## 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.

**Estimating the means and the covariances of fuzzy random variables**

*by*Shvedov, Alexey

**Improving weighted least squares inference**

*by*Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf

**Large dynamic covariance matrices**

*by*Robert F. Engle & Olivier Ledoit & Michael Wolf

**Numerical implementation of the QuEST function**

*by*Olivier Ledoit & Michael Wolf

**Effects of Oscar awards on movie production**

*by*Agnani, Betty & Aray, Henry

**You can't always get what you want? Estimator choice and the speed of convergence**

*by*Kufenko, Vadim & Prettner, Klaus

**Support for the SME supporting factor: Multi-country empirical evidence on systematic risk factor for SME loans**

*by*Dietsch, Michel & Düllmann, Klaus & Fraisse, Henri & Koziol, Philipp & Ott, Christine

**A data-driven selection of an appropriate seasonal adjustment approach**

*by*Webel, Karsten

**Practical Kolmogorov-Smirnov Testing by Minimum Distance Applied to Measure Top Income Shares in Korea**

*by*JIN SEO CHO & MYUNG-HO PARK & PETER C.B. PHILLIPS

**Estimation of Nonlinear Panel Models with Multiple Unobserved Effects**

*by*Chen, Mingli

**Publication selection bias in the sources of financing the enterprises research? A Meta-Regression Analysis**

*by*Natalia Nehrebecka & Aneta Dzik-Walczak

**Bayesian nonparametric sparse seemingly unrelated regression model (SUR)**

*by*Monica Billio & Roberto Casarin & Luca Rossini

**Bayesian Nonparametric Conditional Copula Estimation of Twin Data**

*by*Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini

**Empirical Hedging Performance on Long-dDted Crude Oil Derivatives**

*by*Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl

**Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter?**

*by*Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl

**A Structural Model for Electricity Forward Prices**

*by*Benth, Fred Espen & Paraschiv, Florentina

**Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients**

*by*Paraschiv, Florentina & Bunn, Derek & Westgaard, Sjur

**Bank Foundations, Social Capital, and the Growth of Italian Provinces**

*by*Giorgio Calcagnini & Germana Giombini & Francesco Perugini

**Mimetic behaviour and institutional persistence: A two-armed bandit experiment**

*by*Innocenti, Stefania & Cowan, Robin

**Parallelization experience with four canonical econometric models using ParMitISEM**

*by*Baştürk N. & Grassi S. & Hoogerheide L. & Dijk H.K. van

**Time-Varying Persistence of Inflation: Evidence from a Wavelet-based Approach**

*by*Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller

**In search of the Euro area fiscal stance**

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs**

*by*Stelios D. Bekiros & Roberta Cardani & Alessia Paccagnini & Stefania Villa

**Great Recession, Slow Recovery and Muted Fiscal Policies in the US**

*by*Alice Albonico & Alessia Paccagnini & Patrizio Tirelli

**Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes**

*by*Manabu Asai & Michael McAleer

**Robust frontier estimation from noisy data: a Tikhonov regularization approach**

*by*Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Léopold

**Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations**

*by*Victor Aguirregabiria & Arvind Magesan

**A Continuous Updating Weighted Least Squares Estimator of Tail Dependence in High Dimensions**

*by*Einmahl, John & Kiriliouk, A. & Segers, J.J.J.

**Estimation of Spatial Sample Selection Models : A Partial Maximum Likelihood Approach**

*by*Rabovic, Renata & Cizek, Pavel

**Testing for a Threshold in Models with Endogenous Regressors**

*by*Rothfelder, Mario & Boldea, Otilia

**Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models**

*by*Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger

**Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes**

*by*Manabu Asai & Michael McAleer

**Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization**

*by*Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong

**Parallelization Experience with Four Canonical Econometric Models using ParMitISEM**

*by*Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk

**LIML Estimation of Import Demand and Export Supply Elasticities**

*by*Vahagn Galstyan &

**Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties**

*by*Luke Hartigan

**Common Threshold in Quantile Regressions with an Application to Pricing for Reputation**

*by*Liangjun Su & Pai Xu & Heng Ju

**Estimating the membership function of the fuzzy willingness-to-pay/accept for health via Bayesian modelling**

*by*Michal Jakubczyk

**Choosing from multiple alternatives in cost-effectiveness analysis with fuzzy willingness-to-pay/accept and uncertainty**

*by*Michal Jakubczyk

**Foreign Direct Investment, Productivity And Crowding-Out: Dynamic Panel Evidence On Vietnamese Firms**

*by*Hanh Pham

**Method Development Aspects of Liquidity-Adjusted Value-at-Risk (LVaR) Technique for Commodities Portfolios**

*by*Mazin A. M. Al Janabi

**On the Treatment of a Measurement Error Regression Model**

*by*TAKU YAMAMOTO

**Bias-Corrected Common Correlated Effects Pooled Estimation In Homogeneous Dynamic Panels**

*by*Ignace De Vos & Gerdie Everaert

**IMF Programs and Sensitivity to External Shocks: An Empirical Application**

*by*Mirela Sorina Miescu

**Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form**

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

**Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach**

*by*Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller

**Asymmetries in the revenue-expenditure nexus: New evidence from South Africa**

*by*Phiri, Andrew

**Forecasting 2016 US Presidential Elections Using Factor Analysis and Regression Model**

*by*Sinha, Pankaj & Srinivas, Sandeep & Paul, Anik & Chaudhari, Gunjan

**Making Markowitz's Portfolio Optimization Theory Practically Useful**

*by*BAI, ZHIDONG & LIU, HUIXIA & WONG, WING-KEUNG

**Changes in the optimal tax rate in South Africa prior and subsequent to the global recession period**

*by*Motloja, Lehlohonolo & Makhoana, Tsholofelo & Kassoma, Rooyen & Houdman, Rozadian & Phiri, Andrew

**Investigating the impact of national income on environmental pollution. International evidence**

*by*Barra, Cristian & Zotti, Roberto

**The unemployment-stock market relationship in South Africa: Evidence from symmetric and asymmetric cointegration models**

*by*Tapa, Nosipho & Tom, Zandile & Lekoma, Molebogeng & Ebersohn, J. & Phiri, Andrew

**Revisiting the Synthetic Control Estimator**

*by*Ferman, Bruno & Pinto, Cristine

**Rethinking the current inflation target range in South Africa**

*by*Bonga-Bonga, Lumengo & Lebese, Ntsakeseni Letitia

**Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression**

*by*Xu, Ning & Hong, Jian & Fisher, Timothy

**Random Expected Utility and Certainty Equivalents: Mimicry of Probability Weighting Functions**

*by*Wilcox, Nathaniel

**“Attitudes to Leadership and Voting: Finding the Efficient Frontier”**

*by*Davis, Brent

**spanel: le package R pour l’estimation des données de panel spatiale**

*by*Zaghdoudi, Taha

**Simultaneity of Crime Incidence in Mindanao**

*by*Madanlo, Lalaine & Murcia, John Vianne & Tamayo, Adrian

**The relationship between savings and economic growth at the disaggregated level**

*by*Guma, Nomvuyo & Bonga-Bonga, Lumengo

**Shapley value regression and the resolution of multicollinearity**

*by*Mishra, SK

**Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso**

*by*Xu, Ning & Hong, Jian & Fisher, Timothy

**Local Explosion Modelling by Noncausal Process**

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

**Does Phillips Exist in Palestine? An Empirical Evidence**

*by*Ismael, Mohanad & Sadeq, Tareq

**Measures of correlation and computer algebra**

*by*Halkos, George & Tsilika, Kyriaki

**Introduction à la méthode statistique et probabiliste**

*by*Keita, Moussa

**Measuring poverty with the Foster, Greer and Thorbecke indexes based on the Gamma distribution**

*by*Fernández-Morales, Antonio

**Estimation bias due to duplicated observations: a Monte Carlo simulation**

*by*Sarracino, Francesco & Mikucka, Malgorzata

**Plausibility of big shocks within a linear state space setting with skewness**

*by*Koloch, Grzegorz

**Econometric-wavelet prediction in spatial aspect**

*by*Monika Hadas-Dyduch

**Firms’ Dynamics and Business Cycle: New Disaggregated Data**

*by*Lorenza Rossi & Emilio Zanetti Chini

**Terrorism and Employment : Evidence from Successful and Failed Terror Attacks**

*by*Abel Brodeur

**Surplus-Debt Regressions**

*by*Eric M. Leeper & Bing Li

**China Pro-Growth Monetary Policy and Its Asymmetric Transmission**

*by*Kaiji Chen & Patrick Higgins & Daniel F. Waggoner & Tao Zha

**Solution and Estimation Methods for DSGE Models**

*by*Jesús Fernández-Villaverde & Juan F. Rubio Ramírez & Frank Schorfheide

**Linking excessive disinflation and output movements in an emerging, small open economy A hybrid New Keynesian Phillips Curve perspective**

*by*Karol Szafranek

**Measuring expected time to default under stress conditions for corporate loans**

*by*Mariusz Górajski & Dobromił Serwa & Zuzanna Wośko

**When is it really justifiable to ignore explanatory variable endogeneity in a regression model?**

*by*Jan F. Kiviet

**Nonparametric Localized Bandwidth Selection for Kernel Density Estimation**

*by*Tingting Cheng & Jiti Gao & Xibin Zhang

**Error-in-Variables Jump Regression Using Local Clustering**

*by*Yicheng Kang & Xiaodong Gong & Jiti Gao & Peihua Qiu

**The Lila distribution and its applications in risk modelling**

*by*Bertrand K. Hassani & Wei Yang

**Combining risk measures to overcome their limitations - spectrum representation of the sub-additivity issue, distortion requirement and added-value of the Spatial VaR solution: An application to Regulatory Requirement for Financial Institutions**

*by*Dominique Guegan & Bertrand K. Hassani

**Eigenvalue Ratio Estimators for the Number of Dynamic Factors**

*by*Maddalena Cavicchioli & Mario Forni & Marco Lippi & Paolo zaffaroni

**PIIGS in the Euro Area. An Empirical DSGE Model**

*by*Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli

**In search of the Euro Area Fiscal Stance**

*by*Alice, Albonico & Alessia, Paccagnini & Patrizio, Tirelli

**The Identification and Estimation of a Large Factor Model with Structural Instability**

*by*Badi H. Baltagi & Chihwa Kao & Fa Wang

**Policy Measurement And Multilateral Resistance In Gravity Models**

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

**A Method for Measuring Treatment Effects on the Treated without Randomization**

*by*P. A. V. B. Swamya & S. G. Hall & G. S. Tavlas & I. Chang & H. D. Gibson & W. H. Greene & J. S. Mehta

**A General Endogenous Grid Method for Multi-Dimensional Models with Non-Convexities and Constraints**

*by*Jeppe Druedahl & Thomas Høgholm Jørgensen

**From bond yield to macroeconomic instability: The effect of negative interest rates**

*by*Maria Cristina Recchioni & Gabriele Tedeschi

**Inference in Regression Discontinuity Designs with a Discrete Running Variable**

*by*Kolesár, Michal & Rothe, Christoph

**The Value of Knowing the Propensity Score for Estimating Average Treatment Effects**

*by*Rothe, Christoph

**Something from Nothing: Estimating Consumption Rates Using Propensity Scores, with Application to Emissions Reduction Policies**

*by*Bardsley, Nicholas & Büchs, Milena & Schnepf, Sylke V.

**Locally Robust Semiparametric Estimation**

*by*Victor Chernozhukov & Juan Carlos Escanciano & Hidehiko Ichimura & Whitney K. Newey

**A continuous-time stochastic model for the mortality surface of multiple populations**

*by*Peter Jevtic & Luca Regis

**Effectiveness of sequences of classroom training for welfare recipients : what works best in West Germany?**

*by*Dengler, Katharina

**Functional Principal Component Analysis for Derivatives of Multivariate Curves**

*by*Maria Grith & Wolfgang K. Härdle & Alois Kneip & Heiko Wagner

**Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics**

*by*Ying Chen & Wolfgang K. Härdle & Wee Song Chua

**Simultaneous Inference for the Partially Linear Model with a Multivariate Unknown Function when the Covariates are Measured with Errors**

*by*Kun Ho Kim & Wolfgang K. Härdle & Shih-Kang Chao

**Estimation and filtering of nonlinear MS-DSGE models**

*by*Sergey Ivashchenko

**Log-normal creaming and the likelihood of discovering additional giant petroleum fields**

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

**Weibull Wind Worth: Wait and Watch?**

*by*Lillestøl, Jostein

**The modelling of networks using Exponential Random Graph Models: an introduction**

*by*Johannes VAN DER POL

**On ill-posedness of nonparametric instrumental variable regression with convexity constraints**

*by*Scaillet, Olivier

**Integrating sensory evaluations in incentivized discrete choice experiments to assess consumer demand for cricket flour buns in Kenya**

*by*Mohammed H. Alemu & Søren Bøye Olsen & Suzanne E. Vedel & John Kinyuru & Kennedy O. Pambo

**Womenâ€™s satisfaction during pregnancy and at delivery in Tuscany (Italy)**

*by*Gustavo De Santis & Valentina Tocchioni & Chiara Seghieri & Sabina Nuti

**Characteristic-sorted portfolios: estimation and inference**

*by*Cattaneo, Matias D. & Crump, Richard K. & Farrell, Max H. & Schaumburg, Ernst

**Simple Estimators for ARCH Models**

*by*Prono, Todd

**Half-panel jackknife fixed effects estimation of panels with weakly exogenous regressor**

*by*Chudik, Alexander & Pesaran, M. Hashem & Yang, Jui-Chung

**Measuring Uncertainty and Its Impact on the Economy**

*by*Clark, Todd E. & Carriero, Andrea & Massimiliano, Marcellino

**Large Vector Autoregressions with Stochastic Volatility and Flexible Priors**

*by*Clark, Todd E. & Carriero, Andrea & Marcellino, Massimiliano

**China Pro-Growth Monetary Policy and Its Asymmetric Transmission**

*by*Chen, Kaiji & Waggoner, Daniel F. & Higgins, Patrick C. & Zha, Tao

**An Empirical Analysis of the Public Spending Decomposition on Organized Crime**

*by*Maria Berrittella & Carmelo Provenzano

**Fractal Characterization of Long Memory in Electricity Prices**

*by*Yuri Balagula

**Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes**

*by*Asai, M. & McAleer, M.J.

**Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization**

*by*Bai, Z. & Li, H. & McAleer, M.J. & Wong, W-K.

**Series estimation under cross-sectional dependence**

*by*Jungyoon Lee & Peter Robinson

**A Smoothing Test under First-Order Autoregressive Processes and a First-Order Moving-Average Correction**

*by*Ana Paula Martins

**Desigualdad en el Acceso a los Servicios Públicos y Niveles de Satisfacción de los Individuos**

*by*Diego Campoy & Cecilia Parada

**Monetary Policy Rules in Emerging Countries: Is There an Augmented Nonlinear Taylor Rule?**

*by*Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Menla Ali & Coskun Akdeniz

**Main determinants acquisition of skills in Latin America: a multilevel analysis from the results PISA 2012**

*by*Geovanny Castro Aristizabal & Maribel Castillo Caicedo & Julie Carolina Mendoza Parra

**Product Variety, Across-Market Demand Heterogeneity, and the Value of Online Retail**

*by*Thomas W. Quan & Kevin R. Williams

**Measuring Segregation on Small Units: A Partial Identification Analysis**

*by*Xavier D'Haultfoeuille & Roland Rathelot

**Correcting for Sample Selection From Competitive Bidding, with an Application to Estimating the Effect of Wages on Performance**

*by*Lamy, Laurent & Patnam, Manasa & Visser, Michael

**Solution and Estimation of Dynamic Discrete Choice Structural Models Using Euler Equations**

*by*Aguirregabiria, Victor & Magesan, Arvind

**On Asymptotic Theory for ARCH(infinite) Models**

*by*HAFNER, Christian M. & PREMINGER, Arie

**Weak Diffusion Limits of Dynamic Conditional Correlation Models**

*by*HAFNER, Christian M. & LAURENT, Sebastien & VIOLANTE, Francesco

**“Ley de Wagner”, un análisis de regresión lineal múltiple para Colombia**

*by*Fabián Ernesto Vidal Sánchez

**On The Sources Of Heterogeneity In Banking Efficiency Literature**

*by*Francesco Aiello & Graziella Bonanno

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

*by*Francesco Aiello & Graziella Bonanno

**Random Expected Utility and Certainty Equivalents: Mimicry of Probability Weighting Functions**

*by*Nathaniel T. Wilcox

**Econometric Analysis of Production Networks with Dominant Units**

*by*M. Hashem Pesaran & Cynthia Fan Yang

**Monetary Policy Rules in Emerging Countries: Is there an Augmented Nonlinear Taylor Rule?**

*by*Guglielmo Maria Caporale & Abdurrahman Nazif Catik & Mohamad Husam Helmi & Faek Nemla Ali & Coskun Akdeniz

**Almost Unbiased Variance Estimation in Simultaneous Equation Models**

*by*Phillip, Garry & Xu, Yongdeng

**Robust Inference for the Two-Sample 2SLS Estimator**

*by*David Pacini & Frank Windmeijer

**High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models**

*by*F. Lilla

**Neural Nets for Indirect Inference**

*by*Michael Creel

**Testing Subspace Granger Causality**

*by*Majid M. Al-Sadoon

**New Housing Registrations as a Leading Indicator of the BC Economy**

*by*Calista Cheung & Dmitry Granovsky

**Forecasting inflation in post-oil boom years: A case for non-linear models?**

*by*Vugar Ahmadov & Shaig Adigozalov & Salman Huseynov & Fuad Mammadov & Vugar Rahimov

**地域四半期gdpの推計に向けた諸課題**

*by*Mitsuhiro OKANO & Yoshihisa INADA

**Bank Foundations, Social Capital, and the Growth of Italian Provinces**

*by*Giorgio Calcagnini & Germana Giombini & Francesco Perugini

**Improving on daily measures of price discovery**

*by*Gustavo Fruet Dias & Marcelo Fernandes & Cristina M. Scherrer

**Inference in partially identified models with many moment inequalities using Lasso**

*by*Federico A. Bugni & Mehmet Caner & Anders Bredahl Kock & Soumendra Lahiri

**Generalized Efficient Inference on Factor Models with Long-Range Dependence**

*by*Yunus Emre Ergemen

**The asymptotic distribution of the CADF unit root test in the presence of heterogeneous AR( $$p$$ p ) errors**

*by*Joakim Westerlund

**Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large**

*by*Cheng Hsiao & Qiankun Zhou

**Relationship Between FDI, Terrorism and Economic Growth in Pakistan: Pre and Post 9/11 Analysis**

*by*Syed Jawad Hussain Shahzad & Muhammad Zakaria & Mobeen Ur Rehman & Tanveer Ahmed & Bashir Ahmed Fida

**Critical issues in spatial models: error term specifications, additional endogenous variables, pre-testing, and Bayesian analysis**

*by*Harry H. Kelejian

**Matching in closed-form: equilibrium, identification, and comparative statics**

*by*Raicho Bojilov & Alfred Galichon

**Symmetric experimental designs: conditions for equivalence of panel data estimators**

*by*Ronald L. Oaxaca & David L. Dickinson

**Comparing Africa, Asia and Latin America/Caribbean countries using per capita GDP, remittances, openness, capital/labor ratios and freedom**

*by*Sondra Collins & Edward Nissan

**The implication of health insurance for child development and maternal nutrition: evidence from China**

*by*Xiaobo Peng & Dalton Conley

**Asymmetric price transmission within the Argentinean stock market: an asymmetric threshold cointegration approach**

*by*Zouheir Mighri & Faysal Mansouri

**Price volatility in the secondary market and bidders’ heterogeneous behavior in Spanish Treasury auctions**

*by*Francisco Alvarez & Cristina Mazón

**Panel bootstrap tests of slope homogeneity**

*by*Johan Blomquist & Joakim Westerlund

**Estimation of the regression slope by means of Gini’s cograduation index**

*by*D. Michele Cifarelli

**Geometrically designed, variable knot regression splines**

*by*Vladimir K. Kaishev & Dimitrina S. Dimitrova & Steven Haberman & Richard J. Verrall

**Econometric modeling of panel data using parallel computing with Apache Spark**

*by*Michał Bernardelli

**On the relationship between sovereign bonds and credit default swaps in Portugal**

*by*Jorge M. Andraz & Cristina M. Viegas & NÃ©lia M. Norte

**Examining the Persistence of Real Exchange Rate Misalignment in Iran**

*by*Tehranchian, Amir Mansoor & Balounejad Nouri, Roozbeh

**Monetary aspects of business cycles in an open developing economy. - Aspetti monetari del ciclo economico in un’economia aperta in via di sviluppo**

*by*Ogun, Oluremi

**Exchange Rate Volatility and Uncovered Interest Rate Parity in the European Emerging Economies**

*by*Dejan Živkov & Jovan Njegić & Mirela Momčilović & Ivan Milenković

**Comparative Study of Some European Union Countries by Gross Value Added and Number of Employed during 2000- 2014 trough TRAMO/SEATS MODEL**

*by*Vasil Bozev

**Clusterization of the European Union Countries by the Gross Value Added, the Number of Employed Persons and the Gross Value Added Growth Components**

*by*Aleksandar Naydenov

**Volatility capital buffer to prevent the breach of the Solvency II capital requirements**

*by*Zoltán Zubor

**The Capability Index when Some Assumptions are not Satisfied: Analysis and Empirical Comparisons/El índice de capacidad cuando no se cumplen algunas hipótesis de partida: Análisis y comparaciones empíricas**

*by*MOYA FERNÁNDEZ, PABLO JOSÉ & MUÑOZ ROSAS, JUAN FRANCISCO & ÁLVAREZ VERDEJO, ENCARNACIÓN

**Shrinking the Variance-Covariance Matrix: Simpler is Better**

*by*Muhammad Husnain & Arshad Hassan & Eric Lamarque

**An empirical analysis of unspanned risk for the U.S. yield curve**

*by*Karoll Gomez

**On a Class of Statistical Distance Measures for Sales Distribution: Theory, Simulation and Calibration**

*by*Tianhao Wu

**Inference and Forecasting Based on the Phillips Curve**

*by*Kunho Kim & Suna Park

**Rivalry Effects and Unbalanced Schedule Optimisation in the Australian Football League**

*by*Stephan Lenor & Liam J. A. Lenten & Jordi McKenzie

**Measuring productivity and efficiency: a Kalman filter approach**

*by*Meryem Duygun & Levent Kutlu & Robin C. Sickles

**Modified fixed effects estimation of technical inefficiency**

*by*Daniel Wikström

**Eigenvector selection with stepwise regression techniques to construct eigenvector spatial filters**

*by*Yongwan Chun & Daniel A. Griffith & Monghyeon Lee & Parmanand Sinha

**A geostatistical approach to the change-of-support problem and variable-support data fusion in spatial analysis**

*by*Jun Wang & Yang Wang & Hui Zeng

**A Comparative Study of the Performance of Estimating Long-Memory Parameter Using Wavelet-Based Entropies**

*by*Heni Boubaker

**Estimation of Panel Model with Spatial Autoregressive Error and Common Factors**

*by*J. B. Qian

**Explaining Size Effect for Indian Stock Market**

*by*Asheesh Pandey & Sanjay Sehgal

**Road Accessibility And Wealth In Rural Bhutan: A Difference In Difference Approach**

*by*JIGME NIDUP

**Drivers Of Private Saving In Sub-Saharan African Countries**

*by*KEN CHAMUVA SHAWA

**Cost Efficiency Analysis Of Swedish Financial Enterprises: An Empirical Investigation / Análisis De Los Costes Financieros De Las Empresas Suecas: Una Investigación Empírica**

*by*Akkaya, Onur

**Design Of A Investment Portfolio Using Non-Linear Programming: Case Of Colombia 2013-2014, Diseno De Un Portafolio De Inversion A Partir De Un Modelo De Programacion No Lineal: Caso Colombia 2013-2014**

*by*John Dairo Ramirez Aristizabal & Eduardo Alexander Duque Grisales

**Minimum Return Constrain, Its Impact On Chilean Pension Funds 2003-2014, Restriccion De Retorno Minimo, Su Impacto En Los Fondos De Pensiones En Chile 2003-2014**

*by*Renato BalbontÃn

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Turuntseva Marina & Bozhechkova Alexandra & Buzaev A. & Baeva Marina & Kiblitskaya Tatiana & Ponomarev Yuri & Skrobotov Anton & Astafieva Ekaterina

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**Model Calculations of Short-Run Forecasts of Russian Economic Time Series**

*by*Marina Turuntseva & Ekaterina Astafieva & Alexandra Bozhechkova & Yuri Ponomarev & Marina Baeva & A. Buzaev & Tatiana Kiblitskaya & Anton Skrobotov

**A Dynamic Model of the Choice of Technology in Economic Development**

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*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

**Nonparametric Identification and Estimation of Finite Mixture Models of Dynamic Discrete Choices**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models**

*by*Hiroyuki Kasahara & Katsumi Shimotsu

**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

**Distribution-free Tests of Fractional Cointegration**

*by*Javier Hualde & Carlos Velasco

**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

**Macro Determeinants of Total Factor Productivity in Pakistan**

*by*Safdar Ullah Khan

**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

**Estimating Euler Equations with Noisy Data: Two Exact GMM Estimators**

*by*Martin Browning & Sule Alan

**Subsampling realised kernels**

*by*Neil Shephard & Ole E. Barndorff-Nielsen

**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 Lee

**Efficient estimation of the semiparametric spatial autoregressive model**

*by*Peter Robinson

**Training Quality and Earnings: The Effects of Competition on the Provision of Public-Sponsored Training Programs**

*by*Alberto E. Chong & José Galdo

**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

**Spurious Regression and Trending Variables**

*by*Antonio E. Noriega & Daniel Ventosa-Santaularia

**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

**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, René & 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

**Macro Determinants of Total Factor Productivity in Pakistan**

*by*Safdar Ullah Khan

**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

**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**

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**The Bootstrap and Multiple Imputations: Harnessing Increased Computing Power for Improved Statistical Tests**

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**Performance of the Bootstrap for DEA Estimators and Iterating the Principle**

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**Simulation-Based Exact Tests in Jump-Diffusion Models in the Presence of Unidentified Nuisance Parameters: an Application to Commodity Spot Prices**

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**A Comparison of Modelling Strategies for Value-Added Analyses of Educational Data**

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**Constrained EMM and Indirect Inference Estimation**

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**Recent Significant Advances in Estimating and Forecasting Theories and Economic Modelling: With Applications to Asian Investment Studies**

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**Double Checking for Two Error Types**

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**Cross- and Auto-Correlation Effects arising from Averaging: The Case of US Interest Rates and Equity Duration**

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**Multinomial Choice and Selectivity**

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**Capacity Utilization and Inflation in Turkey**

*by*Sakarya, Burchan & Yurtoglu, Hasan

**Formes et méthodes d’estimation des systèmes récursifs dynamiques à double indice**

*by*Ghassan, Hassan B.

**Econometric applications of high-breakdown robust regression techniques**

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**The Sun Also Rises: Productivity Convergence Between Japan and the USA**

*by*Gavin Cameron

**The Concept, Policy Use and Measurement of Structural Unemployment: Estimating a Time Varying NAIRU Across 21 OECD Countries**

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**Comparing Semi-Structural Methods to Estimate Unobserved Variables: The HPMV and Kalman Filters Approaches**

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**Long Memory and Regime Switching**

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**Bias from Classical and Other Forms of Measurement Error**

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**The Seemingly Unrelated Dynamic Cointegration Regression Model and Testing for Purching Power Parity**

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**Bayesian Soft Target Zones**

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**Bayesian Estimation of Social Welfare and Tax Progressivity Measures**

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**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**

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**On a Partitioned Inversion Formula having Useful Applications in Econometrics**

*by*Mario Faliva & Maria Grazia Zoia

**The use and abuse of "real-time" data in economic forecasting**

*by*Koenig, Evan F. & Dolmas, Sheila & Piger, Jeremy M.

**Extreme Value Theory for Tail-Related Risk Measures**

*by*Evis Këllezi & Manfred Gilli

**Nonparametric test for causality with long-range dependence**

*by*Javier Hidalgo

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*by*Ramdan Dridi & Eric Renault

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*by*Ramdan Dridi

**A model for long memory conditional heteroscedasticity**

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**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**

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**A model for long memory conditional heteroscedasticity**

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*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 & Andy Snell

**Testing for a Linear Unit Root against Nonlinear Threshold Stationarity**

*by*George Kapetanios & Yongcheol Shin

**Finite Mixture Distribution, Sequential Likelihood, and the EM Algorithm**

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**Estimating Welfare Indices: Household Weights and Sample Design**

*by*Frank A. Cowell & Stephen P. Jenkins

**Optimal Inventory Policies When Sales Are Discretionary**

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**Equivalence of the Higher-order Asymptotic Efficiency of k-step and Extremum Statistics**

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**A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter**

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**Asymptotics in Minimum Distance from Independence Estimation**

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**Reference Cycles: The NBER Methodology Revisited**

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**Non redundancy of high order moment conditions for efficient GMM estimation of weak AR processes**

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**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**

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**Determining the Number of Factors in Approximate Factor Models**

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**Nonparametric Censored and Truncated Regression**

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**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**

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**Price Stickiness, Inflation, and Output Dynamics: A Cross-Country Analysis**

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**Modelling of stock price changes: A real analysis approach**

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**Peaks or tails - What distinguishes financial data?**

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**Obtención de Tablas de Mortalidad por comparación con las de otros ámbitos en períodos pasados**

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**Using Bootstrap In Some Volatility Models**

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**Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices**

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**Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange**

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**Un modelo Macroeconométrico para la Economía Colombiana**

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*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**

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**Performance of the Bootstrap for DEA Estimators and Iterating the Principle**

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**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

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*by*Lucas, André

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*by*Krämer, Walter & Runde, Ralf

**The Real Interest Differential Model after Twenty Years**

*by*Alan G. Isaac & Suresh de Mel

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*by*Nijkamp, Peter & Reggiani, Aura & Tsang, Wai Fai

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*by*Pedro Delicado & Manuel del Río

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*by*Frederic Udina

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*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

**Double Checking for Two Error Types**

*by*Moors, J.J.A.

**Bounds on Quantiles in the Presence of Full and Partial Item Nonresponse**

*by*Vazquez-Alvarez, R. & Melenberg, B. & van Soest, A.H.O.

**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

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*by*Joao M.C. Santos Silva & Frank Windmeijer

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*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

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*by*Frank Cowell & Maria-Pia Victoria-Feser

**Structural analysis of vector error correction models with exogenous I(1) variables**

*by*Mohammad Hashem Pesaran & Richard J Smith & Yongcheol Shin

**The Tail Behavior of Stock Returns: Emerging versus Mature Markets**

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**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**

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**The Generalized Dynamic Factor Model: Identification and Estimation**

*by*Forni, Mario & Hallin, Marc & Lippi, Marco & Reichlin, Lucrezia

**Seasonal Nonstationarity and Near-Nonstationarity**

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**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**

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**Stock market prices and long-range dependence**

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**The Least Trimmed Squares – Random Carriers**

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**The Generalized War of Attrition**

*by*Paul Klemperer & Jeremy Bulow

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