*Jianqing Fan & Jinchi Lv & Lei Qi

**Inflation and Budget Deficit: What is the Relationship in Portugal?**

*by*Agostinho S. Rosa

**Predicting Stock Returns With Financial Ratios: A Discriminant Analysis Application On The Ise 30 Index Stocks**

*by*Bulent Oz & Yucel Ayricay & Gokturk Kalkan

**Merton Model For Assessing The Cost Of Capital, Mathematical Amount But Not Also Economic Amount Of Capm And Apt Models**

*by*Maria PASCU-NEDELCU

**Structural Changes and Convergence in EU and in Adriatic-Balkans Region**

*by*Lucian-Liviu ALBU

**Some aspects of the translog production function estimation**

*by*Florin-Marius PAVELESCU

**An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa**

*by*Mehmet Balcilar & Rangan Gupta & Zahra Shah

**Dynamic hedging strategies: An application to the crude oil market**

*by*Lautier, Delphine & Galli, Alain

**Identification and Frequency Domain QML Estimation of Linearized DSGE Models**

*by*Zhongjun Qu & Denis Tkachenko

**Türkiye için aylık istihdam verilerinin Durum-Uzay Metodu kullanılarak tahmin edilmesi**

*by*Murat TAŞDEMİR & Sami TABAN

**Estimation of Technical Inefficiency in Production Frontier Models Using Cross-Sectional Data**

*by*KUMBHAKAR, SUBAL C. & WANG, HUNG-JEN

**Nonlinear shrinkage estimation of large-dimensional covariance matrices**

*by*Olivier Ledoit & Michael Wolf

**Robust estimation of integrated variance and quarticity under flat price and no trading bias**

*by*Schulz, Frowin C.

**An analytical investigation of estimators for expected asset returns from the perspective of optimal asset allocation**

*by*Frahm, Gabriel

**The dark side of the generalized system of preferences**

*by*Herz, Bernhard & Wagner, Marco

**Tender prices in local bus transport in Germany - an application of alternative regression techniques**

*by*Beck, Arne & Walter, Matthias

**New sight of herding behavioural through trading volume**

*by*Hachicha, Nizar

**Heavy-tailed distributions in VaR calculations**

*by*Adam Misiorek & Rafal Weron

**Models for Heavy-tailed Asset Returns**

*by*Szymon Borak & Adam Misiorek & Rafal Weron

**Maximum likelihood estimator for the uneven power distribution: application to DJI returns**

*by*Krzysztof Kontek

**Bank Efficiency in Transitional Countries: Sensitivity to Stochastic Frontier Design**

*by*Zuzana Irsova

**Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation**

*by*Mikko Packalen & Tony Wirjanto

**The Extreme-Value Dependence Between the Chinese and Other International Stock Markets**

*by*David E. Giles

**The Virgin HIV Puzzle: Can Misreporting Account for the High Proportion of HIV Cases in Self-Reported Virgins?**

*by*Eva Deuchert

**Bond Risk Premia Forecasting: A Simple Approach for Extracting¨Macroeconomic Information from a Panel of Indicators**

*by*Francesco Audrino & Fulvio Corsi & Kameliya Filipova

**A unifying approach to the empirical evaluation of asset pricing models**

*by*Francisco Peñaranda & Enrique Sentana

**Movilidad intergeneracional y raza en Uruguay**

*by*Graciela Sanromán & Cecilia González

**Weak Identification in Fuzzy Regression Discontinuity Designs**

*by*Feir, Donna & Lemieux, Thomas & Marmer, Vadim

**Probabilistic Characterization of Directional Distances and their Robust Versions**

*by*Simar, Léopold & Vanhems, Anne

**An Empirical Assessment of the 2004 EU Merger Policy Reform**

*by*Duso, Tomaso & Guglery, Klaus & Szücs, Florian

**A Comparison of Algorithms for the Multivariate L1-Median**

*by*Fritz, H. & Filzmoser, P. & Croux, C.

**On the Optimality of Multivariate S-Estimators**

*by*Croux, C. & Dehon, C. & Yadine, A.

**The K-Step Spatial Sign Covariance Matrix**

*by*Croux, C. & Dehon, C. & Yadine, A.

**Robust Estimation of Mean and Dispersion Functions in Extended Generalized Additive Models**

*by*Croux, C. & Gijbels, I. & Prosdocimi, I.

**Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators**

*by*Cizek, P.

**Influence Functions of the Spearman and Kendall Correlation Measures**

*by*Croux, C. & Dehon, C.

**Superefficient Estimation of the Marginals by Exploiting Knowledge on the Copula**

*by*Einmahl, J.H.J. & van den Akker, R.

**Consistent Estimation of Structural Parameters in Regression Models with Adaptive Learning**

*by*Norbert Christopeit & Michael Massmann

**Family Background Variables as Instruments for Education in Income Regressions: A Bayesian Analysis**

*by*Lennart Hoogerheide & Joern H. Block & Roy Thurik

**Biases in Willingness-To-Pay Measures from Multinomial Logit Estimates due to Unobserved Heterogeneity**

*by*Vincent van den Berg & Eric Kroes & Erik T. Verhoef

**Multivariate stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes: A quasi-likelihood approach**

*by*Arvid Raknerud & Øivind Skare

**First-differencing in panel data models with incidental functions**

*by*Koen Jochmans

**Split-panel jackknife estimation of fixed-effect models**

*by*Geert Dhaene & Koen Jochmans

**Efficacité de la politique économique et position dans le cycle : le cas de la défiscalisation des heures supplémentaires en France**

*by*Eric Heyer

**Matching with Trade-Offs: Revealed Preferences over Competing Characteristics**

*by*Alfred Galichon & Bernard Salanié

**A P2P File Sharing Network Topology Formation Algorithm Based on Social Network Information**

*by*Jorn Altmann & Zelalem Berhanu Bedane

**Capacity Planning in Economic Grid Markets**

*by*Marcel Risch & Jorn Altmann

**Determinants of Participation in Global Volunteer Grids: A Cross-Country Analysis**

*by*Junseok Hwang & Jorn Altmann & Ashraf Bany Mohammed

**Using an Almost Ideal Demand System in a Macro-Micro Modelling Context to Analyse Poverty and Inequalities**

*by*Luc Savard

**Survey Instruments and the Reports of Consumption Expenditures: Evidence from the Consumer Expenditure Surveys**

*by*Erich Battistin & Mario Padula

**Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara**

*by*Pavelescu, Florin Marius

**Dynamic Specification Tests for Static Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Does model fit matter for hedging? Evidence from FTSE 100 options**

*by*Carol Alexander & Andreas Kaeck

**Unconditional Quantile Regression for Panel Data with Exogenous or Endogenous Regressors**

*by*David Powell

**Trends in the French commercial farm population**

*by*Madior Fall & Laurent Piet & Muriel Roger

**Missing ordinal covariates with informative selection**

*by*Alfonso Miranda & Sophia Rabe-Hesketh

**Local Maximum Likelihood Techniques with Categorical Data**

*by*Byeong U. Park & Leopold Simar & Valentin Zelenyuk

**Specialization and growth in Italy: what spatial econometric analysis tells us**

*by*Rita De Siano & Marcella D'Uva

**Testing for a Deterministic Trend when there is Evidence of Unit-Root**

*by*Gómez, Manuel & Ventosa-Santaulària, Daniel

**Foreign Direct Investments in Albanian Market as part of Global Market and Globalization**

*by*Kodhelaj, Mimoza & Molla, Jonida

**К Вопросу Оценки Адекватности Имитационных Моделей Банковских Бизнес-Процессов**

*by*Rumyantsev, Mikhail I.

**Assessing the Treatment Effect on the Causal Models via Parametric Approaches with Applications to the Study of English Educational Effect in Japan**

*by*Emura, Takeshi & Katsuyama, Hitomi & Wang, Jinfang

**A quantitative analysis of olive oil market in Italy**

*by*Pampanini, Rossella & Marchini, Andrea & Diotallevi, Francesco

**Methods and instruments for value perceptions. The conjoint analysis applied to the wine packaging**

*by*Marchini, Andrea & Diotallevi, Francesco

**The impact of the global economic crisis on non-oil operations of ports in Iran**

*by*Ahmadzadeh Mashinchi, Sina

**Generalized class of composite method of estimation for crop acreage in small domain**

*by*Pandey, Krishan & Tikkiwal, G.C.

**Generalized class of synthetic estimators for small areas under systematic sampling scheme**

*by*PANDEY, KRISHAN & Tikkiwal, G.C.

**Confidence sets for some partially identified parameters**

*by*Fan, Yanqin & Park, Sang Soo

**An inflation expectations horserace**

*by*Guzman, Giselle C.

**Latent separability and price variation in the estimation of demand System**

*by*Cherif, Olfa & Ayadi, Mohamed

**Forecasting stochastic Volatility using the Kalman filter: an application to Canadian Interest Rates and Price-Earnings Ratio**

*by*Théoret, Raymond & Racicot, François-Éric

**VAR for VaR: measuring systemic risk using multivariate regression quantiles**

*by*White, Halbert & Kim, Tae-Hwan & Manganelli, Simone

**The utilization of copula in hidrology**

*by*Trandafir, Romica & Ciuiu, Daniel & Drobot, Radu

**Linear regression using both temporally aggregated and temporally disaggregated data: Revisited**

*by*Qian, Hang

**Classification of competitiveness types using copula**

*by*Mereuta, Cezar & Albu, Lucian liviu & Ciuiu, Daniel

**Subset hypotheses testing and instrument exclusion in the linear IV regression**

*by*Doko Tchatoka, Firmin

**Productivity Growth in Food Crop Production in Imo State, Nigeria**

*by*Onyenweaku, C.E & Nwachukwu, Ifeanyi N. & Opara, T.C.

**Forecasting model of small scale industrial sector of West Bengal**

*by*Bera, Soumitra Kumar

**Computing and estimating information matrices of weak arma models**

*by*Boubacar Mainassara, Yacouba & Carbon, Michel & Francq, Christian

**Biases in approximating log production**

*by*Sun, Kai & Henderson, Daniel J. & Kumbhakar, Subal C.

**Non-Parametric Maximum Likelihood Density Estimation and Simulation-Based Minimum Distance Estimators**

*by*Gach, Florian & Pötscher, Benedikt M.

**A Statistical Test of City Growth: Location, Increasing Returns and Random Growth**

*by*González-Val, Rafael & Olmo, Jose

**Parametric Estimation Of Technical And Scale Efficiencies In Italian Citrus Farming**

*by*Madau, Fabio A.

**Efficient estimation of Markov regime-switching models: An application to electricity wholesale market prices**

*by*Weron, Rafal & Janczura, Joanna

**An alternative approach to approximating the moments of least squares estimators**

*by*Liu-Evans, Gareth

**Jump-Diffusion Calibration using Differential Evolution**

*by*Ardia, David & Ospina, Juan & Giraldo, Giraldo

**Modeling And Forecasting Imported Japanese Parts Content Of US Transplants: An Error Correction And State Space Approach**

*by*Cadogan, Godfrey

**Une approche Macroprudentielle du risque systémique en zone CEMAC**

*by*Nguenang, Christian & Kamgna, Sévérin yves & Tinang, Nzeusseu Jules

**Revealing the arcane: an introduction to the art of stochastic volatility models**

*by*Tsyplakov, Alexander

**Models for Heavy-tailed Asset Returns**

*by*Borak, Szymon & Misiorek, Adam & Weron, Rafal

**Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors under Cross-sectional Dependence**

*by*Sarafidis, Vasilis & Yamagata, Takashi

**Provision of an environmental output within a multi-output distance function approach**

*by*Areal, Francisco J & Tiffin, Richard & Balcombe, Kelvin

**Integrating spatial dependence into stochastic frontier analysis**

*by*Areal, Francisco J & Balcombe, Kelvin & Tiffin, R

**Extreme Value Theory as a Theoretical Background for Power Law Behavior**

*by*Alfarano, Simone & Lux, Thomas

**Is trade deficit sustainable in India? An inquiry**

*by*Tiwari, Aviral

**Estimation of a simple genetic algorithm applied to a laboratory experiment**

*by*Alfarano, Simone & Eva, Camacho & Josep, Domènech

**Seasonal decomposition with a modified Hodrick-Prescott filter**

*by*Buss, Ginters

**Licensing in the Patent Thicket - Timing and Benefits**

*by*Siebert, Ralph Bernd & Graevenitz, Georg von

**Adjustment of the Auxiliary Variable(s) for Estimation of a Finite Population Mean**

*by*Ayesha, Nazuk & Sadia, Nadir & Javid, Shabbir

**Simulation Based Estimation of Discrete Sequential Move Games of Perfect Information**

*by*Wang, Yafeng & Graham, Brett

**Estimation and inference in unstable nonlinear least squares models**

*by*Boldea, Otilia & Hall, Alastair R.

**Companion for “Statistics for Business and Economics” by Paul Newbold, William L. Carlson and Betty Thorne**

*by*Mynbaev, Kairat

**Evaluating Aid Effectiveness in the Aggregate: A critical assessment of the evidence**

*by*Carl-Johan, Dalgaard & Henrik, Hansen

**Multi-Outcome Lotteries: Prospect Theory vs. Relative Utility**

*by*Kontek, Krzysztof

**Volunteers and conditions under which crowd-out effect could appear. An empirical evidence of psychological self-determination theory**

*by*Fiorillo, Damiano

**Strict stationarity testing and estimation of explosive ARCH models**

*by*Francq, Christian & Zakoian, Jean-Michel

**State Aid for Industrial Enterprises in Belarus: Remedy or Poison?**

*by*Kolesnikova, Irina

**Estimation of Peaked Densities Over the Interval [0,1] Using Two-Sided Power Distribution: Application to Lottery Experiments**

*by*Kontek, Krzysztof

**Density Based Regression for Inhomogeneous Data: Application to Lottery Experiments**

*by*Kontek, Krzysztof

**Optimal predictions of powers of conditionally heteroskedastic processes**

*by*Francq, Christian & Zakoian, Jean-Michel

**A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom**

*by*Atak, Alev & Linton, Oliver B. & Xiao, Zhijie

**On the best functions to describe city size distributions**

*by*González-Val, Rafael & Ramos, Arturo & Sanz-Gracia, Fernando

**Mean, Median or Mode? A Striking Conclusion From Lottery Experiments**

*by*Kontek, Krzysztof

**A new approach to the credibility formula**

*by*Payandeh Najafabadi, Amir T.

**Markov-switching Asset Allocation: Do Profitable Strategies Exist?**

*by*Bulla, Jan & Mergner, Sascha & Bulla, Ingo & Sesboüé, André & Chesneau, Christophe

**QML estimation of a class of multivariate GARCH models without moment conditions on the observed process**

*by*Francq, Christian & Zakoian, Jean-Michel

**Forecasts with single-equation Markov-switching model: an application to the gross domestic product of Latvia**

*by*Bušs, Ginters

**Economic Pricing Mechanisms for Islamic Financial Instruments: Ijarah Model**

*by*Saba, Irum & Alsayyed, Nidal

**Exposure at Default Model for Contingent Credit Line**

*by*Bag, Pinaki

**New methods of estimating stochastic volatility and the stock return**

*by*Alghalith, Moawia

**On rank estimation in semidefinite matrices**

*by*Stephen G. Donald & Natércia Fortuna & Vladas Pipiras

**Robust Estimation of Some Nonregular Parameters**

*by*Kyungchul Song

**The impact of student loans on educational attainment: the case of a program at the pontifical catholic university of Peru**

*by*Luis García Núñez

**Econometría de evaluación de impacto**

*by*Luis García Núñez

**Assessing the Impact of the Financial Crisis on Structural Unemployment in OECD Countries**

*by*Stéphanie Guichard & Elena Rusticelli

**Does the Kiwi fly when the Kangaroo jumps? The effect of Australian macroeconomic news on the New Zealand dollar**

*by*Andrew Coleman & Özer Karagedikli

**Price effects of Dutch hospital mergers, An ex post assessment of hip surgery**

*by*Ron Kemp & Astrid Severijnen

**ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework**

*by*Joshua Angrist & Ivan Fernandez-Val

**Modeling Financial Contagion Using Mutually Exciting Jump Processes**

*by*Yacine Aït-Sahalia & Julio Cacho-Diaz & Roger J.A. Laeven

**Measuring Efficiency of German Bus Public Transport**

*by*Raimund Scheffler & Karl-Hans Hartwig & Robert Malina

**The Part-Time/Full-Time Wage Gap In Central And Eastern Europe: The Case Of Estonia**

*by*Kerly Krillo & Jaan Masso

**Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps**

*by*Yin Liao & Heather M. Anderson & Farshid Vahid

**Scale-dependence of the Negative Binomial Pseudo-Maximum Likelihood Estimator**

*by*Clément Bosquet & Hervé Boulhol

**A performance measure of Zero-dollar Long/Short equally weighted portfolios**

*by*Monica Billio & Ludovic Calès & Dominique Guegan

**Politique active d'emploi et employabilité des jeunes dans la ville d'Abidjan**

*by*Clément Kouadio Kouakou

**Efficient and robust estimation for financial returns: an approach based on q-entropy**

*by*Davide Ferrari & Sandra Paterlini

**Efficient and robust estimation for financial returns: an approach based on q-entropy**

*by*Davide Ferrari & Sandra Paterlini

**Identification through heteroskedasticity in a likelihood-based approach: some theoretical results**

*by*Emanuele BACCHIOCCHI

**Nonparametric Partial Identification of Causal Net and Mechanism Average Treatment Effects**

*by*Carlos A. Flores & Alfonso Flores-Lagunes

**Partial Identification of Local Average Treatment Effects with an Invalid Instrument**

*by*Carlos A. Flores & Alfonso Flores-Lagunes

**Portfolio Management under Asymmetric Dependence and Distribution**

*by*Stefan Hlawatsch & Peter Reichling

**Simulation and Estimation of Loss Given Default**

*by*Stefan Hlawatsch & Sebastian Ostrowski

**Testing for Mobility Dominance**

*by*Yélé Maweki Batana & Jean-Yves Duclos

**Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models**

*by*Dennis Kristensen

**Production Efficiency versus Ownership: The Case of China**

*by*Alice Shiu, Valentin Zelenyuk

**Parameter estimation in nonlinear AR–GARCH models**

*by*Mika Meitz & Pentti Saikkonen

**Flexible and Robust Modelling of Volatility Comovements: A Comparison of Two Multifractal Models**

*by*Ruipeng Liu & Thomas Lux

**Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits**

*by*Andrey Launov & Klaus Wälde

**Quantile Treatment Effects in the Regression Discontinuity Design: Process Results and Gini Coefficient**

*by*Frölich, Markus & Melly, Blaise

**Quantile Treatment Effects in the Regression Discontinuity Design: Process Results and Gini Coefficient**

*by*Frölich, Markus & Melly, Blaise

**Inequality in Vietnamese Urban-Rural Living Standards, 1993-2006**

*by*Le, Huong Thu & Booth, Alison L.

**Inequality in Vietnamese Urban-Rural Living Standards, 1993-2006**

*by*Le, Huong Thu & Booth, Alison L.

**Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits**

*by*Launov, Andrey & Wälde, Klaus

**Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits**

*by*Launov, Andrey & Wälde, Klaus

**Treatment Evaluation in the Case of Interactions within Markets**

*by*Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J.

**Treatment Evaluation in the Case of Interactions within Markets**

*by*Ferracci, Marc & Jolivet, Grégory & van den Berg, Gerard J.

**Differentiated social interactions in the US schooling race gap**

*by*Luis J. Hall

**Estimating the Eects of Dormitory Living on Student Performance**

*by*Pedro de Araujo & James Murray

**Measures of poverty and inequality in the countries and regions of EU**

*by*Nicholas T. Longford & Maria Grazia Pittau & Roberto Zelli & Riccardo Massari

**Shifting Preferences at the Fed: Evidence from Rolling Dynamic Multipliers and Impulse Response Analysis**

*by*Matthew Greenwood-Nimmo & Yongcheol Shin

**The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates**

*by*Junko Koeda & Ryo Kato

**An Empirical Analysis of Equity Market Expectations in the Recent Financial Turmoil Using Implied Moments and Jump Diffusion Processes**

*by*Yoshihiko Sugihara & Nobuyuki Oda

**The Effects of Monetary Policy Commitment: Evidence from Time- varying Parameter VAR Analysis**

*by*Jouchi Nakajima & Shigenori Shiratsuka & Yuki Teranishi

**Cointegration Analysis with State Space Models**

*by*Wagner, Martin

**Direct job creation in Germany revisited: Is it effective for welfare recipients and does it matter whether participants receive a wage?**

*by*Hohmeyer, Katrin & Wolff, Joachim

**Context Effects as Customer Reaction on Delisting of Brands**

*by*Nicole Wiebach & Lutz Hildebrandt

**Estimation of the signal subspace without estimation of the inverse covariance matrix**

*by*Vladimir Panov

**Models for Heavy-tailed Asset Returns**

*by*Szymon Borak & Adam Misiorek & RafaÅ‚ Weron

**Parametric estimation of risk neutral density functions**

*by*Maria Grith & Volker KrÃ¤tschmer

**Dynamical systems forced by shot noise as a new paradigm in the interest rate modeling**

*by*Alexander L. Baranovski

**Non-Gaussian Component Analysis: New Ideas, New Proofs, New Applications**

*by*Vladimir Panov

**Fitting high-dimensional Copulae to Data**

*by*Ostap Okhrin

**Nonparametric Estimation of Risk-Neutral Densities**

*by*Maria Grith & Wolfgang Karl HÃ¤rdle & Melanie Schienle

**Time varying Hierarchical Archimedean Copulae**

*by*Wolfgang Karl HÃ¤rdle & Ostap Okhrin & Yarema Okhrin

**The dynamics of hourly electricity prices**

*by*Wolfgang Karl HÃ¤rdle & Stefan TrÃ¼ck

**R&D Portfolios and Pharmaceutical Licensing**

*by*Junichi Nishimura & Yosuke Okada

**Model Selection Criteria in Multivariate Models with Multiple Structural Changes**

*by*Eiji Kurozumi & Purevdorj Tuvaandorj

**The Causal Eff ect of Parent’s Schooling on Children’s Schooling**

*by*Holmlund, Helena & Lindahl, Mikael & Plug, Erik

**Comparing estimation methods for spatial econometrics techniques using R**

*by*Bivand, Roger

**Exploiting Parallelization in Spatial Statistics: an Applied Survey using R**

*by*Bivand, Roger

**Computing the Jacobian in spatial models: an applied survey**

*by*Bivand, Roger

**Treatment evaluation in the case of interactions within markets**

*by*Ferracci, Marc & Jolivet, Gregóry & van den Berg, Gerard J.

**Long cycles in growth: explorations using new frequency domain techniques with US data**

*by*Crowley, Patrick M

**Qualidade das Instituições e PIB per capita nos Municípios Brasileiros**

*by*Ana Elisa Gonçalves Pereira & Luciano Nakabashi & Adolfo Sachsida

**The Method of Simulated Scores for Estimating Multinormal Regression Models with Missing Values**

*by*Giorgio Calzolari & Laura Neri

**Efficacité de la politique économique et position dans le cycle: le cas de la défiscalisation des heures supplémentaires en France**

*by*Eric Heyer

**Bank Efficiency in Transitional Countries: Sensitivity to Stochastic Frontier Design**

*by*Zuzana Iršová

**Monte Carlo-Based Tail Exponent Estimator**

*by*Jozef Barunik & Lukas Vacha

**Tail Behavior of the Central European Stock Markets during the Financial Crisis**

*by*Jozef Barunik & Lukas Vacha & Miloslav Vosvrda

**Common factors in nonstationary panel data with a deterministic trend - estimation and distribution theory**

*by*Katarzyna Maciejowska

**Estimation of Elasticity Price of Electricity with Incomplete Information**

*by*Xavier Labandeira & José M. Labeaga & Xiral López-Otero

**Heavy-Tailedness and Volatility in Emerging Foreign Exchange Markets: Theory and Empirics**

*by*Ibragimov Marat & Khamidov Rufat

**Growth Rate Estimation in the presence of Unit Roots**

*by*Monojit Chatterji & Homagni Choudhury

**The Changing Inter-Industry Wage Structure of the Organised Manufacturing Sector in India, 1973-74 to 2003-04**

*by*Monojit Chatterji & Homagni Choudhury

**A re-evaluation of the financial consequences of separation: Individualising concepts and definitions**

*by*Danièle Meulders & Sile Padraigin O'Dorchai

**Estimation of Dynamic Discrete Choice Models in Continuous Time**

*by*Peter Arcidiacono & Patrick J. Bayer & Jason R. Blevins & Paul Ellickson

**Estimation of Jump Tails**

*by*Tim Bollerslev & Viktor Todorov

**Tails, Fears and Risk Premia**

*by*Tim Bollerslev & Viktor Todorov

**Cost Efficiency and Subsidization in German Local Public Bus Transit**

*by*Maria Nieswand & Matthias Walter

**Estimating Persistence in the Volatility of Asset Returns with Signal Plus Noise Models**

*by*Guglielmo Maria Caporale & Luis A. Gil-Alana

**Estimating Incentive and Welfare Effects of Non-stationary Unemployment Benefits**

*by*Andrey Launov & Klaus Wälde

**Dynamic Hedging Strategies: An Application to the Crude Oil Market**

*by*Lautier, Delphine & Galli, Alain

**Time and dynamic Volume-Volatility Relation around Option Listing: Evidence from the French Underlying Stocks**

*by*Tekaya, Rim & Jouaber, Kaouther

**Nonlinear Cointegrating Regression under Weak Identification**

*by*Xiaoxia Shi & Peter C. B. Phillips

**Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels**

*by*Yixiao Sun & Peter C.B. Phillips & Sainan Jin

**Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits**

*by*Andrey LAUNOV & Klaus WALDE

**A semiparametric state space model**

*by*André A. Monteiro

**Are gifts and loans between households voluntary?**

*by*Margherita Comola & Marcel Fafchamps

**Second Order Bias of Quasi-MLE for Covariance Structure Models**

*by*Artem Prokhorov

**Survey Instruments and the Reports of Consumption Expenditures: Evidence from the Consumer Expenditure Surveys**

*by*Battistin, Erich & Padula, Mario

**Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through**

*by*Bonnet, Céline & Dubois, Pierre & Villas-Boas, Sofia Berto

**A Unifying Approach to the Empirical Evaluation of Asset Pricing Models**

*by*Peñaranda, Francisco & Sentana, Enrique

**Interaction Effects in Econometrics**

*by*Ozer-Balli, Hatice & Sørensen, Bent E

**Inequality in Vietnamese Urban-Rural Living Standards, 1993-2006**

*by*Booth, Alison L & Le, Huong Thu

**Matching with Trade-offs: Revealed Preferences over Competing Characteristics**

*by*Galichon, Alfred & Salanié, Bernard

**Short-Term Inflation Projections: a Bayesian Vector Autoregressive approach**

*by*Giannone, Domenico & Lenza, Michele & Momferatou, Daphne & Onorante, Luca

**Split-panel jackknife estimation of fixed-effect models**

*by*DHAENE, Geert & JOCHMANS, Koen

**Expectativas de inflación en Colombia**

*by*Alejandro Gaviria Jaramillo & Santiago Téllez Alzate

**Descomposición histórica de choques del tipo de cambio real en Colombia: un enfoque DSGE**

*by*Luis Alejandro Lee P & Angélica María Quiroga E.

**Ingresos en el Sistema de Identificación de Potenciales Beneficiarios de Programas Sociales (Sisbén): Tres Metodologías de Imputación**

*by*Nancy Aireth Daza Báez & Catalina Franco Buitrago

**Estimations of the natural rate of interest in Colombia**

*by*Eliana González & Luis F. Melo & Luis E. Rojas & Brayan Rojas

**Actualización de la descomposición del BEI cuando se dispone de nueva información**

*by*Luis Fernando Melo Velandia & José Fernando Moreno Gutiérrez

**Identification problems in the solution of linearized DSGE models**

*by*Jean Pietro Bonaldi

**Efecto día en el mercado accionario Colombiano: Una aproximación no paramétrica**

*by*Jhonatan Pérez Villalobos & Juan Carlos Mendoza de Gutiérrez de Piñeres

**A Unifying Approach To The Empirical Evaluation Of Asset Pricing Models**

*by*Francisco Peñaranda & Enrique Sentana

**The structure of international stock market returns**

*by*Joao A. Bastos & Jorge Caiado

**Matching with Trade-offs: Revealed Preferences over Competing Characteristics**

*by*Alfred Galichon & Bernard Salanie

**Missing-Values Adjustment For Mixed-Type Data**

*by*Agostino Tarsitano & Marianna Falcone

**The Effects of the Subprime Crisis on the Latin American Financial Markets: an Empirical Assessment**

*by*Gilles Dufrénot & Valérie Mignon & Anne Péguin-Feissolle

**ALRIGHT: Asymmetric LaRge-Scale(I)GARCH with Hetero-Tails**

*by*Marc S. PAOLELLA

**GME versus OLS - Which is the best to estimate utility functions?**

*by*Cesaltina Pires & Andreia Dionisio & Luís Coelho

**Fractional regression models for second stage DEA efficiency analyses**

*by*Esmeralda A. Ramalho, & Joaquim J.S. Ramalho & Pedro D. Henriques

**The Causal Effect of Parents' Schooling on Children's Schooling - A Comparison of Estimation Methods**

*by*Helena Holmlund & Mikael Lindahl & Erik Plug

**Natural Resources: Curse or Blessing?**

*by*Frederick Van der Ploeg

**Estimating Incentive and Welfare Effects of Non-Stationary Unemployment Benefits**

*by*Andrey Launov & Klaus Wälde

**Loch Linear Fitting under Near Epoch Dependence: Uniform Consistency with Convergence Rate**

*by*Degui Li & Oliver Linton & Zudi Lu

**From small farming to rural, non-agricultural work in Romania: an evaluation on 3 measures of the rural development programme**

*by*Marie-Luce Ghib & Marielle Berriet-Solliec

**Impact of Income Inequality on Health: Does Environment Quality Matter?**

*by*Alassane DRABO

**Estimation of a nonlinear Taylor rule using real-time U.S. data**

*by*Zisimos Koustas & Jean-Francois Lamarche

**Instrumental Variable Estimators for Binary Outcomes**

*by*Paul Clarke & Frank Windmeijer

**An economic capital model integrating credit and interest rate risk in the banking book**

*by*Alessandri, Piergiorgio & Drehmann, Mathias

**A Semiparametric Panel Model for unbalanced data with Application to Climate Change in the United Kingdom**

*by*Alev Atak & Oliver Linton & Zhijie Xiao

**Uniform Convergence of Weighted Sums of Non- and Semi-parametric Residuals for Estimation and Testing**

*by*Juan Carlos Escanciano & David Jacho-Chavez & Arthur Lewbel

**Estimating the 'value at risk' of EUA futures prices based on the extreme value theory**

*by*Zhi-Fu Mi & Yue-Jun Zhang

**A Unifying Approach to the Empirical Evaluation of Asset Pricing Models**

*by*Francisco Peñaranda & Enrique Sentana

**Common business and housing market cycles in the Euro area from a multivariate decomposition**

*by*Ferrara, L. & Koopman, S J.

**Real time forecasts of inflation: the role of financial variables**

*by*Libero Monteforte & Gianluca Moretti

**Semi-Structural Models for Inflation Forecasting**

*by*Maral Kichian & Fabio Rumler & Paul Corrigan

**Variable Selection for Market Basket Analysis**

*by*Dippold, Katrin & Hruschka, Harald

**Public and Private Health Insurance in Germany: The Ignored Risk Selection Problem**

*by*Martina Grunow & Robert Nuscheler

**Public and Private Health Insurance in Germany: The Ignored Risk Selection Problem**

*by*Martina Grunow & Robert Nuscheler

**Stochastic Expansions and Moment Approximations for Three Indirect Estimators**

*by*Antonis Demos & Stelios Arvanitis

**A Critical Analysis of Dimensions and Curve Fitting Practice in Economics**

*by*Kozo Mayumi & Mario Giampietro & Jesus Ramos-Martin

**Semiparametric Trending Panel Data Models with Cross-Sectional Dependence**

*by*Jia Chen & Jiti Gao & Degui Li

**Nonparametric Time-Varying Coefficient Panel Data Models with Fixed Effects**

*by*Degui Li & Jia Chen & Jiti Gao

**Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps**

*by*Yin Liao & Heather Anderson & Farshid Vahid

**Jump Tails, Extreme Dependencies, and the Distribution of Stock Returns**

*by*Tim Bollerslev & Viktor Todorov

**Detecting Housing Submarkets using Unsupervised Learning of Finite Mixture Models**

*by*Christos Ntantamis

**Detecting Structural Breaks using Hidden Markov Models**

*by*Christos Ntantamis

**A Duration Hidden Markov Model for the Identification of Regimes in Stock Market Returns**

*by*Christos Ntantamis

**Asymptotic normality of the QMLE in the level-effect ARCH model**

*by*Christian M. Dahl & Emma M. Iglesias

**Semi-Nonparametric Estimation and Misspecification Testing of Diffusion Models**

*by*Dennis Kristensen

**Non-linear DSGE Models and The Central Difference Kalman Filter**

*by*Martin M. Andreasen

**Estimation of Jump Tails**

*by*Tim Bollerslev & Viktor Todorov

**Non-linear DSGE Models and The Optimized Particle Filter**

*by*Martin M. Andreasen

**Analysis Of The Coherence Of Logistic Systems From Urban Enviromnents Using The Informational Indices**

*by*Gheorghe BASANU & Victor TELEASA

**Estimating Hidden Economy and Hidden Migration: The Case of Romania**

*by*Albu, Lucian Liviu & Iorgulescu, Raluca & Stanica, Cristian

**An Analysis Model for the Disturbances Generated by Collinearity in the Context of the OLS Method**

*by*Pavelescu, Florin Marius

**Exchange Market Pressure and De Facto The Evolution of Demographic Phenomena in Terms of Globalization and Environmental Changes**

*by*Balan, Mariana

**The Evolution Of Romanian Demographic Phenomena In Terms Of Globalization**

*by*BĂLAN, Mariana & VASILE, Emilia

**Minimax estimations in a method of principal components**

*by*Kiselev, Nikolai

**Demanda contingente por água no Distrito Federal do Brasil**

*by*José Aroudo Mota & Marcel Bursztyn & José Oswaldo Cândido Jr & Feruccio Bilich & Marcelo Teixeira da Silveira

**Satisfacción Laboral De Los Asalariados Inmigrantes**

*by*CARLOS GAMERO BURÓN

**On the Relevance of the Bayesian Approach to Statistics**

*by*Christian P. Robert

**Do urban African dwellers pay a premium for food quality and, if so, how much? An investigation of the Malian fonio grain market**

*by*Sandrine Dury & Véronique meuriot

**Trends in the French commercial farm population**

*by*Madior Fall & Laurent Piet & Muriel Roger

**Slowdown or Recession? Forecasts Based on Composite Leading Indicator**

*by*Miroslav Klúcik & Jana Juriová

**Influence of Different Ownership Forms on Efficiency of Czech and Slovak Banks: Stochastic Frontier Approach**

*by*Jozef Baruník & Branislav Soták

**Measuring Bank Efficiency: A Meta-Regression Analysis**

*by*Zuzana Iršová & Tomáš Havránek

**Comparison of Discrete Choice Models for Economic Environmental Research**

*by*Ondřej Vojáček & Iva Pecáková

**Analysis Of Convergence Within The European Union - Sigma And Beta Convergence**

*by*Begu Liviu-Stelian & Teodorescu Irina-Teodora & Dimidov Ioana-Catalina & Istrate Ionut

**A távbeszélő-szolgáltatások keresleti modelljeinek áttekintése - különös tekintettel a vezetékes és mobilszolgáltatások közötti helyettesítés becslésére**

*by*Bölcskei, Vanda

**The Effect of Public Capital on the Productivity - An Analysis on the U.S. Highway Stock**

*by*Daechang Kang

**A Note on the Basic Lemma of the Linear Identification Problem**

*by*Oskar Maria Baksalary & Gotz Trenkler

**A Variance Ratio Test of Random Walk in Energy Spot Markets**

*by*Chin Wen Cheong

**The Geography of International Portfolio Flows, International CAPM, and the Role of Monetary Policy Frameworks**

*by*Roberto A. De Santis

**A Versatile Copula and Its Application to Risk Measures**

*by*Jeungbo Shim & Eun-Joo Lee & Seung-Hwan Lee

**Sources of Variation in Export Flows over Time: A Suggested Methodology of Measurement**

*by*Kaliappa Kalirajan

**Qualitative Specifics of Various Approaches to the Estimates of the RF Socio-Economic Indicators**

*by*Marina Turuntseva & Tatiana Kiblitskaya

**The Two-Parameter Long-Horizon Value-at-Risk**

*by*Guy Kaplanski, Haim Levy

**Tail Behavior of the Central European Stock Markets during the Financial Crisis**

*by*Jozef Baruník & Lukáš Vácha & Miloslav Vošvrda

**Credit Market Development and Economic Growth: An Empirical Analysis for Ireland**

*by*Adamopoulos Antonios

**Variance Estimates and Model Selection**

*by*Sýdýka Baþçý & Asad Zaman & Arzdar Kiracý

**Application of Periodogram-Based Cointegration Test for the Analysis of the Services and Goods Sector Inflations**

*by*Yilmaz Akdi & Koray Kalafatcilar & Kivilcim Metin-Ozcan

**Does trade matter for stock market integration?**

*by*Wassim Dbouk & Lawrence Kryzanowski

**An Empirical Glimpse on MSEs Four MENA Countries**

*by*Weshah Razzak

**Heteroscedasticity Resistant Robust Covariance Matrix Estimator**

*by*Jan Víšek

**A More Efficient Best Spatial Three-stage Least Squares Estimator for Spatial Autoregressive Models**

*by*Zhengyu Zhang & Pingfang Zhu

**América Latina y Asia del Este: una mirada al papel de los choques externos**

*by*Mariana Gutiérrez Bernal & Susana Yepes Bernal

**Presencia de Conflicto Armado Interno y su efecto en la Inversión Extranjera Directa: Tendencia Mundial y Perspectivas para Colombia (2001-2007)**

*by*Luis Eduardo Sandoval & Deissy Martínez Barón

**Evaluación del desempeño del sector de distribución de electricidad en Colombia: una aplicación del análisis de frontera estocástica**

*by*Yeinni Andrea Patiño Moya & Gustavo Adolfo Gómez Flórez & Emma Osorio Medina

**Desigualdad y leyes de potencia**

*by*Yalila Aljure Jiménez & Jorge Andrés Gallego

**Innis Lecture: Inference on income distributions**

*by*Russell Davidson

**Evaluación del desempeño del sector de distribución de electricidad en Colombia: Una aplicación del análisis de frontera estocástica**

*by*Yeinni Andrea patiño & Gustavo Adolfo Gómez & Emma Osorio Medina

**Banking Crises and Early Warning Systems: A Model Suggestion for Turkish Banking Sector**

*by*K. Batu Tunay

**Seasonal Adjustment in Times of Strong Economic Changes**

*by*Jens Mehrhoff

**A Fuzzy Model To Estimate Romanian Underground Economy**

*by*Corina Maria ENE & Natalita HURDUC

**The Measurement Of Service Quality In Municipalities By Servqual Analysis: A Case Study In Eskiåžehir Municipalities**

*by*Zeynep Filiz & Veysel Yilmaz & Ceren YagÄ±zer

**A Geometrical Model Of Direct Connections Between The Economic Phenomena**

*by*Prof. Ph.D Nicolaie Giurgiteanu & Assoc. Prof. Ph.D Sorin Popa

**A Causality Analysis Between Financial Development and Economic Growth for Botswana**

*by*Joel Hinaunye Eita & Andre C. Jordaan

**IV-Schätzung eines linearen Panelmodells mit anonymisierten Betriebs- und Unternehmensdaten**

*by*Gerd Ronning & Martin Rosemann & Elena Biewen

**Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach**

*by*Schreyögg, Jonas & Grabka, Markus M.

**misclassification in binary variables**

*by*Christopher R. Bollinger

**An Extensive Study on the Disturbances Generated by Collinearity in a Linear Regression Model with Three Explanatory Variables**

*by*FLORIN MARIUS PAVELESCU

**Consumer Preferences for Automobile Energy Efficiency Grades**

*by*Chang Seob Kim & Yoonmo Koo & Ie-jung Choi & Junhee Hong & Jongsu Lee

**Forecasting Real Us House Price: Principal Components Versus Bayesian Regressions**

*by*Rangan Gupta & Alain Kabundi

**The Blessing Of Dimensionality In Forecasting Real House Price Growth In The Nine Census Divisions Of The Us**

*by*Sonali Das & Rangan Gupta & Alain Kabundi

**Choices of wine consumption: measure of interaction terms and attributes**

*by*Magali Aubert & VÃ©ronique Meuriot

**L’influence de l’offre de soins et du niveau des primes sur la demande d’assurance complémentaire santé en France**

*by*Legal, Renaud

**Basel II sermaye yeterliliği uzlaşısı’nın bankalar ve KOBİ’ler üzerine etkileri**

*by*Mert URAL & Erhan DEMİRELİ

**Eigenvectors of some large sample covariance matrices ensembles**

*by*Olivier Ledoit & Sandrine Péché

**A solution to the problem of too many instruments in dynamic panel data GMM**

*by*Mehrhoff, Jens

**Does Higher Cost Inefficiency Imply Higher Profit Inefficiency? - Evidence on Inefficiency and Ownership of German Hospitals**

*by*Herr, Annika & Schmitz, Hendrik & Augurzky, Boris

**Systematic risk of CDOs and CDO arbitrage**

*by*Hamerle, Alfred & Liebig, Thilo & Schropp, Hans-Jochen

**Time dynamic and hierarchical dependence modelling of an aggregated portfolio of trading books: a multivariate nonparametric approach**

*by*Gaisser, Sandra & Memmel, Christoph & Schmidt, Rafael & Wehn, Carsten

**Stress testing German banks in a downturn in the automobile industry**

*by*Düllmann, Klaus & Erdelmeier, Martin

**Dominating estimators for the global minimum variance portfolio**

*by*Frahm, Gabriel & Memmel, Christoph

**A solution to the problem of too many instruments in dynamic panel data GMM**

*by*Mehrhoff, Jens

**Efficient estimation of forecast uncertainty based on recent forecast errors**

*by*Knüppel, Malte

**Discounting of delayed payoffs (Rzecz o dyskontowaniu odroczonych wyplat)**

*by*Piotr Zielonka & Przemyslaw Sawicki & Rafal Weron

**The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey**

*by*Dinghai Xu

**Almost Unbiased Estimation of the Poisson Regression Model**

*by*David E. Giles & Hui Feng

**Bias of the Maximum Likelihood Estimators of the Two-Parameter Gamma Distribution Revisited**

*by*David E. Giles & Hui Feng

**Finite-Sample Properties of the Maximum Likelihood Estimator for the Poisson Regression Model With Random Covariates**

*by*Qian Chen & David E. Giles

**Finite-Sample Properties of the Maximum Likelihood Estimator for the Binary Logit Model With Random Covariates**

*by*Qian Chen & David E. Giles

**Bias - Corrected Maximum Likelihood Estimation of the Parameters of the Generalized Pareto Distribution**

*by*David E. Giles & Hui Feng

**Bias Reduction for the Maximum Likelihood Estimator of the Scale Parameter in the Half-Logistic Distribution**

*by*David E. Giles

**Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae**

*by*Katja Ignatieva & Eckhard Platen

**Option trading strategies based on semi-parametric implied volatility surface prediction**

*by*Francesco Audrino & Dominik Colangelo

**Treatment evaluation in the presence of sample selection**

*by*Martin Huber

**A house price index defined in the potential outcomes framework**

*by*Nicholas Longford

**Stochastic environmental effects, demographic variation, and economic growth**

*by*Azomahou, Theophile & Mishra, Tapas

**Functional Coeï¬ƒcient Estimation with Both Categorical and Continuous Data**

*by*Ye Chen & Liangjun Su & Aman Ullah

**Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through**

*by*Bonnet, Céline & Dubois, Pierre & Villas Boas, Sofia B.

**A Method of Moments Estimator of Tail Dependence in Elliptical Copula Models**

*by*Krajina, A.

**Ultimate 100m World Records Through Extreme-Value Theory**

*by*Einmahl, J.H.J. & Smeets, S.G.W.R.

**The Half-Half Plot**

*by*Einmahl, J.H.J. & Gantner, M.

**Generalized Methods of Trimmed Moments**

*by*Cizek, P.

**Spot Variance Path Estimation and its Application to High Frequency Jump Testing**

*by*Charles S. Bos & Pawel Janus & Siem Jan Koopman

**The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models**

*by*Maurice J.G. Bun & Frank Windmeijer

**Design and Evaluation of Core Inflation Measures for Turkey**

*by*Oguz Atuk & Mustafa Utku Ozmen

**Indirect inference methods for stochastic volatility models based on non-Gaussian Ornstein-Uhlenbeck processes**

*by*Arvid Raknerud & Øivind Skare

**Software Resource Management Considering the Interrelation between Explicit Cost, Energy Consumption, and Implicit Cost: A Decision Support Model for IT Managers**

*by*Jorn Altmann & Juthasit Rohitratana

**Forecasting realized (co)variances with a block structure Wishart autoregressive model**

*by*Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo

**Automated Likelihood Based Inference for Stochastic Volatility Models**

*by*Hans J. Skaug & Jun Yu

**Estimating Welfare in Insurance Markets Using Variation in Prices**

*by*Mark Cullen & Liran Einav & Amy Finkelstein

**Agriculture Income Assessment for the Purpose of Social Assistance: the Case of Ukraine**

*by*Dmytro Boyarchuk & Liudmyla Kotusenko & Katarzyna Pietka-Kosinska & Roman Semko & Irina Sinitsina

**Why without Pay? The Intrinsic Motivation between Investment and Consumption in Unpaid Labour Supply**

*by*Bruna, Bruno & Damiano, Fiorillo

**Could we have predicted the recent downturn in the South African Housing Market?**

*by*Sonali Das & Rangan Gupta & Alain Kabundi

**A Large Factor Model for Forecasting Macroeconomic Variables in South Africa**

*by*Rangan Gupta & Alain Kabundi

**Does Higher Cost Inefficiency Imply Higher Profit Inefficiency? - Evidence on Inefficiency and Ownership of German Hospitals**

*by*Annika Herr & Hendrik Schmitz & Boris Augurzky

**Analyzing Firm Performance Heterogeneity: The Relative Effect Of Business Definition**

*by*N. HOUTHOOFD & S. DESMIDT & G. FIDALGO

**Regression with Imputed Covariates:a Generalized Missing Indicator Approach**

*by*Valentino Dardanoni & Salvatore Modica & Franco Peracchi

**Consumer Behaviour in Lotto Markets: The Double Hurdle Approach and Zeros in Gambling Survey Data**

*by*Humphreys, Brad & Lee, Yang Seung & Soebbing, Brian

**Housing Prices and the Role of Speculation: The Case of Seoul**

*by*Park, Donghyun & Xiao, Qin

**Bayesian Multivariate Time Series Methods for Empirical Macroeconomics**

*by*Gary Koop & Dimitris Korobilis

**Bayesian estimation of a DSGE model for the Portuguese economy**

*by*Vanda Almeida

**Do monetary rewards crowd out intrinsic motivations of volunteers? Some empirical evidence for Italian volunteers**

*by*Damiano Fiorillo

**Financing Practices Of Banks And Financial Institutions In Nepal**

*by*GAUTAM, BISHNU PRASAD

**A Comparative Study for Estimation Parameters in Panel Data Model**

*by*Youssef, Ahmed H. & Abonazel, Mohamed R.

**Income Inequality and FDI in Turkey: FM-OLS (Phillips-Hansen) Estimation and ARDL Approach to Cointegration**

*by*Ucal, Meltem & Bilgin, Mehmet Huseyin

**Military Expenditures and Inequality: Empirical Evidence from Israel**

*by*Ucal, Meltem & Karabulut, Gokhan & Bilgin, Mehmet Huseyin

**Factors determining FDI in Nigeria: an empirical investigation**

*by*Dinda, Soumyananda

**Partial identification of the distribution of treatment effects and its confidence sets**

*by*Fan, Yanqin & Park, Sang Soo

**Simulation on long-term correlation between demographic variables and economic growth**

*by*Albu, Lucian-Liviu & Diaconescu, Tiberiu

**Regressions with Asymptotically Collinear Regressor**

*by*Mynbaev, Kairat

**Estimating fixed-effect panel stochastic frontier models by model transformation**

*by*Wang, Hung-Jen & Ho, Chia-Wen

**Simple, Skewness-Based GMM Estimation of the Semi-Strong GARCH(1,1) Model**

*by*Todd, Prono

**Estimation des changements des cours du café et du cacao: Filtre de Kalman, filtre de Hodrick-Prescott et modélisation à partir de processus markovien**

*by*Bationo, Rakissiwinde & Hounkpodote, Hilaire

**Consecutive k-within-m-out-of-n:F system with exchangeable components**

*by*Eryilmaz, Serkan & Kan, Cihangir & Akici, Fatih

**GMM Estimation of Short Dynamic Panel Data Models With Error Cross-Sectional Dependence**

*by*Sarafidis, Vasilis

**Production Efficiency versus Ownership: The Case of China**

*by*Shiu, Alice & Zelenyuk, Valentin

**Maximum Likelihood Estimation of the Multivariate Normal Mixture Model**

*by*Boldea, Otilia & Magnus, Jan R.

**Evaluating Aid Effectiveness in the Aggregate: Methodological Issues**

*by*Carl-Johan, Dalgaard & Henrik, Hansen

**Generalized Maximum Entropy estimation of discrete sequential move games of perfect information**

*by*Wang, Yafeng & Graham, Brett

**To Pool or Not to Pool: A Partially Heterogeneous Framework**

*by*Sarafidis, Vasilis & Weber, Neville

**Regional convergence in Italy: time series approaches**

*by*De Siano, Rita & D'Uva, Marcella

**Factor models and the credit risk of a loan portfolio**

*by*Palombini, Edgardo

**GARCH-Based Identification and Estimation of Triangular Systems**

*by*Todd, Prono

**Estimation of a latent class discrete choice panel data model via Maximum Likelihood and EM algorithms in Stata**

*by*Pacifico, Daniele

**Preferences estimation without approximation**

*by*Moawia, Alghalith

**Estimating Semiparametric Panel Data Models by Marginal Integration**

*by*Qian, Junhui & Wang, Le

**The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market**

*by*Saltoglu, Burak & Yazgan, Ege

**A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated**

*by*Caner, Mehmet & Sandler Morrill, Melinda

**Estimation of Dynamic Discrete Games Using the Nested Pseudo Likelihood Algorithm: Code and Application**

*by*Aguirregabiria, Victor

**Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn**

*by*Bušs, Ginters

**Capital social y eficiencia técnica de los pequeños agricultores de trigo de la Región del Bío Bío**

*by*Jaime, Mónica M. & Salazar, César A.

**Zenga’s new index of economic inequality, its estimation, and an analysis of incomes in Italy**

*by*Greselin, Francesca & Pasquazzi, Leo & Zitikis, Ricardas

**Macro-Prudential Monitoring Indicators for CEMAC Banking System**

*by*Kamgna, Severin Yves & Tinang, Nzesseu Jules & Tsombou, Kinfak Christian

**Generalized Impulse Response Analysis: General or Extreme?**

*by*Hyeongwoo, Kim

**Comparing forecasts of Latvia's GDP using simple seasonal ARIMA models and direct versus indirect approach**

*by*Bušs, Ginters

**Subjective Well-Being as Welfare Measure: Concepts and Methodology**

*by*Fischer, Justina AV

**Propositions d'indicateurs macroprudentiels pour le systeme bancaire de la CEMAC**

*by*KAMGNA, Severin Yves & TINANG, Nzesseu Jules & TSOMBOU, Kinfak Christian

**Bayes reliability measures of Lognormal and inverse Gaussian distributions under ML-II ε-contaminated class of prior distributions**

*by*Sinha, Pankaj & Jayaraman, Prabha

**GMM estimation of spatial panels**

*by*Moscone, Francesco & Tosetti, Elisa

**Impossibility Results for Nondifferentiable Functionals**

*by*Hirano, Keisuke & Porter, Jack

**Poverty and disability among elderly in India: evidences from household survey**

*by*Pandey, Manoj K.

**Inconsistency of the QMLE and asymptotic normality of the weighted LSE for a class of conditionally heteroscedastic models**

*by*Francq, Christian & Zakoian, Jean-Michel

**Merits and drawbacks of variance targeting in GARCH models**

*by*Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel

**Rating philosophy and dynamic properties of internal rating systems: A general framework and an application to backtesting**

*by*Cornaglia, Anna & Morone, Marco

**Bartlett's formula for a general class of non linear processes**

*by*Francq, Christian & Zakoian, Jean-Michel

**Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses**

*by*Mishra, SK

**A note on the ordinal canonical correlation analysis of two sets of ranking scores**

*by*Mishra, SK

**The most representative composite rank ordering of multi-attribute objects by the particle swarm optimization**

*by*Mishra, SK

**Nonlinear Dynamics in Welfare and the Evolution of World Inequality**

*by*Davide Fiaschi - Marzia Romanelli

**Point Decisions for Interval-Identified Parameters**

*by*Kyungchul Song

**Rationalizable Counterfactual Choice Probabilities in Dynamic Binary Choice Processes**

*by*Xun Tang

**MEDEA: A DSGE Model for the Spanish Economy**

*by*Pablo Burriel & Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**The Econometrics of DSGE Models**

*by*Jesús Fernández-Villaverde

**A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting**

*by*Carluccio Bianchi & Alessandro Carta & Dean Fantazzini & Maria Elena De Giuli & Mario A. Maggi

**Poverty and Disability among Indian Elderly: Evidence from Household Survey**

*by*Manoj K. Pandey

**Bias-Corrected Realized Variance under Dependent Microstructure Noise**

*by*Kosuke Oya

**Real-time conditional forecasts with Bayesian VARs: An application to New Zealand**

*by*Chris Bloor & Troy Matheson

**Matching on the Estimated Propensity Score**

*by*Alberto Abadie & Guido W. Imbens

**A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples**

*by*James J. Heckman & Petra E. Todd

**Job Loss: Eat, drink and try to be merry?**

*by*Partha Deb & William T. Gallo & Padmaja Ayyagari & Jason M. Fletcher & Jody L. Sindelar

**Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology**

*by*Raymond Kan & Cesare Robotti & Jay Shanken

**Impact of "Seguro Popular" on Prenatal Visits in Mexico, 2002-2005: Latent Class Model of Count Data with a Discrete Endogenous Variable**

*by*Jeffrey E. Harris & Sandra G. Sosa-Rubi

**A Martingale Representation for Matching Estimators**

*by*Alberto Abadie & Guido Imbens

**The Econometrics of DSGE Models**

*by*Jesús Fernández-Villaverde

**An analytical derivation of the relation between idiosyncratic volatility and expected stock return**

*by*Don U.A. Galagedera

**Volatility Models : from GARCH to Multi-Horizon Cascades**

*by*Alexander Subbotin & Thierry Chauveau & Kateryna Shapovalova

**A Risk Management Approach for Portfolio Insurance Strategies**

*by*Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent

**D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?**

*by*Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet

**Breaks or long memory behaviour : An empirical investigation**

*by*Lanouar Charfeddine & Dominique Guegan

**Wavelet method for locally stationary seasonal long memory processes**

*by*Dominique Guegan & Zhiping Lu

**Prices, Inequality and Poverty: Methodology and Indian Evidence**

*by*Ankita Mishra & Ranjan Ray

**Crime, Corruption and Institutions**

*by*Ishita Chatterjee & Ranjan Ray

**Does the Evidence on Corruption Depend on how it is measured? Results from a Cross Country Study on Micro Data sets**

*by*Ishita Chatterjee & Ranjan Ray

**Is Global Gasoline Demand Still as Responsive to Price?**

*by*Nasser Al Dossary & Carol A. Dahl

**Global Income Distribution and Inequality: 1993 and 2000**

*by*Duangkamon Chotikapanich & William E Griffiths & D.S. Prasada Rao & Vicar Valencia

**A Generalized Asymmetric Student-T Distribution With Application To Financial Econometrics**

*by*John Galbraith & Dongming Zhu

**A Note on the Application of EC2SLS and EC3SLS Estimators in Panel Data Models**

*by*Badi H. Baltagi & Long Liu

**Testing for Sphericity in a Fixed Effects Panel Data Model (Revised July 2009)**

*by*Badi H. Baltagi & Qu Feng & Chihwa Kao

**Pauvreté multidimensionnelle et politiques sociales au Bénin**

*by*Cosme Vodounou

**Time-Varying Coefficient Estimation in the Presence of Non-Stationarity**

*by*Stephen Hall & P.A.V.B. Swamy & George S. Tavlas & George Hondroyiannis

**Estimating expenditure impacts without expenditure data using asset proxies**

*by*Martin Wittenberg

**The Intertemporal Relation between Expected Return and Risk on Currency**

*by*Turan Bali & Kamil Yilmaz

**Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data**

*by*Flores, Carlos A. & Mitnik, Oscar A.

**Evaluating Nonexperimental Estimators for Multiple Treatments: Evidence from Experimental Data**

*by*Flores, Carlos A. & Mitnik, Oscar A.

**Identification and Estimation of Causal Mechanisms and Net Effects of a Treatment under Unconfoundedness**

*by*Flores, Carlos A. & Flores-Lagunes, Alfonso

**Identification and Estimation of Causal Mechanisms and Net Effects of a Treatment under Unconfoundedness**

*by*Flores, Carlos A. & Flores-Lagunes, Alfonso

**A Martingale Representation for Matching Estimators**

*by*Abadie, Alberto & Imbens, Guido W.

**A Martingale Representation for Matching Estimators**

*by*Abadie, Alberto & Imbens, Guido W.

**Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country**

*by*López Bóo, Florencia & Madrigal, Lucia & Pagés, Carmen

**Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country**

*by*López Bóo, Florencia & Madrigal, Lucia & Pagés, Carmen

**Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences**

*by*de Luna, Xavier & Johansson, Per

**Non-Parametric Inference for the Effect of a Treatment on Survival Times with Application in the Health and Social Sciences**

*by*de Luna, Xavier & Johansson, Per

**On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers If Identification Is Weak**

*by*Jaeger, David A. & Parys, Juliane

**On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers If Identification Is Weak**

*by*Jaeger, David A. & Parys, Juliane

**A sensitivity analysis of poverty definitions**

*by*Longford, Nicholas Tibor & Nicodemo, Catia

**On the Identification of Fiscal Policy Behavior**

*by*Bing Li

**The Evolution of Loan Rate Stickiness Across the Euro Area**

*by*Jouchi Nakajima & Yuki Teranishi

**Panel VAR Models with Spatial Dependence**

*by*Mutl, Jan

**Empirical Evidence on the Role of Non Linear Wholesale Pricing and Vertical Restraints on Cost Pass-Through**

*by*Bonnet, Céline & Dubois, Pierre & Villas Boas, Sofia B.

**Part-Time Work, Gender and Job Satisfaction: Evidence from a Developing Country**

*by*Florencia Lopez Boo & Lucia Madrigal & Carmen Pages

**IV-Schätzung eines linearen Panelmodells mit stochastisch überlagerten Betriebs- und Unternehmensdaten**

*by*Elena Biewen & Gerd Ronning & Martin Rosemann

**Effectiveness of One-Euro-Jobs: Do programme characteristics matter?**

*by*Hohmeyer, Katrin

**Short-term training variety for welfare recipients: the effects of different training types**

*by*Kopf, Eva

**Generalized single-index models: The EFM approach**

*by*Xia Cui & Wolfgang Karl HÃ¤rdle & Lixing Zhu

**CDO and HAC**

*by*Barbara ChoroÅ› & Wolfgang HÃ¤rdle & Ostap Okhrin

**De copulis non est disputandum - Copulae: An Overview**

*by*Wolfgang HÃ¤rdle & Ostap Okhrin

**Optimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator**

*by*Yingcun Xia & Wolfgang HÃ¤rdle & Oliver Linton

**Spectral estimation of the fractional order of a LÃ©vy process**

*by*Denis Belomestny

**New recipes for estimating default intensities**

*by*Alexander Baranovski & Carsten von Lieres & AndrÃ© Wilch

**Bayesian Estimation of Unknown Regression Error Heteroscedasticity**

*by*Hiroaki Chigira & Tsunemasa Shiba

**Sequential Estimation of Structural Models with a Fixed Point Constraint**

*by*Kasahara, Hiroyuki & Shimotsu, Katsumi

**A simple improvement of the IV estimator for the classical errors-in-variables problem**

*by*Andersson, Jonas & Møen, Jarle

**Testing for a Unit Root in a Random Coefficient Panel Data Model**

*by*Westerlund, Joakim & Larsson, Rolf

**Myths and Facts about Panel Unit Root Tests**

*by*Westerlund, Joakim & Breitung, Jörg

**Developing Median Regression for SURE Models - with Application to 3-Generation Immigrants’ data in Sweden**

*by*Zeebari, Zangin & Shukur, Ghazi

**Value chain analysis Methodologies in the context of environment and trade research**

*by*Faße, Anja & Grote, Ulrike & Winter, Etti

**Structural Threshold Regression**

*by*Andros Kourtellos & Thanasis Stengos & Chih Ming Tan

**How well the balance-of- payments constraint approach explains the Portuguese growth performance: empirical evidence for the 1965-2008 period**

*by*Micaela Antunes & Elias Soukiazis

**Pobreza e impactos heterogéneos de las políticas activas de empleo juvenil: el caso de PROJOVEN en el Perú**

*by*Miguel Jaramillo & José Galdo & Verónica Montalva

**Bayesian estimation of an extended local scale stochastic volatility model**

*by*Deschamps, Philippe J.

**At Home and Abroad: An Empirical Analysis of Innovation and Diffusion in Energy-Efficient Technologies**

*by*Elena Verdolini & Marzio Galeotti

**Further simulation evidence on the performance of the Poisson pseudo-maximum likelihood estimator**

*by*Joao Santos Silva & Silvana Tenreyro

**On the existence of the maximum likelihood estimates for Poisson regression**

*by*Joao Santos Silva & Silvana Tenreyro

**Nonparametric estimation of a polarization measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Whang

**Adaptive Experimental Design Using the Propensity Score**

*by*Jinyong Hahn & Keisuke Hirano & Dean Karlan

**An Empirical Glimpse on MSEs Four MENA Countries**

*by*Weshah Razzak

**On the GCC Currency Union**

*by*Weshah Razzak

**Adaptive Experimental Design Using the Propensity Score**

*by*Hahn, Jinyong & Hirano, Keisuke & Karlan, Dean

**Libéralisme Économique et Croissance: Le Cas de Six Pays Méditerranéens**

*by*Rami Abdelkafi & Hatem Derbel & Ali Chkir

**Copulas and bivariate risk measures : an application to hedge funds**

*by*Rihab Bedoui & Makram Ben Dbadis

**Unification of the Fr�chet and Weibull Distribution**

*by*Peter ter Berg

**Copulas and bivariate Risk measures : an application to hedge funds**

*by*Bedoui, Rihab & Ben Dbabis, Makram

**Nonparametric Estimation of a Polarization Measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Whang

**A Paradox of Inconsistent Parametric and Consistent Nonparametric Regression**

*by*Peter C.B. Phillips & Liangjun Su

**Nonparametric Structural Estimation via Continuous Location Shifts in an Endogenous Regressor**

*by*Peter C.B. Phillips & Liangjun Su

**Nonlinearity and Temporal Dependence**

*by*Xiaohong Chen & Lars P. Hansen & Marine Carrasco

**Nonparametric estimation of a polarization measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Whang

**Estimation of tail thickness parameters from GJR-GARCH models**

*by*Emma M. Iglesias & Oliver Linton

**To Weight or not to Weight? The Eternal Question of Econometricians facing Survey Data**

*by*L. DAVEZIES & X. D'HAULTFOEUILLE

**Markups and Firm-level Export Status**

*by*De Loecker, Jan & Warzynski, Frederic

**Forecasting Large Datasets with Bayesian Reduced Rank Multivariate Models**

*by*Carriero, Andrea & Kapetanios, George & Marcellino, Massimiliano

**Repeat Sales Indexes: Estimation Without Assuming that Errors in Asset Returns Are Independently Distributed**

*by*Campbell, Rachel & Graddy, Kathryn & Hamilton, Jonathan

**MEDEA: A DSGE Model for the Spanish Economy**

*by*Burriel, Pablo & Fernández-Villaverde, Jesús & Rubio-Ramírez, Juan Francisco

**The Econometrics of DSGE Models**

*by*Fernández-Villaverde, Jesús

**Analisis de regresion**

*by*Ignacio Velez-Pareja

**¿Por que los niños abandonan la escuela? Determinantes de la desercion estudiantil en los colegios oficiales de Cartagena de Indias**

*by*Jorge Alvis & William Arellano

**¿Realidad o sofisma? Poniendo a prueba el análisis técnico en las acciones colombianas**

*by*Diego Alonso Agudelo Rueda & Jorge Hernán Uribe E.

**A Dynamic Factor Model For The Colombian Inflation**

*by*Eliana González & Luis F. Melo & Viviana Monroy & Brayan Rojas

**Dynamic Specification Tests For Static Factor Models**

*by*Gabriele Fiorentini & Enrique Sentana

**Nonlinearity and Temporal Dependence**

*by*Xiaohong Chen & Lars P. Hansen & Marine Carrasco

**A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics**

*by*Dongming Zhu & John Galbraith

**Is neglected heterogeneity really an issue in binary and fractional regression models? A simulation exercise for logit, probit and loglog models**

*by*Esmeralda A. Ramalho & Joaquim J. S. Ramalho

**Alternative estimating and testing empirical strategies for fractional regression models**

*by*Esmeralda A. Ramalho & Joaquim J.S. Ramalho & José M.R. Murteira

**Panel Regression with Random Noise**

*by*Gerd Ronning & Hans Schneeweiss

**Estimation of Higher-Order Spatial Autoregressive Panel Data Error Component Models**

*by*Harald Badinger & Peter Egger

**Efficient Estimation of a Multivariate Multiplicative Volatility Model**

*by*Christian M. Hafner & Oliver Linton

**An Alternative Way of ComputingEfficient Instrumental VariableEstimators**

*by*Xiaohong Chen & David T. Jacho-Chávez & Oliver Linton

**Nonparametric Estimation of a Polarization Measure**

*by*Gordon Anderson & Oliver Linton & Yoon-Jae Whang

**Trading Partners and Trading Volumes: Implementing the Helpman-Melitz-Rubinstein Model Empirically**

*by*J. M. C. Santos Silva & Silvana Tenreyro

**Further Simulation Evidence on the Performance of the Poisson Pseudo-Maximum Likelihood Estimator**

*by*J. M. C. Santos Silva & Silvana Tenreyro

**On the Existence of the Maximum Likelihood Estimates for Poisson Regression**

*by*J. M. C. Santos Silva & Silvana Tenreyro

**A Correction Function Approach to Solve the Incidental Parameter Problem**

*by*Li, GuangJie & Leon-Gonzalez, Roberto

**Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect**

*by*Li, GuangJie

**Young in-Old out: a new evaluation based on Generalized Propensity Score**

*by*Michela Bia & Roberto Leombruni & Pierre-Jean Messe

**Instrumental variable estimation of a nonlinear Taylor rule**

*by*Zisimos Koustas & Jean-Francois Lamarche

**Identification of Causal Effects on Binary Outcomes Using Structural Mean Models**

*by*Paul Clarke & Frank Windmeijer

**More Reliable Inference for Segregation Indices**

*by*Rebecca Allen & Simon Burgess & Frank Windmeijer

**Instrumental Variable Estimators for Binary Outcomes**

*by*Paul Clarke & Frank Windmeijer

**Conditional Quantile Estimation for GARCH Models**

*by*Zhijie Xiao & Roger Koenker

**Inference in Mixed Proportional Hazard Models with K Random Effects**

*by*Guillaume Horny.

**Are disaggregate data useful for factor analysis in forecasting French GDP?**

*by*Barhoumi, K. & Darné, O. & Ferrara, L.

**Nonlinear dynamics in welfare and the evolution of world inequality**

*by*Davide Fiaschi & Marzia Romanelli

**Assessing Indexation-Based Calvo Inflation Models**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Structural Inflation Models with Real Wage Rigidities: The Case of Canada**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**SNM Guide**

*by*Michael Creel & Dennis Kristensen

**Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments**

*by*Michael Creel & Dennis Kristensen

**Limit theorems for functionals of higher order differences of Brownian semi-stationary processes**

*by*Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij

**Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary**

*by*Christian M. Dahl & Emma M. Iglesias

**Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models**

*by*Tue Gørgens & Christopher L. Skeels & Allan H. Würtz

**Unstable volatility functions: the break preserving local linear estimator**

*by*Isabel Casas & Irene Gijbels

**Understanding limit theorems for semimartingales: a short survey**

*by*Mark Podolskij & Mathias Vetter

**Semiparametric Modelling and Estimation: A Selective Overview**

*by*Dennis Kristensen

**Pseudo-Maximum Likelihood Estimation in Two Classes of Semiparametric Diffusion Models**

*by*Dennis Kristensen

**A No Arbitrage Fractional Cointegration Analysis Of The Range Based Volatility**

*by*Eduardo Rossi & Paolo Santucci de Magistris

**Tails, Fears and Risk Premia**

*by*Tim Bollerslev & Viktor Todorov

**Stochastic volatility of volatility in continuous time**

*by*Ole E. Barndorff-Nielsen & Almut E. D. Veraart

**Testing Conditional Factor Models**

*by*Dennis Kristensen & Andrew Ang

**On IGARCH and convergence of the QMLE for misspecified GARCH models**

*by*Anders Tolver Jensen & Theis Lange

**First and second order non-linear cointegration models**

*by*Theis Lange

**Offerta di attivita` gratuita in Italia: un’analisi micro-econometrica**

*by*Damiano Fiorillo

**Macro-Prudential Monitoring Indicators For Cemac Banking System**

*by*Severin Yves KAMGNA & Nzesseu Jules TINANG & Kinfak Christian TSOMBOU

**Organizational Wellness Modeling**

*by*Constantin OPREAN & Alina Mihaela VANU & Amelia BUCUR

**Numerical and Monte Carlo Methods to make Normal Residues in Regression**

*by*Ciuiu, Daniel

**Prediction of a Small Area Mean for an Infinite Population when the Variance Components Are Random**

*by*Stefan, Marius

**Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution**

*by*Necula, Ciprian

**Evaluación de la incertidumbre en la determinación de aflatoxina B1 en maní de exportación por HPLC-FD. Parte I**

*by*Delgado, Gustavo & Hernández, Noma

**La contribución de las infraestructuras a la producción: estimación por máxima entropía**

*by*Jorge Rodríguez-Vález & Antonio Álvarez Pinilla & Esteban Fernández Vázquez & Carlos Arias Sampedro

**Volatility Persistence and Predictability of Squared Returns in GARCH(1,1) Models**

*by*Umberto Triacca

**Satisfaction Drivers in Retail Banking: Comparison of Partial Least Squares and Covariance Based Methods**

*by*Monika Oleksiak

**Valuation of Convexity Related Interest Rate Derivatives**

*by*Jiří Witzany

**Some notes about decentralization process implications on public administration corruption in romania**

*by*Tudorel Andrei & Ani Matei & Stelian Stancu & Bogdan Oancea

**Insolvency Probability In Reinsurance Treaty: A Case Study In Malaysia**

*by*NORISZURA ISMAIL & ANSAR ASNAWI AHMAD ANUAR

**Métodos de imputación para el tratamiento de datos faltantes: aplicación mediante R/Splus = Imputation methods to handle the problem of missing data: an application using R/Splus**

*by*Muñoz Rosas, Juan Francisco & Alvarez Verdejo, Encarnación

**Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application**

*by*James B. McDonald & Richard A. Michelfelder & Panayiotis Theodossiou

**An Admissible Macro-Finance Model of the US Treasury Market**

*by*Peter Spencer

**Production and stochastic efficiency: An application to the Colombian footwear and leather industry**

*by*Jorge Barrientos Marín & David Tobón & Alderid Gutiérrez

**Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence**

*by*Aris Spanos

**The Estimation of Poverty and Inequality through Parametric Estimation of Lorenz Curves: An Evaluation**

*by*Camelia Minoiu & Sanjay G. Reddy

**A Unified Approach to Economic Dominance and Inequality Measures using a General Transformation Function**

*by*Subir Ghosh

**The sustainability of export-led growth:the Singaporean experience**

*by*Renuka Mahadevan

**Analysis of Gini for evaluating attrition in Italian survey on income and living condition**

*by*Claudio Ceccarelli & Giovanni Maria Giorgi

**Macroeconomic efault Modeling and Stress Testing**

*by*Dietske Simons & Ferdinand Rolwes

**Crash Testing German Banks**

*by*Klaus Duellmann & Martin Erdelmeier

**Measurement Of Inefficiencies In Bangladesh Banking Industry Using Stochastic Frontier Production Function**

*by*Abdus Samad

**Provisión de cuidados informales y enfermedad de Alzheimer: valoración económica y estudio de la variabilidad del tiempo**

*by*Berta Rivera & Bruno Casal & Luis Currais

**Visitando vizinhos: uma análise da série histórica de produção de bens de capital no Brasil utilizando diagramas de recorrência**

*by*Bueno, Newton Paulo

**Food versus Cash. Development Theory and Reality in Northern Côte d’Ivoire**

*by*Matty Demont & Johan Stessens

**Regresión espuria en especificaciones dinámicas**

*by*Manuel Gómez Zaldivar & Oscar Manjarrez Castro & Daniel Ventosa-Santaulària

**El valor del cliente en relaciones contractuales con estimaciones inciertas**

*by*Gil Lafuente, Ana María & Ortigosa Hernández, Mauricio

**On pseudo maximum likelihood estimation for multivariate time series models with conditional heteroskedasticity**

*by*Liu, Shuangzhe & Neudecker, Heinz

**Time-series Tests of Stochastic Earnings Convergence across US Nonmetropolitan Counties, 1969-2004**

*by*Ismail H. GENC & Anil RUPASINGHA

**Análisis del gasto militar desde la perspectiva de la economía de la defensa: El caso colombiano 1950-2006**

*by*Manfred Grautoff & Fernando Chavarro Miranda

**Estimación de la tasa de cambio real de equilibrio: aplicación a Colombia**

*by*Jaime Silva González

**Producción y eficiencia estocástica: una aplicación a la industria del calzado en Colombia**

*by*Barrientos Marín, Jorge & Tobón, David & Gutiérrez, Alderid

**L'influence de l'offre de soins et du niveau des primes sur la demande d'assurance complémentaire santé en France**

*by*Renaud Legal

**Un essai d'estimation de la production potentielle au Liban**

*by*Charbel Macdissi & Jean-François Verne

**The welfare of poorer older people in Belgium and the Netherlands :An application of quantile regression**

*by*Bart Capéau & Jozef Pacolet

**An Empirical Analysis of Short Term Interest Rate Models for Turkey**

*by*Hasan Sahin & Ismail H. Genç

**Savings-Investments Relationship in an Open Economy**

*by*Florin-Marius PAVELESCU

**Could We Have Predicted The Recent Downturn In The South African Housing Market?**

*by*Sonali Das & Rangan Gupta & Alain Kabundi

**Forecasting Macroeconomic Variables in a Small Open Economy: A Comparison between Small- and Large-Scale Models**

*by*Rangan Gupta & Alain Kabundi

**Forecasting Macroeconomic Variables Using Large Datasets: Dynamic Factor Model versus Large-Scale BVARs**

*by*Rangan Gupta & Alain Kabundi

**A Dynamic Factor Model for Forecasting Macroeconomic Variables in South Africa**

*by*Rangan Gupta & Alain Kabundi

**Is a DFM Well-Suited in Forecasting Regional House Price Inflation?**

*by*Sonali Das & Rangan Gupta & Alain Kabundi

**Robust outlier detection for Asia–Pacific stock index returns**

*by*Ané, Thierry & Ureche-Langau, Loredana & Gambet, Jean-Benoît & Bouverot, Julien

**Food Stamp Program Participation of Refugees and Immigrants**

*by*Christopher R. Bollinger & Paul Hagstrom

**Nonparametric Instrumental Variable Estimation in Practice**

*by*Michael Cohen & Philip Shaw & Tao Chen

**EU Emission Allowances and the Stock Market: Evidence from the Electricity Industry**

*by*Oberndorfer, Ulrich

**Returns and Volatility of Eurozone Energy Stocks**

*by*Oberndorfer, Ulrich

**Dominating estimators for the global minimum variance portfolio**

*by*Frahm, Gabriel & Memmel, Christoph

**On J.M. Keynes' The principal averages and the laws of error which lead to them: refinement and generalisation**

*by*Klein, Ingo & Grottke, Michael

**Interaction of market and credit risk: an analysis of inter-risk correlation and risk aggregation**

*by*Hillebrand, Martin & Böcker, Klaus

**Estimating asset correlations from stock prices or default rates: which method is superior?**

*by*Düllmann, Klaus & Kunisch, Michael & Küll, Jonathan

**Stochastic frontier analysis by means of maximum likelihood and the method of moments**

*by*Behr, Andreas & Tente, Sebastian

**Income-related inequalities in self-assessed health: comparisons of alternative measurements of health**

*by*Tubeuf, S

**New prospects in the analysis of inequalities in health: a measurement of health encompassing several dimensions of health**

*by*Sandy Tubeuf & Marc Perronnin

**Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators**

*by*Arulampalam, Wiji & Stewart, Mark B.

**Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters**

*by*Dinghai Xu & John Knight

**Urn-based models for dependent credit risks and their calibration through EM algorithm**

*by*Riccardo Gusso & Uwe Schmock

**Finite-Sample Moments of the MLE for the Binary Logit Model**

*by*Qian Chen & David E. Giles

**Smooth Regimes, Macroeconomic Variables, and Bagging for the Short-Term Interest Rate Process**

*by*Francesco Audrino & Marcelo C. Medeiros

**Infinitesimal Robustness for Diffusions**

*by*Davide La Vecchia & Fabio Trojani

**Modeling Tick-by-Tick Realized Correlations**

*by*Fulvio Corsi & Francesco Audrino

**Realized Covariance Tick-by-Tick in Presence of Rounded Time Stamps and General Microstructure Effects**

*by*Fulvio Corsi & Francesco Audrino

**Small-area estimation with spatial similarity**

*by*Nicholas Longford

**Inference with the lognormal distribution**

*by*Nicholas Longford

**Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach**

*by*Francisco Peñaranda & Enrique Sentana

**Simple Model for a Small Open Economy: An Application to the ASEAN-5 Countries**

*by*Arief Ramayandi

**Regime switching models of hedge fund returns**

*by*Szabolcs Blazsek & Anna Downarowicz

**Crude Oil and Stock Markets: Stability, Instability, and Bubbles**

*by*J. Isaac Miller & Ronald Ratti

**Structural Threshold Regression**

*by*Andros Kourtellos & Thanasis Stengos & Chih Ming Tan

**A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data**

*by*Marco Bee & Giuseppe Espa

**Semiparametric Robust Estimation of Truncated and Censored Regression Models**

*by*Cizek, P.

**The Shorth Plot**

*by*Einmahl, J.H.J. & Gantner, M. & Sawitzki, G.

**A Comparison of Two Averaging Techniques with an Application to Growth Empirics**

*by*Magnus, J.R. & Powell, O.R. & Prüfer, P.

**Spline Smoothing over Difficult Regions**

*by*Siem Jan Koopman & Soon Yip Wong

**Complex Evolutionary Systems in Behavioral Finance**

*by*Cars Hommes & Florian Wagener

**Likelihood Functions for State Space Models with Diffuse Initial Conditions**

*by*Marc K. Francke & Siem Jan Koopman & Aart de Vos

**Value at Risk (VaR) and the alpha-stable distribution**

*by*John C. Frain

**Maximum Likelihood Estimates of Regression Coefficients with alpha-stable residuals and Day of Week effects in Total Returns on Equity Indices**

*by*John C. Frain

**Demographic demand systems with application to equivalence scales estimation and inequality analysis: the Australian evidence**

*by*Blacklow, Paul & Nicholas, Aaron & Ray, Ranjan

**Estimating Hedonic Prices for Stellenbosch wine**

*by*Sanja Lutzeyer

**Simulated Maximum Likelihood using Tilted Importance Sampling**

*by*Christian N. Brinch

**Engel elasticities, pseudo-maximum likelihood estimation and bootstrapped standard errors. A case study**

*by*Terje Skjerpen

**Generalized nonparametric deconvolution with an application to earnings dynamics - Published Review of Economic Studies, Vol. 77, Issue 2, pp. 491-533, 2010**

*by*Stéphane Bonhomme & Jean-Marc Robin

**Does the interaction between shocks and institutions solve the OECD shocks and institutions solve the OECD Unemployment Puzzle ? A Theoritical and Empirical Appraisal**

*by*Frédéric Reynès & Paola Veroni & Aurélien Gaimon & Vincent Lapegue & Noé N'Semi & Maël Theulière

**Les Determinants Economiques de la Performance Olympique**

*by*Madeleine Andreff & Wladimir Andreff & Sandrine Poupaux

**Défis du financement agricole et rural, rôle pour la microfinance et implications pour les politiques publiques en Afrique subsaharienne. Pistes de recherche basées sur le cas du Burundi**

*by*Ephrem Niyongazabo

**Estimating Welfare in Insurance Markets Using Variation in Prices**

*by*Mark Cullen & Liran Einav & Amy Finkelstein

**The Political Economy of Heterogeneous Development: Quartile Effects of Income and Education**

*by*Marcus Alexander & Matthew Harding & Carlos Lamarche

**Modified Fast Double Sieve Bootstraps for ADF Tests**

*by*Patrick Richard

**Smooth Minimum Distance Estimation and Testing in Conditional Moment Restrictions Models: Uniform in Bandwidth Theory**

*by*Pascal Lavergne & Valentin Patilea

**Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models**

*by*Thomas Flury & Neil Shephard

**Nonparametric estimation when income is reported in bands and at points**

*by*Martin Wittenberg

**Is a DFM Well Suited for Forecasting Regional House Price Inflation?**

*by*Sonali Das & Rangan Gupta & Alain Kabundi

**On estimating the conditional expected shortfall**

*by*Franco Peracchi & Andrei V. Tanase

**Discrete time-series models when counts are unobservable**

*by*T M Christensen & A. S. Hurn & K A Lindsay

**The Devil is in the Detail: Hints for Practical Optimisation**

*by*T M Christensen & A S Hurn & K A Lindsay

**Forecasting with Dynamic Models using Shrinkage-based Estimation**

*by*Andrea Carriero & George Kapetanios & Massimiliano Marcellino

**Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments**

*by*George Kapetanios & Massimiliano Marcellino

**A Shrinkage Instrumental Variable Estimator for Large Datasets**

*by*Andrea Carriero & George Kapetanios & Massimiliano Marcellino

**Sequential Estimation of Structural Models with a Fixed Point Constraint**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**A goodness-of-fit test for copulas**

*by*Prokhorov, Artem

**Robust Two-Stage Least Squares: some Monte Carlo experiments**

*by*Mishra, SK

**Asymptotic Distribution Theory for Break Point Estimators in Models Estimated via 2SLS**

*by*Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia

**A new method of robust linear regression analysis: some monte carlo experiments**

*by*Mishra, SK

**Inference regarding multiple structural changes in linear models estimated via two stage least squares**

*by*Hall, Alastair R. & Han, Sanggohn & Boldea, Otilia

**On construction of robust composite indices by linear aggregation**

*by*Mishra, SK

**Confidence sets based on penalized maximum likelihood estimators**

*by*Pötscher, Benedikt M. & Schneider, Ulrike

**On the Equivalence of the Weighted Least Squares and the Generalised Least Squares Estimators, with Applications to Kernel Smoothing**

*by*Luati, Alessandra & Proietti, Tommaso

**On The dynamic of search, matching and productivity in New Zealand and Australia**

*by*Razzak, Weshah

**Spurious long-range dependence: evidence from Malaysian equity markets**

*by*Chin, Wencheong

**Parametrix approximations for non constant coefficient parabolic PDEs**

*by*Foschi, Paolo & Pieressa, Luca & Polidoro, Sergio

**Spurious Regression**

*by*Ventosa-Santaulària, Daniel

**Spurious Instrumental Variables**

*by*Ventosa-Santaulària, Daniel

**Структурно-Морфологический Анализ Бизнес-Процессов Коммерческого Банка**

*by*Rumyantsev, Mikhail I.

**Using sentiment surveys to predict GDP growth and stock returns**

*by*Guzman, Giselle C.

**Anthropogenic Carbon Dioxide Emmision in Asia: Effect of Population, Affluence and Energy Effeciency**

*by*Deluna, Roperto Jr

**Using sentiment to predict GDP growth and stock returns**

*by*Guzman, Giselle C.

**Factors Determining FDI to Nigeria: An Empirical Investigation**

*by*Dinda, Soumyananda

**Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach**

*by*Schreyoegg, Jonas & Grabka, Markus M

**Hubungan Pembangunan Industri Pelancongan Dan Pertumbuhan Ekonomi Di Beberapa Negara Utama ASEAN**

*by*Othman, Redzuan & Salleh, Norlida Hanim Mohd

**Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests**

*by*Ling, Tai-Hu & Venus, Khim-Sen Liew & Syed Khalid Wafa, Syed Azizi Wafa

**Social effect and female genital mutilation (FGM)**

*by*OUEDRAOGO, Salmata

**FuelWatch: evidence-based-policy or policy based evidence?**

*by*Harding, Don

**Comment: The Identification Power of Equilibrium in Simple Games**

*by*Aguirregabiria, Victor

**Forward-Looking Beta Estimates:Evidence from an Emerging Market**

*by*Onour, Ibrahim

**Nyquist Frequency in Sequentially Sampled Data**

*by*Faghih, Nezameddin & Faghih, Ali

**Network Externalities and Critical Mass in the Mobile Telephone Network: a Panel Data Estimation**

*by*Baraldi, A. Laura

**Estimation with inequality constraints on the parameters: dealing with truncation of the sampling distribution**

*by*Barnett, William A. & Seck, Ousmane

**A note on the estimation of long-run relationships in dependent cointegrated panels**

*by*Di Iorio, Francesca & Fachin, Stefano

**Simulated maximum likelihood for general stochastic volatility models: a change of variable approach**

*by*Kleppe, Tore Selland & Skaug, Hans J.

**Credit market and prediction of its future development**

*by*Vodová, Pavla

**Which Output Gap Measure Matters for the Arab Gulf Cooperation Council Countries (AGCC): The Overall GDP Output Gap or the Non-Oil Sector Output Gap?**

*by*Osman, Mohammad & Louis, Rosmy & Balli, Faruk

**Hedonic demand for rented house in Kohima, Nagaland**

*by*Mishra, SK & Ngullie, ML

**Risk aggregation, dependence structure and diversification benefit**

*by*Bürgi, Roland & Dacorogna, Michel M & Iles, Roger

**Optimal Instrumental Variables Generators Based on Improved Hausman Regression, with an Application to Hedge Funds Returns**

*by*Francois-Éric Racicot & Raymond Théoret

**Bandwidth Selection For Spatial Hac And Other Robust Covariance Estimators**

*by*Dayton M. Lambert & Raymond J.G.M. Florax & Seong-Hoon Cho

**Challenges and Opportunities for Resource Rich Economies**

*by*Frederick van der Ploeg

**What Drives the NAIRU? Evidence from a Panel of OECD Countries**

*by*Christian Gianella & Isabell Koske & Elena Rusticelli & Olivier Chatal

**Analysing shock transmission in a data-rich environment: A large BVAR for New Zealand**

*by*Chris Bloor & Troy Matheson

**Constrainted Optimization Approaches to Estimation of Structural Models**

*by*Che-Lin Su & Kenneth L. Judd

**Market Dominance and Barriers to Competition in Financial Trading Venues**

*by*Ricardo Ribeiro

**Estimating Welfare in Insurance Markets Using Variation in Prices**

*by*Liran Einav & Amy Finkelstein & Mark R. Cullen

**School Nutrition Programs and the Incidence of Childhood Obesity**

*by*Daniel L. Millimet & Rusty Tchernis & Muna Husain

**Nonparametric Identification and Estimation in a Generalized Roy Model**

*by*Patrick Bayer & Shakeeb Khan & Christopher Timmins

**A Maximum Likelihood Method for the Incidental Parameter Problem**

*by*Marcelo Moreira

**Evaluating The Distributional Implications Of Price Movements: Methodology, Application And Australian Evidence**

*by*Aaron Nicholas & Ranjan Ray & Rebecca Valenzuela

**Confidence Intervals for Estimates of Elasticities**

*by*J. G. Hirschberg, J. N. Lye & D. J. Slottje

**Learning-by-Doing and Productivity Dynamics in Manufacturing Industries**

*by*Andrew Clarke

**Methodological overview of Rasch model and application in customer satisfaction survey data**

*by*Francesca DE BATTISTI & Giovanna NICOLINI & Silvia SALINI

**Household Wealth and Heterogeneous Impacts of a Market-Based Training Program: The Case of PROJOVEN in Peru**

*by*Jose Galdo & Miguel Jaramillo & Veronica Montalva

**Economies of scale and efficiency measurement in Switzerland's Nursing homes**

*by*Medhi Farsi & Massimo Filippini & Diego Lunati

**Nonlinear Panel Estimation Of Time-Varying Effects Of Import Quotas**

*by*Joseph Francois & Julia Woerz

**Estimation of Parameters in the Presence of Model misspecification and Measurement Error**

*by*P.A.V.B. Swamy & George S. Tavlas & Stephen G. Hall & George Hondroyiannis

**Stochastic FDH/DEA estimators for Frontier Analysis**

*by*Leopold Simar & Valentin Zelenyuk

**Inconsistencies in Reported Employment Characteristics among Employed Stayers**

*by*Bassi, Francesca & Padoan, Alessandra & Trivellato, Ugo

**Inconsistencies in Reported Employment Characteristics among Employed Stayers**

*by*Bassi, Francesca & Padoan, Alessandra & Trivellato, Ugo

**Adding Rungs to the Exporting Ladder: Plant-Level Exporting Dynamics and Total Factor Productivity Growth**

*by*Voicu, Alexandru

**Adding Rungs to the Exporting Ladder: Plant-Level Exporting Dynamics and Total Factor Productivity Growth**

*by*Voicu, Alexandru

**Identification of Treatment Effects on the Treated with One-Sided Non-Compliance**

*by*Frölich, Markus & Melly, Blaise

**Identification of Treatment Effects on the Treated with One-Sided Non-Compliance**

*by*Frölich, Markus & Melly, Blaise

**Quantile Treatment Effects in the Regression Discontinuity Design**

*by*Frölich, Markus & Melly, Blaise

**Quantile Treatment Effects in the Regression Discontinuity Design**

*by*Frölich, Markus & Melly, Blaise

**Work-Life Balance Practices and the Gender Gap in Job Satisfaction in the UK: Evidence from Matched Employer-Employee Data**

*by*Asadullah, Niaz & Fernández, Rosa M.

**Work-Life Balance Practices and the Gender Gap in Job Satisfaction in the UK: Evidence from Matched Employer-Employee Data**

*by*Asadullah, Niaz & Fernández, Rosa M.

**Public Sector Pay Gap in France: New Evidence Using Panel Data**

*by*Bargain, Olivier & Melly, Blaise

**Public Sector Pay Gap in France: New Evidence Using Panel Data**

*by*Bargain, Olivier & Melly, Blaise

**Impact of Reforms on Plant-Level Productivity and Technical Efficiency: Evidence from the Indian Manufacturing Sector**

*by*Bhaumik, Sumon K. & Kumbhakar, Subal C.

**Impact of Reforms on Plant-Level Productivity and Technical Efficiency: Evidence from the Indian Manufacturing Sector**

*by*Bhaumik, Sumon K. & Kumbhakar, Subal C.

**Unconditional Quantile Treatment Effects under Endogeneity**

*by*Frölich, Markus & Melly, Blaise

**Unconditional Quantile Treatment Effects under Endogeneity**

*by*Frölich, Markus & Melly, Blaise

**Evaluating the German (New Keynesian) Phillips Curve**

*by*Rolf Scheufele

**A multiobjective approach using consistent rate curves to the calibration of a Gaussian Heath-Jarrow-Morton model**

*by*Antonio Falcó & Juan Nave & Lluís Navarro

**Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions**

*by*Giuseppe Ragusa

**Determinantes de la Inversión en Paraguay**

*by*Juan Eduardo Coeymans.

**Determinantes del Desempleo en Paraguay**

*by*Juan Eduardo Coeymans.

**Socio-Economic Status, HIV/AIDS Knowledge and Stigma, and Sexual Behavior in India**

*by*Pedro de Araujo

**Initial Expectations in New Keynesian Models with Learning**

*by*James Murray

**Regime Switching, Learning, and the Great Moderation**

*by*James Murray

**Empirical Significance of Learning in a New Keynesian Model with Firm-Specific Capital**

*by*James Murray

**Nonlinear Cointegration Analysis and the Environmental Kuznets Curve**

*by*Hong, Seung Hyun & Wagner, Martin

**Estimation of nonparametric conditional moment models with possibly nonsmooth moments**

*by*Xiaohong Chen & Demian Pouzo

**Identifying the returns to lying when the truth is unobserved**

*by*Yingyao Hu & Arthur Lewbel

**Generalized nonparametric deconvolution with an application to earnings dynamics**

*by*Stéphane Bonhomme & Jean-Marc Robin

**Realized portfolio selection in the euro area**

*by*Claudio Morana

**Multiplicative Measurement Error and the Simulation Extrapolation Method**

*by*Elena Biewen & Sandra Nolte & Martin Rosemann

**Start me up: The effectiveness of a self-employment programme for needy unemployed people in Germany**

*by*Wolff, Joachim & Nivorozhkin, Anton

**The effect of unemployment benefit II sanctions on reservation wages**

*by*Schneider, Julia

**Contracting out placement services in Germany : is assignment to private providers effective for needy job-seekers?**

*by*Bernhard, Sarah & Wolff, Joachim

**Modelling High-Frequency Volatility and Liquidity Using Multiplicative Error Models**

*by*Nikolaus Hautsch & Vahidin Jeleskovic

**Measuring and Modeling Risk Using High-Frequency Data**

*by*Wolfgang Härdle & Nikolaus Hautsch & Uta Pigorsch

**Numerics of Implied Binomial Trees**

*by*Wolfgang Härdle & Alena Mysickova

**JBendge: An Object-Oriented System for Solving, Estimating and Selecting Nonlinear Dynamic Models**

*by*Viktor Winschel & Markus Krätzig

**Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality**

*by*Viktor Winschel & Markus Krätzig

**Independent Component Analysis Via Copula Techniques**

*by*Ray-Bing Chen & Meihui Guo & Wolfgang Härdle & Shih-Feng Huang

**Adaptive pointwise estimation in time-inhomogeneous time-series models**

*by*Pavel Cizek & Wolfgang Härdle & Vladimir Spokoiny

**On the Effect of Nonstationary Initial Conditions in Dynamic Panel Data Models**

*by*Kazuhiko Hayakawa

**Changes in Investors' Risk Appetite - An Assessment of Financial Integration and Interdependence**

*by*Laurence Fung & Chi-sang Tam & Ip-wing Yu

**Predicting Stock Market Returns by Combining Forecasts**

*by*Laurence Fung & Ip-wing Yu

**Property Prices and Exposure to Multiple Noise Sources: Hedonic Regression with Road and Railway Noise**

*by*Andersson, Henrik & Jonsson, Lina & Ögren, Mikael

**Hospitalers omkostninger, struktur og effektivitet. En undersøgelse af stordrifts- og samdriftsfordele i det danske sygehusvæsen**

*by*Kristensen, Troels & Møller Pedersen, Kjeld & Rose Olsen, Kim

**Monetary Policy Regimes and the Volatility of Long-Term Interest Rates**

*by*Queijo von Heideken, Virginia

**Proxying ability by family background in returns to schooling estimations is generally a bad idea**

*by*Mellander, Erik & Sandgren-Massih, Sofia

**Metropolis-Hastings prefetching algorithms**

*by*Strid, Ingvar

**Fourth order pseudo maximum likelihood methods**

*by*Alberto Holly & Alain Montfort & Michael Rockinger

**Little’s Law and Business Entropy**

*by*Michael Louis George

**What is Business Entropy**

*by*Michael Louis George

**Uma análise do capital humano sobre o nível de renda dos estados brasileiros: MRW versus Mincer**

*by*Ricardo Corrêa Cangussu & Márcio A. Salvato & Luciano Nakabashi

**Valuation of Convexity Related Derivatives**

*by*Jiří Witzany

**Matching and Labour Market Efficiency across Space and through EU accession: Evidence from Latvia, Estonia and Slovenia**

*by*Jekaterina Dmitrijeva

**Does Unemployed Training Increase Individual Employability? Evidence from Latvian Microdata**

*by*Jekaterina Dmitrijeva

**Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices**

*by*Christian De Peretti & Carole Siani

**Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal**

*by*Christian De Peretti & Carole Siani

**Parameter Estimation in Nonlinear AR-GARCH Models**

*by*Mika Meitz & Pentti Saikkonen

**Range-based covariance estimation using high-frequency data: The realized co-range**

*by*Bannouh, K. & van Dijk, D.J.C. & Martens, M.P.E.

**La demanda por importaciones y exportaciones: evidencia de cointegración para México, 1991-2005**

*by*Rodolfo Cermeño & Huver Rivera

**Federal Funds Rate Stationarity: New Evidence**

*by*Frédérique BEC & Charbel BASSIL

**Efficiency of the poverty reduction programs: decomposition of the dynamics and structure of Russian poverty**

*by*Arzhenovskiy Sergey & Nivorozhkina Ludmila

**Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments**

*by*Chen, Xiaohong & Pouzo, Demian

**Large Bayesian VARs**

*by*Martha Banbura & Domenico Giannone & Lucrezia Reichlin

**A New Hausmann Type Test to Detect the Presence of Influential Outliers**

*by*Catherine Dehon & Marjorie Gassner & Vincenzo Verardi

**Les spams boursiers : Etude empirique sur le marché des penny stocks**

*by*Taoufik Bouraoui

**The effects of economic freedom components on economic growth: an analysis with a threshold model**

*by*Rami Abdelkafi & Hatem Derbel

**Une décomposition de l'effet de la liberté économique sur la croissance dans les pays en développement**

*by*Rami Abdelkafi & Hatem Derbel

**Publication Selection Bias in Minimum-Wage Research? A Meta-Regression Analysis**

*by*Hristos Doucouliagos & T.D. Stanley

**Support Vector Machines (SVM) as a Technique for Solvency Analysis**

*by*Laura Auria & Rouslan A. Moro

**Copayments for Ambulatory Care in Germany: A Natural Experiment Using a Difference-in-Difference Approach**

*by*Jonas Schreyögg & Markus M. Grabka

*by*Jonas Schreyögg & Markus M. Grabka

**Adding Rungs to the Exporting Ladder: Plant-Level Exporting Dynamics and Total Factor Productivity Growth**

*by*Alexandru Voicu

**GARCH (1,1) Models with Exogenously-Driven Volatility: Structure and Estimation**

*by*Zakoïan, Jean-Michel & Regnard, Nazim

**Optimal Bandwidth Choice for Interval Estimation in GMM Regression**

*by*Yixiao Sun & Peter C.B. Phillips

**Testing for Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood**

*by*Taisuke Otsu & Myung Hwan Seo & Yoon-Jae Whang

**Nonlinearity and Temporal Dependence**

*by*Xiaohong Chen & Lars P. Hansen & Marine Carrasco

**Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals**

*by*Xiaohong Chen & Demian Pouzo

**Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals**

*by*Xiaohong Chen & Demian Pouzo

**Estimation of Nonparametric Conditional Moment Models with Possibly Nonsmooth Moments**

*by*Xiaohong Chen & Demian Pouzo

**Nonparametric Estimation of Scalar Diffusion Processes of Interest Rates Using Asymmetric Kernels**

*by*Nikolay Gospodinov & Masayuki Hirukawa

**Local GMM Estimation of Time Series Models with Conditional Moment Restrictions**

*by*Nikolay Gospodinov & Taisuke Otsu

**Asymptotic properties of the Bernstein density copula for dependent data**

*by*BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V.K. & TAAMOUTI, Abderrahim

**La volatilidad de la tasa de interés a corto plazo: Un ejercicio para la economía Colombiana, 2001-2006**

*by*Juan Carlos Botero Ramírez & Andrés Ramírez Hassan

**Determinantes de la deserción universitaria en la Facultad de Economía Universidad del Rosario**

*by*Carolina Lopera

**The Econometrics Of Mean-Variance Efficiency Tests: A Survey**

*by*Enrique Sentana

**A Comparison Of Mean-Variance Efficiency Tests**

*by*Enrique Sentana & Dante Amegual

**Efficiency in Large Dynamic Panel Models with Common Factor**

*by*Patrick GAGLIARDINI & Christian GOURIEROUX

**Contemporaneous Aggregation of GARCH Models and Evaluation of the Aggregation Bias**

*by*Eric Jondeau

**Sequential Estimation of Structural Models with a Fixed Point Constraint**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Forecasting Euro Area Real GDP: Optimal Pooling of Information**

*by*Oliver Hülsewig & Johannes Mayr & Timo Wollmershäuser

**GM Estimation of Higher Order Spatial Autoregressive Processes in Panel Data Error Component Models**

*by*Harald Badinger & Peter Egger

**On The Cyclicality of Real Wages and Wage Differentials**

*by*Otrok, Christopher & Pourpourides, Panayiotis M.

**A New Procedure to Test for H Self-Similarity**

*by*Les Oxley & Chris Price & William Rea & Marco Reale

**The Empirical Properties of Some Popular Estimators of Long Memory Processes**

*by*Jennifer Brown & Les Oxley & William Rea & Marco Reale

**A note on the Monte Carlo assessment of Impulse Saturation with fat tailed distribution**

*by*Carlos Santos

**Copula-Based Nonlinear Quantile Autoregression**

*by*Xiaohong Chen & Roger Koenker & Zhijie Xiao

**A Macroeconomic Model of the Term Structure of Interest Rates in Mexico**

*by*Josué Fernando Cortés Espada & Manuel Ramos Francia

**An Affine Model of the Term Structure of Interest Rates in Mexico**

*by*Josué Fernando Cortés Espada & Manuel Ramos Francia

**An Empirical Analysis of the Mexican Term Structure of Interest Rates**

*by*Josué Fernando Cortés Espada & Alberto Torres García & Manuel Ramos Francia

**A beta based framework for (lower) bond risk premia**

*by*Stefano Nobili & Gerardo Palazzo

**A likelihood-based analysis for relaxing the exclusion restriction in randomized experiments with imperfect compliance**

*by*Andrea Mercatanti

**Multivariate Fractionally Integrated APARCH Modeling of Stock Market Volatility: A multi-country study**

*by*Christian Conrad & Menelaos Karanasos & Ning Zeng

**Estimation of Dynamic Latent Variable Models Using Simulated Nonparametric Moments**

*by*Michael Creel

**¿Es Importante la Fijación de Precios para Entender la Dinámica de la Inflación en Bolivia?**

*by*Daney Valdivia

**Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading**

*by*Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard

**Intertemporal Asset Allocation with Habit Formation in Preferences: An Approximate Analytical Solution**

*by*Jean Jacod & Mark Podolskij & Mathias Vetter

**Estimation of Dynamic Models with Nonparametric Simulated Maximum Likelihood**

*by*Dennis Kristensen & Yongseok Shin

**Impact of time–inhomogeneous jumps and leverage type effects on returns and realised variances**

*by*Almut E. D. Veraart

**Maximum likelihood estimation of fractionally cointegrated systems**

*by*Katarzyna Lasak

**Optimal inference in dynamic models with conditional moment restrictions**

*by*Bent Jesper Christensen & Michael Sørensen

**Mean Reversion in US and International Short Rates**

*by*Charlotte Christiansen

**Semiparametric Inference in a GARCH-in-Mean Model**

*by*Bent Jesper Christensen & Christian M. Dahl & Emma M. Iglesias

**The limiting behavior of the estimated parameters in a misspecified random field regression model**

*by*Christian M. Dahl & Yu Qin

**The cyclical component factor model**

*by*Christian M. Dahl & Henrik Hansen & John Smidt

**The limiting properties of the QMLE in a general class of asymmetric volatility models**

*by*Christian M. Dahl & Emma M. Iglesias

**New tests for jumps: a threshold-based approach**

*by*Mark Podolskij & Daniel Ziggel

**Non-linear DSGE Models, The Central Difference Kalman Filter, and The Mean Shifted Particle Filter**

*by*Martin Møller Andreasen

**Parameter estimation in nonlinear AR-GARCH models**

*by*Mika Meitz & Pentti Saikkonen

**Bipower-type estimation in a noisy diffusion setting**

*by*Mark Podolskij & Mathias Vetter

**Inference for the jump part of quadratic variation of Itô semimartingales**

*by*Almut Veraart

**How Good is a Map? Putting Small Area Estimation to the Test**

*by*Gabriel DEMOMBYNES & Chris ELBERS & Jean O. LANJOUW & Peter LANJOUW

**A New Method Of Robust Linear Regression Analysis: Some Monte Carlo Experiments**

*by*Sudhanshu Kumar MISHRA

**The Determinants of Health Care Utilization in Portugal: An Approach with Count Data Models**

*by*João Cotter Salvado

**Economies of Scale and Efficiency Measurement in Switzerland's Nursing Homes**

*by*Mehdi Farsi & Massimo Filippini & Diego Lunati

**Hierarchical Bayesian Estimation of the Number of Visits to the Generalist in 2002/2003 French Health Survey**

*by*Stefan, Marius

**Trends in Structural Changes and Convergence in EU**

*by*Albu, Lucian Liviu

**Measuring the Correlation of Shocks Between the UK and the Core of Europe**

*by*Hall, S.G. & Yhap, B.

**Graphical Models of Structural Relations between Variables and their Application to Russian Regions (Part One)**

*by*Weinberg Allen, Anna

**An Assessment of the Impact of Workers’ Education on their Earnings in Russian Regions**

*by*Koritskiy, Alexey

**Graphical Methods of Structural Relations between Variables and their Application to Russian Regions (Part Two)**

*by*Weinberg Allen, Anna

**Bayesian Methods in Econometrics**

*by*Aivazian, Sergei

**On Estimation of Volatility of Financial Time Series for Pricing Derivatives**

*by*Michal Černý

**Range-based models in estimating value-at-risk (VaR)**

*by*Nikkin L. Beronilla & Dennis S. Mapa

**Procesos Poisson-Gaussianos para el Análisis de Rendimientos en el Mercado Accionarial en México**

*by*NÚÑEZ MORA, J. Antonio & SEGUNDO VALDÉS, Alejandro & DE LA CRUZ GALLEGOS, J. Luis

**Forecasting Wheat Production in Pakistan**

*by*Falak Sher & Eatzaz Ahmad

**Long-Run and Short-Run Dynamics of the Exchange Rate in Pakistan: Evidence FromUnrestricted Purchasing Power Parity Theory**

*by*Muhammad Arshad Khan & Abdul Qayyum

**The Determinants of Capital Structure of the Chemical Industry in Pakistan**

*by*Muhammad Rafiq & Asif Iqbal & Muhammad Atiq

**Human Capital and Economic Growth: Pakistan, 1960-2003**

*by*Qaisar Abbas & James Foreman-Peck

**Determining Factors of the Use of Public Instruments for Risk Management in the Chilean Wine Industry: A binomial Logit Model**

*by*Germán Lobos & Jean-Laurent Viviani

**The Relation between Exchange Rate Volatility and Firm Valuation: Polynomial Distributed Lag Model**

*by*Luke Lin & Chau-Jung Kuo

**Duzgunlestirilmis Fonksiyonel Ana Bilesenler Analizi Ile Imkb Verilerinin Incelenmesi**

*by*Kadir Ertas & Istem Koymen Keser

**Determinants of Debt: An Econometric Analysis Based on the Cyprus Survey of Consumer Finances**

*by*Michalis Petrides & Alex Karagrigoriou

**Inflation Forecasts and the New Keynesian Phillips Curve**

*by*Sophocles N. Brissimis & Nicholas S. Magginas

**An Empirical Evaluation of Structural Credit-Risk Models**

*by*Nikola A. Tarashev

**Statistical Methods for Market Researches: the Flexible Segmentation**

*by*Paola Maddalena Chiodini

**Varianza condicional de medias móviles no-lineales**

*by*Daniel Ventosa-Santaulària & Alfonso Mendoza Velázquez & Manuel Gómez-Zaldívar

**Sobre la convergencia del modelo GARCH(1,1)-M al movimiento geométrico browniano con reversión a la media**

*by*Francisco Venegas-Martínez & Francisco J. Sánchez-Torres

**The role of “leads” in the dynamic OLS estimation of cointegrating regression models**

*by*Hayakawa, Kazuhiko & Kurozumi, Eiji

**The Implicit Weighting of GMM Estimators**

*by*Jan Víšek

**Extremum Estimation when the Predictors are Estimated from Large Panels**

*by*Jushan Bai & Serena Ng

**Factores determinantes de la utilización de instrumentos públicos para la gestión del riesgo en la industria vitivinícola chilena: un modelo logit bin**

*by*Lobos, Germán & Viviani, Jean-Laurent

**Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia**

*by*Sergio Botero Botero & Jovan Alfonso Cano Cano

**Minimum distance estimation of the spatial panel autoregressive model**

*by*Théophile Azomahou

**Consistency Properties of a Simulation-Based Estimator for Dynamic Processes**

*by*Manuel Santos

**Statistique appliquée à la Gestion (8e éd.)**

*by*Giard, Vincent

**Information Asymmetry in the French Market around Crises**

*by*Bellalah, Mondher & Aboura, Sofiane

**The Choice of Estimation Method and Its Effect on Efficiency Measurement in Public Education: Stochastic Frontier Regression vs. Data Envelopment Analysis**

*by*Susanne Rassouli-Currier

**Shariah,Economics And The Progress Of Islamic Finance: The Role Of Shariah Experts**

*by*M.N. Siddiqi

**An Ardl Model Of Tourism Demand For Malaysia**

*by*Norlida Hanim Salleh

**La infraestructura y el crecimiento económico en México**

*by*Noriega, Antonio & Fontenla, Matías

**Los acervos de capital de México. Una estimación, 1980.I-2004.IV**

*by*Loría, Eduardo & de Jesús, Leobardo

**The Returns to Pencil Use Revisited**

*by*Spitz-Oener, Alexandra

**New insights on unemployment duration and post unemployment earnings in Germany: censored Box-Cox quantile regression at work**

*by*Fitzenberger, Bernd & Wilke, Ralf A.

**Cost and Technical Efficiency of German Hospitals – A Stochastic Frontier Analysis**

*by*Frohloff, Annika

**Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models**

*by*Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.

**Is entrepreneurial success predictable? An ex-ante analysis of the character-based approach**

*by*Caliendo, Marco & Kritikos, Alexander S.

**Semiparametric Approaches to the Prediction of Conditional Correlation Matrices in Finance**

*by*Herwartz, Helmut & Golosnoy, Vasyl

**Modelling dynamic portfolio risk using risk drivers of elliptical processes**

*by*Schmidt, Rafael & Schmieder, Christian

**A note on the coefficient of determination in regression models with infinite-variance variables**

*by*Loretan, Michael Stanislaus & Kurz-Kim, Jeong-Ryeol

**Cross-section data, disequilibrium situations and estimated coefficients: evidence from car ownership demand**

*by*Anna Matas & Josep-Lluis Raymond

**Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments**

*by*Danny Campbell & W. George Hutchinson & Riccardo Scarpa

**Incorporating Discontinuous Preferences into the Analysis of Discrete Choice Experiments**

*by*Danny Campbell & W. George Hutchinson & Riccardo Scarpa

**A Saddlepoint Approximation to the Distribution of the Half-Life Estimator in an Autoregressive Model: New Insights Into the PPP Puzzle**

*by*Qian Chen & David E. Giles

**On Weighted Estimation in Linear Regression in th Presence of Parameter Uncertainty**

*by*Judith A. Clarke

**Forecasting Implied Volatility Surfaces**

*by*Francesco Audrino & Dominik Colagelo

**A Note on the Relation of Weighting and Matching Estimators**

*by*Michael Lechner

**Regression discontinuity design with covariates**

*by*Markus Frölich

**A general multivariate threshold GARCH model with dynamic conditional correlations**

*by*Francesco Audrino & Fabio Trojani

**Splines for Financial Volatility**

*by*Francesco Audrino & Peter Bühlmann

**Realized Correlation Tick-by-Tick**

*by*Fulvio Corsi & Francesco Audrino

**On the impact of fundamentals, liquidity and coordination on market stability**

*by*Francisco Peñaranda & Jón Daníelsson

**Are Firms That Received R&D Subsidies More Innovative?**

*by*Mohnen, Pierre & Bérubé, Charles

**Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error**

*by*J. Isaac Miller

**General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models (Replaces DP 2007-1)**

*by*Cizek, P.

**Efficient Robust Estimation of Regression Models (Revision of DP 2006-08)**

*by*Cizek, P.

**Efficient Robust Estimation of Time-Series Regression Models**

*by*Cizek, P.

**How to Determine the Order-up-to Level When Demand is Gamma Distributed with Unknown Parameters**

*by*Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M.

**Adaptive Pointwise Estimation in Time-Inhomogeneous Time-Series Models**

*by*Cizek, P. & Haerdle, W. & Spokoiny, V.

**A Method of Moments Estimator of Tail Dependence**

*by*Einmahl, J.H.J. & Krajina, A. & Segers, J.J.J.

**Asymptotics for the Hirsch Index**

*by*Beirlant, J. & Einmahl, J.H.J.

**Robust and Efficient Adaptive Estimation of Binary-Choice Regression Models**

*by*Cizek, P.

**Mean and Bold?**

*by*Kristof De Witte & Elbert Dijkgraaf

**Estimating DSGE Models under Partial Information**

*by*Paul Levine & Joseph Pearlman & George Perendia

**Forecasting key macroeconomic variables from a large number of predictors: A state space approach**

*by*Arvid Raknerud & Terje Skjerpen & Anders Rygh Swensen

**A Method for Improved Capital Measurement by Combining Accounts and Firm Investment Data. A revised version**

*by*Arvid Raknerud & Dag Rønningen & Terje Skjerpen

**Does the interaction between shocks and institutions solve the OECD unemployment puzzle ? A theoretical and empirical appraisal**

*by*Aurélien Gaimon & Vincent Lapegue & Paola Veroni & Noé N'Semi & Frédéric Reynès & Maël Theulière

**An Orthogonal Polynomial Approach to Estimate the Term Structure of Interest Rates**

*by*Hans-Jürg Büttler

**Automated Likelihood Based Inference for Stochastic Volatility Models**

*by*Hans J. Skaug & Jun Yu

**Automated Likelihood Based Inference for Stochastic Volatility Models**

*by*Jun Yu

**Instrumental Variable Quantile Estimation of Spatial Autoregressive Models**

*by*Zhenlin Yang & Liangjun Su

**GLS Bias Correction for Low Order ARMA models**

*by*Patrick Richard

**Estimating DSGE Models under Partial Information**

*by*Paul Levine & Joseph Pearlman & George Perendia

**Cost and Technical Efficiency of German Hospitals – A Stochastic Frontier Analysis**

*by*Annika Frohloff

**Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks**

*by*Gabriele Fiorentini & Giorgio Calzolari & Enrique Sentana

**On the efficiency and consistency of likelihood estimation in multivariate conditionally heteroskedastic dynamic regression models**

*by*Gabriele Fiorentini & Enrique Sentana

**Forecasting Large Datasets with Reduced Rank Multivariate Models**

*by*Andrea Carriero & George Kapetanios & Massimiliano Marcellino

**Boosting Estimation of RBF Neural Networks for Dependent Data**

*by*George Kapetanios & Andrew P. Blake

**Semiparametric Sieve-Type GLS Inference in Regressions with Long-Range Dependence**

*by*George Kapetanios & Zacharias Psaradakis

**Nonparametric Identification and Estimation of Multivariate Mixtures**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test**

*by*Yu Ren & Katsumi Shimotsu

**Impact du commerce extérieur sur la productivité au sein des secteurs en Tunisie : cas de l’industrie manufacturière**

*by*Derbel, Hatem & Abdelkafi, Rami & Chkir, Ali

**On the distribution of the adaptive LASSO estimator**

*by*Pötscher, Benedikt M. & Schneider, Ulrike

**The Application of the Econometric Models with Qualitative Variables in the Analysis of the Non Academic Behaviors at the Level of the Romanian Higher Education System**

*by*Andrei, Tudorel & Teodorescu, Daniel & Iacob, Andreea Iluzia E. S. & Stancu, Stelian

**Tendencies in the Romania's Regional Economic Development during the Period 1991-2004**

*by*Andrei, Tudorel & Iacob, Andreea Iluzia & Vlad, Liviu Bogdan

**In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback**

*by*Razzak, W A

**Is The Sample Coefficient Of Variation A Good Estimator For The Population Coefficient Of Variation?**

*by*Mahmoudvand, Rahim & Hassani, Hossein & Wilson, Rob

**Spurious Instrumental Variables**

*by*Ventosa-Santaulària, Daniel

**Spurious Regression and Trending Variables**

*by*Noriega, Antonio E. & Ventosa-Santaulària, Daniel

**Regional consumption inequalities in Jordan: Empirical study**

*by*Shahateet, Mohammed & Al-Tayyeb, Saud

**Inference for stochastic volatility model using time change transformations**

*by*Kalogeropoulos, Konstantinos & Roberts, Gareth O. & Dellaportas, Petros

**Likelihood-based inference for correlated diffusions**

*by*Kalogeropoulos, Konstantinos & Dellaportas, Petros & Roberts, Gareth O.

**On the distribution of penalized maximum likelihood estimators: The LASSO, SCAD, and thresholding**

*by*Pötscher, Benedikt M. & Leeb, Hannes

**GMM Estimation of the Number of Latent Factors**

*by*Perez, Marcos & Ahn, Seung Chan

**Least squares estimation of joint production functions by the Differential Evolution method of global optimization**

*by*Mishra, SK

**A note on least squares fitting of signal waveforms**

*by*Mishra, SK

**Performance of Differential Evolution Method in Least Squares Fitting of Some Typical Nonlinear Curves**

*by*Mishra, SK

**The pronouncements of paranoid politicians**

*by*Guido, Cataife

**A model to estimate informal economy at regional level: Theoretical and empirical investigation**

*by*Albu, Lucian-Liviu

**Reconsidering the logit: the risk of individual names**

*by*Zoltan, Varsanyi

**Estimation of the Equilibrium Interest Rate: Case of CFA zone**

*by*Dramani, Latif & Laye, Oumy

**Deterministic and stochastic trends in the time series models: A guide for the applied economist**

*by*Rao, B. Bhaskara

**An Evaluation of the Exchange Rate Forecasting Performance of the New Keynesian Model**

*by*Vitek, Francis

**Modèls Garch à la mémoire longue: application aux taux de change tunisiens**

*by*Lahiani, Amine & Yousfi, Ouidad

**Testing for a common latent variable in a linear regression**

*by*Wittenberg, Martin

**SEIA: Una mirada alternativa de la inversión**

*by*Idrovo Aguirre, Byron

**The competitive advantage in The Middle East. An empirical approach**

*by*Scorbureanu, Alexandrina Ioana

**Параллельное Программирование В Matlab М Его Приложения**

*by*Olenev, H.H. & Pechenkin, R.V. & Chernecov, A.M.

**Algorithm of arithmetical operations with fuzzy numerical data**

*by*Bocharnikov, Victor & Sveshnikov, Sergey

**Contextual algorithm for decision of fuzzy estimation problems with network-like structure of criteria on the basis of fuzzy measures Sugeno**

*by*Sveshnikov, Sergey & Bocharnikov, Victor

**¿Son las escuelas particulares subvencionadas mejores que las municipales? Estimación de la ecuación de logro escolar para Chile**

*by*Idrovo Aguirre, Byron

**Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan**

*by*Faheem Jehangir Khan & Yaser Javed

**Crowding Out or Complementarity in the Telecommunications Market?**

*by*Ricardo Ribeiro & João Vareda

**A New Approach to Drawing States in State Space Models**

*by*William J. McCausland & Shirley Miller & Denis Pelletier

**The Welfare Cost of Asymmetric Information: Evidence from the U.K. Annuity Market**

*by*Liran Einav & Amy Finkelstein & Paul Schrimpf

**Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments**

*by*Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev

**Cointegration and Consumption Risks in Asset Returns**

*by*Ravi Bansal & Robert Dittmar & Dana Kiku

**Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents**

*by*Xavier Gabaix & Rustam Ibragimov

**Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments**

*by*Kenneth D. West & Ka-fu Wong & Stanislav Anatolyev

**Risk and Predictability of Singapore’s Direct Residential Real Estate Market**

*by*Qin Xiao & Weihong Huang

**Properties and Estimation of Asymmetric Exponential Power Distribution**

*by*ZHU, Dongming & ZINDE-WALSH, Victoria

**Estimating the Error Distribution in the Multivariate Heteroscedastic Time Series Models**

*by*Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle

**An Assessment of Alternative State Space Models for Count Time Series**

*by*Ralph D. Snyder & Gael M. Martin & Phillip Gould & Paul D. Feigin

**Hierarchical forecasts for Australian domestic tourism**

*by*George Athanasopoulos & Roman A. Ahmed & Rob J. Hyndman

**Semiparametric estimation of the dependence parameter of the error terms in multivariate regression**

*by*Gunky Kim & Mervyn J. Silvapulle & Paramsothy Silvapulle

**Which is the best model for the US inflation rate : a structural changes model or a long memory**

*by*Lanouar Charfeddine & Dominique Guégan

**The Maximum Lq-Likelihood Method: an Application to Extreme Quantile Estimation in Finance**

*by*Davide Ferrari & Sandra Paterlini

**Money and Monetary Policy in DSGE Models**

*by*Arnab Bhattacharjee & Christoph Thoenissen

**Explaining the gaps in labour productivity in some developed countries**

*by*Weshah Razzak

**Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets**

*by*Mathias Drehmann & Steffen Sorensen & Marco Stringa

**Ordinary Least Squares Bias and Bias Corrections for iid Samples**

*by*Lonnie Magee

**Ordinary Least Squares Bias and Bias Corrections for iid Samples**

*by*Lonnie Magee

**Properties And Estimation Of Asymmetric Exponential Power Distribution**

*by*Victoria Zinde-Walsh & Dongming Zhu

**Copula-Based Tests for Cross-Sectional Independence in Panel Models**

*by*Hong-Ming Huang & Chihwa Kao & Giovanni Urga

**Testing for Instability in Factor Structure of Yield Curves**

*by*Dennis Philip & Chihwa Kao & Giovanni Urga

**Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend**

*by*Chihwa Kao & Lorenzo Trapani & Giovanni Urga

**Panel Cointegration with Global Stochastic Trends**

*by*Jushan Bai & Chihwa Kao & Serena Ng

**Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions**

*by*Alain Guay & Florian Pelgrin

**Nonparametric Density Estimation for Multivariate Bounded Data**

*by*Taoufik Bouezmarni & Jeroen V.K. Rombouts

**Semiparametric Multivariate Density Estimation for Positive Data Using Copulas**

*by*Taoufik Bouezmarni & Jeroen V.K. Rombouts

**Total factor productivity estimation: A practical review**

*by*Ilke Van Beveren

**Bounding ATE with ITT**

*by*Ito, Seiro

**The NAFTA Tide: Lifting the Larger and Better Boats**

*by*Calderón-Madrid, Angel & Voicu, Alexandru

**The NAFTA Tide: Lifting the Larger and Better Boats**

*by*Angel Calderon-Madrid & Alexandru Voicu

**Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data**

*by*Jose Galdo & Jeffrey Smith & Dan Black

**Bandwidth Selection and the Estimation of Treatment Effects with Unbalanced Data**

*by*Galdo, Jose C. & Smith, Jeffrey A. & Black, Dan A.

**Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators**

*by*Wiji Arulampalam & Mark B. Stewart

**Simplified Implementation of the Heckman Estimator of the Dynamic Probit Model and a Comparison with Alternative Estimators**

*by*Arulampalam, Wiji & Stewart, Mark

**Regression Discontinuity Design with Covariates**

*by*Markus Frölich

**Regression Discontinuity Design with Covariates**

*by*Frölich, Markus

**The Returns to Pencil Use Revisited**

*by*Spitz-Oener, Alexandra

**The Returns to Pencil Use Revisited**

*by*Alexandra Spitz-Oener

**A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function**

*by*Christev, Atanas & Featherstone, Allen

**A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function**

*by*Atanas Christev & Allen Featherstone

**Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach**

*by*Marco Caliendo & Alexander S. Kritikos

**Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach**

*by*Caliendo, Marco & Kritikos, Alexander S.

**New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work**

*by*Fitzenberger, Bernd & Wilke, Ralf

**New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work**

*by*Bernd Fitzenberger & Ralf A. Wilke

**The Part-Time Wage Penalty in European Countries: How Large Is It for Men?**

*by*Síle O’Dorchai & Robert Plasman & François Rycx

**The Part-Time Wage Penalty in European Countries: How Large Is It for Men?**

*by*O'Dorchai, Síle & Plasman, Robert & Rycx, Francois

**The “deeper” and the “wider” EU strategies of trade integration.An empirical evaluation of EU Common Commercial Policy effects**

*by*Roberta De Santis & Claudio Vicarelli

**Unconditional quantile treatment effects under endogeneity**

*by*Markus Frölich & Blaise Melly

**Estimating average marginal effects in nonseparable structural systems**

*by*Susanne Schennach & Halbert White & Karim Chalak

**Maximal uniform convergence rates in parametric estimation problems**

*by*Walter Beckert & Daniel McFadden

**Regression discontinuity design with covariates**

*by*Markus Frölich

**Instrumental variable estimation with heteroskedasticity and many instruments**

*by*Jerry Hausman & Whitney Newey & Tiemen Woutersen & John Chao & Norman Swanson

**The weak instrument problem of the system GMM estimator in dynamic panel data models**

*by*Maurice Bun & Frank Windmeijer

**To Bind or Not to Bind Collectively? Decomposition of Bargained Wage Differences Using Counterfactual Distributions**

*by*Wolf Dieter Heinbach & Markus Spindler

**A fistful of Euros: Does One-Euro-Job participation lead means-tested benefit recipients into regular jobs and out of unemployment benefit II receipt?**

*by*Hohmeyer, Katrin & Wolff, Joachim

**Does short-term training activate means-tested unemployment benefit recipients in Germany?**

*by*Wolff, Joachim & Jozwiak, Eva

**A new approach for disclosure control in the IAB Establishment Panel : multiple imputation for a better data access**

*by*Drechsler, Jörg & Dundler, Agnes & Bender, Stefan & Rässler, Susanne & Zwick, Thomas

**Enhanced routines for instrumental variables/GMM estimation and testing**

*by*Christopher F Baum & Mark E. Schaffer & Steven Stillman

**Kombinierte Liquiditäts- und Solvenzkennzahlen und ein darauf basierendes Insolvenzprognosemodell für deutsche GmbHs**

*by*Volodymyr Perederiy

**Estimation with the Nested Logit Model: Specifications and Software Particularities**

*by*Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt

**To Bind or Not to Bind Collectively? Decomposition of Bargained Wage Differences Using Counterfactual Distributions**

*by*Wolf Dieter Heinbach & Markus Spindler

**Assessing Bond Market Integration in Asia**

*by*Ip-wing Yu & Laurence Fung & Chi-sang Tam

**Assessing Financial Market Integration In Asia - Equity Markets**

*by*Ip-wing Yu & Laurence Fung & Chi-sang Tam

**Computationally feasible estimation of the covariance structure in Generalized linear mixed models(GLMM)**

*by*Carling, Kenneth & Alam, Moudud

**A Convolution Estimator for the Density of Nonlinear Regression Observations**

*by*Støve, Bård & Tjøstheim, Dag

**Some new bivariate IG and NIG-distributions for modelling covariate nancial returns**

*by*Lillestøl, Jostein

**Os efeitos do câmbio e juros na balança comercial paranaense**

*by*Luciano Nakabashi & Marcio José Vargas da Cruz

**Efeitos do câmbio e juros sobre as exportações da indústria brasileira**

*by*Luciano Nakabashi & Marcio José Vargas da Cruz & Fábio Dória Scatolin

**Working Paper 10-07 - Foreign trade in Modtrim**

*by*Bart De Ketelbutter & Ludovic Dobbelaere & Filip Vanhorebeek

**How to Attain Minimax Risk with Applications to Distribution-Free Nonparametric Estimation and Testing**

*by*Karl H. Schlag

**Efficient estimation of the semiparametric spatial autoregressive model**

*by*Peter M. Robinson

**Income distribution and inequality**

*by*Frank Cowell

**Distributional orderings: an approach with seven flavours**

*by*Yoram Amiel & Frank Cowell & Wulf Gaertner

**Development and Validation of Credit-Scoring Models**

*by*Glennon, Dennis & Kiefer, Nicholas M. & Larson, C. Erik & Choi, Hwan-sik

**Instrumental Variable Quantile Estimation of Spatial Autoregressive Models**

*by*Liangjun Su & Zhenlin Yang

**Delivering Access to Safe Drinking Water and Adequate Sanitation in Pakistan**

*by*Faheem Jehangir Khan & Yaser Javed

**Is Entrepreneurial Success Predictable?: An Ex-ante Analysis of the Character-Based Approach**

*by*Marco Caliendo & Alexander S. Kritikos

**Lohnungleichheit innerhalb und zwischen Bevölkerungsgruppen in Deutschland und den USA**

*by*Heiko Peters

**Explaining the Cross-Section of Stock Returns in France : Characteristics or Risk Factors?**

*by*Lajili, Souad

**Tilted Nonparametric Estimation of Volatility Functions**

*by*Peter C.B. Phillips & Ke-Li Xu

**Efficient importance sampling for ML estimation of SCD models**

*by*Luc, BAUWENS & Fausto Galli

**Bayesian VARs with Large Panels**

*by*Banbura, Marta & Giannone, Domenico & Reichlin, Lucrezia

**Understanding Index Option Returns**

*by*Broadie, Mark & Chernov, Mikhail & Johannes, Michael

**Efficient importance sampling for ML estimation of SCD models**

*by*BAUWENS, Luc & GALLI, Fausto

**Indirect estimation of elliptical stable distributions**

*by*LOMBARDI, Marco & VEREDAS, David

**Cointegration Vector Estimation By Dols For A Three-Dimensional Panel**

*by*Luis Fernando Melo & John Jairo León & Dagoberto Saboya

**On The Efficiency And Consistency Of Likelihood Estimation In Multivariate Conditionally Heteroskedastic Dynamic Regression Models**

*by*Enrique Sentana & Gabriele Fiorentini

**Immigration, Information, and Trade Margins**

*by*Shan (Victor) Jiang

**A Specification Test For Nonparametric Instrumental Variable Regression**

*by*Patrick Gagliardini & Olivier Scaillet

**Efficient Estimation of the SemiparametricSpatial Autoregressive Model**

*by*Peter M Robinson

**Income Distribution and Inequality**

*by*Frank A Cowell

**Distributional Orderings: An Approach with Seven Flavours**

*by*Yoram Amiel & Frank A Cowell & Wulf Gaertner

**Human Capital and Economic Growth: Pakistan, 1960-2003**

*by*Abbas, Qaisar & Foreman-Peck, James

**Dynamic Stochastic General Equilibrium (DSGE) Priors for Bayesian Vector Autoregressive (BVAR) Models: DSGE Model Comparison**

*by*Theodoridis, Konstantinos

**Identification and Estimation in an Incoherent Model of Contagion**

*by*Massacci, D.

**The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models**

*by*Maurice J.G. Bun & Frank Windmeijer

**Micro versus Macro Cointegration in Heterogeneous Panels**

*by*Lorenzo Trapani & Giovanni Urga

**Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends**

*by*Chihwa Kao & Lorenzo Trapani & Giovanni Urga

**An Extended Class of Instrumental Variables for the Estimation of Causal Effects**

*by*Karim Chalak & Halbert White

**Local Indirect Least Squares and Average Marginal Effects in Nonseparable Structural Systems**

*by*Susanne Schennach & Halbert White & Karim Chalak

**Returns to Lying? Identifying the Effects of Misreporting When the Truth is Unobserved**

*by*Yingyao Hu & Arthur Lewbel

**Enhanced routines for instrumental variables/GMM estimation and testing**

*by*Christopher F Baum & Mark E. Schaffer & Steven Stillman

**Les méthodes micro-économétriques d’évaluation**

*by*Fougère, D.

**Multipower Variation Under Market Microstructure Effects**

*by*Carla Ysusi

**Money Demand in an Open Economy: The Case of Argentina 1993-2006**

*by*Marisol Rodríguez Chatruc

**Do the World Trade Organization and the Generalized System of Preferences foster bilateral trade?**

*by*Bernhard Herz & Marco Wagner

**On the Solution of Stochastic Input Output-Models**

*by*Hartmut Kogelschatz

**Spatial Persistence of Demographic Shocks and Economic Growth**

*by*Théophile Azomahou & Claude Diebolt & Tapas Mishra

**Microstructure Noise in the Continuous Case: The Pre-Averaging Approach - JLMPV-9**

*by*Jean Jacod & Yingying Li & Per A. Mykland & Mark Podolskij & Mathias Vetter

**Power variation for Gaussian processes with stationary increments**

*by*Ole E. Barndorff-Nielsen & José Manuel Corcuera & Mark Podolskij

**Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps**

*by*Mark Podolskij & Mathias Vetter

**Structural estimation of jump-diffusion processes in macroeconomics**

*by*Olaf Posch

**Jumps and Betas: A New Framework for Disentangling and Estimating Systematic Risks**

*by*Viktor Todorov & Tim Bollerslev

**Some Flexible Parametric Models for Partially Adaptive Estimators of Econometric Models**

*by*Theodossiou, Panayiotis & McDonald, James B. & Hansen, Christian B.

**Self-Employment in Chile, long run trends and education and age structures changes**

*by*Esteban Puentes & Dante Contreras & Claudia Sanhueza

**An Asymptotic Estimation of the Coefficients of the Stochastic Volatility Model**

*by*Lisok, Helen & Kritskiy, Oleg

**Econometric Estimation of Credit Rating Transition Matrices**

*by*Chizhova, Anna

**Assessment of Multivariate Financial Risks of a Stock Share Portfolio**

*by*Kritski, Oleg & Ulyanova, Marina

**Calculation of Stationary Random Sequences Extreme Values Characteristics and their Application to Determination of the Volatility of Russian and Foreign Financial Indices and Estimation of the Investment Risk**

*by*Stikhova , Olga

**The Generalized Method of Moments**

*by*Slutskin, Lev

**Testing for Heteroskedasticity on the Bucharest Stock Exchange**

*by*Radu Lupu & Iulia Lupu

**Thinking about instrumental variables (in Russian)**

*by*Christopher A. Sims

**Foreign Aid-Blessing or Curse: Evidence from Pakistan**

*by*Muhammad Arshad Khan & Ayaz Ahmed

**Turkiye'de Calisan Kadinlarin Cocuk Bakim Tercihleri**

*by*Hulya KAKICI & Asst. Prof. Hamdi EMEC & Prof.Dr.Senay UCDOGRUK

**Efficiency of Indian Manufacturing Firms: Textile Industry as a Case Study**

*by*Anup Kumar Bhandari & Pradip Maiti

**Comparación de Ponderaciones en Regresiones Probit Simultáneas en un Modelo para la Estimación de la Participación Laboral**

*by*Verónica Herrero & Mónica Bocco

**Satisfacción laboral y tipo de contrato en España**

*by*Carlos Gamero Burón

**Seasonally and Fractionally Differenced Time Series**

*by*Katayama, Naoya

**La ley de Okun: una relectura para México, 1970-2004**

*by*Eduardo Loría & Manuel G. Ramos.

**A Perspective on Unit Root and Cointegration in Applied Macroeconomics**

*by*W A Razzak

**Explaining The Gaps In Labour Productivity In Some Developed Countries: New Zealand, Australia, The United States And Canada, 1988-2004**

*by*RAZZAK, W.A.

**Inflation and Economic Growth in Kuwait: 1985-2005. Evidence from Co-Integration and Error Correction Model**

*by*Saaed, A.A.J.

**Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange**

*by*Svetlozar T. Rachev & Chufang Wu & Frank J. Fabozzi

**Nairu en zone heureuse**

*by*Jean-Daniel Guigou

**Clusters – Characteristics and Structure**

*by*Nedko Mintchev

**Custos Unitários de Trabalho e Desemprego: Que Relação em Portugal?**

*by*Agostinho S. Rosa

**Estimation of Industry Distribution of Statistical Discrepancy in National Accounts**

*by*Baoline Chen

**Approximately Exact Inference in Dynamic Panel Models**

*by*Simon Broda & Marc Paolella & Yianna Tchopourian

**Using genetic algorithms to improve the term structure of interest rates fitting**

*by*Ricardo Gimeno & Juan M. Nave

**The Econometrics of the Old and New Phillips Curve**

*by*Romulo A. Chumacero

**Re-examining the Structural and the Persistence Approach**

*by*Tino Berger & Gerdie Everaert

**Structural Estimation and Evaluation of Calvo-Style Inflation Models**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Spurious regression and econometric trends**

*by*Antonio E. Noriega & School of Economics, University of Guanajuato & Daniel Ventosa-SantaulÃ ria & School of Economics, University of Guanajuato

**Control Function Corrections for Unobserved Factors in Differentiated Product Models**

*by*Amil Petrin & Kenneth Train

**Political Instability and the August 1998 Ruble Crisis**

*by*Fic, Tatiana & Saqib, Omar Farooq

**Sermaye yapısı bileşenleri: kantil regresyon modeli**

*by*Ebru ÇAĞLAYAN

**Turkey as a candidate country for full membership in the European Union: A comparison with Maastricht criteria**

*by*Kılıç SÜLEYMAN BİLGİN & Mehmet Fatih CİN & Kenan LOPCU

**Dutch GDP Data Revisions: Are They Predictable and Where Do They Come from?**

*by*Olivier Roodenburg & Ard H.J. den Reijer

**Resampling vs. Shrinkage for Benchmarked Managers**

*by*Michael Wolf

**Long memory with Markov-Switching GARCH**

*by*Krämer, Walter

**An Extension of the Blinder-Oaxaca Decomposition to Non-Linear Models**

*by*Bauer, Thomas K. & Sinning, Mathias

**Portfolio optimization when risk factors are conditionally varying and heavy tailed**

*by*Doganoglu, Toker & Hartz, Christoph & Mittnik, Stefan

**Forecasting using a large number of predictors: is Bayesian regression a valid alternative to principal components?**

*by*De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

**The Effect of Trade Liberalization in South-Eastern European Countries**

*by*Joze P. Damijan & José de Sousa & Olivier Lamotte

**Output fluctuations persistence: Do cyclical shocks matter?**

*by*Silvestro Di Sanzo

**Statistical Treatment Choice: An Application to Active Labour Market Programmes**

*by*Markus Frölich

**A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables**

*by*Markus Frölich

**Minimum distance estimation of stationary and non-stationary ARFIMA processes**

*by*Laura Mayoral

**Revisiting Budget and Trade Deficits in Lebanon: A Critique**

*by*Marashdeh, Hazem & Saleh, Ali Salman

**A Further Look into the Demography-based GDP Forecasting Method**

*by*Tapas K. Mishra

**Returns to schooling in Uruguay**

*by*Graciela Sanromán

**EU Merger Remedies: A Preliminary Empirical Assessment**

*by*Duso, Tomaso & Gugler, Klaus & Yurtoglu, Burcin B.

**Assessing the Effects of using Demand Parameters Estimates in Inventory Control**

*by*Janssen, E. & Strijbosch, L.W.G. & Brekelmans, R.C.M.

**Local Asymptotic Normality and Efficient Estimation for inar (P) Models**

*by*Drost, F.C. & van den Akker, R. & Werker, B.J.M.

**An Asymptotic Analysis of Nearly Unstable inar (1) Models**

*by*Drost, F.C. & van den Akker, R. & Werker, B.J.M.

**Statistics of Extremes under Random Censoring**

*by*Einmahl, J.H.J. & Fils-Villetard, A. & Guillou, A.

**Records in Athletics through Extreme-Value Theory**

*by*Einmahl, J.H.J. & Magnus, J.R.

**Smoothed L-estimation of Regression Function**

*by*Cizek, P. & Tamine, J. & Härdle, W.K.

**Extreme Value Theory Approach to Simultaneous Monitoring and Thresholding of Multiple Risk Indicators**

*by*Einmahl, J.H.J. & Li, J. & Liu, R.Y.

**Rare Events, Temporal Dependence and the Extremal Index**

*by*Segers, J.J.J.

**Extracting Business Cycles using Semi-parametric Time-varying Spectra with Applications to US Macroeconomic Time Series**

*by*Siem Jan Koopman & Soon Yip Wong

**Comparative Advantage, the Rank-size Rule, and Zipf's Law**

*by*Jeroen Hinloopen & Charles van Marrewijk

**Tail Probabilities for Regression Estimators**

*by*Thomas Mikosch & Casper G. de Vries

**Wake me up before you GO-GARCH**

*by*H. Peter Boswijk & Roy van der Weide

**The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations**

*by*Jan F. Kiviet & Jerzy Niemczyk

**Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk**

*by*Andre Monteiro & Georgi V. Smirnov & Andre Lucas

**Annex A5 : A model of the stochastic convergence between euro area business cycles**

*by*Matthieu Lemoine

**A quoi réagit le marchés des obligations privées?**

*by*Marie Briere & Aurélie Cohen

**Semiparametric Estimation of Signaling Games**

*by*Kyoo il Kim

**Set Inference for Semiparametric Discrete Games**

*by*Kyoo il Kim

**Change-Point Estimation of Nonstationary I(d) Processes**

*by*Yu-Chin Hsu & Chung-Ming Kuan

**Inference in GARCH when some coefficients are equal to zero**

*by*Christian Francq & Jean-Michel ZakoÃ¯an

**On Sovereign Credit Migration: A Study of Alternative Estimators and Rating Dynamics**

*by*Elena Kalotychou & Ana-Maria Fuertes

**Fiscal Policy in an estimated open-economy model for the EURO area**

*by*Ratto Marco & Roeger Werner & Veld Jan

**Semiparametric estimation in perturbed long memory series**

*by*Josu Arteche

**Back to square one: identification issues in DSGE models**

*by*Fabio Canova & Luca Sala

**Subsampling realised kernels**

*by*Ole E. Barndorff-Nielsen & Peter R. Hansen & Asger Lunde & Neil Shephard

**Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise**

*by*Ole E Barndorff-Nielsen & Peter Hansen & Asger Lunde & Neil Shephard

**An Extension of the Blinder-Oaxaca Decomposition to Non-Linear Models**

*by*Thomas Bauer & Mathias Sinning

**Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage**

*by*Sen Dong

**The Empirical Content of Models with Multiple Equilibria**

*by*Alberto Bisin & Andrea Moro & Giorgio Topa

**Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices**

*by*Carol Alexander & Andreas Kaeck

**Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions**

*by*Hugo Kruiniger

**Panels with Nonstationary Multifactor Error Structures**

*by*George Kapetanios & M. Hashem Pesaran & Takashi Yamagata

**GMM Estimation and Inference in Dynamic Panel Data Models with Persistent Data**

*by*Hugo Kruiniger

**Simple (but effective) tests of long memory versus structural breaks**

*by*Katsumi Shimotsu

**Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Moments of IV and JIVE Estimators**

*by*Russell Davidson & James G. MacKinnon

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Measuring the Stance of Monetary Policy in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach**

*by*Vitek, Francis

**Measuring the Stance of Monetary Policy in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach**

*by*Vitek, Francis

**Monetary Policy Analysis in a Small Open Economy: A Dynamic Stochastic General Equilibrium Approach**

*by*Vitek, Francis

**Monetary Policy Analysis in a Closed Economy: A Dynamic Stochastic General Equilibrium Approach**

*by*Vitek, Francis

**Параллельные Вычисления В Математическом Моделировании Региональной Экономики // Параллельные Вычислительные Технологии - 2007. Труды Первой Международной Научной Конференции. Челябинск: Изд-Во Южно-Уральского Государственного Университета, 2007. C.140-151**

*by*Olenev, Nicholas

**The Distribution of Model Averaging Estimators and an Impossibility Result Regarding Its Estimation**

*by*Pötscher, Benedikt M.

**Real Exchange Rate And Economic Growth: Turkey**

*by*Ugurlu, Erginbay

**How Serious is Regional Economic Inequality in Jordan? Evidence from Two National Household Surveys**

*by*Shahateet, Mohammed

**Explaining the gaps in labour productivity for some developed countries**

*by*Razzak, Weshah

**Some Experiments on Fitting of Gielis Curves by Simulated Annealing and Particle Swarm Methods of Global Optimization**

*by*Mishra, SK

**The Theoretical Regularity Properties of the Normalized Quadratic Consumer Demand Model**

*by*Barnett, William A. & Usui, Ikuyasu

**Non-Robust Dynamic Inferences from Macroeconometric Models: Bifurcation Stratification of Confidence Regions**

*by*Barnett, William A. & Duzhak, Evgeniya

**A dynamic model to estimate the long-run trends in potential GDP**

*by*Albu, Lucian-Liviu

**Metodologia - O Sector Informal em Moçambique: Resultados do Primeiro Inquérito Nacional (2005)**

*by*Calzaroni, Manlio & Cappiello, Antonio & Della Rocca, Giorgio & Di Zio, Marco & Martelli, Cristina & Pieraccini, Guido & Profili, Francesco & Tembe, Cirilo

**Do Exchange Rate Regimes Matter? Evidence for Developing Countries**

*by*Larrain, Felipe & Parro, Francisco

**The Empirical Saddlepoint Approximation for GMM Estimators**

*by*Sowell, Fallaw

**A Remark on the Asymptotic Distribution of the OLS Estimator for a Purely Autoregressive Spatial Model**

*by*Mynbaev, Kairat & Ullah, Aman

**Stochastic frontier models**

*by*Wang, Hung-Jen

**Efecto de la Competencia de la Educación Privada sobre la Calidad de la Educación Pública**

*by*Herrera Gómez, Marcos

**Synthetic and composite estimators for small area estimation under Lahiri – Midzuno sampling scheme**

*by*Pandey, Krishan & Tikkiwal, G.C.

**Die Arbeitslosenversicherung in Deutschland – Beitrag zur Bekämpfung oder Ursache von Arbeitslosigkeit**

*by*Breiding, Torsten

**Estimation of Technical and Allocative Inefficiencies in a Cost System: An Exact Maximum Likelihood Approach**

*by*Tsionas, Efthymios & Kumbhakar, Subal

**Econometric Assessment of the Trend in Cocoyam Production in Nigeria, 1960/61-2003/2006**

*by*Okoye, B.C & Asumugha, G.N & Okezie, C.A & Tanko, L & Onyenweaku, C.E

**Allocative Efficiency of Small-Holder Cocoyam Farmers in Anambra State, Nigeria**

*by*Okoye, B.C & Onyenweaku, C.E & Asumugha, G.N

**systemfit: A Package to Estimate Simultaneous Equation Systems in R**

*by*Henningsen, Arne & Hamann, Jeff

**Decomposing violence: terrorist murder in the twentieth century in the U.S**

*by*Gomez-Sorzano, Gustavo

**A New Approach Based on Cumulants for Estimating Financial Regression Models with Errors in the Variables: the Fama and French Model Revisited**

*by*Alain Coen & Francois-Éric Racicot

**Towards New Empirical Versions of Financial and Accounting Models Corrected for Measurement Errors**

*by*Francois-Éric Racicot & Raymond Théoret & Alain Coen

**Subsampling realised kernels**

*by*Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard

**Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise**

*by*Ole E. Barndorff-Nielsen & Peter Reinhard Hansen & Asger Lunde & Neil Shephard

**Moving the Goalposts: Addressing Limited Overlap in the Estimation of Average Treatment Effects by Changing the Estimand**

*by*Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik

**Signal Extraction with Kalman Filter: A Study of the Hong Kong Property Price Bubbles**

*by*Qin Xiao & Randolph Gee Kwang Tan

**Modelling and forecasting Australian domestic tourism**

*by*George Athanasopoulos & Rob J. Hyndman

**The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation**

*by*Giovanni Forchini

**Reduced-Dimension Control Regression**

*by*John Galbraith & Victoria Zinde-Walsh

**Asymptotics For Estimation Of Truncated Infinite-Dimensional Quantile Regressions**

*by*Serguei Zernov & Victoria Zindle-Walsh & John Galbraith

**Irrelevant but highly persistent instruments in stationary regressions with endogenous variables containing near-to-unit roots**

*by*Ekaterini Panopoulou & Nicolaos Kourogenis & Nikitas Pittis

**The Asymptotics for Panel Models with Common Shocks**

*by*Chihwa Kao & Lorenzo Trapani & Giovanni Urga

**Estimation of Approximate Factor Models: Is it Important to have a Large Number of Variables?**

*by*Chris Heaton & Victor Solo

**Empirical Evaluation of Investor Rationality in the Asset Allocation Puzzle**

*by*Oussama Chakroun & Georges Dionne & Amélie Dugas-Sampara

**Perception of the Risks Associated with Impaired Driving and Effects on Driving Behavior**

*by*Georges Dionne & Claude Fluet & Denise Desjardins

**A Note on the Correlated Random Coefficient Model**

*by*Christophe Kolodziejczyk

**Retirement and Fixed Costs to Work: An Empirical Analysis**

*by*Christophe Kolodziejczyk

**Methodology of Correcting Nonresponse Bias: Introducing Another Bias? The Case of the Swiss Innovation Survey 2002**

*by*Nora Sydow

**Returns to Schooling in Kazakhstan: OLS and Instrumental Variables Approach**

*by*G. Reza Arabsheibani & Altay Mussurov

**Returns to Schooling in Kazakhstan: OLS and Instrumental Variables Approach**

*by*Arabsheibani, Reza & Mussurov, Altay

**Panels with Nonstationary Multifactor Error Structures**

*by*Kapetanios, George & Pesaran, M. Hashem & Yamagata, Takashi

**Panels with Nonstationary Multifactor Error Structures**

*by*George Kapetanios & M. Hashem Pesaran & Takashi Yamagata

**Does the Quality of Training Programs Matter? Evidence from Bidding Processes Data**

*by*Chong, Alberto & Galdo, Jose C.

**Does the Quality of Training Programs Matter? Evidence from Bidding Processes Data**

*by*Alberto Chong & Jose Galdo

**Statistical Treatment Choice: An Application to Active Labour Market Programmes**

*by*Markus Frölich

**Statistical Treatment Choice: An Application to Active Labour Market Programmes**

*by*Frölich, Markus

**A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables**

*by*Markus Frölich

**A Note on Parametric and Nonparametric Regression in the Presence of Endogenous Control Variables**

*by*Frölich, Markus

**Una Revisión Sobre Los Métodos De Estudio Y Evaluación En Las Políticas Activas De Empleo**

*by*F. Alfonso Arellano Espinar

**Modeling The Euro Overnight Rate**

*by*Ángel León & Francis Benito & Juan Nave

**International Trade Efficiency, the Gravity Equation, and the Stochastic Frontier**

*by*Heejoon Kang & Michele Fratianni

**Supply response of Indian farmers: Pre and post reforms**

*by*G. Mythili

**No Linealidades en la Regla de Política Monetaria del Banco Central de Chile: Una Evidencia Empírica**

*by*Pablo Gonzalez & Mauricio Tejada

**The Carbon Kuznets Curve. A Cloudy Picture Emitted by Bad Econometrics?**

*by*Wagner, Martin

**Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems**

*by*Müller-Fürstenberger, Georg & Wagner, Martin

**GMM for panel count data models**

*by*Frank Windmeijer

**Nonparametric instrumental variables estimation of a quantile regression model**

*by*Joel Horowitz & Sokbae 'Simon' Lee

**Efficient estimation of the semiparametric spatial autoregressive model**

*by*Peter Robinson

**U.S. Universities' Net Returns from Patenting and Licensing: A Quantile Regression Analysis**

*by*Harun Bulut & GianCarlo Moschini

**Korrekturverfahren zur Berechnung der Einkommen über der Beitragsbemessungsgrenze**

*by*Binder, Jan & Schwengler, Barbara

**The Uniqueness of Extremum Estimation**

*by*Volker Krätschmer

**Constrained General Regression in Pseudo-Sobolev Spaces with Application to Option Pricing**

*by*Zdenek Hlavka & Michal Pesta

**Forward and reverse representations for Markov chains**

*by*Grigori Milstein & John Schoenmakers & Vladimir Spokoiny

**Spatial aggregation of local likelihood estimates with applications to classification**

*by*Denis Belomestny & Vladimir Spokoiny

**Time Dependent Relative Risk Aversion**

*by*Enzo Giacomini & Michael Handel & Wolfgang K. Härdle

**Estimation with the Nested Logit Model: Specifications and Software Particularities**

*by*Nadja Silberhorn & Yasemin Boztug & Lutz Hildebrandt

**Bootstrapping Systems Cointegration Tests with a Prior Adjustment for Deterministic Terms**

*by*Carsten Trenkler

**Calibration Risk for Exotic Options**

*by*Kai Detlefsen & Wolfgang Härdle

**Asymptotic Properties of the Efficient Estimators for Cointegrating Regression Models with Serially Dependent Errors**

*by*Eiji Kurozumi & Kazuhiko Hayakawa

**The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models**

*by*Kazuhiko Hayakawa & Eiji Kurozumi

**Time Series Analysis of the Expectations Hypothesis for the Japanese Term Structure of Interest Rates in the Presence of Multiple Structural Breaks**

*by*Sugita, Katsuhiro

**A Monte Carlo Study of Recent Ridge Parameters**

*by*Alkhamisi, Mahdi A. & Shukur, Ghazi

**Time Series Modelling Of High Frequency Stock Transaction Data**

*by*Quoreshi, Shahiduzzaman

**A Vector Integer-Valued Moving Average Modelfor High Frequency Financial Count Data**

*by*Quoreshi, Shahiduzzaman

**LongMemory, Count Data, Time Series Modelling for Financial Application**

*by*Quoreshi, Shahiduzzaman

**On the evaluation of the cost efficiency of nonresponse rate reduction efforts - some general considerations**

*by*Tångdahl, Sara

**Estimating the finite population total under frame imperfections and nonresponse**

*by*Ängsved, Marianne

**An empirically based implementation and evaluation of a network model for commuting flows**

*by*Gitlesen, Jens Petter & Kleppe, Gisle & Thorsen, Inge & Ubøe, Jan

**Finite-Sample Stability of the KPSS Test**

*by*Jönsson, Kristian

**Second Order Approximation for the Average Marginal Effect of Heckman's Two Step Procedure**

*by*Akay, Alpaslan & Tsakas, Elias

**Technical Efficiency in Production and Resource Use in Sugar Cane: A Stochastic Frontier Production Function Analysis**

*by*Gauri Khanna

**Is Entrepreneurial Success Predictable? An Ex-Ante Analysis of the Character-Based Approach**

*by*Marco Caliendo & Alexander S. Kritikos

**Perceived Diversity of Complex Environmental Systems: Multidimensional Measurement and Synthetic Indicators**

*by*Ugo Gasparino & Barbara Del Corpo & Dino Pinelli

**Valuation Biases, Error Measures, and the Conglomerate Discount**

*by*Dittmann, I. & Maug, E.G.

**A comparison of models for measurable deterioration: an application to coating on steel structures**

*by*Nicolai, R.P. & Dekker, R. & van Noortwijk, J.M.

**Identification and nonparametric estimation of a transformed additively separable model**

*by*David Jacho-Chávez & Arthur Lewbel & Oliver Linton

**To be or not to be involved: a questionnaire-experimental view on Harsanyi's utilitarian ethics**

*by*Yoram Amiel & Frank Cowell & W Gaertner

**Inequality: measurement**

*by*Frank Cowell

**Tests of Independence in Separable Econometric Models: Theory and Application**

*by*Donald J. Brown & Rahul Deb & Marten H. Wegkamp

**Brand Value, Preference and Customer Value Effects of Non-conventional Utility Products: An Experimental Analysis in Mexican Market**

*by*Rajagopal

**Specification and Informational Issues in Credit Scoring**

*by*Kiefer, Nicholas M. & Larson, C. Erik

**Default Estimation for Low-Default Portfolios**

*by*Kiefer, Nicholas M.

**Конструиране На Индикатори За Българската Икономика С Обобщени Динамични Факторни Модели**

*by*Iglika Vasileva

**Supply Response of Indian Farmers - Pre and Post Reforms**

*by*G. Mythili

**A Two-Stage Realized Volatility Approach to Estimation of Diffusion Processes with Discrete**

*by*Peter C. B. Phillips & Jun Yu

**Set Inference for Semiparametric Discrete Games**

*by*Kyoo il Kim

**Semiparametric Estimation of Signaling Games**

*by*Kyoo il Kim

**An Upper Bound of the Sum of Risks: two Applications of Comonotonicity**

*by*Carry Mout

**Two-Stage Precision-Effect Estimation and Heckman Meta-Regression for Publication Selection Bias**

*by*T.D. Stanley

**Meta-Regression Methods for Detecting and Estimating Empirical Effects in the Presence of Publication Selection**

*by*T.D. Stanley

**Publication Bias in Minimum-Wage Research? Card and Krueger Redux**

*by*T.D. Stanley & Chris Doucouliagous

**Political Instability and the August 1998 Ruble Crisis**

*by*Tatiana Fic & Omar F. Saqib

**O Brother, Where Art Thou?: The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes**

*by*Helmut Rainer & Thomas Siedler

**The Data Quality Concept of Accuracy in the Context of Public Use Data Sets**

*by*Carsten Kuchler & Martin Spieß

**Understanding the Fine Structure of Electricity Prices**

*by*Geman, Hélyette & Roncoroni, Andréa

**A Complete Asymptotic Series for the Autocovariance Function of a Long Memory Process**

*by*Offer Lieberman & Peter C.B. Phillips

**Limit Theorems for Functionals of Sums That Converge to Fractional Stable Motions**

*by*P. Jeganathan

**Refined Inference on Long Memory in Realized Volatility**

*by*Offer Lieberman & Peter C. B. Phillips

**Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing**

*by*Yixiao Sun & Peter C. B. Phillips & Sainan Jin

**A New Look at the Forward Premium Puzzle**

*by*Nikolay Gospodinov

**Forecasting Using a Large Number of Predictors: Is Bayesian Regression a Valid Alternative to Principal Components?**

*by*De Mol, Christine & Giannone, Domenico & Reichlin, Lucrezia

**Challenges and Opportunities for Resource Rich Economies**

*by*van der Ploeg, Frederick

**Estimation of stable distributions by indirect inference**

*by*GARCIA, RenÃ© & RENAULT, Eric & VEREDAS, David

**A GARCH (1,1) estimator with (almost) no moment conditions on the error term**

*by*PREMINGER, Arie & STORTI, Giuseppe

**Deciding between GARCH and stochastic volatility via strong decision rules**

*by*PREMINGER, Arie & HAFNER, Christian M.

**Desestacionalización de la producción industrial con la metodología X-12 ARIMA**

*by*Álvaro Hernando Chaves Castro

**Issues in Adopting DSGE Models for Use in the Policy Process**

*by*Martin Fukac & Adrian Pagan

**Do Wealth Differences Affect Fairness Considerations?**

*by*Olivier Armantier

**CHICAGO: A Fast and Accurate Method for Portfolio Risk Calculation**

*by*Simon A. BRODA & Marc S. PAOLELLA

**Nonparametric Instrumental Variable Estimators of Structural Quantile Effects**

*by*Victor Chernozhukov & Patrick Gagliardini & Olivier Scaillet

**Robust Subsampling**

*by*Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani

**Local Transformation Kernel Density Estimation of Loss Distributions**

*by*J. Gustafsson & M. Hagmann & J.P. Nielsen & O. Scaillet

**Tikhonov Regularization for Functional Minimum Distance Estimators**

*by*P. Gagliardini & O. Scaillet

**The Quality of Public Information and The Term Structure of Interest Rates**

*by*Frederik Lundtofte

**Inequality: Measurement**

*by*Frank A Cowell

**To Be or not To Be Involved:A Questionnaire-Experimental View on Harsanyi’sUtilitarian Ethics**

*by*Yoram Amiel & Frank A Cowell & Wulf Gaertner

**The Impact of Hurricanes Katrina, Rita and Wilma on Business Establishments: A GIS Approach**

*by*Javier Miranda & Ron Jarmin

**Panels with Nonstationary Multifactor Error Structures**

*by*Kapetanios, G. & Pesaran, M.H. & Yamagata, T.

**A Bias-Adjusted LM Test of Error Cross Section Independence**

*by*Pesaran, M.H. & Ullah, A. & Yamagata. T.

**Sample Covariance Shrinkage for High Dimensional Dependent Data**

*by*Sancetta, A.

**GMM for panel count data models**

*by*Frank Windmeijer

**Asymptotics for panel models with common shocks**

*by*Chihwa Kao & Lorenzo Trapani & Giovanni Urga

**Estimating Continuous Time Transition Matrices From Discretely Observed Data**

*by*Yasunari Inamura

**Technical and Allocative Efficiency in European Banking**

*by*Sophocles N. Brissimis & Matthaios D. Delis & Efthymios G. Tsionas

**Inflation Forecasts and the New Keynesian Phillips Curve**

*by*Sophocles N. Brissimis & Nicholas S. Magginas

**Identification and Nonparametric Estimation of a Transformed Additively Separable Model**

*by*David Jacho-Chavez & Arthur Lewbel & Oliver Linton

**Macro factors in the term structure of credit spreads**

*by*Maurizio Luisi & Jeffery D. Amato

**A Garch (1,1) Estimator With (Almost) No Moment Conditions On The Error Term**

*by*Arie Preminger & Giuseppe Storti

**Deciding Between Garch And Stochastic Volatility Via Strong Decision Rules**

*by*Arie Preminger & Christian M. Hafner

**Estimating Integrated Volatility Using Absolute High-Frequency Returns**

*by*Carla Ysusi

**Spurious Cointegration: The Engle-Granger Test in the Presence of Structural Breaks**

*by*Antonio E. Noriega & Daniel Ventosa-Santaulària

**Spurious Regression and Econometric Trends**

*by*Antonio E. Noriega & Daniel Ventosa-Santaulària

**Vector autoregressions and reduced form representations of DSGE models**

*by*Federico Ravenna

**A comparative Long-memory Analysis between Spanish, Mexican and U.S. interest rates**

*by*Fernando Espinosa Navarro & Klender Cortez & Roman Jordi Adillon Boladeres

**Risk management under incomplete information: Exact upper and lower bounds for the Value at Risk**

*by*DE SCHEPPER, Ann & HEIJNEN, Bart

**Risk management under incomplete information: Exact upper and lower bounds for the probability to reach extreme values**

*by*DE SCHEPPER, Ann & HEIJNEN, Bart

**Predictability of Turkish Foreign Exchange and its Implications to Option Pricing and Arbitrage Opportunities**

*by*Mehmet Horasanli

**Estimation d'un modèle TIMA avec asymétrie contemporaine par inférence indirecte**

*by*Catherine Bruneau & Amine Lahiani

**Efficiency of Procurement Procedures for Medical Devices**

*by*Calogero Guccio & Giacomo Pignataro & Ilde Rizzo

**An Unbiased Estimator for the Parameter of a Homographic Distribution Used in Economy**

*by*Stefanescu, Poliana & Stefanescu, Stefan

**Productivity and returns to infrastructure using maximum entropy estimation**

*by*Rodríguez-Vález, Jorge

**Empirical Analysis of Persistence and Dependence Patterns Among the Capital Markets**

*by*Miloslav Vošvrda

**A semiparametric assessment of export-led growth in the Philippines**

*by*Lorna E. Amrinto & Hector O. Zapata

**Money Demand: Theories And Estimation Methods. A Fractional Cointegration Application**

*by*Anna Conte & Chiara Oldani

**Sectoral Heterogeneity in the Employment Effects of Job Creation Schemes in Germany**

*by*Marco Caliendo & Reinhard Hujer & Stephan L. Thomsen

**Effective Exchange Rate Volatility And Mena Countries Exports To The Eu**

*by*Serge Rey

**Endogenous Sampling and Matching Method in Duration Models**

*by*Takeshi Amemiya & Xinghua Yu

**No linealidades en la regla de política monetaria del Banco Central de Chile: una evidencia empírica**

*by*Pablo Gonzalez & Mauricio Tejada

**Aplicación de procesos con raíz unitaria estocástica a índices bursátiles**

*by*Román Mínguez Salido & Eduardo Morales Martínez

**A re-estimation of China¡¯s agricultural surplus labor ¡ª¡ª the demonstration and modification of three prevalent methods**

*by*WANG Jiangui & DING Shouhai

**Driving Forces of Inflation in New EU Countries (in English)**

*by*Emil STAVREV

**Assets Return and Risk and Exchange Rate Trends: An Ex Post Analysis**

*by*Dr. Ioannis N. Kallianiotis & Dr. Dean Frear

**A Non-Parametric Test of the Conditional CAPM for the Mexican Economy**

*by*Jorge H. del Castillo-Spíndola

**Output Growth and Monetary Policy Interaction in a Common Monetary Area: Forecasting with VEC Models in Namibia, Lesotho, South Africa and Swaziland, 1981-2004**

*by*Khamfula, Y.

**Using Bootstrap to Test Portfolio Efficiency**

*by*Pin-Huang Chou & Guofu Zhou

**¿Es rentable la decisión de estudiar en Colombia?**

*by*Carlos Felipe Prada

**¿Es rentable la decisión de estudiar en Colombia?**

*by*Carlos Felipe Prada

**Cross Equation Effects of Misspecification: A partial estimation approach to DSGE Models**

*by*Kai Christoffel

**Numerical Integration Filters for Maximum Likelihood Estimation of Asymmetric Stochastic Volatility Models**

*by*Hiroyuki Kawakatsu

**Who made Who? An Empirical Analysis of Competitive Balance in European Soccer Leagues**

*by*Leif Brandes & Egon Franck

**Why Are Private Schools Small? School Location, Returns to Scale, and Size**

*by*Margaret Ledyard

**Who made Who? An Empirical Analysis of Competitive Balance in European Soccer Leagues**

*by*Leif Brandes & Egon Franck

**Can An ”Estimation Factor” Help Explain Cross-Sectional Returns?**

*by*Lundtofte, Frederik

**Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy**

*by*Lundtofte, Frederik

**Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects**

*by*Jinyong Hahn & Jerry Hausman & Guido Kuersteiner

**A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria**

*by*VICTOR AGUIRREGABIRIA & PEDRO MIRA

**Stand und Perspektiven der "New Economy" in ausgewählten Mitgliedstaaten der EU aus deutscher Sicht**

*by*Hans-Günther Vieweg & Thomas Fuchs & Reinhard Hild & Andreas Kuhlmann & Stefan Lachenmaier & Michael Reinhard & Uwe C. Täger & Sebastian de Ramon & Jan-Egbert Sturm

**Combining The Forecasts Using A Statistical Approach**

*by*Dospinescu, Andrei Silviu

**Flotar o dolarizar: ¿Qué nos dice la evidencia?**

*by*Larraín B., Felipe

**A Note on Implementing Box-Cox Quantile Regression**

*by*Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan

**Using Quantile Regression for Duration Analysis**

*by*Fitzenberger, Bernd & Wilke, Ralf A.

**Identifying Effect Heterogeneity to Improve the Effiency of Job Creation Schemes in Germany?**

*by*Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L.

**Siblings and Educational Attainment in West Germany**

*by*Blaess, Virginie

**Alternative distributions for observation driven count series models**

*by*Drescher, Daniel

**Dynamic factor models**

*by*Breitung, Jörg & Eickmeier, Sandra

**EU Merger Remedies: A Preliminary Empirical Assessment**

*by*Tomaso Duso & Klaus Gugler & Burcin Yurtoglu

**Exploring the Carbon Kuznets Hypothesis**

*by*Georg Muller-Furstenberger & Martin Wagner & Benito Muller

**The Rate of Interest or the Rate of Return: Estimating Intertemporal Elasticity of Substitution**

*by*Douglas Dacy & Fuad Hasanov

**Housing, Household Portfolio, and Intertemporal Elasticity of Substitution: Evidence from the Consumer Expenditure Survey**

*by*Fuad Hasanov

**A Note on Imposing Local Curvature in Generalized Leontief Models**

*by*Apostolos Serletis & Asghar Shahmoradi

**Solving, Estimating and Selecting Nonlinear Dynamic Economic Models without the Curse of Dimensionality**

*by*Viktor Winschel

**Application Of Garch Models In Forecasting The Volatility Of Agricultural Commodities**

*by*Tony Guida & Olivier Matringe

**Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation**

*by*João Fernandes

**Theory And Misbehavior Of First-Price Auctions: The Importance Of Information Feedback In Experimental Markets**

*by*Tibor Neugebauer & Javier Perote

**Bidding Strategies Of Sequential First Price Auctions Programmed By Experienced Bidders**

*by*Tibor Neugebauer

**A Note on Imposing Local Curvature on Generalized Leontief Models**

*by*Apostolos Serletis & Asghar Shahmoradi

**Measuring Customer Value Gaps: An Empirical Study in Mexican Retail Market**

*by*Rajagopal

**Robustness or Efficiency, A Test to Solve the Dilemma**

*by*Catherine Dehon & Marjorie Gassner & Vincenzo Verardi

**A Trend-Cycle(-Season) Filter: Prgoramme Code for Eviews, Excel, and MatLab**

*by*Matthias Mohr

**A Trend-Cycle(-Season) Filter**

*by*Matthias Mohr

**Another Look at the Identification of Dynamic Discrete Decision Processes**

*by*Victor Aguirregabiria

**Where Did the Trade Liberalization Drive Latin American Economy: A Cross Section Analysis**

*by*Rajagopal

**Business cycle and sector cycles**

*by*Matteo M. Pelagatti

**A Genetic Algorithm for the Structural Estimation of Games with Multiple Equilibria**

*by*Victor Aguirregabiria & Pedro Mira

**Measuring Customer Value and Market Dynamics for New Products of a Firm:An Analytical Construct for Gaining Competitive Advantage**

*by*Rajagopal

**Estimation of mis-specified long memory models**

*by*Willa Chen & Rohit Deo

**Has New Zealand benefited from its investments in research & development?**

*by*Robin Johnson & W A Razzak & Steve Stillman

**Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation**

*by*Silvia Ferrini & Riccardo Scarpa

**Experimental Designs for Environmental Valuation with Choice-Experiments: A Monte-Carlo Investigation**

*by*Silvia Ferrini & Riccardo Scarpa

**The Bias of Inequality Measures in Very Small Samples: Some Analytic Results**

*by*David E. Giles

**Efficient Derivative Pricing by Extended Method of Moments**

*by*Patrick Gagliardini & C. Gourieroux & E. Renault

**A general multivariate threshold GARCH model with dynamic conditional correlations**

*by*Fabio Trojani & Francesco Audrino

**Optimal Conditionally Unbiased Bounded-Influence Inference in Dynamic Location and Scale Models**

*by*Loriano Mancini & Elvezio Ronchetti & Fabio Trojani

**Extracting a Common Stochastic Trend:Theories with Some Applications**

*by*J. Isaac Miller & Yoosoon Chang & Joon Y. Park

**Projection Estimates of Constrained Functional Parameters**

*by*Fils-Villetard, A. & Guillou, A. & Segers, J.

**Assessing Confidence Intervals for the Tail Index by Edgeworth Expansions for the Hill Estimator**

*by*Haeusler, E. & Segers, J.

**Unbiased Tail Estimation by an Extension of the Generalized Pareto Distribution**

*by*Beirlant, J. & Joossens, E. & Segers, J.

**Inverse Probability Weighted Generalised Empirical Likelihood Estimators : Firm Size and R&D Revisited**

*by*Inkmann, J.

**Trimmed Likelihood-based Estimation in Binary Regression Models**

*by*Cizek, P.

**Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models**

*by*Jan F. Kiviet

**Measuring Asymmetric Stochastic Cycle Components in U.S. Macroeconomic Time Series**

*by*Siem Jan Koopman & Kai Ming Lee

**Investigating Nonlinearity: A Note on the Estimation of Hamilton’s Random Field Regression Model**

*by*D. Bond & M.J. Harrision & E.J. O, Brien

**Investigating Nonlinearity: A Note on the Estimation of Hamilton’s Random Field Regression Model**

*by*D. Bond & M.J. Harrision & E.J. O, Brien

**Investigating Nonlinearity: A Note on the Estimation of Hamilton’s Random Field Regression Model**

*by*D. Bond & M.J. Harrision & E.J. O, Brien

**Lumpy Investments, Factor Adjustments and Productivity**

*by*Øivind A. Nilsen & Arvid Raknerud & Marina Rybalka & Terje Skjerpen

**Non-Bayesian Multiple Imputation**

*by*Jan F. Bjørnstad

**Constructing Panel Data Estimators by Aggregation: A General Moment Estimator and a Suggested Synthesis**

*by*Erik Biørn

**Estimation of the Stylized Facts of a Stochastic Cascade Model**

*by*Céline Azizieh & Wolfgang Breymann

**Modified Two Stage Least Squares Estimators for the Estimation of a Structural Vector Autoregressive Integrated Process**

*by*Cheng Hsiao & Siyan Wang

**An estimated open-economy model for the EURO area**

*by*Marco Ratto & Werner Roeger

**Estimating Single Factor Jump Diffusion Interest Rate Models**

*by*Ghulam Sorwar

**Measuring Inflation Persistence: A Structural Time Series Approach**

*by*Maarten Dossche & Gerdie Everaert

**User-Friendly Parallel Computations with Econometric Examples**

*by*Michael Creel

**Worst-case estimation and asymptotic theory for models with unobservables**

*by*Jose M. Vidal-Sanz & Mercedes Esteban-Bravo

**O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes**

*by*Helmut Rainer & Thomas Siedler

**Money and Monetary Policy in Stochastic General Equilibrium Models**

*by*Arnab Bhattacharjee & Christoph Thoenissen

**Vector Autoregressions and Reduced Form Representations of DSGE Models**

*by*Federico Ravenna

**Risk Sharing**

*by*Martin Gervais & Paul Klein

**No-Arbitrage Taylor Rules**

*by*Andrew Ang & Sen Dong

**Nonlinear Modelling of Autoregressive Structural Breaks in a US Diffusion Index Dataset**

*by*George Kapetanios & Elias Tzavalis

**Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns**

*by*George Kapetanios & M. Hashem Pesaran

**Macro Determinants of Total Factor Productivity in Pakistan**

*by*Khan, Safdar Ullah Khan

**Can One Estimate the Unconditional Distribution of Post-Model-Selection Estimators ?**

*by*Leeb, Hannes & Pötscher, Benedikt M.

**Non Linear Moving-Average Conditional Heteroskedasticity**

*by*Ventosa-Santaulària, Daniel & Mendoza V., Alfonso

**Firma Başarısızlığının Dinamiklerinin Belirlenmesinde Makina Öğrenmesi Teknikleri: Ampirik Uygulamalar ve Karşılaştırmalı Analiz**

*by*Cakir, Murat

**Estimates of Armington parameters for a landlocked economy**

*by*Nganou, Jean-Pascal

**Estimation of the parameters of a linear expenditure system (LES) demand function for a small African economy**

*by*Nganou, Jean-Pascal

**Convergence réelle et convergence nominale dans les Pays de la région MENA**

*by*REY, Serge

**What is Your Software Worth?**

*by*Wiederhold, gio

**بررسي عوامل موثر بر قيمت طلا و ارايه مدل پيش بيني قيمت آن به كمك شبكه هاي عصبي فازي**

*by*Sarfaraz, Leyla & Afsar, Amir

**Real Financial Integration among the East Asian Economies: A SURADF Panel Approach**

*by*Chan, Tze-Haw & Baharumshah, Ahmad Zubaidi & Lau, Evan

**Explaining the gaps in labour productivity in some developed countries**

*by*Razzak, Weshah

**Has New Zealand benefited from its investments in research & development?**

*by*Razzak, Weshah & Stillman, Steve & Johnson, Robin

**The determinants of the Harare Stock Exchange (HSE) market capitalisation**

*by*Ilmolelian, Peter

**Modelling catastrophe claims with left-truncated severity distributions (extended version)**

*by*Chernobai, Anna & Burnecki, Krzysztof & Rachev, Svetlozar & Trueck, Stefan & Weron, Rafal

**Local and global rank tests for multivariate varying-coefficient models**

*by*Stephen G. Donald & Natércia Fortuna & Vladas Pipiras

**On rank estimation in symmetric matrices: the case of indefinite matrix estimators**

*by*Stephen G. Donald & Natércia Fortuna & Vladas Pipiras

**Implied Volatilities of Caps: a Gaussian approach**

*by*Flavio Angelini & Stefano Herzel

**The Timing of Movie Releases: Evidence from the Home Video Industry**

*by*Lesley Chiou

**Elasticities of Regional and Local Administrations Expenditures - the Portuguese case**

*by*Paulo Reis Mourão

**Regime-Switching Behavior of the Term Structure of Forward Markets**

*by*Elena Tchernykh & William H. Branson

**Integrating Industry and National Economic Accounts: First Steps and Future Improvements**

*by*Ann M. Lawson & Brian C. Moyer & Sumiye Okubo & Mark A. Planting

**Edgeworth Expansions for Realized Volatility and Related Estimators**

*by*Lan Zhang & Per A. Mykland & Yacine Ait-Sahalia

**An international analysis of earnings, stock prices and bond yields**

*by*Alain Durré & Pierre Giot

**Measuring inflation persistence: a structural time series approach**

*by*Maarten Dossche & Gerdie Everaert

**Inflation Dynamics and the New Keynesian Phillips Curve: An Identification Robust Econometric Analysis**

*by*DUFOUR, Jean-Marie & KHALAF, Lynda & KICHIAN, Maral

**Inflation dynamics and the New Keynesian Phillips Curve: an identification robust econometric analysis**

*by*DUFOUR, Jean-Marie Dufour & KHALAF, Lynda & KICHIAN, Maral

**Minimum Variance Unbiased Maximum Likelihood Estimation of the Extreme Value Index**

*by*Roger Gay

**Regime switching models : real or spurious long memory ?**

*by*Dominique Guegan & Stéphanie Rioublanc

**Small Concentration Asymptotics and Instrumental Variables Inference**

*by*D.S. Poskitt & C.L. Skeels

**Estimating and Combining National Income Distributions using Limited Data**

*by*Duangkamon Chotikapanich & William E. Griffiths & D.S. Prasada Rao

**Exploring the Use of a Nonparametrically Generated Instrumetal Variable in the Estimation of a Linear Parametric Equation**

*by*Frank T. Denton

**Discounting the distant future: How much does model selection affect the certainty equivalent rate?**

*by*Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis

**Declining Discount Rates: Evidence from the UK**

*by*Ekaterini Panopoulou & B. Groom & P. Koundouri & Theologos Pantelidis

**Simulation-Based Two-Step Estimation with Endogenous Regressors**

*by*Kamhon Kan & Chihwa Kao

**On the Estimation and Inference of a Panel Cointegration Model with Cross-Sectional Dependence**

*by*Jushan Bai & Chihwa Kao

**Une application expérimentale de la méthode de minimisation de l'entropie croisée: l'estimation des flux d'échanges interrégionaux au Québec**

*by*Jean Dubé & André Lemelin

**Productividad y rentabilidad de las infraestructuras regionales a partir de estimaciones por máxima entropía**

*by*RODRIGUEZ VALEZ, JORGE

**Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators**

*by*Sule Alan & Orazio Attanasio & Martin Browning

**Maximum Likelihood Estimation of Endogenous Switching And Sample Selection Models for Binary, Count, And Ordinal Variables**

*by*Alfonso Miranda & Sophia Rabe-Hesketh

**O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes**

*by*Rainer, Helmut & Siedler, Thomas

**O Brother, Where Art Thou? The Effects of Having a Sibling on Geographic Mobility and Labor Market Outcomes**

*by*Helmut Rainer & Thomas Siedler

**Returns to Foreign Education: Yet Another But Different Cross Country Analysis**

*by*Max Gruetter

**Returns to Foreign Education: Yet Another But Different Cross Country Analysis**

*by*Gruetter, Max

**Are There Differences in the Health-Socioeconomic Status Relationship over the Life Cycle? Evidence from Germany**

*by*Keith A. Bender & Steffen Habermalz

**Are There Differences in the Health-Socioeconomic Status Relationship over the Life Cycle? Evidence from Germany**

*by*Bender, Keith A. & Habermalz, Steffen

**The Employment Effects of Job Creation Schemes in Germany: A Microeconometric Evaluation**

*by*Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L.

**The Employment Effects of Job Creation Schemes in Germany: A Microeconometric Evaluation**

*by*Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L.

**Unemployment And Hysteresis: A Nonlinear Unobserved Components Approach**

*by*Alicia Pérez Alon & Silvestro Di Sanzo

**Hub-and-Spoke or else? Free trade agreements in the “enlarged” European Union**

*by*Luca De Benedictis & Roberta De Santis & Claudio Vicarelli

**Theil, Inequality Indices and Decomposition**

*by*Frank Cowell

**Autoregressive Approximations of Multiple Frequency I(1) Processes**

*by*Bauer, Dietmar & Wagner, Martin

**Booms and busts: consumption, house prices and expectations**

*by*Orazio Attanasio & Laura Blow & Robert Hamilton & Andrew Leicester

**GMM with many weak moment conditions**

*by*Whitney Newey & Frank Windmeijer

**Local GEL methods for conditional moment restrictions**

*by*Richard Smith

**Efficient information theoretic inference for conditional moment restrictions**

*by*Richard Smith

**Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura**

*by*Richard Smith

**Maximal uniform convergence rates in parametric estimation problems**

*by*Walter Beckert & Daniel McFadden

**Individual employment effects of job creation schemes in Germany with respect to sectoral heterogeneity**

*by*Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L.

**Identifying effect heterogeneity to improve the efficiency of job creation schemes in Germany**

*by*Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L.

**A Note on Allen-Uzawa Partial Elasticities of Substitution: The Case of the Translog Cost Function**

*by*Atanas Christev & Allen Featherstone

**Estimation and Testing for Varying Coefficients in Additive Models with Marginal Integration**

*by*Lijian Yang & Byeong U. Park & Lan Xue & Wolfgang Härdle

**Dynamics of State Price Densities**

*by*Wolfgang Härdle & Zdenek Hlavka

**A two state model for noise-induced resonance in bistable systems with delay**

*by*Markus Fischer & Peter Imkeller

**Common functional component modelling**

*by*Michal Benko & Alois Kneip

**Common Functional Implied Volatility Analysis**

*by*Michal Benko & Wolfgang Härdle

**Modelling High Frequency Financial Count Data**

*by*Quoreshi, Shahiduzzaman

**Bivariate Time Series Modelling of Financial Count Data**

*by*Quoreshi, Shahiduzzaman

**Estimation of an Adaptive Stock Market Model with Heterogeneous Agents**

*by*Amilon, Henrik

**The variance of some common estimators and its components under nonresponse**

*by*Tångdahl, Sara

**Transition Variables in the Markov-switching Model: Some Small Sample Properties**

*by*Erlandsson, Ulf

**Comparative analysis of the returns to education in Germany and Hungary (2000)**

*by*Szilvia Hamori

**Empirical likelihood confidence intervals for the mean of a long-range dependent process**

*by*Nordman, Dan Nordman & Sibbertsen, Philipp & Lahiri, Soumendra N.

**A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements**

*by*Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

**Testing for Stochastic Dominance Efficiency**

*by*Olivier Scaillet & Nikolas Topaloglou

**Robust Mean-Variance Portfolio Selection**

*by*Cédric Perret-Gentil & Maria-Pia Victoria-Feser

**Are European Corporate Bond and Default Swap Markets Segmented?**

*by*Didier Cossin & Hongze Lu

**Two-step Empirical Likelihood Estimation under Stratified Sampling when Aggregate Information is Available**

*by*Joaquim J.S. Ramalho & Esmeralda A. Ramalho

**Goodness of Fit Tests for Moment Condition Models**

*by*Joaquim J.S. Ramalho & Richard J. Smith

**Inflação e Défice Orçamental: Que Relação em Portugal?**

*by*Agostinho S. Rosa

**Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling**

*by*Joaquim J.S. Ramalho & Esmeralda Ramalho

**Bootstrap bias-adjusted GMM estimators**

*by*Joaquim J.S. Ramalho

**Autoregressive Approximations of Multiple Frequency I(1) Processes**

*by*Dietmar Bauer & Martin Wagner

**Hub-and-Spoke or Else? Free Trade Agreements in the Enlarged EU - A Gravity Model Estimate**

*by*Luca De Benedictis & Roberta De Santis & Claudio Vicarelli

**Modified whittle estimation of multilateral models on a lattice**

*by*Peter M. Robinson & J. Vidal Sanz

**A smoothed least squares estimator for threshold regression models**

*by*Oliver Linton & Myunghwan Seo

**The log of gravity**

*by*Joao Santos Silva & Silvana Tenreyro

**Extracting a Common Stochastic Trend: Theories with Some Applications**

*by*Chang, Yoosoon & Miller, J. Isaac & Park, Joon Y.

**Partial Identification of Probability Distributions with Misclassified Data**

*by*Molinari, Francesca

**A Matter of Principal**

*by*Lautier, Delphine

**GARCH option pricing under skew**

*by*Aboura, Sofiane

**Pricing CAC 40 Index Options under Asymmetry of Information**

*by*Aboura, Sofiane

**Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood**

*by*Taisuke Otsu & Yoon-Jae Whang

**A Two-Stage Realized Volatility Approach to the Estimation for Diffusion Processes from Discrete Observations**

*by*Peter C.B. Phillips & Jun Yu

**Improved HAR Inference**

*by*Peter C.B. Phillips & Yixiao Sun & Sainan Jin

**Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments**

*by*Donald W.K. Andrews & Vadim Marmer

**The Log of Gravity**

*by*Santos Silva, J.M.C & Tenreyro, Silvana

**Evolución de la productividad multifactorial, ciclos y comportamiento de la actividad económica en Cundinamarca**

*by*Álvaro Hernando Chavez Castro

**Dinámica de la producción industrial e importación de bienes de capital y materias primas: relaciones de largo plazo y ajuste dinámico**

*by*Álvaro Hernando Chávez Castro

**Los Efectos Del Conflicto Armado En El Desarrollo Social Colombiano, 1990-2002**

*by*Fabio Sánchez Torres & Ana María Díaz

**Inflation Dynamics and the New Keynesian Phillips Curve: an Identification Robust Econometric Analysis**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Modified Whittle Estimation of Multilateral Models on a Lattice**

*by*Peter M Robinson & J Vidal Sanz

**The Log of Gravity**

*by*Joao Santos Silva & Silvana Tenreyro

**An Economic Activity Index for Ireland: The Dynamic Single-Factor Method**

*by*Murphy, Alan P

**Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling of Asset Returns**

*by*Kapetanios, G. & Pesaran, M.H.

**The pricing of unexpected credit losses**

*by*Jeffery D. Amato & Eli M Remolona

**Inflation Dynamics and the New Keynesian Phillips Curve: An Identification-Robust Econometric Analysis**

*by*Jean-Marie Dufour & Lynda Khalaf & Maral Kichian

**Likelihood Estimation for Censored Random Vectors**

*by*Wendelin Schnedler

**User-Friendly Parallel Computations with Econometric Examples**

*by*Michael Creel

**Semi-Parametric Spatial Auto-Covariance Models Of Regional Growth In Europe**

*by*Roberto BASILE & Bernard GRESS

**Progress in Service Sector Productivity Measurement: Review Article on "Productivity in the U.S. Services Sector: New Sources of Economic Growth"**

*by*Erwin Diewert

**Introduction to time series modeling: State space models and Kalman filter**

*by*Michal Slavík

**Determinants of Growth and Convergence in Transitive Economies in the 1990s: Empirical Evidence from a Panel Data**

*by*Menbere T. Workie

**Financial Contagion between Economies: an Exploratory Spatial Analysis/Contagio financiero entre economías: Un análisis exploratorio espacial**

*by*VILLAR FREXEDAS, OSCAR & VAYÁ, ESTHER

**Holding Period Return-Risk Modeling :The Importance of Dividends**

*by*HALLERBACH, WINFRIED G..

**Hub-and-Spoke or else? Free trade agreements in the 'enlarged' European Union**

*by*Luca De Benedictis & Roberta De Santis & Claudio Vicarelli

**The time cost of care**

*by*Kimberly Fisher & Michael Bittman & Patricia Hill & Cathy Thomson

**Microdata Disclosure Control by Resampling - Effects on Regression Results**

*by*Sandra Gottschalk

**The Effect of Microaggregation Procedures on the Estimation of Linear Models: A Simulation Study**

*by*Matthias Schmid & Hans Schneeweiss

**Measuring Variability Factors in Consumer Value for Profit Optimization in a Firm - A Framework for Analysis**

*by*Rajagopal

**Estimating Function Approach to a Time-Dependent Recovery Model for Survival Rates in a Business District**

*by*Yunn-Kuang Chu & Jeryan Lin

**Why heavily indebted poor countries have failed to pay back their debt? An empirical investigation (in English)**

*by*Menbere Workie Tiruneh

**Elasticities of Regional and Local Administrations Expenditures: the Portuguese case**

*by*Mourao, P. R.

**Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models**

*by*Yiguo Sun

**A note on the Bandwidth choice when the null hypothesis is semiparametric**

*by*Jorge Barrientos Marín

**Un modelo de cointegración estacional de la producción industrial, Colombia 1993-2005**

*by*Álvaro Chaves Castro.

**A `long march' perspective on tobacco use in Canada**

*by*Nikolay Gospodinov & Ian Irvine

**Wake me up before you GO-GARCH**

*by*Roy van der Weide

**Maximum likelihood estimation of the Cox-Ingersoll-Ross model using particle filters**

*by*Giuliano De Rossi

**The New Keynesian Phillips Curve: An Empirical Assessment**

*by*Florian PELGRIN & GUAY Alain & LUGER Richard

**Methods to Estimate Dynamic Stochastic General Equilibrium Models**

*by*Francisco J. Ruge-Murcia

**Estimating Default Risk Premia from Default Swap Rates and EDFs**

*by*Antje Berndt & Rohan Douglas

**On Black/White Intermarriage Patterns**

*by*Linda Y. Wong & Jose Victor Rios-Rull

**Nonresponse bias for some common estimators and its change over time in the data collection process**

*by*Tångdahl, Sara

**Estimating the finite population total under Frame imperfections**

*by*Ängsved, Marianne

**Endogeneity in Nonlinear Regressions with Integrated Time Series**

*by*Joon Y. Park & Yoosoon Chang

**Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments**

*by*Norman R. Swanson & John C. Chao

**Finite-Sample Inference Methods for Quantile Regression Models**

*by*Christian Hansen & Victor Chernozhukov

**Wavelet transform for regression estimation of non-stationary fractional time series**

*by*Jin Lee

**A Dynamic Stochastic Ananlysis of International Patent Application and Renewal Processes**

*by*Yi Deng

**PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS**

*by*Paolo Zaffaroni & Peter M. Robinson

**Testing Unit Root Based on Partially Adaptive Estimation**

*by*Luiz Renato Lima & Zhijie Xiao

**InvestigaciÃ³n y Desarrollo, InnovaciÃ³n y Productividad: un anÃ¡lisis economÃ©trico a nivel de la firma**

*by*JosÃ© Miguel Benavente

**Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments**

*by*Norman R. Swanson & John C. Chao

**Estimation of a Panel Data Model with Parametric Temporal Variation in Individual Effects**

*by*Peter Schmidt & Chirok Han & Luis Orea

**A Note on Implementing Box-Cox Quantile Regression**

*by*Wilke, Ralf A. & Fitzenberger, Bernd & Zhang, Xuan

**Evaluation der Eingliederungseffekte von Arbeitsbeschaffungsmaßnahmen in reguläre Beschäftigung für Teilnehmer in Deutschland**

*by*Caliendo, Marco & Hujer, Reinhard & Thomsen, Stephan L.

**Estimating Exchange Rate Dynamics with Diffusion Processes : An Application to Greek EMU Data**

*by*Wilfling, Bernd & Trede, Mark

**Surprise volume and heteroskedasticity in equity market returns**

*by*Wagner, Niklas & Marsh, Terry A.

**Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures**

*by*Düllmann, Klaus & Trapp, Monika

**Business Cycle Transmission from the US to Germany: a Structural Factor Approach**

*by*Eickmeier, Sandra

**Returns to education and to experience within the EU: are there differences between wage earners and the self-employed?**

*by*Inmaculada García Mainar & Víctor M. Montuenga Gómez

**Cross-section Regression with Common Shocks**

*by*Donald W.K. Andrews

**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction**

*by*John C. Chao & Norman Rasmus Swanson

**Consistent Estimation with a Large Number of Weak Instruments**

*by*John C. Chao & Norman Rasmus Swanson

**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**

*by*Peter C.B. Phillips & Sainan Jin & Yixiao Sun

**Tests of Independence in Separable Econometric Models**

*by*Donald J. Brown

**Le taux de chômage et d'équilibre : Discussion empirique et évaluation empirique**

*by*Odile Chagny & Frédéric Reynès & Henri Sterdyniak

**Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing**

*by*André Kurmann

**Sequential Estimation of Dynamic Discrete Games**

*by*Victor Aguirregabiria & Pedro Mira

**Towards Building A New Consensus About New Zealand’s Productivity**

*by*W A Razzak

**Calibration of Interest Rate Models - Transition Market Case**

*by*Martin Vojtek

**GARCH Option Pricing Under Skew**

*by*Sofiane ABOURA

**Return-Volume Dependence and Extremes in International Equity Markets**

*by*Terry A. Marsh & Niklas Wagner

**Arguing A Case For The Cobb-Douglas Production Function**

*by*K V Bhanu Murthy

**Surprise Volume and Heteroskedasticity in Equity Market Returns**

*by*Niklas Wagner & Terry A. Marsh

**Econometric Estimation of Parameters of Preservation of Perishable Goods in Cold Logistic Chains**

*by*Miroslav Verbic

**Nonparametric Identification of Behavioral Responses to Counterfactual Policy Interventions in Dynamic Discrete Decision Processes**

*by*Victor Aguirregabiria

**Understanding Brazilian Unemployment Structure: A Mixed Autoregressive Approach**

*by*Ricardo Gonçalves Silva & Marinho Gomes Andrade & Milton Barossi-Filho

**Bayesian Semiparametric Regression for Autoregressive Models with Possible Unit Roots**

*by*Ricardo Gonçalves Silva

**Pseudo Maximum Likelihood Estimation of Structural Models Involving Fixed-Point Problems**

*by*Victor Aguirregabiria

**Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes**

*by*Niklas Wagner & Terry A. Marsh

**Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications**

*by*Markus Junker & Alexander Szimayer & Niklas Wagner

**Block-diagonal representation of a dualistic agricultural economy and its application in formal modelling: the case of Bulgaria**

*by*Philip Kostov & John Lingard

**Efficient Estimation of Semiparametric Multivariate Copula Models**

*by*Xiaohong Chen & Yanqin Fan & Victor Tsyrennifov

**Continuous Time Model Estimation**

*by*Carl Chiarella & Shenhuai Gao

**The Carbon Kuznets Curve: A Cloudy Picture Emitted by Bad Econometrics?**

*by*Martin Wagner & Georg Müller-Fürstenberger

**Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles**

*by*Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A.

**A Mixed Model for Double Checking Fallible Auditors**

*by*Raats, V.M. & Moors, J.J.A. & van der Genugten, B.B.

**General Trimmed Estimation : Robust Approach to Nonlinear and Limited Dependent Variable Models**

*by*Cizek, P.

**Non-Parametric Inference for Bivariate Extreme-Value Copulas**

*by*Segers, J.J.J.

**Mandelbrot's Extremism**

*by*Beirlant, J. & Schoutens, W. & Segers, J.J.J.

**Consumer Search and Oligopolistic Pricing: An Empirical Investigation**

*by*Maarten C.W. Janssen & Jose Luis Moraga-Gonzalez & Matthijs R. Wildenbeest

**A Note on Costly Sequential Search and Oligopoly Pricing**

*by*Maarten C.W. Janssen & Jose Luis Moraga-Gonzalez & Matthijs R. Wildenbeest

**Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks**

*by*Agnes S. Joseph & Jan F. Kiviet

**Two-Stage Sampling from a Prediction Point of View**

*by*Jan F. Bj�rnstad & Elinor Ytterstad

**Does the CPI Mirror Costs-of-Living? Engel's Law Suggests Not in Norway**

*by*Erling Røed Larsen

**Identifying Direct and Indirect Effects. Estimating th Costs of Motherhood Using Matching Estimators**

*by*Marianne Simonsen & Lars Skipper

**Un système de demandes AIDS dans un contexte EGC microsimulation pour l'analyse de pauvreté et des inégalités**

*by*Luc Savard

**Generalized Mixed Estimation Of A Multinomial Discretecontinuous Choice Model For Electricity Demand**

*by*Pene Kalulumia & Denis Bolduc

**Estimating threshold vector error-correction models with multiple cointegrating relationships**

*by*Jamie Gascoigne

**Random Coefficient Panel Data Models**

*by*Cheng Hsiao & M. Hashem Pesaran

**Maximum Likelihood Estimation of a Unit Root Bilinear Model with an Application to Prices**

*by*Daniela Hristova

**Density Estimation and Combination under Model Ambiguity**

*by*Stefania D'Amico

**Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise**

*by*OLE E. BARNDORFF-NIELSEN & PETER REINHARD HANSEN & ASGER LUNDE & NEIL SHEPHARD

**Consistent Estimation with a Large Number of Weak Instruments**

*by*John Chao & Norman Swanson

**Bootstrap Based Bias Correction for Homogeneous Dynamic²² Panels**

*by*G. EVERAERT & L. POZZI

**Another Look at the Income Elasticity of Non-Point Source Air Pollutants: A Semiparametric Approach**

*by*Nilanjana Roy & G. Cornelis van Kooten

**The Impact of Large Structural Shocks on Economic Relationships: Evidence from Oil Price Shocks**

*by*George Kapetanios & Elias Tzavalis

**Is there a flight to quality due to inflation uncertainty?**

*by*Guler, Bulent & Ozlale, Umit

**La Fissazione della International Poverty Line: una nuova proposta applicata al Vietnam**

*by*Pansini, Rosaria Vega

**A new distribution-based test of self-similarity**

*by*Bianchi, Sergio

**Discriminant Analysys of Default Risk**

*by*Aragon, Aker

**Local rank tests in a multivariate nonparametric relationship**

*by*Natércia Fortuna

**Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**Estimating Nonlinear Dynamic Equilibrium economies: A Likelihood Approach**

*by*Jesus Fernandez-Villaverde & Juan F. Rubio-Ramirez

**Estimating a New Zealand NAIRU**

*by*Kam Leong Szeto & Melody Guy

**Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure**

*by*Joshua Angrist & Victor Chernozhukov & Ivan Fernandez-Val

**Robustness of Productivity Estimates**

*by*Johannes Van Biesebroeck

**Volatility Comovement: A Multifrequency Approach**

*by*Laurent E. Calvet & Adlai J. Fisher & Samuel B. Thompson

**Time Reversibility of Stationary Regular Finite State Markov Chains**

*by*McCAUSLAND, William

**Exploring the Use of a Nonparametrically Generated Instrumental Variable in the Estimation of a Linear Parametric Equation**

*by*Frank T. Denton

**Maximum Likelihood Estimation of Dynamic Stochastic Theories with an Application to New Keynesian Pricing**

*by*André Kurmann

**'Institutional Profiles' : Presentation and Analysis of an Original Database of the Institutional Characteristics of Developing, in Transition and Developed Countries**

*by*BERTHELIER, Pierre & DESDOIGTS, Alain & OULD AOUDIA , Jacques

**Do Financial Incentives Promote the Employment of the Disabled?**

*by*Verick, Sher

**Do Financial Incentives Promote the Employment of the Disabled?**

*by*Verick, Sher

**General Diagnostic Tests for Cross Section Dependence in Panels**

*by*Pesaran, M. Hashem

**General Diagnostic Tests for Cross Section Dependence in Panels**

*by*Pesaran, M. Hashem

**Random Coefficient Panel Data Models**

*by*Hsiao, Cheng & Pesaran, M. Hashem

**Random Coefficient Panel Data Models**

*by*Hsiao, Cheng & Pesaran, M. Hashem

**Do a Few Months of Compulsory Schooling Matter? The Education and Labour Market Impact of School Leaving Rules**

*by*Del Bono, Emilia & Galindo-Rueda, Fernando

**Do a Few Months of Compulsory Schooling Matter? The Education and Labour Market Impact of School Leaving Rules**

*by*Del Bono, Emilia & Galindo-Rueda, Fernando

**Autoregressive Conditional Volatility, Skewness And Kurtosis**

*by*Ángel León & Gonzalo Rubio & Gregorio Serna

**Multivariate Arch Models: Finite Sample Properties Of Ml Estimators And An Application To An Lm-Type Test**

*by*Emma M. Iglesias & Garry D.A. Phillips

**Trade Potentials In Gravity Panel Data Models**

*by*Luca De Benedictis & Claudio Vicarelli

**GEL Criteria for Moment Condition Models**

*by*Richard Smith

**Automatic positive semi-definite HAC covariance matrix and GMM estimation**

*by*Richard Smith

**Inverse probability weighted estimation for general missing data problems**

*by*Jeffrey M. Wooldridge

**Does trading volume really explain stock returns volatility?**

*by*Thierry Ané & Loredana Ureche-Rangau

**Is more data better?**

*by*Kaushik Mitra

**Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks**

*by*Brännäs, Kurt & Quoreshi, Shahiduzzaman

**Reconnecting the Markov Switching Model with Economic Fundamentals**

*by*Erlandsson, Ulf

**Some Statistical Pitfalls In Copula Modeling For Financial Applications**

*by*Jean-David FERMANIAN & Olivier SCAILLET

**Uma Estimação da Curva de Phillips para Portugal**

*by*Agostinho S. Rosa

**An Improved Estimator For Black-Scholes-Merton Implied Volatility**

*by*Hallerbach, W.G.P.M.

**Not All Rivals Look Alike: An Empirical Model for Discrete Games with Asymmetric Rivals**

*by*Liran Einav (Stanford University)

**Estimation of Average Treatment Effects With Misclassification**

*by*Arthur Lewbel

**Which Extreme Values are Really Extremes?**

*by*Jose Olmo & Jesus Gonzalo

**Jackknifing Bond Option Prices**

*by*Jun Yu & Peter Phillips

**Instrumental Variable Estimation of Nonlinear Errors-in-Variables Models**

*by*Susanne M. Schennach

**Quasi Empirical Likelihood Estimation of Moment Condition Models**

*by*Shane M. Sherlund

**The New Keynesian Phillips Curve: An empirical assessment**

*by*Florian PELGRIN & Alain GUAY & Richard LUGER

**The Impact of Measurement Error on Evaluation Methods Based on Strong Ignorability**

*by*Andrew Chesher & Erich Battistin

**Cointegration versus Spurious Regression in Heterogeneous Panels**

*by*Giovanni Urga & Lorenzo Trapani

**Estimating Dynamic Treatment Effects from Project STAR**

*by*Steven Lehrer & Weili Ding

**A simple estimation method and finite-sample inference for a stochastic volatility model**

*by*Pascale VALERY (HEC-Montreal) & Jean-Marie Dufour (University of Montreal)

**The estimation of simultaneous equation models under conditional heteroscedasticity**

*by*Garry Phillips & Emma Iglesias

**Stopping Tests in the Sequential Estimation for Multiple Structural Breaks**

*by*Giovanni Urga & Christian de Peretti

**Social Interactions in a Synchronization Game**

*by*Aureo de Paula

**How Persistent is Volatility? An Answer with Stochastic Volatility Models with Markov Regime Switching State Equations**

*by*Soosung Hwang & Steve E. Satchell & Pedro L. Valls Pereira

**Comparing Nonparametric Regression Quantiles**

*by*Cristian Huse

**Wavelet transform for log periodogram regression in long memory stochastic volatility model**

*by*Jin Lee

**Estimation of Stochastic Volatility Models : An Approximation to the Nonlinear State Space**

*by*Junji Shimada & Yoshihiko Tsukuda

**On weak exogeneity of the student's t and elliptical linear regression models**

*by*Jiro Hodoshima

**Estimating and forecasting instantaneous volatility through a duration model : An assessment based on VaR**

*by*Takayuki Morimoto

**Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances**

*by*Garry Phillips & Emma Iglesias

**Indirect Estimation of Long Memory Volatility Models**

*by*Nigel Wilkins

**Nonlinearity in the Term Structure**

*by*Dong Heon Kim

**Ill-posed Problems and Instruments' Weakness**

*by*Grant Hillier & Giovanni Forchini

**Robustness of a semiparametric estimator of a copula**

*by*Param Silvapulle & Gunky Kim & Mervyn J. Silvapulle

**Forward looking information in S&P 500 options**

*by*Scott I White & Ralf Becker & Adam E Clements

**Confidence bounds for the extremum determined by a quadratic regression**

*by*Jenny Lye & Joe Hirschberg

**Estimating and Combining National Income Distributions using Limited Data**

*by*D.S. Prasada Rao & Duangkamon Chotikapanich & William E. Griffiths

**Generalized Reduced Rank Tests using the Singular Value Decomposition**

*by*Richard Paap & Frank Kleibergen

**A Copula-Based Autoregressive Conditional Dependence Model of International Stock Markets**

*by*Rob van den Goorbergh

**On the predictability of GDP data revisions in the Netherlands**

*by*Olivier Roodenburg

**Expansions for Approximate Maximum Likelihood Estimators of the Fractional Difference Parameter**

*by*Offer Lieberman & Peter C.B. Phillips

**Regression Asymptotics Using Martingale Convergence Methods**

*by*Rustam Ibragimov & Peter C.B. Phillips

**A Quantilogram Approach to Evaluating Directional Predictability**

*by*Oliver Linton & Yoon-Jae Whang

**Smoothed Empirical Likelihood Methods for Quantile Regression Models**

*by*Yoon-Jae Whang

**Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations**

*by*Dietmar Bauer

**Two Views of Inequality Over the Life-Cycle**

*by*Heathcote, Jonathan & Storesletten, Kjetil & Violante, Giovanni L

**Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach**

*by*Peñaranda, Francisco & Sentana, Enrique

**The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching**

*by*Lechner, Michael & Vazquez-Alvarez, Rosalia

**The predictive success and profitability of chart patterns in the Euro/Dollar foreign exchange market**

*by*BEN OMRANE, Walid & VAN OPPEN, HervÃ©

**Sequential Estimation Of Dynamic Discrete Games**

*by*Victor Aguirregabiria & Pedro Mira

**Spanning Tests In Return And Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach**

*by*Francisco Peñaranda & Enrique Sentana

**Indirect Estimation Of Conditionally Heteroskedastic Factor Models**

*by*Enrique Sentana & Giorgio Calzolari & Gabriele Fiorentini

**Efficient Derivative Pricing By The Extended Method of Moments**

*by*Patrick GAGLIARDINI & Christian GOURIEROUX & Eric RENAULT

**Calibration of Interest Rate Models - Transition Market Case**

*by*Martin Vojtek

**Who's Afraid of Reduced-Rank Parameterizations of Multivariate Models? Theory and Example**

*by*Scott Gilbert & Petr Zemcik

**How to Estimate Unbiased and Consistent input-output Multipliers on the Basis of use and Make Matrices**

*by*Thijs ten Raa & José Manuel Rueda Cantuche

**Cost of Capital and Regulator’s Preferences: Investigation into a new method of estimating regulatory bias**

*by*Sancetta, A. & Satchell, S.E.

**‘General Diagnostic Tests for Cross Section Dependence in Panels’**

*by*Pesaran, M.H.

**‘Random Coefficient Panel Data Models’**

*by*Hsiao, C. & Pesaran, M.H.

**Regional Differences in Outpatient Antibiotic Consumption in Switzerland**

*by*Massimo Filippini & Giuliano Masiero & Karine Moschetti

**The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee**

*by*Marco Moscadelli

**The U.S. New Keynesian Phillips Curve: An Empirical Assessment**

*by*Alain Guay & Florian Pelgrin

**Estimating New Keynesian Phillips Curves Using Exact Methods**

*by*Lynda Khalaf & Maral Kichian

**Maximal Uniform Convergence Rates in Parametric Estimation Problems**

*by*Walter Beckert & Daniel McFadden

**O Papel Da Oferta De Trabalho No Comportamento Dos Retornos À Educação No Brasil**

*by*Alexandre Augusto Seijas de Andrade & Naércio Aquino Menezes-Filho

**Identification of Covariance Structures**

*by*Riccardo LUCCHETTI

**The Unexplored Effect of Skills and Technology on Firms' Performance**

*by*Silvia Rita Sedita

**Precios de productos almacenables: implicaciones del modelo de inventarios**

*by*Eugenio S.A.Bodenrieth H.

**An Empirical Investigation Into the Determinants of External Indebtedness**

*by*Menbere Workie Tiruneh

**Convergence in the OECD: Transitional Dynamics or Narrowing Steady-State Differences?**

*by*Javier Andrés & José E. Boscá & Rafael Doménech

**Desagregación espacial para pequeñas áreas. Un modelo bayesiano normal-gamma**

*by*ROJO GARCÍA, J.L. & SANZ GÓMEZ, J.A.

**Diseño de preferencias declaradas para analizar la demanda de viajes**

*by*ESPINO ESPINO, R. & DE DIOS ORTÚZAR SALAS, J. & ROMÁN GARCÍA, C.

**El precio medio del metro cuadrado de la vivienda libre: Una aproximación metodológica desde la perspectiva de la Geoestadística**

*by*MONTERO LORENZO, JOSÉ MARÍA

**Deserción estudiantil universitaria: una aplicación de modelos de duración**

*by*Elkin Castaño Vélez & Santiago Gallón Gómez & Karoll Gómez Portilla & Johanna Vásquez Velásquez

**German Register Data for Regression Estimation in Survey Sampling - A Study on the German Microcensus Respecting for Data Protection**

*by*Rolf Wiegert & Ralf Münnich

**Kuznets Curveball: Missing the Regional Strike Zone**

*by*Jeffrey Edwards & Anya McGuirk

**The Eficiency Effects of Bank Mergers and Acquisitions in a Developing Economy: Evidence from Malaysia**

*by*Sufian, F.

**Selection Of Robust Method: Numerical Examples And Results**

*by*Jan Víšek

**Analysis of the open macroeconomy model with rational expectations**

*by*Stanislav David & Osvald Vašíček

**Estimation of alternative monetary policy rules and their comparison**

*by*Hana Pytelová & Osvald Vašíček

**Asymmetry in Okun's law**

*by*Paramsothy Silvapulle & Imad Moosa & Mervyn Silvapulle

**Construction d'un portefeuille sous-jacent virtuel**

*by*Sophie Pardo & Robert Kast & André Lapied

**Feasible Estimation in Cointegrated Panels**

*by*Westerlund, Joakim

**Estimating Average Economic Growth in Time Series Data with Persistency**

*by*Xiao, Qifang & Xiao, Zhijie

**Use Of The Almon Model To Determine The Delay In The Propagation Shocks - Generated By Changes In Some Inflation Components – In The Consumer Price Index**

*by*Nicolae, Mariana

**Microdata Disclosure by Resampling: Empirical Findings for Business Survey Data**

*by*Gottschalk, Sandra

**Las Opciones Reales y su influencia en la valoración de empresas**

*by*Manuel Espitia Escuer & Gema Pastor Agustín

**Estimation of Some Omani Macroeconomic Parameters - A Discussion**

*by*Ananth Rao

**The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework**

*by*Erdinc Altay

**A Statistical Analysis of Intraday Liquidity, Returns and Volatility of an Individual Stock from the Istanbul Stock Exchange**

*by*Cumhur Ekinci

**Smoothed Empirical Likelihood Methods for Quantile Regression Models**

*by*Yoon-Jae Whang

**Strongly Consistent Determination of the Rank of Matrix**

*by*Zaka Ratsimalahelo

**Rank Test Based On Matrix Perturbation Theory**

*by*Zaka Ratsimalahelo

**Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime**

*by*Rafal Weron

**Identification with averaged data and implications for hedonic regression studies**

*by*J.A.F. Machado & J.M.C. Santos Silva

**Quantiles for Counts**

*by*J.A.F. Machado & J. M. C. Santos Silva

**Metrics for Comparing Credit Migration Matrices**

*by*Yusuf Jafry & Til Schuermann

**Maximization by Parts in Likelihood Inference**

*by*Peter X.-K. Song & Yanqin Fan & John D. Kalbfleisch

**Estimation of an Adaptive Stock Market Model with Heterogeneous Agents**

*by*Henrik Amilon

**The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching**

*by*Michael Lechner & Rosalia Vazquez-Alvarez

**Anchoring Bias and Covariate Nonresponse**

*by*Rosalia Vazquez-Alvarez

**Honey, I shrunk the sample covariance matrix**

*by*Olivier Ledoit & Michael Wolf

**On Polynomial Cointegration in the State Space Framework**

*by*Dietmar Bauer & Martin Wagner

**A Canonical Form for Unit Root Processes in the State Space Framework**

*by*Dietmar Bauer & Martin Wagner

**The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study**

*by*Dietmar Bauer & Martin Wagner

**An Experimental Comparison of Four Methods for Assessing Judgemental Distributions**

*by*Moors, J.J.A. & Strijbosch, L.W.G. & van Groenendaal, W.J.H. & Schuld, M.H. & Mathijssen, A.C.A.

**On Theil's Errors**

*by*Magnus, J.R. & Sinha, A.K.

**Approximate Distributions of Clusters of Extremes**

*by*Segers, J.J.J.

**Edgeworth Expansions for the Distribution Function of the Hill Estimator**

*by*Cuntz, A. & Haeusler, E. & Segers, J.J.J.

**Time Series Modelling using TSMod 3.24**

*by*Charles S. Bos

**Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices**

*by*M. Angeles Carnero & Siem Jan Koopman & Marius Ooms

**Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area**

*by*Joao Valle e Azevedo & Siem Jan Koopman & Antonio Rua

**Measuring Synchronisation and Convergence of Business Cycles**

*by*Siem Jan Koopman & Joao Valle e Azevedo

**Convergence in European GDP Series**

*by*Rob Luginbuhl & Siem Jan Koopman

**How to measure Corporate Bond Liquidity?**

*by*Patrick Houweling & Albert Mentink & Ton Vorst

**Valuing Euro Rating-Triggered Step-Up Telecom Bonds**

*by*Patrick Houweling & Albert Mentink & Ton Vorst

**Generalized Reduced Rank Tests using the Singular Value Decomposition**

*by*Frank Kleibergen & Richard Paap

**Statistical Nonlinearities in the Business Cycle**

*by*Diego Valderrama

**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction**

*by*John Chao & Norman Swanson

**Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments**

*by*John C. Chao & Norman R. Swanson

**Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands**

*by*M. DUMONT & G. RAYP & P. WILLEMÉ & O. THAS

**The Present, Future and Imperfect of Financial Risk Management**

*by*Carol Alexandra

**Testing for Cointegration in Nonlinear STAR Error Correction Models**

*by*George Kapetanios & Yongcheol Shin & Andy Snell

**Using Extraneous Information and GMM to Estimate Threshold Parameters in TAR Models**

*by*George Kapetanios

**Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area**

*by*João Valle e Azevedo & Siem Jan Koopman & António Rua

**The Timing and Probability of FDI: An Application to the United States Multinational Enterprises**

*by*José Brandão de Brito & Felipa de Mello Sampayo

**Government Deficit and Inflation in India**

*by*Prasad, A & Khundrakpam, Jeevan Kumar

**Trends non linéaires et co-trending dans le taux de change réel effectif du dinar tunisien**

*by*Bouoiyour, Jamal & Marimoutou, Velayoudoum & Rey, Serge

**On Volatility Spillovers and Dominant Effects in East Asian: Before and After the 911**

*by*Chan, Tze-Haw & Hooy, Chee Wooi

**A Perspective on Unit Root and Cointegration in Applied Macroeconomics**

*by*Razzak, Weshah

**Analysis of dependencies in low frequency financial data sets**

*by*Ardia, David

**Methods to Estimate Dynamic Stochastic General Equilibrium Models**

*by*RUGE-MURCIA, Francisco J.

**Methods to Estimate Dynamic Stochastic General Equilibrium Models**

*by*RUGE-MURCIA, Francisco J.

**Non Parametric Confidence Intervals for Receiver Operating Characteristic Curves**

*by*Peter G. Hall & Rob J. Hyndman & Yanan Fan

**«Institutional profiles» : presentation and analysis of an original database of the institutional characteristics of developing, in transition and developed countries**

*by*Pierre Berthelier & Alain Desdoigts & Jacques Ould Aoudia

**Disaggregated Cost Pass-Through Based Econometric Inflation-Forecasting Model for Hungary**

*by*Viktor Várpalotai

**Poverty and Income Distribution in a CGE-Household Micro-Simulation Model: Top-Down/Bottom Up Approach**

*by*Luc Savard

**Poverty, Income Distribution and CGE Modeling: Does the Functional Form of Distribution Matter?**

*by*Dorothée Boccanfuso & Bernard Decaluwé & Luc Savard

**Measuring Output Gap in Latvia**

*by*Dainis Stikuts

**The Diffusion Process of Mobile Telephony in Europe**

*by*DONES, MILAGROS & PEREZ-GARCIA, JULIAN

**Testing for unit roots in panels by using a mixture model**

*by*Edith Madsen

**The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching**

*by*Lechner, Michael & Vazquez-Alvarez, Rosalia

**The Effect of Disability on Labour Market Outcomes in Germany: Evidence from Matching**

*by*Lechner, Michael & Vazquez-Alvarez, Rosalia

**What You Always Wanted to Know About Censoring But Never Dared to Ask – Parameter Estimation for Censored Random Vectors**

*by*Schnedler, Wendelin

**What You Always Wanted to Know About Censoring But Never Dared to Ask Parameter Estimation for Censored Random Vectors**

*by*Schnedler, Wendelin

**New Evidence on the Effects of Job Creation Schemes in Germany – A Matching Approach with Threefold Heterogeneity**

*by*Hujer, Reinhard & Caliendo, Marco & Thomsen, Stephan

**New Evidence on the Effects of Job Creation Schemes in Germany - A Matching Approach with Threefold Heterogeneity**

*by*Hujer, Reinhard & Caliendo, Marco & Thomsen, Stephan L.

**Measuring deprivation in Spain**

*by*Perez-Mayo, Jesus

**Errors in survey reports of consumption expenditures**

*by*Erich Battistin

**Asymptotic bias for GMM and GEL estimators with estimated nuisance parameters**

*by*Whitney K. Newey & Joaquim J. S. Ramalho & Richard Smith

**Higher order properties of GMM and generalised empirical likelihood estimators**

*by*Whitney Newey & Richard Smith

**Die Elastizität des zu versteuernden Einkommens. Messung und erste Ergebnisse zur empirischen Evidenz für die Bundesrepublik Deutschland**

*by*Peter Gottfried & Hannes Schellhorn

**The Estimation of Stochastic Cost Functions of Malaysian Commercial Banks and Its Policy Implications to Bank Restructuring**

*by*Okuda, Hidenobu & Hashimoto, Hidetoshi & Murakami, Michiko

**Temporal Aggregation of the Returns of a Stock Index Series**

*by*Brännäs, Kurt

**Bayes Estimators of the Cointegration Space**

*by*Villani, Mattias

**On the problem of optimal inference for time heterogeneous data with error components regression structure**

*by*Jonsson, Robert

**Biasing Factors of the Consumer Price Index**

*by*Ilona Kovacs

**Method For Determining And Eliminating The Drivers Of Non-Value Added Cost Due To Product Complexity And Process Parameters**

*by*Michael Louis George

**Local Multiplicative Bias Correction for Asymmetric Kernel Density Estimators**

*by*Matthias HAGMANN & Olivier SCAILLET

**On the Way to Recovery: A Nonparametric Bias Free Estimation of Recovery Rate Densities**

*by*Olivier RENAULT & Olivier SCAILLET

**Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures and Instrumental Variables**

*by*Joaquim Ramalho

**Inflação Portuguesa: pelos custos ou monetária?**

*by*Agostinho S. Rosa

**A symptotic Bias for GMM and GEL Estimators with Estimated Nuisance Parameter**

*by*Whitney K. Newey & Joaquim J.S. Ramalho & Richard J. Smith

**Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models**

*by*Joaquim Ramalho

**Asymptotic Results for GMM Estimators of Stochastic Volatility Models**

*by*Geert Dhaene & Olivier Vergote

**Holding Period Return-Risk Modeling: The Importance of Dividends**

*by*Hallerbach, W.G.P.M.

**Holding Period Return-Risk Modeling: Ambiguity in Estimation**

*by*Hallerbach, W.G.P.M.

**Generalized Reduced Rank Tests using the Singular Value Decomposition**

*by*Kleibergen, F.R. & Paap, R.

**Pricing default swaps: empirical evidence**

*by*Houweling, P. & Vorst, A.C.F.

**Comparing possible proxies of corporate bond liquidity**

*by*Houweling, P. & Mentink, A.A. & Vorst, A.C.F.

**Theil, inequality and the structure of income distribution**

*by*Frank Cowell

**Perceptions of risk : an experimental approach using internet questionnaires**

*by*Frank Cowell & Guillermo Cruces

**Semiparametric regression analysis under imputation for missing response data**

*by*Wolfgang Hardle & Oliver Linton & Qihua Wang

**Estimating semiparametric ARCH (8) models by kernel smoothing methods**

*by*Oliver Linton & Enno Mammen

**Estimation of semiparametric models when the criterion function is not smooth**

*by*Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom

**A quantilogram approach to evaluating directional predictability**

*by*Oliver Linton & Yoon-Jae Whang

**Strongly Consistent Determination of the Rank of Matrix**

*by*Zaka Ratsimalahelo

**Unit Root Tests in Three-Regime SETAR Models**

*by*George Kapetanios & Yongcheol Shin

**Nonlinearity in the Fed's Monetary Policy Rule**

*by*Kim, Dong Heon & Denise R Osborn & Marianne Sensier

**Multicointegration in US Consumption Data**

*by*Boriss Siliverstovs

**Cross-section Regression with Common Shocks**

*by*Donald W.K. Andrews

**Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction**

*by*John Chao & Norman R. Swanson

**Consistent Estimation with a Large Number of Weak Instruments**

*by*Chao, John Chao & Norman R. Swanson

**Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation**

*by*Peter C.B. Phillips & Yixiao Sun & Sainan Jin

**Tests of Independence in Separable Econometric Models: Theory and Application**

*by*Donald J. Brown & Rahul Deb & Marten H. Wegkamp

**Tests of Independence in Separable Econometric Models: Theory and Application**

*by*Donald J. Brown & Rahul Deb & Marten H. Wegkamp

**Tests of Independence in Separable Econometric Models**

*by*Donald J. Brown & Marten H. Wegkamp

**Jackknifing Bond Option Prices**

*by*Peter C.B. Phillips & Jun Yu

**The French labour productivity slow-down during the nineties?**

*by*H. BARON & P.O. BEFFY & N. FOURCADE & R. MAHIEU

**News announcements, market activity and volatility in the Euro/Dollar foreign exchange market**

*by*BAUWENS, Luc & BEN OMRANE, Walid & GIOT, Pierre

**Expected Life-Time Utility and Hedging Demands in a Partially Observable Economy**

*by*Frederik Lundtofte

**Estimation of Semiparametric Models when the Criterion Function is not Smooth**

*by*Xiaohong Chen & Oliver Linton & Ingrid Van Keilegom

**Perceptions of Risk: an Experimental Approach using Internet Questionnaires**

*by*Frank A Cowell & Guillermo Cruces

**Strategy-Proof Estimators for Simple Regression**

*by*Javier Perote Peña & Juan Perote Peña

**Stochastic Processes Subject To Time Scale Transformations: An Application To High-Frequency Fx Data**

*by*Oscar Jorda & Massimiliano Marcellino

**Firm Data Analysis in Linked Employer-Employees Datasets**

*by*Roberto Leombruni

**Estimation in Hazard Regression Models under Ordered Departures from Proportionality**

*by*Bhattacharjee, A.

**Bayesian Estimation of Risk-Premia in an APT Context**

*by*Darsinos, T. & Satchell, S.E.

**Estimation and Inference in Large Heterogeneous Panels with Cross Section Dependence**

*by*Pesaran, H.M.

**What you always wanted to know about censoring but never dared to ask**

*by*Wendelin Schnedler

**What you always wanted to know about censoring but never dared to ask**

*by*Wendelin Schnedler

**Using Heteroskedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models**

*by*Arthur Lewbel

**Consumer Durables and Risky Borrowing: the Effects of Bankruptcy Protection**

*by*Marina Pavan

**Estimation of Average Treatment Effects With Misclassification**

*by*Arthur Lewbel

**Honey, I Shrunk the Sample Covariance Matrix**

*by*Olivier Ledoit & Michael Wolf

**Integration Regionale, Effets Frontieres Et Convergence Ou Divergence**

*by*Adrien AKANNI-HONVO

**Enhanced user flash estimates of quarter - on-quarter changes in gross domestic product of the Czech Republic at constant prices**

*by*Jaroslav Jílek & Miloš Vojta

**Bank of slovenia adjustment policy to surges in capital flows**

*by*Žan Oplotnik

**A fogyasztói árindex torzító tényezői**

*by*Kovács, Ilona

**Exchange Rates, Currency Crises and Recessions - Introduction**

*by*Felipe Larraín

**A Cross-Country Estimation of the Elasticity of Substitution between Labor and Capital in Manufacturing Industries**

*by*Sebastián Claro

**Extreme Value Theory and Value at Risk**

*by*Viviana Fernandez

**Cox's Regression Model for Dynamics of Grouped Unemployment Data**

*by*Petr Volf

**Modeling Of Returns And Option Pricing Using Models With Flexible Volatility**

*by*Pavel Vaněček

**Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data**

*by*Xiaodong Jin & Janusz Kawczak

**Problems of the Exactness of the Statistical Evaluation in the Dichotomic Case of the Audit Check**

*by*Margarita Lambova

**Nonlinear estimation algorithms in econometric packages: a comparative analysis**

*by*Giuseppe Bruno

**A New Class of Multivariate skew Densities, with Application to GARCH Models**

*by*Luc Bauwens & Sébastien Laurent

**Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence**

*by*Noriega, A., & L.M. Soria

**Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions**

*by*Michael Binder & Cheng Hsiao & Jan Mutl & M. Hashem Pesaran

**Are There Multiple Regimes in Financial Volatility?**

*by*Marcelo C. Medeiros & Alvaro Veiga

**The Alpha-Quantile Distribution Function and its Applications to Financial Modeling**

*by*Ivana Komunjer

**Anonymisierung von Unternehmensdaten: Ein Überblick und beispielhafte Darstellung anhand des Mannheimer Innovationspanels**

*by*Gottschalk, Sandra

**Specification Searches in Spatial Econometrics: The Relevance of Hendry's Methodology**

*by*Raymond J.G.M. Florax & Hendrik Folmer & Sergio J. Rey

**Technical Efficiency of Australian Wool Production: Point and Confidence Interval Estimates**

*by*Iain Fraser & William C. Horrace

**Value Creation and Profit Optimization**

*by*K. Tobias Winther

**The Geometry of Payoff Spaces**

*by*Marcel Hendrickx

**Time-Varying Arrival Rates of Informed and Uninformed Trades**

*by*David Easley & Robert F. Engle & Maureen O'Hara & Liuren Wu

**Parametric Estimation of Quadratic Term Structure Models of Interest Rate**

*by*Li Chen & H. Vincent Poor

**Confidence Statements for Efficiency Estimates from Stochastic Frontier Models**

*by*William C. Horrace & Peter Schmidt

**Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming**

*by*Viliam Druska & William C. Horrace

**New Wine in Old Bottles: A Sequential Estimation Technique for the LPM**

*by*William C. Horrace & Ronald L. Oaxaca

**An information-theoretic extension to structural VAR modelling**

*by*Nikolaus A. Siegfried

**Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models**

*by*Pavel Cizek

**Accounting for dependence among study results in Meta-Analysis: methodology and applications to the valuation and use of natural resources**

*by*Florax, R.J.G.M.

**Type I Spurious Regression in Econometrics**

*by*Carl Chiarella & S. Gao

**Nonparametric IV estimation of local average treatment effects with covariates**

*by*Markus Froelich

**Programme Evaluation with Multiple Treatments**

*by*Markus Froelich

**A generalization of the balancing property of the propensity score**

*by*Markus Froelich

**What is the value of knowing the propensity score for estimating average treatment effects?**

*by*Markus Froelich

**The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression**

*by*Andrew M. Jones & Ángel López-Nicolás

**The importance of individual heterogeneity in the decomposition of measures of socioeconomic inequality in health: An approach based on quantile regression**

*by*Andrew M. Jones & Ángel López-Nicolás

**Using Unlabeled Data to Improve Classification in the Naive Bayes Approach: Application to Web Searc**

*by*Stella M. Salvatierra

**Application of the European Customer Satisfaction Index to Postal Services. Structural Equation Models versus Partial Least Squares**

*by*O'Loughlin, Christina & Coenders, Germà

**The Role of Research and Innovation in Promoting Productivity in Chile**

*by*José Miguel Benavente

**A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis**

*by*Martin Wagner

**Asymptotic Properties of Pseudo Maximum Likelihood Estimates for Multiple Frequency I(1) Processes**

*by*Dietmar Bauer & Martin Wagner

**Multivariate Regression with Monotone Missing Observation of the Dependent Variables**

*by*Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A.

**A General Model for Repeated Audit Controls Using Monotone Subsampling**

*by*Raats, V.M. & van der Genugten, B.B. & Moors, J.J.A.

**Estimating Mean and Variance Through Quantiles : An Experimental Comparison of Different Methods**

*by*Moors, J.J.A. & Strijbosch, L.W.G. & van Groenendaal, W.J.H.

**Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known**

*by*Danilov, D.L. & Magnus, J.R.

**The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models**

*by*Maurice J.G. Bun & Jan F. Kiviet

**On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias**

*by*Maurice J.G. Bun & Jan F. Kiviet

**Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic**

*by*Frank Kleibergen

**The Last Word on the Wage Curve?**

*by*Peter Nijkamp & Jacques Poot

**How Large is Average Economic Growth? Evidence from a Robust Method**

*by*H. Peter Boswijk & Philip Hans Franses

**Identification, Estimation and Testing in Panel Data Models with Attrition: The Role of the Missing at Random Assumption**

*by*Arvid Raknerud

**An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models**

*by*Aaron D. Smallwood & Paul M. Beaumont

**Pairwise Comparison Estimation of Censored Transformation Models**

*by*Shakeeb Khan & Elie Tamer

**Disturbing Extremal Behavior of Spot Rate Dynamics**

*by*Turan G. Bali & Salih N. Neftci

**Modelling Core Inflation for the UK Using a New Dynamic Factor Estimation Method and a Large Disaggregated Price Index Dataset**

*by*George Kapetanios

**Unit Root Testing against the Alternative Hypothesis of up to m Structural Breaks**

*by*George Kapetanios

**A Note on an Iterative Least Squares Estimation Method for ARMA and VARMA Models**

*by*George Kapetanios

**Factor Analysis Using Subspace Factor Models: Some Theoretical Results and an Application to UK Inflation Forecasting**

*by*George Kapetanios

**Unit Root Tests in Three-Regime SETAR Models**

*by*George Kapetanios & Yongcheol Shin

**Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects**

*by*Hugo Kruiniger

**Business Cycles: Cyclical Comovement Within the European Union in the Period 1960-1999. A Frequency Domain Approach**

*by*João Valle e Azevedo

**Origins of scaling in FX markets**

*by*Mercik, Szymon & Weron, Rafal

**Underground economy quantitative models. Some applications to Romania’s case**

*by*Albu, Lucian-Liviu & Daianu, Daniel & Pavelescu, Florin-Marius

**Modeling long-range dependent Gaussian processes with application in continuous-time financial models**

*by*Gao, Jiti

**Monetary policy and forecasting inflation with and without the output gap**

*by*W A Razzak

**Maximum Likelihood Estimation of ARMA Model with Error Processes for Replicated Observations**

*by*Wing-Keung Wong & Robert B. Miller & Keshab Shrestha

**Indexing human development in India : Indicators, scaling and composition**

*by*Khundu, Amitabh & Shariff, Abusaleh & Ghosh, P.K.

**How Much Should We Trust Differences-in-Differences Estimates?**

*by*Marianne Bertrand & Esther Duflo & Sendhil Mullainathan

**Simple and Bias-Corrected Matching Estimators for Average Treatment Effects**

*by*Alberto Abadie & Guido W. Imbens

**Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns**

*by*G.C. Lim & G.M. Martin & V.L. Martin

**Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices**

*by*C.S. Forbes & G.M. Martin & J. Wright

**Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series**

*by*Ralph D. Snyder & Catherine S. Forbes

**An Improved Method for Bandwidth Selection when Estimating ROC Curves**

*by*Peter Hall & Rob J. Hyndman

**Local Linear Forecasts Using Cubic Smoothing Splines**

*by*Rob J Hyndman & Maxwell L. King & Ivet Pitrun & Baki Billah

**Parametric Pricing of Higher Order Moments in S&P500 Options**

*by*G.C. Lim & G.M. Martin & V.L. Martin

**Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory**

*by*D.S. Poskitt & C.L. Skeels

**Parametric Inference for Diffusion Processes Observed at Discrete Points in Time: a Survey**

*by*Helle Sørensen

**Testing the Semiparametric Box-Cox Model with Bootstrap**

*by*N.E. Savin & Allan H. Würtz

**Nonparametric IV Estimation of Local Average Treatment Effects with Covariates**

*by*Frölich, Markus

**Nonparametric IV Estimation of Local Average Treatment Effects with Covariates**

*by*Frölich, Markus

**What is the Value of Knowing the Propensity Score for Estimating Average Treatment Effects?**

*by*Frölich, Markus

**What is the Value of Knowing the Propensity Score for Estimating Average Treatment Effects?**

*by*Frölich, Markus

**Programme Evaluation with Multiple Treatments**

*by*Frölich, Markus

**Programme Evaluation with Multiple Treatments**

*by*Frölich, Markus

**Regional Convergence in Italy 1951-199: A Spatial Econometric Perspective**

*by*Giuseppe Arbia & Roberto Basile & Mirella Salvatore

**Quantiles for counts**

*by*Jose A. F. Machado & J. M. C. Santos Silva

**ExpEnd, A Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data**

*by*Frank Windmeijer

**Inverse probability weighted M-estimators for sample selection, attrition and stratification**

*by*Jeffrey M. Wooldridge

**The growth of cities: Does agglomeration matter?**

*by*Elisabet Viladecans Marsal

**Conditional Heteroskedasticity in Count Data Regression: Self-Feeding Activity in Fish**

*by*Brännäs, Kurt & Brännäs, Eva

**Count Data Modelling and Tourism Demand**

*by*Hellström, Jörgen

**An information-theoretic extension to structural VAR modelling**

*by*Nikolaus A. Siegfried

**The equilibrium rate of unemployment : a theoretical discussion and an empirical evaluation for six OECD countries**

*by*Odile Chagny & Frédéric Reynès & Henri Sterdyniak

**An Empirical Comparison of Default Swap Pricing Models**

*by*Houweling, P. & Vorst, A.C.F.

**An Empirical Comparison of Default Swap Pricing Models**

*by*Houweling, P. & Vorst, A.C.F.

**Early evidence of welfare changes in the Kyrgyz republic: have things got worse with reforms?**

*by*Ceema Zahra Namazie

**Consistent testing for stochastic dominance : a subsampling approach**

*by*Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang

**More efficient kernel estimation in nonparametric regression with autocorrelated errors**

*by*Raymond J Carroll & Oliver Linton & Enno Mammen & Zhijie Xiao

**A Panel Data Approach to Testing Anomaly Effects in Factor Pricing Models**

*by*Laura Serlenga & Yongcheol Shin & Andy Snell

**AIDS and Income Distribution in Africa; A Micro-simulation Study for Côte d'Ivoire**

*by*Denis Cogneau & Michael Grimm

**Adaptive Local Polynomial Whittle Estimation of Long-range Dependence**

*by*Donald W.K. Andrews & Yixiao Sun

**Higher-order Improvements of the Parametric Bootstrap for Long-memory Gaussian Processes**

*by*Donald W.K. Andrews & Offer Lieberman

**Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market**

*by*George Hall & John Rust

**Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems**

*by*Steven Berry & Oliver Linton & Ariel Pakes

**The Block-block Bootstrap: Improved Asymptotic Refinements**

*by*Donald W.K. Andrews

**Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes**

*by*Yixiao Sun & Peter C.B. Phillips

**Efficient Regression in Time Series Partial Linear Models**

*by*Peter C.B. Phillips & Binbin Guo & Zhijie Xiao

**Valid Edgeworth Expansions for the Whittle Maximum Likelihood Estimator for Stationary Long-memory Gaussian Time Series**

*by*Donald W.K. Andrews & Offer Lieberman

**Valid Asymptotic Expansions for the Maximum Likelihood Estimator of the Parameter of a Stationary, Gaussian, Strongly Dependent Process**

*by*Offer Lieberman & Judith Rousseau & David M. Zucker

**What Determines Expected International Asset Returns?**

*by*Campbell R. Harvey & Bruno Solnik & Guofu Zhou

**Regulatory Constraints and Cost Efficiency of the Italian Public Transit Systems: An Exploratory Stochastic Frontier Model**

*by*Massimiliano Piacenza

**The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting**

*by*Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia

**Do Financial Variables Help Forecasting Inflation and Real Activity in the Euro Area?**

*by*Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia

**Handling the measurement error problem by means of panel data: Moment methods applied on firm data**

*by*Erik Biørn

**Asymptotics for random effects models with serial correlation**

*by*Jimmy Skoglund & Sune Karlsson

**The timing and the probability of FDI: an application to the US multinational enterprises**

*by*de Brito, José Brandão & de Mello Sampayo, Felipa

**A new class of multivariate skew densities, with application to GARCH models**

*by*BAUWENS, Luc & LAURENT, SÃ©bastien

**La Dinámica De La Productividad En El Sector De Alimentos**

*by*Marcela Meléndez & Pablo Medina & Diana Kassem

**Individual Behavior of First-Price Sealed-Bid Auctions: The Importance of Information Feedback in Experimental Markets**

*by*Tibor Neugebauer & Reinhard Selten

**Instrumental variables and GMM: Estimation and testing**

*by*Christopher F Baum & Mark E. Schaffer & Steven Stillman

**Ordered Response Threshold Estimation**

*by*Arthur Lewbel

**Weighted and Two Stage Least Squares Estimation of Semiparametric Truncated Regression Models**

*by*Shakeeb Khan & Arthur Lewbel

**Bootstrap bias-correction procedure in estimating long-run relationships from dynamic panels, with an application to money demand in the euro area**

*by*Dario Focarelli

**Three Alternative Approaches to Test the Permanent Income Hypothesis in Dynamic Panels**

*by*Laura Serlenga

**Measuring the Value Relevance of Stock Returns, Earnings, and Cash Flows Using the Gibbs Sampler**

*by*Chung-Ki Min & Ho-Young Hwang & Young-Suk Yang

**Ajuste Estacional e Integración en Variables Macroeconómicas**

*by*Raimundo Soto

**On The Relation Between Heteroscedastic RCA And Non-Stationary ARCH Processes**

*by*Hana Janečková

**What Determines Expected International Asset Returns?**

*by*Campbell R. Harvey & Bruno Solnik & Guofu Zhou

**Series Estimation of Partially Linear Panel Data Models with Fixed Effects**

*by*Badi H. Baltagi & Dong Li

**Return Interval, Dependence Structure and Multivariate Normality**

*by*Thierry Ané & Chiraz Labidi

**Diagnosing Failure: When is an Estimation Problem Too Large for a PC?**

*by*B. D. McCullough and H. D. Vinod

**Nonparametric Likelihood Methods for Estimation and Inference in Moment Condition Models with Weak Instruments**

*by*Nikolay Gospodinov

**A recursive algorithm for solving SUR models**

*by*Erricos J. Kontoghiorghes and Paolo Foschi

**Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects**

*by*Dufour, J.M. & Khalaf, L. & Bernard, J.T. & Genest, I.

**Characterizing the degree of stability of non-linear dynamic models**

*by*Bask, Mikael & de Luna, Xavier

**On the Method of Calculating Regional Prices Differentials with Illustrative Evidence from India**

*by*Coondoo, D. & Majumder, A. & Ray, E,

**Tests of Income Pooling on Household Budget Data: The Australian Evidence**

*by*Lancaster, G. & Ray, R.

**Bootstrap Bandwidth Selection in Kernel Density Estimation from a Contaminated Sample**

*by*Delaigle, A. & Gijbels, I.

**The Performance of Sample Selection Estimators to Control for Attrition Bias**

*by*Grasdal, A.

**Overtime Work, Dual Job Holding and Taxation**

*by*Frederiksen, A. & Graversen, E.K. & Smith, N.

**The Timing of FDI Under Uncertainty: An Application to the US Multinational Enterprises**

*by*Sampayo, F.D.M.

**A theoretical and Empirical Analysis of Convergence and Catch-Up Patterns in Neighboring Areas**

*by*Catherine Mounet

**Smoothed influence function: Another view at robust nonparametric regression**

*by*Tamine, Julien

**Extracting implicit density functions from short term interest rate options**

*by*Nielsen, Hannah

**The dynamics of implied volatilities: A common principal components approach**

*by*Fengler, Matthias R. & Härdle, Wolfgang K. & Villa, Christophe

**A nonparametric regression estimator that adapts to error distribution of unknown form**

*by*Linton, Oliver Bruce & Xiao, Zhijie

**Robust estimation in nonlinear regression and limited dependent variable models**

*by*Čížek, Pavel

**Consistent Estimation of Shape-Restricted Functions and Their Derivatives**

*by*Pok Man Chak & Neal Madras & J. Barry Smith

**Estimating long range dependence: finite sample properties and confidence intervals**

*by*Rafal Weron

**Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime**

*by*Rafal Weron

**An Empirical Comparison of Default Swap Pricing Models**

*by*Patrick Houweling & Ton Vorst

**On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths**

*by*Joel Huber & Kenneth Train

**Identification and Estimation with Contaminated Data: When Does Covariate Data Sharpen Inference?**

*by*Charles H. Mullin

**Improved estimation of the covariance matrix of stock returns with an application to portofolio selection**

*by*Olivier Ledoit & Michael Wolf

**Flexible multivariate GARCH modeling with an application to international stock markets**

*by*Olivier Ledoit & Pedro Santa Clara & Michael Wolf

**Estimating parliamentary composition through electoral polls**

*by*Frederic Udina & Pedro Delicado

**Efficient Estimation of Spatial Autoregressive Models**

*by*Théophile AZOMAHOU

**Semiparametric Estimation of the Box-Cox Model Preliminary and Incomplete**

*by*Savin, N.E. & Wurtz, Allan H.

**Bias Correction in a Stable AD(1,1) Model**

*by*Noud P.A. van Giersbergen

**Modeling Binary Panel Data with Nonresponse**

*by*Jan F. Bjørnstad & Dag Einar Sommervoll

**A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components**

*by*Arvid Raknerud

**Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration**

*by*Michael Binder, Cheng Hsiao, and M. Hashem Pesaran

**Econometric Methods for Endogenously Sampled Time Series: The Case of Commodity Price Speculation in the Steel Market**

*by*George Hall and John Rust, Yale University

**G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models**

*by*S»bastien Laurent and Jean-Philippe Peters

**The Impact on Forecasts and Impulse Responses of Restricting Drift in a Vector Autoregression**

*by*John Landon-Lane

**Returns to Schooling in Spain. How Reliable Are IV Estimates?**

*by*Empar Pons & Maria Teresa Gonzalo

**Information-Theoretic Estimation of Preference Parameters: Macroeconomic Applications and Simulation Evidence**

*by*Allan W. Gregory & Jean-Francois Lamarche & Gregor W. Smith

**Identification with Averaged Data and Implications for Hedonic Regression Studies**

*by*José Ferreira Machado & João Santos Silva

**The strengths and weaknesses of L2 approximable regressors**

*by*Mynbaev, Kairat

**R-estimation for ARMA models**

*by*Allal, Jelloul & Kaaouachi, Abdelali & Paindaveine, Davy

**Extração da Volatilidade do Ibovespa**

*by*Souza-Sobrinho, Nelson

**Money in the era of inflation targeting**

*by*W A Razzak

**Does Observation Influence Learning?**

*by*Olivier Armantier

**An Evaluation of Multi-Factor CIR Models Using LIBOR, Swap Rates, and Cap and Swaption Prices**

*by*Ravi Jagannathan & Andrew Kaplin & Steve Guoqiang Sun

**A New Use of Importance Sampling to Reduce Computational Burden in Simulation Estimation**

*by*Daniel A. Ackerberg

**Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects**

*by*DUFOUR, Jean-Marie & KHALAF, Lynda & BERNARD, Jean-Thomas

**Estimating Lorenz Curves Using a Dirichlet Distribution**

*by*Chotikapanich, D. & Griffiths, W.

**On Calculation of the Extended Gini Coefficient**

*by*Chotikapanich, D. & Griffiths, W.

**Sample Size Requirements for Estimation in SUR Models**

*by*Chotikapanich, D. & Griffiths, W.E. & Skeels, C.L.

**Price Dynamics in Latvia - Experience and Future Prospects**

*by*Martins Bitans & Dace Slakota & Ivars Tillers

**Overtime Work, Dual Job Holding and Taxation**

*by*Frederiksen, Anders & Graversen, Ebbe Krogh & Smith, Nina

**Overtime Work, Dual Job Holding and Taxation**

*by*Frederiksen, Anders & Graversen, Ebbe K. & Smith, Nina

**Projection estimators for autoregressive panel data models**

*by*Steve Bond & Frank Windmeijer

**Dismissal of Employees in the Swedish Manufacturing Industry**

*by*Norén, Ronny

**How is generalized least squares related to within and between estimators in unbalanced panel data?**

*by*Biorn,E.

**A simple efficient GMM estimator of GARCH models**

*by*Skoglund, Jimmy

**Specification and estimation of random effects models with serial correlation of general form**

*by*Skoglund, Jimmy & Karlsson, Sune

**Asymptotic properties of the maximum likelihood estimator of random effects models with serial correlation**

*by*Skoglund, Jimmy & Karlsson, Sune

**Overtime work, dual job holding and taxation**

*by*Frederiksen, Anders & Graversen, Ebbe Krogh & Smith, Nina

**Quantile regression in lower bound estimation**

*by*Maria Letizia Giorgetti

**Robust income distribution estimation with missing data**

*by*Maria-Pia Victoria-Feser

**Distributional dominance with dirty data**

*by*Frank Cowell & Maria-Pia Victoria-Feser

**Robust Lorenz curves : a semi-parametric approach**

*by*Frank Cowell & Maria-Pia Victoria-Feser

**A nonparametric regression estimator that adapts to error distribution of unknown form**

*by*Oliver Linton & Zhijie Xiao

**Poverty and Expenditure Differentiation of the Russian Population**

*by*Aivazian Sergey & Kolenikov Stanislav

**Rank Test Based On Matrix Perturbation Theory**

*by*Zaka Ratsimalahelo

**Testing for differences in the tails of stock-market returns**

*by*ROCKINGER, Michael & JONDEAU, Eric

**New Extreme-Value Dependance Measures and Finance Applications**

*by*POON, Ser-Huang & ROCKINGER, Michael & TAWN, Jonathan

**Asymptotic Theory for Multivariate GARCH Processes**

*by*F. Comte & Offer Lieberman

**Penalised Maximum Likelihood Estimation for Fractional Guassian Processes**

*by*Offer Lieberman

**Higher-order Improvements of the Parametric Bootstrap for Markov Processes**

*by*Donald W.K. Andrews

**Local Polynomial Whittle Estimation of Long-range Dependence**

*by*Donald W.K. Andrews & Yixiao Sun

**Density Estimation Using Inverse and Reciprocal Inverse Guassian Kernels**

*by*Olivier SCAILLET

**New Extreme-Value Dependence Measures and Finance Applications**

*by*Poon, Ser-Huang & Rockinger, Michael & Tawn, Jonathan

**Detecting Mutiple Breaks in Financial Market Volatility Dynamics**

*by*Elena Andreou & Eric Ghysels

**Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models**

*by*Pavel Cizek

**Improving the Estimates of the Risk Premia - Application in the UK Financial Market**

*by*M. Pitsillis & S. Satchell

**A New Minimum Distance Estimation Procedure of ARFIMA Processes**

*by*Laura Mayoral

**articles: Target search of burglars: A revised economic model**

*by*Yochanan Shachmurove & George F. Rengert & Simon Hakim

**Quantile regression with sample selection: Estimating women's return to education in the U.S**

*by*Moshe Buchinsky

**Asymmetric labor supply**

*by*Eduardo Pontual Ribeiro

**The Adjustment of the Yule-Walker Relations in VAR Modeling: The Impact of the Euro on the Hong Kong Stock Market**

*by*Tim Brailsford & Jack H.W. Penm & R. Deane Terrell

**A természeti erőforrások pénzbeli értékelése**

*by*Marjainé, Szerényi Zsuzsanna

**Wealth and Consumption - A Multicointegrated Model for the Unified Germany**

*by*Uwe Hassler

**Estimation of Linear Regression Models from Bid-Ask Data by a Spread-Tolerant Estimator**

*by*Oliver Linton

**Simulation-Based Estimation of the Structural Errors-in-Variables Negative Binomial Regression Model with an Application**

*by*Jie Q. Guo & Tong Li

**A Comparative Study of Different Shrinkage Estimators for Panel Data Models**

*by*G. S. Maddala & Hongyi Li & V. K. Srivastava

**Bayesian estimation and model selection for the weekly Colombian exchange rate**

*by*Norberto Rodríguez

**The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests**

*by*David Brownstone & Robert Valletta

**Bayesian Target Zones**

*by*Catherine S. Forbes & Paul Kofman

**Econometrie, theorie des tests et philosophie des sciences**

*by*Dufour, J.M.

**The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity**

*by*Moon, H.R. & Perron, P.

**Estimation de modeles autoregressifs a changement de regime markovien**

*by*Rynkiewicz, J.

**Modeles intertemporels d'evaluation d'actifs financiers : une evaluation sur donnees francaises de longue periode**

*by*Nalpas, N.

**Performance of the Bootstrap for DEA Estimators and Iterating the Principle**

*by*Simar, L. & Wilson, P.W.

**Estimating a Changepoint, Boundary of Frontier in the Presence of Observation Error**

*by*Hall, P. & Simar, L.

**Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices**

*by*Khalaf, L. & Saphores, J. & Bilodeau, J.F.

**A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data**

*by*Spencer, N. & Fielding, A.

**Testing for the Cointegrating Rank of a Conditional Vector Autoregressive Process with a Linear Time Trend**

*by*Kauppi, H.

**Constrained EMM and Indirect Inference Estimation**

*by*Calzolari, G. & Fiorentini, G. & Sentana, E.

**Finite sample efficiency of OLS in linear regression models with long-memory disturbances**

*by*Kleiber, Christian

**Preliminary-Test and Bayes Estimation of a Location Parameter Under 'Reflected Normal' Loss**

*by*David E. A. Giles

**Revenue management under general discrete choice model of consumer behavior**

*by*Kalyan Talluri & Garrett van Ryzin

**Model selection and error estimation**

*by*Peter L. Bartlett & Stéphane Boucheron & Gábor Lugosi

**Strategies for sequential prediction of stationary time series**

*by*László Györfi & Gábor Lugosi

**A zero-delay sequential scheme for lossy coding of individual sequences**

*by*Tamás Linder & Gábor Lugosi

**A note on robust detection**

*by*Luc Devroye & László Györfi & Gábor Lugosi

**Recent Significant Advances in Estimating and Forecasting Theories and Economic Modelling: With Applications to Asian Investment Studies**

*by*Tran Van Hoa

**Two-Step Sequential Sampling**

*by*Moors, J.J.A. & Strijbosch, L.W.G.

**Double Checking for Two Error Types**

*by*Raats, V.M. & Moors, J.J.A.

**Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration**

*by*Winfried G. Hallerbach

**Multinomial Choice and Selectivity**

*by*John K. Dagsvik

**Formes et méthodes d’estimation des systèmes récursifs dynamiques à double indice**

*by*Ghassan, Hassan B.

**Econometric applications of high-breakdown robust regression techniques**

*by*Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet

**The Concept, Policy Use and Measurement of Structural Unemployment: Estimating a Time Varying NAIRU Across 21 OECD Countries**

*by*Pete Richardson & Laurence Boone & Claude Giorno & Mara Meacci & David Rae & David Turner

**Comparing Semi-Structural Methods to Estimate Unobserved Variables: The HPMV and Kalman Filters Approaches**

*by*Laurence Boone

**Long Memory and Regime Switching**

*by*Francis X. Diebold & Atsushi Inoue

**Bias from Classical and Other Forms of Measurement Error**

*by*Dean R. Hyslop & Guido W. Imbens

**Économétrie, théorie des tests et philosophie des sciences**

*by*DUFOUR, Jean-Marie

**The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity**

*by*MOON, Hyungsik Roger & PERRON, Benoit

**Bayesian Soft Target Zones**

*by*Forbes, C.S. & Kofman, P.

**Bayesian Estimation of Social Welfare and Tax Progressivity Measures**

*by*Chotikapanich, D. & Creedy, J.

**Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects**

*by*Karlsson, Sune & Skoglund, Jimmy

**Testing for common cointegrating rank in dynamic panels**

*by*Larsson, Rolf & Lyhagen, Johan

**On a Partitioned Inversion Formula having Useful Applications in Econometrics**

*by*Mario Faliva & Maria Grazia Zoia

**Extreme Value Theory for Tail-Related Risk Measures**

*by*Evis Këllezi & Manfred Gilli

**Nonparametric test for causality with long-range dependence**

*by*Javier Hidalgo

**Semi-parametric indirect inference**

*by*Ramdan Dridi & Eric Renault

**Simulated asymptotic least squares theory**

*by*Ramdan Dridi

**A model for long memory conditional heteroscedasticity**

*by*Liudas Giraitis & Peter M. Robinson & Donatas Surgailis

**The shape of the risk premium: evidence from a semiparametric GARCH model**

*by*Oliver Linton & Benoit Perron

**Testing the capital asset pricing model efficiently under elliptical symmetry : a semiparametric approach**

*by*Douglas J Hodgson & Oliver Linton & Keith Vorkink

**Estimating welfare indices : household weights and sample design**

*by*Frank Cowell & Stephen P Jenkins

**Attitudes towards risk and inequality : a questionnaire-experimental approach**

*by*Yoram Amiel & Frank Cowell

**A model for long memory conditional heteroscedasticity**

*by*Liudas Giraitis & Peter Robinson & Donatas Surgailis

**Nonparametric estimation with aggregated data**

*by*Oliver Linton & Yoon-Jae Whang

**Adaptive semiparametric estimation of the memory parameter**

*by*Liudas Giraitis & Peter M. Robinson & Alexander Samarov

**Nonparametric censored and truncated regression**

*by*Arthur Lewbel & Oliver Linton

**Limit theorems for estimating the parameters of differentiated product demand systems**

*by*Steve Berry & Oliver Linton & Ariel Pakes

**Testing for a Unit Root against Nonlinear STAR Models**

*by*George Kapetanios & Yongcheol Shin

**Testing for a Linear Unit Root against Nonlinear Threshold Stationarity**

*by*George Kapetanios & Yongcheol Shin

**Finite Mixture Distribution, Sequential Likelihood, and the EM Algorithm**

*by*Arcidiacono, Peter & Jones, John B.

**Estimating Welfare Indices: Household Weights and Sample Design**

*by*Frank A. Cowell & Stephen P. Jenkins

**Optimal Inventory Policies When Sales Are Discretionary**

*by*Herbert E. Scarf

**Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics**

*by*Donald W.K. Andrews

**A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter**

*by*Donald W.K. Andrews & Patrik Guggenberger

**Asymptotics in Minimum Distance from Independence Estimation**

*by*Donald J. Brown & Marten H. Wegkamp

**The Generalized Dynamic Factor Model: Representation Theory**

*by*Forni, Mario & Lippi, Marco

**Reference Cycles: The NBER Methodology Revisited**

*by*Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia

**Non redundancy of high order moment conditions for efficient GMM estimation of weak AR processes**

*by*BROZE, Laurence & FRANCQ, Christian & ZAKOIAN, Jean-Michel

**Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results**

*by*Elena Andreou & Eric Ghysels

**Consumption Habit and Equity Premium in the G7 Countries**

*by*Olivier Allais & Loic Cadiou & Stéphane Dees

**Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration**

*by*Binder, M. & Hsaio, C. & Pesaran, M.H.

**Endogenous Selection Or Treatment Model Estimation**

*by*Arthur Lewbel

**Identification of the Binary Choice Model with Misclassification**

*by*Arthur Lewbel

**Determining the Number of Factors in Approximate Factor Models**

*by*Jushan Bai & Serena Ng

**Nonparametric Censored and Truncated Regression**

*by*Arthur Lewbel & Oliver Linton

**Estimation of a Time Varying NAIRU for France**

*by*Irac, D.

**Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator**

*by*Tkacz, Greg

**Price Stickiness, Inflation, and Output Dynamics: A Cross-Country Analysis**

*by*Khan, Hashmat

**Modelling of stock price changes: A real analysis approach**

*by*Rimas Norvaisa

**Peaks or tails - What distinguishes financial data?**

*by*Walter KrÄmer & Ralf Runde

**Obtención de Tablas de Mortalidad por comparación con las de otros ámbitos en períodos pasados**

*by*VERES FERRER, E.

**A feltétel nélküli normalitás egyszerű alternatívái a kockáztatott érték számításában**

*by*Kóbor, Ádám

**A külkereskedelmi integráció becslések három kelet-közép-európai ország egyensúlyi külkereskedelmére**

*by*Jakab M., Zoltán & Kovács, Mihály András & Oszlay, András

**Veränderungsraten und ihre statistische Messung - Reminiszenzen und erneuerte Betrachtung**

*by*Rolf Wiegert

**Comparing Interval Restricted Estimators in Hedonic Pricing**

*by*Henning Knautz

**Deskriptive und induktive Eigenschaften zweier Streuungsmaße für nominale Merkmale**

*by*Friedrich Vogel & Hans Kiesl

**Using Bootstrap In Some Volatility Models**

*by*Zuzana Prášková

**Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices**

*by*Jushan Bai

**Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange**

*by*Pin-Huang Chou & Yuan-Lin Hsu & Guofu Zhou

**Un modelo Macroeconométrico para la Economía Colombiana**

*by*Javier Arturo Birchenall & Juan Daniel Oviedo

**Why did UK Manufacturing Productivity Growth Slow Down in the 1970s and Speed Up in the 1980s?**

*by*Cameron, G.

**Covariate Measurement Error in Quadratic Regression**

*by*Kuha, J. & Temple, J.

**Multivariate Generated Regressors and Heteroskedasticity in a Cross-Section: an Application to the Value of Neighborhood Schools**

*by*Hayes, K.J. & Hirschberg, J. & Lye, J. & Taylor, L.L.

**A New Approach to Modelling and Forecasting Monthly Guest Nights in Hotels**

*by*Brännäs, Kurt & Hellström, Jörgen & Nordström, Jonas

**Generalized Integer-Valued Autoregression**

*by*Brännäs, Kurt & Hellström, Jörgen

**Party Loyalty as Habit Formation**

*by*Shachar, R.

**More Efficient Estimation under Non-Normality when Higher Moments do not Depend on the Regressors, using Residual-Augmented Lease Squares**

*by*Im. K.S. & Schmidt, P.

**A Simple GCV Method of Span Selection for Periodigram Smoothing**

*by*Ombao, H.C. & Raz, J.A. & Strawderman, R.L. & von Sachs, R.

**A Simple GCV Method of Span Selection for Periodigram Smoothing**

*by*Ombao, H.C. & Raz, J.A. & Strawderman, R.L. & von Sachs, R.

**Nonparametric Estimation of Hazard Rate under the Constraint of Monotonicity**

*by*Gifford, J.A. & Gijbels, I. & Hall, P. & Huang, L.-S.

**Nonparametric Estimation of Hazard Rate under the Constraint of Monotonicity**

*by*Gifford, J.A. & Gijbels, I. & Hall, P. & Huang, L.-S.

**A Nonparametric Least-Squares Test for Checking a Polynomial Relationship**

*by*Gijbels, I. & Rousson, V.

**A Nonparametric Least-Squares Test for Checking a Polynomial Relationship**

*by*Gijbels, I. & Rousson, V.

**Performance of the Bootstrap for DEA Estimators and Iterating the Principle**

*by*Simar, L. & Wilson, P.W.

**Performance of the Bootstrap for DEA Estimators and Iterating the Principle**

*by*Simar, L. & Wilson, P.W.

**Learning with Bounded Memory in Stochastic Models**

*by*Honkapohja, S. & Mitra, K.

**Is More Data Better?**

*by*Mitra, K.

**Principal Component Analysis Based on Robust Estimators of the Covariance or Correlation Matrix: Influence Functions and Efficiencies**

*by*Croux, C. & Haesbroeck, G.

**A Review of Estimates of the Schooling/ Earnings Relationship, with tests for Publication Bias**

*by*Ashenfelter, O. & Harmon, C. & Oosterbeek, H.

**Choosing the Right Error in Term Structure Models**

*by*Bobadilla, G.F.

**How Deep Are the Deep Parameters?**

*by*Altissimo, F. & Siviero, S. & Terlizzese, D.

**How Deep Are the Deep Parameters?**

*by*Altissimo, F. & Siviero, S. & Terlizzese, D.

**Estimations et tests sur donnees longitudinales -le cas des panels cylindres et non-cylindres**

*by*Balsan, D. & Hanchane, S.

**Semiparametric Estimation of the Intensity of Long Memory in Conditional Heteroskedasticity**

*by*Giraitis, L. & Kokoszka, P. & Leipus, R. & Teyssiere, G.

**The Bias of the 2SLS Variance Estimator**

*by*Kiviet, J.F. & Phillips, G.D.A.

**Higher-Order Asymptotic Expansions of the Least-Squares Estimation Bias in First-Order Dynamic Regression Models**

*by*Kiviet, J.F. & Phillips, G.D.A.

**Short-Term and Long-Term Trends, Seasonal Adjustment, and the Business Cycles**

*by*Regina Kaiser & Agustín Maravall

**Estimation of the Business Cycle: a Modified Hodrick-Prescott Filter**

*by*Regina Kaiser & Agustín Maravall

**Disparitätsmessung aus klassierten Daten mittels Schätzung von entropiemaximalen Dichtefunktionen**

*by*Lucas, André

**Peaks or tails: What distinguishes financial data?**

*by*Krämer, Walter & Runde, Ralf

**The Real Interest Differential Model after Twenty Years**

*by*Alan G. Isaac & Suresh de Mel

**Comparative modelling of interregional transport flows : applications to multimodal European freight transport**

*by*Nijkamp, Peter & Reggiani, Aura & Tsang, Wai Fai

**A generalization of histogram type estimators**

*by*Pedro Delicado & Manuel del Río

**Implementing interactive computing in an object-oriented environment**

*by*Frederic Udina

**Worst-case bounds for the logarithmic loss of predictors**

*by*Nicolò Cesa Bianchi & Gábor Lugosi

**Validation procedures in radiological diagnostic models. Neural network and logistic regression**

*by*Estanislao Arana & Pedro Delicado & Luis Martí

**A scaled difference chi-square test statistic for moment structure analysis**

*by*Albert Satorra & Peter M. Bentler

**Scaled and adjusted restricted tests in multi-sample analysis of moment structures**

*by*Albert Satorra

**Performance of the 2SHI Estimator under the Generalised Pitman Nearness Criterion**

*by*Tran Van Hoa & Chaturvedi, A.

**Taille de la firme et compétences relationnelles pour innover : données individuelles d'entreprises industrielles françaises**

*by*Francis MUNIER

**Estimation of Spatial Panel Data Models Using a Minimum Distance Estimator: Application**

*by*Théophile AZOMAHOU

**Decomposing Portfolio Value-at-Risk: A General Analysis**

*by*Winfried G. Hallerbach

**The Joint Estimation of Term Structures and Credit Spreads**

*by*Patrick Houweling & Jaap Hoek & Frank Kleibergen

**Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach**

*by*Niels Haldrup & Michael Jansson

**Is the Distribution of Income Compatible with a Stable Distribution?**

*by*John K. Dagsvik & Bjørn H. Vatne

**The Recursive Thick Frontier Approach to Estimating Efficiency**

*by*Wagenvoort, Rien & Schure, Paul

**Simulated Likelihood Estimation of Non-Linear Diffusion Processes Through Non-Parametric Procedure With an Application to the Portuguese Interest Rate**

*by*João Nicolau

**The Impact of Acid Rain on the Aquatic Ecosystems of Eastern Canada**

*by*Mariam, Yohannes

**Trends in Resource Extraction and Implications for Sustainability in Canada**

*by*Mariam, Yohannes

**International Asset Allocation with Time-Varying Correlations**

*by*Andrew Ang & Geert Bekaert

**Estimating the Effect of Alcohol on Driver Risk Using Only Fatal Accident Statistics**

*by*Steven D. Levitt & Jack Porter

**Estimating Advertising Half-Life and the Data Interval Bias**

*by*Fry, T.R.L. & Broadbent, S. & Dixon, J.M.

**Rational Habit Modification: the Role of Credit**

*by*Henry, O. & Messinis, G. & Olekalns, N.

**Bierens' and Johansen's Method - Complements or Substitutes?**

*by*Wagner, Martin

**VAR Cointegration in VARMA Models**

*by*Wagner, Martin

**Two-part multiple spell models for health care demand**

*by*Joao M.C. Santos Silva & Frank Windmeijer

**Random coefficients in regression equation systems : the case with unbalanced panel data**

*by*Biorn,E.

**Estimating regression systems from unbalanced panel data : a stepwise maximum likelihood procedure**

*by*Biorn,E.

**Likelihood-Based Inference in Multivariate Panel Cointegration Models**

*by*Larsson, Rolf & Lyhagen, Johan

**Indirect Estimation of Just-Identified Models with Control Variates**

*by*Giorgio Calzolari & F. Di Iorio & G. Fiorentini

**Income inequality comparisons with dirty data: the UK and Spain during the 1980s**

*by*Frank Cowell & Julie Litchfield & Magda Mercader-Prats

**Equivalence scales and inequality**

*by*Frank Cowell & Magda Mercader-Prats

**Statistical inference for welfare under complete and incomplete information**

*by*Frank Cowell & Maria-Pia Victoria-Feser

**Structural analysis of vector error correction models exogenous I(1) variables**

*by*Mohammad Hashem Pesaran & Richard J Shmith & Yongcheol Shin

**The Tail Behavior of Stock Returns: Emerging versus Mature Markets**

*by*ROCKINGER, Michael & JONDEAU, Eric

**Value-at-Risk and least squares tail index estimation**

*by*R.W.J. van den Goorbergh

**Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models**

*by*Donald W.K. Andrews & Biao Lu

**Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators**

*by*Donald W.K. Andrews

**Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices**

*by*Jushan Bai

**Technology Transfer: Users Analysis**

*by*Mario Coccia

**Systemic Analysis of Performance in Research Organizations**

*by*Mario Coccia

**The Generalized Dynamic Factor Model: Identification and Estimation**

*by*Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia

**Seasonal Nonstationarity and Near-Nonstationarity**

*by*Eric Ghysels & Denise R. Osborn & Paulo M. M. Rodrigues

**Semiparametric Qualitative Response Model Estimation with Unknown Heteroskedasticity or Instrumental Variables**

*by*Arthur Lewbel

**The Tail Behavior of Sotck Returns: Emerging Versus Mature Markets**

*by*Jondeau, E. & Rockinger, M.

**Estimation of the business cycle: A modified Hodrick-Prescott filter**

*by*Regina Kaiser & Agustín Maravall

**articles: Welfare reform and spatial matchingbetween clients and jobs**

*by*Ashish Sen & Paul Metaxatos & Siim Sööt & Vonu Thakuriah

**articles: Areas, nodes and networks: Some analytical considerations**

*by*John R. Roy

**articles: A global search procedure for parameter estimation in neural spatial interaction modelling**

*by*Manfred M. Fischer & Katerina Hlavácková-Schindler & Martin Reismann

**Stock market prices and long-range dependence**

*by*Murad S. Taqqu & Vadim Teverovsky & Walter Willinger

**The Least Trimmed Squares – Random Carriers**

*by*Jan Víšek

**The Generalized War of Attrition**

*by*Paul Klemperer & Jeremy Bulow

**Catching Up with the Economy**

*by*Robert W. Fogel

**Nonparametric Estimation of a Generalized Additive Model with an Unknown Link Function**

*by*Horowitz, J.L.

**Halandósági táblák becslése bayesi módszerekkel**

*by*Péter Gál

**Catch-Up and Leapfrog Between The USA and Japan**

*by*Cameron, G.

**Likelihood INference for Discretely Observed Non-linear Diffusions**

*by*Elerian, O. & Chib, S. & Shephard, N.

**Comparisons of Estimators and Tests Based on Modified Likelihood And Message Length Functions**

*by*Laskar, M.R. & King, M.L.

**Lead Time demand for Simple Exponential Smoothing**

*by*Snyder, R.D. & Koehler, A.B. & Ord, J.K.

**Comparisons of Estimators and Tests Based on Modified Likelihood and Message Length Functions**

*by*Lasker, M.R. & King, M.L.

**A General Volatility Framework and the Generalised Historical Volatility Estimator**

*by*Bollen, B. & Inder, B.

**Estimation in integer - valued moving average models**

*by*Brännäs, Kurt & Hall, Andreia

**Likelihood-Based Cointegration Tests in Heterogeneous Panels**

*by*Larsson, Rolf & Lyhagen, Johan & Löthgren, Mickael

**Internal Markets and Health Care Efficiency: A Multiple-Output Stochastic Frontier Analysis**

*by*Gerdtham, Ulf-G. & Löthgren, Mickael & Tambour, Magnus & Rehnberg, Clas

**Maximum Likelihood Estimation of Cointegrated Systems with Higher Order Integrated Variables and Asymptotic Equivalence with Generalised Least Squares**

*by*Jaya Krishnakumar & El-Hadji Gueye

**Estimation de Fonctions de Distance Radiales**

*by*Patrick Taffé

**On Omitted Variables Bias and Measurement Error in Returns to Schooling Estimates**

*by*Mellander, E.

**Consistent Parameter Estimation for Lagged Multilevel Models**

*by*Spencer, N.H.

**On the Relationship of Optimal Memory to Steady States, Cycles, Chaos**

*by*Mitra, K.

**SML Estimation in Transition Models (revision du 96.10.413)**

*by*Kamionka, T.

**The Estimation of Default Risk with Market Data**

*by*Hubner, G.

**Influence Function and Efficiency of the Minimum Covariance Determinant Scatter MAtrix Estimator**

*by*Croux, C. & Haesbroeck, G.

**An Equilibrium Search Model with Capital Accumulation**

*by*Korsholm, L.

**Labour Supply, Overtime Work and Taxation in Denmark**

*by*Graversen, E.K. & Smith, N.

**Nonlinear VAR: Some Theory and an Application to the US GNP and Unemployment**

*by*Altissimo, F. & Violante, G.L.

**Reseaux de neurones, lissage de la fonction d'actualisation et prevision des OAT demembrees: une etude empirique**

*by*Bolgot, S. & Meyfredi, J.-C.

**Efficiency and Robustness in a Geometrical Perspective**

*by*Davidson, R.

**Moment Approximation for Least Squares Estimators in Dynamic Regression Models with a Unit Root**

*by*Kiviet, J.F. & Phillips, G.D.A.

**Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods**

*by*Hsaio, Cheng & Pesaran, M. Hashem & Tahmiscioglu, A. Kamil

**Statistical Properties of the Sample Semi-variance, with Applications to Emerging Markets' Data**

*by*Bond, Shaun A & Satchell, Stephen E

**El capital humano, la escolarizacion y los salarios en Espana: Evidencia empirica para 1990**

*by*Lluis Diaz Serrano & Ramon Jose Alemany Leira

**On the existence of moments: With an application to German stock returns**

*by*Runde, Ralf & Scheffner, Axel

**A Note on Estimated Coefficients in Random Effects Probit Models**

*by*Arulampalam, W.

**Maximum Likelihood Estimators for ARMA and ARFIMA Models: A Monte Carlo Study**

*by*Michael A. Hauser

**Relative Efficiency with Equivalence Classes of Asymptotic Covariances**

*by*David M. Mandy & Carlos Martins-Filho

**A simple randomized algorithm for consistent sequential prediction of ergodic time series**

*by*László Györfi & Gábor Lugosi & Gusztáv Morvai

**Inequalities for a new data-based method for selecting nonparametric density estimates**

*by*Luc Devroye & Gábor Lugosi & Frederic Udina

**An inequality for uniform deviations of sample averages from their means**

*by*Peter Bartlett & Gábor Lugosi

**Is the Efficiency Wage Hypothesis Valid for Developing Countries? Evidence from the Turkish Cement Industry**

*by*Seref Saygili

**Efficiency comparisons of maximum likelihood-based estimators in garch models**

*by*Gonzalez-Rivera, G. & Drost, F.C.

**Learning in Sender-Receiver Games**

*by*DeJong, D.V. & Blume, A. & Neumann, G.

**Exchange rate in transition**

*by*Kocenda, Evzen

**The long-run nominal exchange rate: specification and estimation issues**

*by*W A Razzak & Thomas Grennes

**Instrumental Variables Estimation of Quantile Treatment Effects**

*by*Alberto Abadie & Joshua D. Angrist & Guido W. Imbens

**Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approach**

*by*Yacine Ait-Sahalia

**Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices**

*by*PERRON, Pierre & VODOUNOU, Cosme

**Asymptotic Approximations in the Near-Integrated Model with a Non-Zero Initial Condition**

*by*PERRON, Pierre & VODOUNOU, Cosme

**Quadratic M-Estimators for ARCH-Type Processes**

*by*MEDDAHI, Nour & RENAULT, Éric

**Confidence Regions for Calibrated Parameters in Computable General Equilibrium Models**

*by*ABDELKHALEK, Touhami & DUFOUR, Jean-Marie

**Nonparametric Estimation and Symmetry Tests for Conditional Density Functions**

*by*Hyndman, R.J. & Yao, Q.

**On Omitted Variable Bias and Measurement Error in Returns to Schooling Estimates**

*by*Mellander, Erik

**Maximum likelihood estimation of the multivariate fractional cointegrating model**

*by*Lyhagen, Johan

**Income mobility : a robust approach**

*by*Frank Cowell & Christian Schluter

**Measurement of inequality**

*by*Frank Cowell

**Statistical inference for Lorenz curves with censored data**

*by*Frank Cowell & Maria-Pia Victoria-Feser

**Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels**

*by*Peter M. Robinson & Marc Henry

**Pooled Mean Group Estimation of Dynamic Heterogeneous Panels**

*by*Yongcheol Shin & Ron P Smith

**Nonparametric Censored Regression**

*by*Arthur Lewbel & Linton, Oliver Linton

**A censored-GARCH model of asset returns with price limits**

*by*WEI, Steven X.

**A non parametric analysis of distributions of household income and attributes**

*by*Hildenbrand, Werner & Alois Kneip & Klaus Utikal

**Nonlinear VAR: Some Theory and an Application to US GNP and Unemployment**

*by*Filippo Altissimo & Giovanni Luca VIolante

**Prediccion De Series De Ventas: Un Analisis De Cointegracion Con El Pib**

*by*PABLO MARSHALL

**La elasticidad de sustitución intertemporal en el consumo: evidencia empírica en países representativos de la OCDE**

*by*José Alberto Molina Chueca

**El estimador de regresión generalizado en el modelo de superpoblación: p-insesgadez asintótica y robustez**

*by*José Miguel Casas Sánchez & Marta Guijarro Garvi

**Nonparametric Analysis of Randomized Experiments With Missing Covariate and Outcome Data**

*by*Horowitz, Joel & Manski, Charles

**Semiparametric Estimation of a Proportional Hazard Model With Unobserved Heterogeneity**

*by*Horowitz, J.

**Prediction Intervals for Arima Models**

*by*Snyder, R.D. & Ord, J.K. & Koehler, A.B.

**Parametric and Nonparametric Augmented GPH Estimation**

*by*Wilkins, N.P.

**Indirect Estimation of Arfima and Varfima Models**

*by*Martin, V.L. & Wilkins, N.P.

**Generalized Method of Moment and Indirect Estimation of the ARASMA Model**

*by*Brännäs, Kurt & de Luna, Xavier

**Variable Differencing and GMM Estimation with Panel Data with Errors-In-Variables**

*by*Biorn, E. & Klette, T.J.

**A Multiple Output Stochastic Ray Frontier Production Model**

*by*Löthgren, Mickael

**Managing Funds in the US Market: How to Distinguish Between Transitory Distortions and Structural Changes in the Stock Prices?**

*by*Bruneau, C. & Duval-Kieffer, C. & Nicolai, J.P.

**Missing Values in Vector Time Series**

*by*Mitchell, H.

**A Bivariate Distribution Function Estimator and Its Variance under Left Truncation and Right Censoring**

*by*Gurler, Y & Gijbels, I

**La gestion des donnees imprecises**

*by*Chauveau, J.-M.

**Least Squares Predictions and Mean-Variance Analysis**

*by*Sentana, E.

**A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior**

*by*Lucas, André

**Semi-nonparametric cointegration testing**

*by*Boswijk, H. Peter & Lucas, André

**The minimax distortion redundancy in empirical quantizer design**

*by*Peter Bartlett & Tamas Linder & Gábor Lugosi

**Strong minimax lower bounds for learning**

*by*Andras Antos & Gábor Lugosi

**A Generalized Spatial Two Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances**

*by*Harry H. Kelejian & Ingmar R. Prucha

**Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem**

*by*Harry H. Kelejian & Ingmar R. Prucha

**Repeated Audit Controls**

*by*Moors, J.J.A. & van der Genugten, B.B. & Strijbosch, L.W.G.

**Sensitivity of Univariate AR(1) Time-series Forecasts Near the Unit Root**

*by*Banerjee, A.N.

**A Critical Evaluation of Mangat's Two-Step Procedure in Randomized Response**

*by*Moors, J.J.A.

**Modeling and Estimation Methods for Household Size in the Presence of Nonresponse Applied to The Norwegian Consumer Expenditure Survey**

*by*Liv Belsby & Jan F. Bjørnstad

**Panel Data with Errors-in-Variables: A Note on Essential and Redundant Orthogonality Conditions in GMM-estimation**

*by*Erik Biørn & Tor Jakob Klette

**Interrelationships and Causal Linkages Between Socioeconomic and Environmental Factors**

*by*Mariam, Yohannes & Barre, Mike & Urquhart, Lynda & DeCivita, Paul

**Moment Estimation with Attrition**

*by*John M. Abowd & Bruno Crepon & Francis Kramarz

**A tobit model with garch errors**

*by*Gabriele Fiorentini & Giorgio Calzolari

**Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance**

*by*Costas Meghir & Frank Windmeijer

**Endogeneity in a Binomial Model**

*by*Brännäs, Kurt & Eriksson, Maria

**On the Damodaran Estimator of Price Adjustment Coefficients**

*by*Säfvenblad, Patrik

**Modeling Nordic Stock Returns with Asymmetric GARCH models**

*by*Hagerud, Gustaf E.

**Inequality, welfare and monotonicity**

*by*Yoram Amiel & Frank Cowell

**Empirics for growth and distribution**

*by*Danny Quah

**Estimation When a Parameter Is on a Boundary: Theory and Applications**

*by*Donald W.K. Andrews

**Consistent Moment Selection Procedures for Generalized Method of Moments Estimation**

*by*Donald W.K. Andrews

**On the Number of Bootstrap Repetitions for Bootstrap Standard Errors, Confidence Intervals, and Tests**

*by*Donald W.K. Andrews & Moshe Buchinsky

**The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series**

*by*Yoon-Jae Whang & Oliver Linton

**Empirics for Growth and Distribution: Stratification, Polarization, and Convergence Clubs**

*by*Quah, Danny

**Second order pseudo-maximum likelihood estimation and conditional variance misspecification**

*by*LEJEUNE, Bernard

**How Does the Share of Imports Change During Structural Adjustment?**

*by*Alan A. Powell

**Seasonal Time Series and Autocorrelation Function Estimation**

*by*William R. Bell & Eric Ghysels & Hahn Shik Lee

**A Comparison of Alternative Methodologies for Estimating Potential Output and the Output Gap**

*by*Chantal Dupasquier & Alain Guay & Pierre St-Amant

**Measurement of the Output Gap: A Discussion of Recent Research at the Bank of Canada**

*by*St-Amant, P. & van Norden, S.

**An application of hidden Markov models to asset allocation problems (*)**

*by*Robert J. Elliott & John van der Hoek

**Reálbérek és kereseti egyenlőtlenségek, 1986-1996. A bérszerkezet átalakulása Magyarországon, I. rész**

*by*Kertesi, Gábor & Köllő, János

**Bootstrap Methods for Median Regression Models**

*by*Horowitz, J.

**Marginal Effects in the Bivariate Probit Model**

*by*Greene, W.H.

**Nonparametric Inference by Quasi-Likelihood Methods**

*by*Spady, R.H.

**An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests**

*by*Perron, P. & Ng, S.

**The Robustness of Estimators for Dynamic Panel Data Models to Misspecification**

*by*Harris, M.N. & Longmire, R.J. & Matyas, L.

**A Comparison of the Accuracy of Asymptotic Approximations in the Dynamic Regression Model Using Kullback-Leibler Information**

*by*Atukorala, R. & King, M.L.

**Testing for Serial Correlation in the of Dynamic Heteroscedasticity**

*by*Silvapulle, P. & Evans, M.

**Estimation of Regression Disturbances Based on Minimum Message Length**

*by*Laskar, M.R. & King, M.L.

**Using the EM Algorithm with Complete, but Scrambled, data**

*by*Kalb, G.

**A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models**

*by*Harris, M.N. & Matyas, L.

**Estimating Daily Volatility from Intraday Data**

*by*Bollen, B. & Kofman, P.

**Business Forecasting with Exponential Smoothing : Computation of Prediction Intervals**

*by*Snyder, R.D. & Grose, S.

**A Test to Compare two Related Stationary Time Series**

*by*Maharaj, A. & Inder, B.

**Simulation Based Estimation of Some Factor Models in Econometrics**

*by*Pagan, A.R.

**Multimarket Power Estimation: The Australian Retail Meat Sector**

*by*Hyde, C.E.

**Modelling Time of Day Sustitution Using the Second Moments of Demand**

*by*Hirschberg, J.G.

**Time Series Evidence of Global Warming**

*by*Hurn, A.S. & Lindsay, K.A.

**An Inequality for Vector-Valued Martingales and Its Applications**

*by*Bai, J.

**A Note on Spurious Break and Regime Shift in Cointegrating Relationship**

*by*Bai, J.

**Determinants of Aggregate Primary Commodity Export Supply : Econometric Results from African Countries**

*by*Geda, A

**Correlated Errors-in-Variables, too Few Instrumental Variables, and Bounds on Parameters**

*by*Klette, J. & Willassen, Y.

**The Labour Input response to Permanent Changes in Output: Errors in Variables Econometrics Based on Panel Data**

*by*Biorn, E. & Klette, T.J.

**Robust Estimation for Grouped Data**

*by*Maria-Pia Victoria-Feser & Elvezio Ronchetti

**Estimating market Prices for Child Care : Sample Design Estimation and Accuracy**

*by*Horrace, W & Schmidt, P & Witte, A-D

**A Graphical Interpretation of Regression with an Application to Tourism**

*by*Molinero, C.M. & Oreja, J.R.

**Estimation Through The Imprecise Goal Programming Model**

*by*Aouni, B & Kettani, O & Martel, J-M

**Dividende et beta: une estimation Garch**

*by*Atindehou, R.B. & Bernier, G. & Charest, G.

**Asymmetries in Household Consumption and Liquidity Constraints -- A Switching Regression Approach**

*by*Darbha, G.

**Bayesian Encompassing Specification Tests of a Parametric Model Against a Non Parametric Alternative**

*by*Florens, J.P. & Richard, J.F. & Rolin, J.M.

**Calibrarion By Simulation for Small Sample Bias Correction**

*by*Gourieroux, C. & Renault, E. & Touzi, N.

**SML Estimation in Transition Models**

*by*Kamionka, T.

**Analysing Ambulatory Blood Pressure Monitoring Data with Multivariate Sliced Inverse Regression**

*by*Aragon, Y. & Barthe, P. & Cassadou, C. & Thomas-Agnan, C.

**Sliced Inverse Regression (SIR): An Appraisal of Small Sample Alternatives to Slicing**

*by*Aragon, Y. & Saracco, J.

**An EM Algorithm for Conditionally Heteroskedastic Factor Models**

*by*Demos, A & Sentana, E

**Do Measures of Monetary Policy in a VAR Make Sense?**

*by*Rudebusch, G.D.

**Approximate Bias Correction in Econometrics**

*by*Mackinnon, J.G. & Smith, A.A.

**Identification and Kullback Information in the GLSEM**

*by*Dhrymes, P.J.

**The Role of Economic Theory in Modelling the Long Run**

*by*Pesaran, M.H.

**Least Square Approach to Non-Normal Disturbances**

*by*Im, K.S.

**Programs TRAMO and SEATS, Instruction for User (Beta Version: september 1996)**

*by*Victor Gómez & Agustín Maravall

**Missing Observations and Additive Outliers in Time Series Models**

*by*Agustín Maravall & Daniel Peña

**Estimation Error and the Specification of Unobserved Component Models**

*by*Agustín Maravall & Cristophe Planas

**A Rational Route to Randomness**

*by*Brock, W.A. & Hommes, C.H.

**Nonparametric inference for second order stochastic dominance**

*by*Schmid, Friedrich & Trede, Mark

**Using Bootstrap to Test Mean-Variance Efficiency of a Given Portfolio**

*by*Pin-Huang Chou

**Distribution of the Least Squares Estimator in a First-Order Autoregressive Model**

*by*Mukhtar M. Ali

**Simulation Methods for Probit and Related Models Based on Convenient Error Partitioning**

*by*Kenneth E. Train

**Exact Distribution of the Least Squares Estimator in a First- Order Autoregressive Model**

*by*Mukhtar M. Ali

**A data-dependent skeleton estimate and a scale-sensitive dimension for classification**

*by*Marta Horvath & Gábor Lugosi

**Fusion of data sets in multivariate linear regression with errors-in-variables**

*by*Albert Satorra

**Impact of technological changes and economic liberalization on agricultural labor employment and Productivity**

*by*Soliman, Ibrahim & Ewaida, Osama

**Dynamic Equilibrium and Volatility in Financial Asset Markets**

*by*Yacine Ait-Sahalia

**An Autoregressive Spectral Density Estimator at Frequency Zero for Nonstationarity Tests**

*by*Perron, P. & Ng, S.

**Markov-Regime Switching in Economic Variables: Part I. Modelling, Estimating and Testing. - Part II. A Selective Survey**

*by*Kaufmann, Sylvia & Scheicher, Martin

**Estimation of inequality indices**

*by*Frank Cowell

**A Stopping Rule for the Computation of Generalized Method of Moments Estimators**

*by*Donald W.K. Andrews

**Regime-Switching Models, A guide to the Bank of Canada Gauss Procedures**

*by*Van Norden, S. & Vigfusson, R.

**The Long Term Development of OECD Export Specialisation Patterns: De-specialisation and "Stickiness"**

*by*Bent Dalum & Keld Laursen & Gert Villumsen

**The Impact of Technological Opportunity on the Dynamics of Trade Performance**

*by*Keld Laursen

**Measuring Intertemporal Substitution : The Role of Durable Goods**

*by*Ogaki, M & Reinhart, C-M

**Initial Conditions and Moment Restrictions in Dynamic Panel Data Models**

*by*Blundell, R. & Bond, S.

**Nonparametric Estimation of First-Price Auctions**

*by*Guerre, E. & Perrigne, I. & Vuong, Q.

**Nonparametric Estimation of First-Price Auctions: Technical Appendices**

*by*Guerre, E. & Perrigne, I. & Vuong, Q.

**Auctioning and Bargaining: An Econometric Study of Timber Auctions with Secret Reservation Prices**

*by*Vuong, Q. & Laffont, J.J. & Elyakime, B. & Loisel, P.

**Selecting Regressors Using Nonparametric Estimators**

*by*Vuong, Q. & Lavergne, P.

**On the Efficiencies of Some Common Quick Estimators**

*by*Mudholkar, G.S. & Freimer, M. & Hutson, A.D.

**Etude Empirique du Choix de l'Heure de Depart au Travail**

*by*de Palma,A. & Rochat,D.

**A Flexible-Form Nonnegative Regression Model Accommodating Zeros and Endogenous Switching**

*by*McGeary, K.A. & Terza, J.V.

**Exponential Regression with Endogenous Polychotomous Treatment Effects: Applications in Health Economics**

*by*Terza, J.V. & Neslusan, C.A.

**FIML vs. Method of Movements Estimation of the Binary Regression Model with an Endogenous Treatment Effect**

*by*Terza, J.V. & Tsai, W.D.

**Research and Development, Competition and Innovation; Pseudo Maximum Likelihood and Simulated Maximum Likelihood Methods Applied to Count Data Models with Heterogeneity**

*by*Crepon, B. & Duguet, E.

**A Moderate Support to Schumpeterian Conjectures from Various Innovation Measures**

*by*Crepon, B. & Duguet, E. & Kabla, I.

**Model Estimation in Nonlinear Regression**

*by*Engel, J & Kneip, A

**GMM Estimation of Panel Probit Models : Nonparametric Estimation of the Optimal Instruments**

*by*Bertsched, I & Lechner, M

**Information Theoretic Approaches to Inference in Moment Condition Models**

*by*Imbens, G.W. & Johnson, P. & Spady, R.H.

**Utility Analysis for Multiple Selection Devices and Multiple Outcomes**

*by*Sturman, M. & Judge, T.

**Analytic Derivatives and the Computation of Garch Estimates**

*by*Fiorentini,G. & Calzolari,G. & Panattoni,L.

**Pearson M-Estimators in Regression Analysis**

*by*Magdalinos, M.A. & Mitsopoulos, G.P.

**Maximum-Entrophy Acceptable -Likelihood Estimation of Population Heterogeneity**

*by*Faynzilberg, P.S.

**Statistical Mechanics of Choice: Maxent Estimation of Population Heterogeneity**

*by*Faynzilberg, P.S.

**Professional Traders as Intuitive Bayesians**

*by*Anderson, M.J. & Sunder, S.

**Estimation and Inference in Cointegrated Systems Under Near-Integration**

*by*Sheldon, M.

**A Rational Route to Randomness**

*by*Brock, W.A.

**Censoring of Outcomes and Regressors Due to Survey Nonresponse: Identification and Estimation Using Weights and Imputations**

*by*Horowitz, J.L. & Manski, C.F.

**Measuring the stability of histogram appearance when the anchor position is changed**

*by*Jeffrey S. Simonoff & Frederic Udina

**Asymptotic robustness in multi-sample analysis of multivariate linear relations**

*by*Albert Satorra

**A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model**

*by*Harry H. Kelejian & Ingmar R. Prucha

**Approximate Bias Correction in Econometrics**

*by*James G. MacKinnon & Anthony A. Smith Jr.

**Iterative Least Squares Estimator of Binary Choice Models: a Semi-Parametric Approach**

*by*Wang, Weiren & Zhou, Mai

**Estimation of multiple-regime regressions with least absolutes deviation**

*by*Jushan, Bai

**Validating the Conjectural Variation Method: The Sugar Industry, 1890- 1914**

*by*David Genesove & Wallace P. Mullin

**Randomization as an Instrumental Variable**

*by*James J. Heckman

**A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model**

*by*Kenneth D. West & David W. Wilcox

**Automatic Lag Selection in Covariance Matrix Estimation**

*by*Kenneth D. West & Whitney K. Newey

**Parameter Estimation and Reverse Martingales**

*by*Björk, Tomas & Johansson, Bjorn

**Full Sample Maximum Likelihood Estimation of Dynamic Demand Models**

*by*DESCHAMPSÂ , PhilippeÂ J.

**Market Time and Asset Price Movements Theory and Estimation**

*by*Eric Ghysels & Christian Gouriéroux & Joanna Jasiak

**Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects**

*by*Eric Ghysels & Joanna Jasiak

**Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?**

*by*Eric Ghysels & Clive W.J. Granger & Pierre L. Siklos

**On Stable Factor Structures in the Pricing of Risk**

*by*Eric Ghysels

**Higher Moment Estimators for Linear Regression Models With Errors in the Variables**

*by*Denyse L. Dagenais & Marcel Dagenais

**Food related aspects of Merida’s I.N.A.M**

*by*Graciela Moret Ramírez

**Rejtett gazdaság nemzetközi összehasonlításban**

*by*Lackó, Mária

**Munkanélküliek piaci munkakínálata és a munkanélküliségi mérőszámok értékelése**

*by*Galasi, Péter

**Correlated Measurement Errors, Bounds on Parameters, and a Model of Producer Behavior**

*by*Yngve Willassen & Tor Jakob Klette

**Dynamic Specification and Testing for Unit Roots and Co-Integration**

*by*Anindya Banerjee

**Conditional heteroskedasticity in nonlinear simultaneous equations**

*by*Calzolari, Giorgio & Fiorentini, Gabriele

**Testing for Cointegration When Some of the Contributing Vectors are Known**

*by*Michael T. K. Horvath & Mark W. Watson

**Robustness properties of poverty indices**

*by*Frank Cowell & Maria-Pia Victoria-Feser

**Temporal Aggregation Bias in Stock-Flow Models**

*by*Burdett, Kenneth & Coles, Melvyn G & van Ours, Jan C

**Engel Flexibility in Household Budget Studies: Non-parametric Evidence versus Standard Functional Forms**

*by*Maureen T. Rimmer & Alan A. Powell

**An iterative bandwidth selector for Kernel estimation of densities and their derivatives**

*by*Engel,Joachim & Herrmann,Eva & Gasser,Theo

**Semiparametric Estimation Of Regression Models For Panel Data**

*by*Joel L. Horowitz & Marianthi Markatou

**Least squares estimation of a shift in linear processes**

*by*Bai, Jushan

**Ability Bias, Discount Rate Bias and the Return to Education**

*by*Lang, Kevin

**Estimating variances and covariances in a censored regression model**

*by*Calzolari, Giorgio & Fiorentini, Gabriele

**Robust estimation of personal income distribution models**

*by*Maria-Pia Victoria-Feser

**Robustness properties of inequality measures : the influence function and the principle of transfers**

*by*Frank Cowell & Maria-Pia Victoria-Feser

**Household Size, its Composition and Consumption Patterns in Pakistan: An Empirical Analysis using Micro Data**

*by*Nadeem A. Burney & Ashfaque H. Khan

**Household Size, its Composition and Consumption Patterns in Pakistan: An Empirical Analysis using Micro Data**

*by*Nadeem A. Burney & Ashfaque H. Khan

**The Tail Behavior of Maximum Likelihood Estimates of Cointegrating Coefficients in Error Correction Models**

*by*Peter C.B. Phillips

**Exactly Unbiased Estimation of First Order Autoregressive-Unit Root Models**

*by*Donald W.K. Andrews

**Simulation Estimation Methods for Limited Dependent Variable Models**

*by*Vassilis A. Hajivassiliou

**Invariant points of low dimensional curve families**

*by*Klaus J. Utikal

**A New Method for Detecting Neural Interconnectivity**

*by*Klaus J. Utikal

**Markovian interval processes I: Nonparametric inference**

*by*Klaus J. Utikal

**The Method of Simulated Scores for the Estimation of LDV Models with an Application to External Debt Crisis**

*by*Vassilis A. Hajivassiliou & Daniel McFadden

**Validation of empirical measures of welfare change: comment**

*by*Boyle, Kevin J. & Welsh, Michael P. & Bishop, Richard C.

**Estimation Theory for the Cusp Catastrophe Model**

*by*Cobb, Loren

**Seasonality in Regression: An Application of Smoothness Priors**

*by*Mark Gersovitz & James G. MacKinnon

**Estimates of the Elasticity of Substitution Between Imported and Domestically Produced Commodities at the Four Digit ASIC Level**

*by*Chris M. Alaouze & John S. Marsden & John Zeitsch

**Empirical Estimation of the Elasticity of Substitution : A Review**

*by*Vern Caddy

**Macroeconomic Production Functions for Eastern Europe**

*by*Kyn, Oldrich & Kyn, Ludmila

**Estimating parameters of an extreme value distribution by the method of moments**

*by*Christopeit,Norbert

**Seasonality with Trend and Cycle Interactions in Unobserved Components Models**

*by*Siem Jan Koopman & Kai Ming Lee

**Returns to Foreign Education. Yet another but different cross country analysis**

*by*Max Grütter

**Is more data better?**

*by*Kaushik Mitra

**Learning with Bounded Memory in Stochastic Models**

*by*Seppo Honkapohja & Kaushik Mitra

**Impact of Health Expenditure on Achieving the Health-related MDGs**

*by*Clovis Freire & Nobuko Kajiura

**Distribution-free Tests of Fractional Cointegration**

*by*Javier Hualde & Carlos Velasco

**Classification Rules for Multivariate Repeated Measures Data with Equicorrelated Correlation Structure on both Time and Spatial Repeated Measurements**

*by*Anuradha Roy & Ricardo Leiva

**Normalized Power Prior Bayesian Analysis**

*by*Keying Ye & Yuyan Duan

**Boundary Distributions in Testing Inequality Hypotheses**

*by*Fathali Firoozi

**A Study of the Probit Model with Latent Variables in Phase I Clinical Trials**

*by*Xiaobin Yang & Keying Ye & Yanping Wang

**Linear Models for Multivariate Repeated Measures Data**

*by*Anuradha Roy

**Advances in the combination of supervised classification methods: an experimental study**

*by*Sabina Mazza

**Real time forecasts of inflation: the role of financial variables**

*by*Libero Monteforte & Gianluca Moretti

**Unemployment and Hysteresis: A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components A Nonlinear Unobserved Components Approach**

*by*Silvestro DI SANZO & Alicia PEREZ-ALONSO

**Empirical Evidence for the Bank Lending Channel in Bosnia and Herzegovina: Does Lending Differ Between Large and Small Banks?**

*by*Dejan Kovacevic

**A Practical Note on the Determination of the Number of Factors Using Information Criteria with Data-Driven Penalty**

*by*Joakim Westerlund & Sagarika Mishra

**A Factor Analytical Approach to the Efficient Futures Market Hypothesis**

*by*Joakim Westerlund & Milda Norkute & Paresh K Narayan

**On the Importance of the First Observation in GLS Detrending in Unit Root Testing**

*by*Joakim Westerlund

**The Local Power of the CADF and CIPS Panel Unit Root Tests**

*by*Joakim Westerlund & Mehdi Hosseinkouchack & Martin Solberger

**Heteroskedasticity Robust Panel Unit Root tests**

*by*Joakim Westerlund

**Restricted Likelihood Ratio Tests in Predictive Regression**

*by*Peter C.B. Phillips & Ye Chen

**Integrated Roma Earnings: A Multivariate Analysis for the Discrimination Hypothesis in Greece**

*by*Nick Drydakis

**Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets**

*by*Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET

**Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets**

*by*Patrick GAGLIARDINI & Elisa OSSOLA & Olivier SCAILLET

**Stable Mixture GARCH Models**

*by*Simon A. BRODA & Markus HAAS & Jochen KRAUSE & Marc S. PAOLELLA & Sven C. STEUDE

**Taking Ambiguity to Reality: Robust Agents Cannot Trust the Data Too Much**

*by*Fabio TROJANI & Christian WIEHENKAMP & Jan WRAMPELMEYER

**Density Approximations For Multivariate Affine Jump-Diffusion Processes**

*by*Damir FILIPOVIC & Eberhard BERHARD & Paul SCHNEIDER

**Robust Resampling Methods for Time Series**

*by*Lorenzo CAMPONOVO & Olivier SCAILLET & Fabio TROJANI

**Most Efficient Homogeneous Volatility Estimators**

*by*Alexander I. SAICHEV & Didier SORNETTE & Vladimir FILIMONOV

**Aggregating Rational Expectations Models in the Presence of Unobserved Micro Heterogeneity**

*by*Eric JONDEAU & Florian PELGRIN

**Fourth Order Pseudo Maximum Likelihood Methods**

*by*Alberto HOLLY & Alain MONFORT & Michael ROCKINGER

**Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data**

*by*Philippe HUBER & Olivier SCAILLET & Maria-Pia VICTORIA-FESER

**Testing for threshold effect in ARFIMA models: Application to US unemployment rate data**

*by*Amine LAHIANI & Olivier SCAILLET

**A review of heuristic optimization methods in econometrics**

*by*Manfred GILLI & Peter WINKER

**A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)**

*by*Stelios Arvanitis & Antonis Demos

**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**

*by*Daniel Ventosa

**Headlights on tobacco road to low birthweight outcomes - Evidence from a battery of quantile regression estimators and a heterogeneous panelCreation-Date: 20080508**

*by*Stefan Holst Bache & Christian M. Dahl & Johannes Tang

**Estimation of Fractional Integration in the Presence of Data Noise**

*by*Haldrup, Niels & Nielsen, Morten Oe.

**Efficient Inference in Multivariate Fractionally Integrated Time Series Models**

*by*Morten Oerregaard Nielsen

**Left-Censoring in Duration Data: Theory and Applications**

*by*Anna Christina D'Addio & Michael Rosholm

**Efficient Likelihold Inference in Nonstationary Univariate Models**

*by*Morten Oe. Nielsen

**Multicointegration in US consumption data**

*by*Boriss Siliverstovs

**Hysteresis and the NAIRU: The Case of Countries in Transition**

*by*Gordana Marjanovic & Ljiljana Maksimovic & Nenad Stanisic